POLICYBZR
Pb Fintech Limited
Historical option data for POLICYBZR
12 Dec 2024 10:14 AM IST
POLICYBZR 26DEC2024 2050 CE | ||||||||||
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Delta: 0.77
Vega: 1.30
Theta: -2.52
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 2177.15 | 162.5 | 27.20 | 46.24 | 5 | -1 | 186 | |||
11 Dec | 2165.00 | 135.3 | -20.20 | 38.34 | 121 | -23 | 185 | |||
10 Dec | 2172.65 | 155.5 | 32.90 | 32.53 | 349 | 20 | 213 | |||
9 Dec | 2131.15 | 122.6 | -2.85 | 35.24 | 150 | 0 | 192 | |||
6 Dec | 2142.30 | 125.45 | 59.45 | 38.37 | 1,811 | -91 | 191 | |||
5 Dec | 2017.40 | 66 | 10.95 | 36.15 | 581 | 2 | 282 | |||
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4 Dec | 2004.70 | 55.05 | 29.55 | 37.71 | 1,284 | 141 | 279 | |||
3 Dec | 1926.25 | 25.5 | -37.50 | 33.89 | 1,020 | 130 | 138 | |||
2 Dec | 1945.10 | 63 | 40.92 | 12 | 7 | 7 |
For Pb Fintech Limited - strike price 2050 expiring on 26DEC2024
Delta for 2050 CE is 0.77
Historical price for 2050 CE is as follows
On 12 Dec POLICYBZR was trading at 2177.15. The strike last trading price was 162.5, which was 27.20 higher than the previous day. The implied volatity was 46.24, the open interest changed by -1 which decreased total open position to 186
On 11 Dec POLICYBZR was trading at 2165.00. The strike last trading price was 135.3, which was -20.20 lower than the previous day. The implied volatity was 38.34, the open interest changed by -23 which decreased total open position to 185
On 10 Dec POLICYBZR was trading at 2172.65. The strike last trading price was 155.5, which was 32.90 higher than the previous day. The implied volatity was 32.53, the open interest changed by 20 which increased total open position to 213
On 9 Dec POLICYBZR was trading at 2131.15. The strike last trading price was 122.6, which was -2.85 lower than the previous day. The implied volatity was 35.24, the open interest changed by 0 which decreased total open position to 192
On 6 Dec POLICYBZR was trading at 2142.30. The strike last trading price was 125.45, which was 59.45 higher than the previous day. The implied volatity was 38.37, the open interest changed by -91 which decreased total open position to 191
On 5 Dec POLICYBZR was trading at 2017.40. The strike last trading price was 66, which was 10.95 higher than the previous day. The implied volatity was 36.15, the open interest changed by 2 which increased total open position to 282
On 4 Dec POLICYBZR was trading at 2004.70. The strike last trading price was 55.05, which was 29.55 higher than the previous day. The implied volatity was 37.71, the open interest changed by 141 which increased total open position to 279
On 3 Dec POLICYBZR was trading at 1926.25. The strike last trading price was 25.5, which was -37.50 lower than the previous day. The implied volatity was 33.89, the open interest changed by 130 which increased total open position to 138
On 2 Dec POLICYBZR was trading at 1945.10. The strike last trading price was 63, which was lower than the previous day. The implied volatity was 40.92, the open interest changed by 7 which increased total open position to 7
POLICYBZR 26DEC2024 2050 PE | |||||||
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Delta: -0.21
Vega: 1.24
Theta: -1.71
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 2177.15 | 22.5 | -7.90 | 42.39 | 112 | 45 | 317 |
11 Dec | 2165.00 | 30.4 | 6.70 | 43.04 | 355 | -34 | 272 |
10 Dec | 2172.65 | 23.7 | -8.10 | 42.22 | 1,887 | 135 | 304 |
9 Dec | 2131.15 | 31.8 | -4.60 | 38.68 | 499 | 69 | 170 |
6 Dec | 2142.30 | 36.4 | -44.90 | 36.73 | 730 | 58 | 103 |
5 Dec | 2017.40 | 81.3 | -12.70 | 39.48 | 39 | 11 | 44 |
4 Dec | 2004.70 | 94 | -113.20 | 35.77 | 39 | 32 | 32 |
3 Dec | 1926.25 | 207.2 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 1945.10 | 207.2 | - | 0 | 0 | 0 |
For Pb Fintech Limited - strike price 2050 expiring on 26DEC2024
Delta for 2050 PE is -0.21
Historical price for 2050 PE is as follows
On 12 Dec POLICYBZR was trading at 2177.15. The strike last trading price was 22.5, which was -7.90 lower than the previous day. The implied volatity was 42.39, the open interest changed by 45 which increased total open position to 317
On 11 Dec POLICYBZR was trading at 2165.00. The strike last trading price was 30.4, which was 6.70 higher than the previous day. The implied volatity was 43.04, the open interest changed by -34 which decreased total open position to 272
On 10 Dec POLICYBZR was trading at 2172.65. The strike last trading price was 23.7, which was -8.10 lower than the previous day. The implied volatity was 42.22, the open interest changed by 135 which increased total open position to 304
On 9 Dec POLICYBZR was trading at 2131.15. The strike last trading price was 31.8, which was -4.60 lower than the previous day. The implied volatity was 38.68, the open interest changed by 69 which increased total open position to 170
On 6 Dec POLICYBZR was trading at 2142.30. The strike last trading price was 36.4, which was -44.90 lower than the previous day. The implied volatity was 36.73, the open interest changed by 58 which increased total open position to 103
On 5 Dec POLICYBZR was trading at 2017.40. The strike last trading price was 81.3, which was -12.70 lower than the previous day. The implied volatity was 39.48, the open interest changed by 11 which increased total open position to 44
On 4 Dec POLICYBZR was trading at 2004.70. The strike last trading price was 94, which was -113.20 lower than the previous day. The implied volatity was 35.77, the open interest changed by 32 which increased total open position to 32
On 3 Dec POLICYBZR was trading at 1926.25. The strike last trading price was 207.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec POLICYBZR was trading at 1945.10. The strike last trading price was 207.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0