POLYCAB
Polycab India Limited
Historical option data for POLYCAB
08 Apr 2025 05:50 PM IST
| POLYCAB 24APR2025 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 2.77
Theta: -6.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 4982.00 | 568.7 | 40.35 | 60.44 | 26 | -8 | 64 | |||
| 7 Apr | 4934.60 | 529 | -57.8 | 57.70 | 75 | 13 | 73 | |||
| 4 Apr | 5040.75 | 591.4 | -144.75 | 42.50 | 8 | 2 | 60 | |||
| 3 Apr | 5203.75 | 736 | -92.6 | 33.15 | 323 | -169 | 59 | |||
| 2 Apr | 5285.75 | 814.9 | 132.9 | 39.01 | 261 | 183 | 229 | |||
| 1 Apr | 5102.60 | 682 | -43 | 53.72 | 1 | 0 | 46 | |||
| 28 Mar | 5147.95 | 725 | -53.4 | 54.27 | 10 | 2 | 46 | |||
| 27 Mar | 5216.55 | 778.4 | 46.4 | 34.23 | 15 | -6 | 45 | |||
| 26 Mar | 5150.85 | 732 | 24.1 | 48.46 | 37 | 24 | 50 | |||
| 25 Mar | 5152.15 | 707.9 | 54.05 | 37.12 | 30 | 20 | 26 | |||
| 24 Mar | 5025.45 | 659.5 | 5.65 | 0.00 | 0 | 0 | 6 | |||
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| 21 Mar | 4992.30 | 659.5 | 5.65 | 0.00 | 0 | 0 | 6 | |||
| 20 Mar | 5083.40 | 659.5 | 170.8 | 30.09 | 8 | 4 | 4 | |||
| 19 Mar | 5438.40 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 5195.80 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 5019.60 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 5003.10 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 5008.75 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 4907.85 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 4940.45 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 5063.45 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 5076.60 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 5071.30 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 4905.15 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 4870.85 | 488.7 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 4713.40 | 488.7 | 0 | - | 0 | 0 | 0 | |||
For Polycab India Limited - strike price 4500 expiring on 24APR2025
Delta for 4500 CE is 0.82
Historical price for 4500 CE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 568.7, which was 40.35 higher than the previous day. The implied volatity was 60.44, the open interest changed by -8 which decreased total open position to 64
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 529, which was -57.8 lower than the previous day. The implied volatity was 57.70, the open interest changed by 13 which increased total open position to 73
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 591.4, which was -144.75 lower than the previous day. The implied volatity was 42.50, the open interest changed by 2 which increased total open position to 60
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 736, which was -92.6 lower than the previous day. The implied volatity was 33.15, the open interest changed by -169 which decreased total open position to 59
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 814.9, which was 132.9 higher than the previous day. The implied volatity was 39.01, the open interest changed by 183 which increased total open position to 229
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 682, which was -43 lower than the previous day. The implied volatity was 53.72, the open interest changed by 0 which decreased total open position to 46
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 725, which was -53.4 lower than the previous day. The implied volatity was 54.27, the open interest changed by 2 which increased total open position to 46
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 778.4, which was 46.4 higher than the previous day. The implied volatity was 34.23, the open interest changed by -6 which decreased total open position to 45
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 732, which was 24.1 higher than the previous day. The implied volatity was 48.46, the open interest changed by 24 which increased total open position to 50
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 707.9, which was 54.05 higher than the previous day. The implied volatity was 37.12, the open interest changed by 20 which increased total open position to 26
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 659.5, which was 5.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 6
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 659.5, which was 5.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 6
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 659.5, which was 170.8 higher than the previous day. The implied volatity was 30.09, the open interest changed by 4 which increased total open position to 4
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 488.7, 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 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 488.7, 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 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 488.7, 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 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 488.7, 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 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 488.7, 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 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 488.7, 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 10 Mar POLYCAB was trading at 4940.45. The strike last trading price was 488.7, 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 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 488.7, 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 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 488.7, 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 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 488.7, 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 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 488.7, 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 3 Mar POLYCAB was trading at 4870.85. The strike last trading price was 488.7, 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 28 Feb POLYCAB was trading at 4713.40. The strike last trading price was 488.7, 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
| POLYCAB 24APR2025 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 2.46
Theta: -3.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 4982.00 | 45.4 | -32.95 | 52.20 | 525 | 89 | 612 |
| 7 Apr | 4934.60 | 76.7 | 53 | 58.94 | 2,388 | 20 | 526 |
| 4 Apr | 5040.75 | 25 | 10.65 | 41.66 | 829 | 143 | 501 |
| 3 Apr | 5203.75 | 15.25 | 0.7 | 42.75 | 468 | 8 | 357 |
| 2 Apr | 5285.75 | 14.6 | -7.95 | 44.30 | 840 | -22 | 352 |
| 1 Apr | 5102.60 | 22 | 0.15 | 40.18 | 283 | -6 | 375 |
| 28 Mar | 5147.95 | 24.2 | 4.65 | 39.40 | 534 | -46 | 381 |
| 27 Mar | 5216.55 | 20 | -11.5 | 40.95 | 193 | 26 | 428 |
| 26 Mar | 5150.85 | 31.5 | -4.25 | 41.89 | 215 | -36 | 401 |
| 25 Mar | 5152.15 | 36.75 | 4.7 | 43.32 | 461 | -43 | 435 |
| 24 Mar | 5025.45 | 32.05 | -13.1 | 36.07 | 27 | -10 | 479 |
| 21 Mar | 4992.30 | 45.15 | -7 | 36.90 | 48 | -35 | 490 |
| 20 Mar | 5083.40 | 46.65 | 26 | 41.64 | 2,026 | 476 | 538 |
| 19 Mar | 5438.40 | 20.65 | -19.9 | 42.35 | 38 | 19 | 62 |
| 18 Mar | 5195.80 | 40.55 | -19.45 | 41.49 | 33 | 4 | 41 |
| 17 Mar | 5019.60 | 60 | -6.45 | 40.47 | 15 | 8 | 36 |
| 13 Mar | 5003.10 | 66.45 | 0 | 0.00 | 0 | 3 | 0 |
| 12 Mar | 5008.75 | 66.45 | -20.55 | 39.24 | 8 | 2 | 27 |
| 11 Mar | 4907.85 | 87 | -1.55 | 40.06 | 9 | 2 | 24 |
| 10 Mar | 4940.45 | 93.25 | 17.3 | 40.84 | 12 | 8 | 21 |
| 7 Mar | 5063.45 | 75.95 | -7.1 | 41.42 | 3 | 1 | 13 |
| 6 Mar | 5076.60 | 83.05 | -12.9 | 43.04 | 11 | 0 | 2 |
| 5 Mar | 5071.30 | 95.95 | -65.2 | 45.58 | 2 | 1 | 3 |
| 4 Mar | 4905.15 | 161.15 | 0 | 0.00 | 0 | 2 | 0 |
| 3 Mar | 4870.85 | 161.15 | -98.75 | 48.10 | 2 | 0 | 0 |
| 28 Feb | 4713.40 | 259.9 | 0 | 3.95 | 0 | 0 | 0 |
For Polycab India Limited - strike price 4500 expiring on 24APR2025
Delta for 4500 PE is -0.15
Historical price for 4500 PE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 45.4, which was -32.95 lower than the previous day. The implied volatity was 52.20, the open interest changed by 89 which increased total open position to 612
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 76.7, which was 53 higher than the previous day. The implied volatity was 58.94, the open interest changed by 20 which increased total open position to 526
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 25, which was 10.65 higher than the previous day. The implied volatity was 41.66, the open interest changed by 143 which increased total open position to 501
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 15.25, which was 0.7 higher than the previous day. The implied volatity was 42.75, the open interest changed by 8 which increased total open position to 357
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 14.6, which was -7.95 lower than the previous day. The implied volatity was 44.30, the open interest changed by -22 which decreased total open position to 352
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 22, which was 0.15 higher than the previous day. The implied volatity was 40.18, the open interest changed by -6 which decreased total open position to 375
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 24.2, which was 4.65 higher than the previous day. The implied volatity was 39.40, the open interest changed by -46 which decreased total open position to 381
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 20, which was -11.5 lower than the previous day. The implied volatity was 40.95, the open interest changed by 26 which increased total open position to 428
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 31.5, which was -4.25 lower than the previous day. The implied volatity was 41.89, the open interest changed by -36 which decreased total open position to 401
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 36.75, which was 4.7 higher than the previous day. The implied volatity was 43.32, the open interest changed by -43 which decreased total open position to 435
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 32.05, which was -13.1 lower than the previous day. The implied volatity was 36.07, the open interest changed by -10 which decreased total open position to 479
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 45.15, which was -7 lower than the previous day. The implied volatity was 36.90, the open interest changed by -35 which decreased total open position to 490
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 46.65, which was 26 higher than the previous day. The implied volatity was 41.64, the open interest changed by 476 which increased total open position to 538
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 20.65, which was -19.9 lower than the previous day. The implied volatity was 42.35, the open interest changed by 19 which increased total open position to 62
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 40.55, which was -19.45 lower than the previous day. The implied volatity was 41.49, the open interest changed by 4 which increased total open position to 41
On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 60, which was -6.45 lower than the previous day. The implied volatity was 40.47, the open interest changed by 8 which increased total open position to 36
On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 66.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 66.45, which was -20.55 lower than the previous day. The implied volatity was 39.24, the open interest changed by 2 which increased total open position to 27
On 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 87, which was -1.55 lower than the previous day. The implied volatity was 40.06, the open interest changed by 2 which increased total open position to 24
On 10 Mar POLYCAB was trading at 4940.45. The strike last trading price was 93.25, which was 17.3 higher than the previous day. The implied volatity was 40.84, the open interest changed by 8 which increased total open position to 21
On 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 75.95, which was -7.1 lower than the previous day. The implied volatity was 41.42, the open interest changed by 1 which increased total open position to 13
On 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 83.05, which was -12.9 lower than the previous day. The implied volatity was 43.04, the open interest changed by 0 which decreased total open position to 2
On 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 95.95, which was -65.2 lower than the previous day. The implied volatity was 45.58, the open interest changed by 1 which increased total open position to 3
On 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Mar POLYCAB was trading at 4870.85. The strike last trading price was 161.15, which was -98.75 lower than the previous day. The implied volatity was 48.10, the open interest changed by 0 which decreased total open position to 0
On 28 Feb POLYCAB was trading at 4713.40. The strike last trading price was 259.9, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0
