POLYCAB
Polycab India Limited
Historical option data for POLYCAB
08 Apr 2025 05:50 PM IST
| POLYCAB 24APR2025 4600 CE | ||||||||||
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Delta: 0.79
Vega: 3.02
Theta: -6.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 4982.00 | 473.75 | 23.4 | 54.06 | 24 | -7 | 61 | |||
| 7 Apr | 4934.60 | 446.9 | -50.15 | 55.04 | 90 | -2 | 69 | |||
| 4 Apr | 5040.75 | 501.6 | -111.1 | 40.53 | 27 | -3 | 72 | |||
| 3 Apr | 5203.75 | 612.7 | -8.05 | - | 3 | 0 | 76 | |||
| 2 Apr | 5285.75 | 620.75 | 69.15 | - | 34 | -18 | 77 | |||
| 1 Apr | 5102.60 | 555.95 | -41.15 | 38.36 | 22 | -17 | 95 | |||
| 28 Mar | 5147.95 | 581.85 | -70.15 | 34.11 | 51 | -18 | 112 | |||
| 27 Mar | 5216.55 | 652 | 0 | 0.00 | 0 | 5 | 0 | |||
| 26 Mar | 5150.85 | 652 | 24.6 | 48.65 | 6 | 4 | 129 | |||
| 25 Mar | 5152.15 | 627.4 | 137.35 | 39.44 | 184 | 118 | 125 | |||
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| 24 Mar | 5025.45 | 490.05 | 0 | 0.00 | 0 | 0 | 7 | |||
| 21 Mar | 4992.30 | 490.05 | 0 | 0.00 | 0 | 0 | 7 | |||
| 20 Mar | 5083.40 | 490.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 5438.40 | 490.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 5195.80 | 490.05 | 0 | 0.00 | 0 | 7 | 0 | |||
| 17 Mar | 5019.60 | 490.05 | -832.3 | 26.84 | 7 | 5 | 5 | |||
| 13 Mar | 5003.10 | 1322.35 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 5008.75 | 1322.35 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 4907.85 | 1322.35 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 4940.45 | 1322.35 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 5063.45 | 1322.35 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 5076.60 | 1322.35 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 5071.30 | 1322.35 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 4905.15 | 1322.35 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 4870.85 | 1322.35 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 4713.40 | 1322.35 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 4679.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 5436.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 5414.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 5416.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 5550.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 5508.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Polycab India Limited - strike price 4600 expiring on 24APR2025
Delta for 4600 CE is 0.79
Historical price for 4600 CE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 473.75, which was 23.4 higher than the previous day. The implied volatity was 54.06, the open interest changed by -7 which decreased total open position to 61
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 446.9, which was -50.15 lower than the previous day. The implied volatity was 55.04, the open interest changed by -2 which decreased total open position to 69
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 501.6, which was -111.1 lower than the previous day. The implied volatity was 40.53, the open interest changed by -3 which decreased total open position to 72
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 612.7, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 620.75, which was 69.15 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 77
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 555.95, which was -41.15 lower than the previous day. The implied volatity was 38.36, the open interest changed by -17 which decreased total open position to 95
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 581.85, which was -70.15 lower than the previous day. The implied volatity was 34.11, the open interest changed by -18 which decreased total open position to 112
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 652, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 652, which was 24.6 higher than the previous day. The implied volatity was 48.65, the open interest changed by 4 which increased total open position to 129
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 627.4, which was 137.35 higher than the previous day. The implied volatity was 39.44, the open interest changed by 118 which increased total open position to 125
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 490.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 490.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 490.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 490.05, which was 0 lower than the previous day. The implied volatity was 0.00, 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 490.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 490.05, which was -832.3 lower than the previous day. The implied volatity was 26.84, the open interest changed by 5 which increased total open position to 5
On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 1322.35, 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 1322.35, 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 1322.35, 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 1322.35, 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 1322.35, 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 1322.35, 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 1322.35, 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 1322.35, 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 1322.35, 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 1322.35, 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 27 Feb POLYCAB was trading at 4679.55. The strike last trading price was 0, 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 Feb POLYCAB was trading at 5436.90. The strike last trading price was 0, 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 Feb POLYCAB was trading at 5414.20. The strike last trading price was 0, 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 14 Feb POLYCAB was trading at 5416.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Feb POLYCAB was trading at 5550.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Feb POLYCAB was trading at 5508.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 24APR2025 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 2.89
Theta: -4.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 4982.00 | 60 | -39.85 | 50.12 | 327 | 48 | 356 |
| 7 Apr | 4934.60 | 97.6 | 63.9 | 57.17 | 636 | 23 | 309 |
| 4 Apr | 5040.75 | 35.05 | 15.15 | 40.00 | 503 | 16 | 285 |
| 3 Apr | 5203.75 | 20.25 | 0.4 | 40.58 | 213 | -29 | 268 |
| 2 Apr | 5285.75 | 20.5 | -11.25 | 42.95 | 724 | 68 | 298 |
| 1 Apr | 5102.60 | 33.45 | 1.65 | 39.70 | 325 | 3 | 230 |
| 28 Mar | 5147.95 | 33.5 | 5.6 | 38.13 | 393 | -67 | 227 |
| 27 Mar | 5216.55 | 27.3 | -14.55 | 39.66 | 137 | 23 | 294 |
| 26 Mar | 5150.85 | 41.45 | -5.35 | 40.43 | 120 | 39 | 271 |
| 25 Mar | 5152.15 | 46.7 | -13.3 | 41.61 | 345 | 111 | 233 |
| 24 Mar | 5025.45 | 60 | 0 | 39.21 | 3 | 0 | 125 |
| 21 Mar | 4992.30 | 60 | -10.95 | 35.92 | 3 | -2 | 126 |
| 20 Mar | 5083.40 | 63.15 | 36 | 41.19 | 233 | 116 | 129 |
| 19 Mar | 5438.40 | 27.15 | -39.35 | 41.26 | 11 | -7 | 15 |
| 18 Mar | 5195.80 | 66.5 | -11.6 | 43.98 | 2 | 1 | 22 |
| 17 Mar | 5019.60 | 78.1 | -2.55 | 39.64 | 5 | 1 | 21 |
| 13 Mar | 5003.10 | 80.65 | -5.2 | 37.63 | 5 | 3 | 19 |
| 12 Mar | 5008.75 | 85.85 | -41.7 | 38.51 | 9 | 1 | 14 |
| 11 Mar | 4907.85 | 127.55 | 17.45 | 42.41 | 2 | 0 | 13 |
| 10 Mar | 4940.45 | 110.1 | 14.95 | 38.81 | 9 | 5 | 13 |
| 7 Mar | 5063.45 | 95.15 | -13.15 | 40.63 | 5 | 0 | 8 |
| 6 Mar | 5076.60 | 108.3 | -26 | 43.26 | 8 | -4 | 9 |
| 5 Mar | 5071.30 | 134.3 | -19.35 | 47.85 | 6 | 1 | 12 |
| 4 Mar | 4905.15 | 153.65 | -34.35 | 41.72 | 5 | -1 | 10 |
| 3 Mar | 4870.85 | 188 | -55.15 | 46.84 | 2 | 0 | 10 |
| 28 Feb | 4713.40 | 238.95 | 181.55 | 45.33 | 11 | 9 | 9 |
| 27 Feb | 4679.55 | 57.4 | 0 | 2.16 | 0 | 0 | 0 |
| 18 Feb | 5436.90 | 0 | 0 | 10.48 | 0 | 0 | 0 |
| 17 Feb | 5414.20 | 0 | 0 | 10.14 | 0 | 0 | 0 |
| 14 Feb | 5416.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 5550.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 5508.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Polycab India Limited - strike price 4600 expiring on 24APR2025
Delta for 4600 PE is -0.20
Historical price for 4600 PE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 60, which was -39.85 lower than the previous day. The implied volatity was 50.12, the open interest changed by 48 which increased total open position to 356
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 97.6, which was 63.9 higher than the previous day. The implied volatity was 57.17, the open interest changed by 23 which increased total open position to 309
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 35.05, which was 15.15 higher than the previous day. The implied volatity was 40.00, the open interest changed by 16 which increased total open position to 285
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 20.25, which was 0.4 higher than the previous day. The implied volatity was 40.58, the open interest changed by -29 which decreased total open position to 268
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 20.5, which was -11.25 lower than the previous day. The implied volatity was 42.95, the open interest changed by 68 which increased total open position to 298
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 33.45, which was 1.65 higher than the previous day. The implied volatity was 39.70, the open interest changed by 3 which increased total open position to 230
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 33.5, which was 5.6 higher than the previous day. The implied volatity was 38.13, the open interest changed by -67 which decreased total open position to 227
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 27.3, which was -14.55 lower than the previous day. The implied volatity was 39.66, the open interest changed by 23 which increased total open position to 294
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 41.45, which was -5.35 lower than the previous day. The implied volatity was 40.43, the open interest changed by 39 which increased total open position to 271
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 46.7, which was -13.3 lower than the previous day. The implied volatity was 41.61, the open interest changed by 111 which increased total open position to 233
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 39.21, the open interest changed by 0 which decreased total open position to 125
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 60, which was -10.95 lower than the previous day. The implied volatity was 35.92, the open interest changed by -2 which decreased total open position to 126
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 63.15, which was 36 higher than the previous day. The implied volatity was 41.19, the open interest changed by 116 which increased total open position to 129
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 27.15, which was -39.35 lower than the previous day. The implied volatity was 41.26, the open interest changed by -7 which decreased total open position to 15
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 66.5, which was -11.6 lower than the previous day. The implied volatity was 43.98, the open interest changed by 1 which increased total open position to 22
On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 78.1, which was -2.55 lower than the previous day. The implied volatity was 39.64, the open interest changed by 1 which increased total open position to 21
On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 80.65, which was -5.2 lower than the previous day. The implied volatity was 37.63, the open interest changed by 3 which increased total open position to 19
On 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 85.85, which was -41.7 lower than the previous day. The implied volatity was 38.51, the open interest changed by 1 which increased total open position to 14
On 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 127.55, which was 17.45 higher than the previous day. The implied volatity was 42.41, the open interest changed by 0 which decreased total open position to 13
On 10 Mar POLYCAB was trading at 4940.45. The strike last trading price was 110.1, which was 14.95 higher than the previous day. The implied volatity was 38.81, the open interest changed by 5 which increased total open position to 13
On 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 95.15, which was -13.15 lower than the previous day. The implied volatity was 40.63, the open interest changed by 0 which decreased total open position to 8
On 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 108.3, which was -26 lower than the previous day. The implied volatity was 43.26, the open interest changed by -4 which decreased total open position to 9
On 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 134.3, which was -19.35 lower than the previous day. The implied volatity was 47.85, the open interest changed by 1 which increased total open position to 12
On 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 153.65, which was -34.35 lower than the previous day. The implied volatity was 41.72, the open interest changed by -1 which decreased total open position to 10
On 3 Mar POLYCAB was trading at 4870.85. The strike last trading price was 188, which was -55.15 lower than the previous day. The implied volatity was 46.84, the open interest changed by 0 which decreased total open position to 10
On 28 Feb POLYCAB was trading at 4713.40. The strike last trading price was 238.95, which was 181.55 higher than the previous day. The implied volatity was 45.33, the open interest changed by 9 which increased total open position to 9
On 27 Feb POLYCAB was trading at 4679.55. The strike last trading price was 57.4, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 18 Feb POLYCAB was trading at 5436.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.48, the open interest changed by 0 which decreased total open position to 0
On 17 Feb POLYCAB was trading at 5414.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.14, the open interest changed by 0 which decreased total open position to 0
On 14 Feb POLYCAB was trading at 5416.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Feb POLYCAB was trading at 5550.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Feb POLYCAB was trading at 5508.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
