Historical option data for POLICYBZR
29 Jun 2026 10:49 AM IST
| POLICYBZR 28-Jul-2026 (25d) 1660 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.02
Theta: -1.39
Gamma: 0.00209
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1641.90 | 74.7 | 27.7 (58.94%) | 40.72 | 2 | 1 | 42 | |||||||||
| 25 Jun | 1615.20 | 47 | -28 (-37.33%) | 34.13 | 87 | 39 | 40 | |||||||||
| 24 Jun | 1636.30 | 75 | 0 (0.00%) | 44.24 | 1 | 0 | 1 | |||||||||
| 23 Jun | 1622.40 | 75 | -137 (-64.62%) | 44.24 | 1 | 0 | 0 | |||||||||
For Pb Fintech Limited - strike price 1660 expiring on 28JUL2026
Delta for 1660 CE is 0.52
Historical price for 1660 CE is as follows
On 29 Jun POLICYBZR was trading at 1641.90. The strike last trading price was 74.7, which was 27.7 higher than the previous day. The implied volatity was 40.72, the open interest changed by 1 which increased total open position to 42
On 25 Jun POLICYBZR was trading at 1615.20. The strike last trading price was 47, which was -28 lower than the previous day. The implied volatity was 34.13, the open interest changed by 39 which increased total open position to 40
On 24 Jun POLICYBZR was trading at 1636.30. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 44.24, the open interest changed by 0 which decreased total open position to 1
On 23 Jun POLICYBZR was trading at 1622.40. The strike last trading price was 75, which was -137 lower than the previous day. The implied volatity was 44.24, the open interest changed by 0 which decreased total open position to 0
| POLICYBZR 28-Jul-2026 (25d) 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.02
Theta: -1.05
Gamma: 0.00224
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1641.90 | 70 | -27.8 (-28.43%) | 37.72 | 27 | -3 | 90 |
| 25 Jun | 1615.20 | 97.75 | 31.4 (47.32%) | 38.74 | 108 | 91 | 91 |
| 24 Jun | 1636.30 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jun | 1622.40 | 0 | 0 | - | 0 | 0 | 0 |
For Pb Fintech Limited - strike price 1660 expiring on 28JUL2026
Delta for 1660 PE is -0.48
Historical price for 1660 PE is as follows
On 29 Jun POLICYBZR was trading at 1641.90. The strike last trading price was 70, which was -27.8 lower than the previous day. The implied volatity was 37.72, the open interest changed by -3 which decreased total open position to 90
On 25 Jun POLICYBZR was trading at 1615.20. The strike last trading price was 97.75, which was 31.4 higher than the previous day. The implied volatity was 38.74, the open interest changed by 91 which increased total open position to 91
On 24 Jun POLICYBZR was trading at 1636.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jun POLICYBZR was trading at 1622.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
