POLICYBZR
Pb Fintech Limited
Historical option data for POLICYBZR
12 Dec 2024 10:24 AM IST
| POLICYBZR 26DEC2024 2000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 1.15
Theta: -2.59
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 2176.05 | 208 | 29.95 | 53.27 | 7 | -2 | 1,551 | |||
| 11 Dec | 2165.00 | 178.05 | -20.90 | 41.67 | 1,883 | 970 | 1,554 | |||
| 10 Dec | 2172.65 | 198.95 | 33.85 | 26.68 | 393 | -30 | 587 | |||
| 9 Dec | 2131.15 | 165.1 | 3.95 | 38.90 | 303 | 9 | 629 | |||
| 6 Dec | 2142.30 | 161.15 | 71.15 | 38.66 | 2,345 | -176 | 620 | |||
| 5 Dec | 2017.40 | 90 | 13.00 | 35.18 | 3,401 | -13 | 793 | |||
| 4 Dec | 2004.70 | 77 | 30.20 | 37.66 | 5,450 | 169 | 807 | |||
| 3 Dec | 1926.25 | 46.8 | -43.20 | 37.30 | 4,864 | 400 | 637 | |||
|
|
||||||||||
| 2 Dec | 1945.10 | 90 | 43.45 | 43.50 | 812 | 140 | 152 | |||
| 29 Nov | 1893.90 | 46.55 | 43.26 | 22 | 12 | 12 | ||||
For Pb Fintech Limited - strike price 2000 expiring on 26DEC2024
Delta for 2000 CE is 0.81
Historical price for 2000 CE is as follows
On 12 Dec POLICYBZR was trading at 2176.05. The strike last trading price was 208, which was 29.95 higher than the previous day. The implied volatity was 53.27, the open interest changed by -2 which decreased total open position to 1551
On 11 Dec POLICYBZR was trading at 2165.00. The strike last trading price was 178.05, which was -20.90 lower than the previous day. The implied volatity was 41.67, the open interest changed by 970 which increased total open position to 1554
On 10 Dec POLICYBZR was trading at 2172.65. The strike last trading price was 198.95, which was 33.85 higher than the previous day. The implied volatity was 26.68, the open interest changed by -30 which decreased total open position to 587
On 9 Dec POLICYBZR was trading at 2131.15. The strike last trading price was 165.1, which was 3.95 higher than the previous day. The implied volatity was 38.90, the open interest changed by 9 which increased total open position to 629
On 6 Dec POLICYBZR was trading at 2142.30. The strike last trading price was 161.15, which was 71.15 higher than the previous day. The implied volatity was 38.66, the open interest changed by -176 which decreased total open position to 620
On 5 Dec POLICYBZR was trading at 2017.40. The strike last trading price was 90, which was 13.00 higher than the previous day. The implied volatity was 35.18, the open interest changed by -13 which decreased total open position to 793
On 4 Dec POLICYBZR was trading at 2004.70. The strike last trading price was 77, which was 30.20 higher than the previous day. The implied volatity was 37.66, the open interest changed by 169 which increased total open position to 807
On 3 Dec POLICYBZR was trading at 1926.25. The strike last trading price was 46.8, which was -43.20 lower than the previous day. The implied volatity was 37.30, the open interest changed by 400 which increased total open position to 637
On 2 Dec POLICYBZR was trading at 1945.10. The strike last trading price was 90, which was 43.45 higher than the previous day. The implied volatity was 43.50, the open interest changed by 140 which increased total open position to 152
On 29 Nov POLICYBZR was trading at 1893.90. The strike last trading price was 46.55, which was lower than the previous day. The implied volatity was 43.26, the open interest changed by 12 which increased total open position to 12
| POLICYBZR 26DEC2024 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.98
Theta: -1.43
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2176.05 | 14.75 | -4.45 | 44.16 | 122 | 36 | 777 |
| 11 Dec | 2165.00 | 19.2 | 3.55 | 43.74 | 1,295 | -52 | 743 |
| 10 Dec | 2172.65 | 15.65 | -5.05 | 43.83 | 3,154 | 168 | 762 |
| 9 Dec | 2131.15 | 20.7 | -5.00 | 40.01 | 1,315 | 10 | 593 |
| 6 Dec | 2142.30 | 25.7 | -31.20 | 38.98 | 1,655 | 272 | 582 |
| 5 Dec | 2017.40 | 56.9 | -16.00 | 39.33 | 503 | 21 | 313 |
| 4 Dec | 2004.70 | 72.9 | -38.75 | 39.16 | 805 | 230 | 308 |
| 3 Dec | 1926.25 | 111.65 | 21.70 | 39.99 | 208 | 76 | 77 |
| 2 Dec | 1945.10 | 89.95 | -81.75 | 45.00 | 1 | 0 | 0 |
| 29 Nov | 1893.90 | 171.7 | - | 0 | 0 | 0 | |
For Pb Fintech Limited - strike price 2000 expiring on 26DEC2024
Delta for 2000 PE is -0.15
Historical price for 2000 PE is as follows
On 12 Dec POLICYBZR was trading at 2176.05. The strike last trading price was 14.75, which was -4.45 lower than the previous day. The implied volatity was 44.16, the open interest changed by 36 which increased total open position to 777
On 11 Dec POLICYBZR was trading at 2165.00. The strike last trading price was 19.2, which was 3.55 higher than the previous day. The implied volatity was 43.74, the open interest changed by -52 which decreased total open position to 743
On 10 Dec POLICYBZR was trading at 2172.65. The strike last trading price was 15.65, which was -5.05 lower than the previous day. The implied volatity was 43.83, the open interest changed by 168 which increased total open position to 762
On 9 Dec POLICYBZR was trading at 2131.15. The strike last trading price was 20.7, which was -5.00 lower than the previous day. The implied volatity was 40.01, the open interest changed by 10 which increased total open position to 593
On 6 Dec POLICYBZR was trading at 2142.30. The strike last trading price was 25.7, which was -31.20 lower than the previous day. The implied volatity was 38.98, the open interest changed by 272 which increased total open position to 582
On 5 Dec POLICYBZR was trading at 2017.40. The strike last trading price was 56.9, which was -16.00 lower than the previous day. The implied volatity was 39.33, the open interest changed by 21 which increased total open position to 313
On 4 Dec POLICYBZR was trading at 2004.70. The strike last trading price was 72.9, which was -38.75 lower than the previous day. The implied volatity was 39.16, the open interest changed by 230 which increased total open position to 308
On 3 Dec POLICYBZR was trading at 1926.25. The strike last trading price was 111.65, which was 21.70 higher than the previous day. The implied volatity was 39.99, the open interest changed by 76 which increased total open position to 77
On 2 Dec POLICYBZR was trading at 1945.10. The strike last trading price was 89.95, which was -81.75 lower than the previous day. The implied volatity was 45.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov POLICYBZR was trading at 1893.90. The strike last trading price was 171.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
