POLICYBZR
Pb Fintech Limited
Historical option data for POLICYBZR
12 Dec 2024 10:14 AM IST
| POLICYBZR 26DEC2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 1.43
Theta: -2.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 2177.15 | 112 | 10.15 | 35.67 | 192 | -53 | 486 | |||
| 11 Dec | 2165.00 | 101.85 | -20.90 | 38.81 | 905 | 22 | 535 | |||
| 10 Dec | 2172.65 | 122.75 | 28.35 | 34.99 | 5,944 | 89 | 518 | |||
| 9 Dec | 2131.15 | 94.4 | 1.25 | 37.83 | 1,221 | -10 | 427 | |||
| 6 Dec | 2142.30 | 93.15 | 47.00 | 37.36 | 6,594 | -5 | 440 | |||
| 5 Dec | 2017.40 | 46.15 | 7.10 | 36.39 | 1,284 | 28 | 436 | |||
| 4 Dec | 2004.70 | 39.05 | 16.70 | 38.30 | 3,766 | 182 | 408 | |||
| 3 Dec | 1926.25 | 22.35 | -26.65 | 38.38 | 2,176 | 137 | 226 | |||
| 2 Dec | 1945.10 | 49 | 42.70 | 220 | 55 | 55 | ||||
For Pb Fintech Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 CE is 0.73
Historical price for 2100 CE is as follows
On 12 Dec POLICYBZR was trading at 2177.15. The strike last trading price was 112, which was 10.15 higher than the previous day. The implied volatity was 35.67, the open interest changed by -53 which decreased total open position to 486
On 11 Dec POLICYBZR was trading at 2165.00. The strike last trading price was 101.85, which was -20.90 lower than the previous day. The implied volatity was 38.81, the open interest changed by 22 which increased total open position to 535
On 10 Dec POLICYBZR was trading at 2172.65. The strike last trading price was 122.75, which was 28.35 higher than the previous day. The implied volatity was 34.99, the open interest changed by 89 which increased total open position to 518
On 9 Dec POLICYBZR was trading at 2131.15. The strike last trading price was 94.4, which was 1.25 higher than the previous day. The implied volatity was 37.83, the open interest changed by -10 which decreased total open position to 427
On 6 Dec POLICYBZR was trading at 2142.30. The strike last trading price was 93.15, which was 47.00 higher than the previous day. The implied volatity was 37.36, the open interest changed by -5 which decreased total open position to 440
On 5 Dec POLICYBZR was trading at 2017.40. The strike last trading price was 46.15, which was 7.10 higher than the previous day. The implied volatity was 36.39, the open interest changed by 28 which increased total open position to 436
On 4 Dec POLICYBZR was trading at 2004.70. The strike last trading price was 39.05, which was 16.70 higher than the previous day. The implied volatity was 38.30, the open interest changed by 182 which increased total open position to 408
On 3 Dec POLICYBZR was trading at 1926.25. The strike last trading price was 22.35, which was -26.65 lower than the previous day. The implied volatity was 38.38, the open interest changed by 137 which increased total open position to 226
On 2 Dec POLICYBZR was trading at 1945.10. The strike last trading price was 49, which was lower than the previous day. The implied volatity was 42.70, the open interest changed by 55 which increased total open position to 55
| POLICYBZR 26DEC2024 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 1.48
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2177.15 | 33.95 | -8.75 | 40.65 | 192 | 20 | 663 |
| 11 Dec | 2165.00 | 42.7 | 5.05 | 39.41 | 1,125 | 37 | 642 |
| 10 Dec | 2172.65 | 37.65 | -10.65 | 42.91 | 2,492 | 184 | 603 |
| 9 Dec | 2131.15 | 48.3 | -6.25 | 37.92 | 1,304 | 104 | 420 |
| 6 Dec | 2142.30 | 54.55 | -55.45 | 36.26 | 966 | 316 | 320 |
| 5 Dec | 2017.40 | 110 | -135.60 | 39.21 | 4 | 2 | 2 |
| 4 Dec | 2004.70 | 245.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1926.25 | 245.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1945.10 | 245.6 | - | 0 | 0 | 0 | |
For Pb Fintech Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 PE is -0.30
Historical price for 2100 PE is as follows
On 12 Dec POLICYBZR was trading at 2177.15. The strike last trading price was 33.95, which was -8.75 lower than the previous day. The implied volatity was 40.65, the open interest changed by 20 which increased total open position to 663
On 11 Dec POLICYBZR was trading at 2165.00. The strike last trading price was 42.7, which was 5.05 higher than the previous day. The implied volatity was 39.41, the open interest changed by 37 which increased total open position to 642
On 10 Dec POLICYBZR was trading at 2172.65. The strike last trading price was 37.65, which was -10.65 lower than the previous day. The implied volatity was 42.91, the open interest changed by 184 which increased total open position to 603
On 9 Dec POLICYBZR was trading at 2131.15. The strike last trading price was 48.3, which was -6.25 lower than the previous day. The implied volatity was 37.92, the open interest changed by 104 which increased total open position to 420
On 6 Dec POLICYBZR was trading at 2142.30. The strike last trading price was 54.55, which was -55.45 lower than the previous day. The implied volatity was 36.26, the open interest changed by 316 which increased total open position to 320
On 5 Dec POLICYBZR was trading at 2017.40. The strike last trading price was 110, which was -135.60 lower than the previous day. The implied volatity was 39.21, the open interest changed by 2 which increased total open position to 2
On 4 Dec POLICYBZR was trading at 2004.70. The strike last trading price was 245.6, 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 3 Dec POLICYBZR was trading at 1926.25. The strike last trading price was 245.6, 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 245.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
