POLICYBZR
Pb Fintech Limited
Historical option data for POLICYBZR
12 Dec 2024 10:24 AM IST
POLICYBZR 26DEC2024 2150 CE | ||||||||||
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Delta: 0.60
Vega: 1.66
Theta: -2.49
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 2176.05 | 81.5 | 9.75 | 36.98 | 200 | 7 | 417 | |||
11 Dec | 2165.00 | 71.75 | -18.85 | 37.85 | 923 | -22 | 410 | |||
10 Dec | 2172.65 | 90.6 | 22.95 | 36.74 | 2,425 | -19 | 438 | |||
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9 Dec | 2131.15 | 67.65 | 0.80 | 37.70 | 2,169 | 122 | 456 | |||
6 Dec | 2142.30 | 66.85 | 33.05 | 36.83 | 2,539 | 224 | 328 | |||
5 Dec | 2017.40 | 33.8 | 7.30 | 38.13 | 227 | -2 | 104 | |||
4 Dec | 2004.70 | 26.5 | 10.70 | 38.45 | 535 | 13 | 104 | |||
3 Dec | 1926.25 | 15.8 | -23.20 | 40.04 | 521 | 97 | 98 | |||
2 Dec | 1945.10 | 39 | 44.86 | 1 | 0 | 0 |
For Pb Fintech Limited - strike price 2150 expiring on 26DEC2024
Delta for 2150 CE is 0.60
Historical price for 2150 CE is as follows
On 12 Dec POLICYBZR was trading at 2176.05. The strike last trading price was 81.5, which was 9.75 higher than the previous day. The implied volatity was 36.98, the open interest changed by 7 which increased total open position to 417
On 11 Dec POLICYBZR was trading at 2165.00. The strike last trading price was 71.75, which was -18.85 lower than the previous day. The implied volatity was 37.85, the open interest changed by -22 which decreased total open position to 410
On 10 Dec POLICYBZR was trading at 2172.65. The strike last trading price was 90.6, which was 22.95 higher than the previous day. The implied volatity was 36.74, the open interest changed by -19 which decreased total open position to 438
On 9 Dec POLICYBZR was trading at 2131.15. The strike last trading price was 67.65, which was 0.80 higher than the previous day. The implied volatity was 37.70, the open interest changed by 122 which increased total open position to 456
On 6 Dec POLICYBZR was trading at 2142.30. The strike last trading price was 66.85, which was 33.05 higher than the previous day. The implied volatity was 36.83, the open interest changed by 224 which increased total open position to 328
On 5 Dec POLICYBZR was trading at 2017.40. The strike last trading price was 33.8, which was 7.30 higher than the previous day. The implied volatity was 38.13, the open interest changed by -2 which decreased total open position to 104
On 4 Dec POLICYBZR was trading at 2004.70. The strike last trading price was 26.5, which was 10.70 higher than the previous day. The implied volatity was 38.45, the open interest changed by 13 which increased total open position to 104
On 3 Dec POLICYBZR was trading at 1926.25. The strike last trading price was 15.8, which was -23.20 lower than the previous day. The implied volatity was 40.04, the open interest changed by 97 which increased total open position to 98
On 2 Dec POLICYBZR was trading at 1945.10. The strike last trading price was 39, which was lower than the previous day. The implied volatity was 44.86, the open interest changed by 0 which decreased total open position to 0
POLICYBZR 26DEC2024 2150 PE | |||||||
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Delta: -0.40
Vega: 1.66
Theta: -2.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 2176.05 | 49.8 | -13.00 | 38.58 | 127 | 24 | 352 |
11 Dec | 2165.00 | 62.8 | 7.45 | 39.47 | 639 | -19 | 327 |
10 Dec | 2172.65 | 55.35 | -17.50 | 41.69 | 760 | 6 | 344 |
9 Dec | 2131.15 | 72.85 | -7.20 | 38.62 | 953 | 190 | 336 |
6 Dec | 2142.30 | 80.05 | -206.25 | 36.80 | 318 | 148 | 148 |
5 Dec | 2017.40 | 286.3 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 2004.70 | 286.3 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 1926.25 | 286.3 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 1945.10 | 286.3 | - | 0 | 0 | 0 |
For Pb Fintech Limited - strike price 2150 expiring on 26DEC2024
Delta for 2150 PE is -0.40
Historical price for 2150 PE is as follows
On 12 Dec POLICYBZR was trading at 2176.05. The strike last trading price was 49.8, which was -13.00 lower than the previous day. The implied volatity was 38.58, the open interest changed by 24 which increased total open position to 352
On 11 Dec POLICYBZR was trading at 2165.00. The strike last trading price was 62.8, which was 7.45 higher than the previous day. The implied volatity was 39.47, the open interest changed by -19 which decreased total open position to 327
On 10 Dec POLICYBZR was trading at 2172.65. The strike last trading price was 55.35, which was -17.50 lower than the previous day. The implied volatity was 41.69, the open interest changed by 6 which increased total open position to 344
On 9 Dec POLICYBZR was trading at 2131.15. The strike last trading price was 72.85, which was -7.20 lower than the previous day. The implied volatity was 38.62, the open interest changed by 190 which increased total open position to 336
On 6 Dec POLICYBZR was trading at 2142.30. The strike last trading price was 80.05, which was -206.25 lower than the previous day. The implied volatity was 36.80, the open interest changed by 148 which increased total open position to 148
On 5 Dec POLICYBZR was trading at 2017.40. The strike last trading price was 286.3, 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 4 Dec POLICYBZR was trading at 2004.70. The strike last trading price was 286.3, 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 286.3, 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 286.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0