POLYCAB
Polycab India Limited
Historical option data for POLYCAB
09 Apr 2025 04:10 PM IST
| POLYCAB 24APR2025 4700 CE | ||||||||||
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Delta: 0.76
Vega: 3.14
Theta: -6.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 9 Apr | 5005.00 | 400.3 | 19.55 | 50.14 | 14 | 4 | 173 | |||
| 8 Apr | 4982.00 | 380.75 | 1.6 | 47.84 | 52 | 11 | 169 | |||
| 7 Apr | 4934.60 | 380.75 | -28.75 | 55.57 | 413 | 76 | 157 | |||
| 4 Apr | 5040.75 | 414.95 | -137.3 | 38.49 | 18 | 10 | 79 | |||
| 3 Apr | 5203.75 | 552.2 | 90.25 | 34.93 | 5 | -2 | 70 | |||
| 2 Apr | 5285.75 | 461.95 | 16.75 | - | 15 | 0 | 70 | |||
| 1 Apr | 5102.60 | 445.2 | -121.8 | 28.44 | 6 | 70 | 70 | |||
| 28 Mar | 5147.95 | 567 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 5216.55 | 567 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 5150.85 | 567 | 16.45 | 46.52 | 1 | 0 | 67 | |||
| 25 Mar | 5152.15 | 550.55 | 100.5 | 40.63 | 100 | 62 | 67 | |||
| 24 Mar | 5025.45 | 450.05 | 0 | 0.00 | 0 | 0 | 5 | |||
| 21 Mar | 4992.30 | 450.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 20 Mar | 5083.40 | 450.05 | 30 | 16.15 | 7 | 1 | 5 | |||
| 19 Mar | 5438.40 | 420.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 5195.80 | 420.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 5019.60 | 420.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 13 Mar | 5003.10 | 420.05 | 9.95 | 31.26 | 1 | 0 | 3 | |||
| 12 Mar | 5008.75 | 410.1 | -11.9 | 26.35 | 4 | 0 | 3 | |||
| 11 Mar | 4907.85 | 422 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 4940.45 | 422 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 5063.45 | 422 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 5076.60 | 422 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 5071.30 | 422 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 4905.15 | 422 | 89.5 | 40.38 | 1 | 0 | 3 | |||
| 3 Mar | 4870.85 | 332.5 | -54 | 26.08 | 3 | 2 | 2 | |||
| 28 Feb | 4713.40 | 386.5 | 0 | - | 0 | 0 | 0 | |||
For Polycab India Limited - strike price 4700 expiring on 24APR2025
Delta for 4700 CE is 0.76
Historical price for 4700 CE is as follows
On 9 Apr POLYCAB was trading at 5005.00. The strike last trading price was 400.3, which was 19.55 higher than the previous day. The implied volatity was 50.14, the open interest changed by 4 which increased total open position to 173
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 380.75, which was 1.6 higher than the previous day. The implied volatity was 47.84, the open interest changed by 11 which increased total open position to 169
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 380.75, which was -28.75 lower than the previous day. The implied volatity was 55.57, the open interest changed by 76 which increased total open position to 157
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 414.95, which was -137.3 lower than the previous day. The implied volatity was 38.49, the open interest changed by 10 which increased total open position to 79
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 552.2, which was 90.25 higher than the previous day. The implied volatity was 34.93, the open interest changed by -2 which decreased total open position to 70
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 461.95, which was 16.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 445.2, which was -121.8 lower than the previous day. The implied volatity was 28.44, the open interest changed by 70 which increased total open position to 70
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 567, 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 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 567, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 567, which was 16.45 higher than the previous day. The implied volatity was 46.52, the open interest changed by 0 which decreased total open position to 67
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 550.55, which was 100.5 higher than the previous day. The implied volatity was 40.63, the open interest changed by 62 which increased total open position to 67
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 450.05, 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 5
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 450.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 450.05, which was 30 higher than the previous day. The implied volatity was 16.15, the open interest changed by 1 which increased total open position to 5
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 420.05, 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 420.05, 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 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 420.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 420.05, which was 9.95 higher than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 3
On 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 410.1, which was -11.9 lower than the previous day. The implied volatity was 26.35, the open interest changed by 0 which decreased total open position to 3
On 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 422, 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 10 Mar POLYCAB was trading at 4940.45. The strike last trading price was 422, 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 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 422, 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 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 422, 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 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 422, 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 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 422, which was 89.5 higher than the previous day. The implied volatity was 40.38, the open interest changed by 0 which decreased total open position to 3
On 3 Mar POLYCAB was trading at 4870.85. The strike last trading price was 332.5, which was -54 lower than the previous day. The implied volatity was 26.08, the open interest changed by 2 which increased total open position to 2
On 28 Feb POLYCAB was trading at 4713.40. The strike last trading price was 386.5, 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 4700 PE | |||||||
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Delta: -0.23
Vega: 3.06
Theta: -4.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 5005.00 | 66 | -12 | 47.23 | 329 | -36 | 389 |
| 8 Apr | 4982.00 | 78.4 | -46.6 | 47.90 | 503 | 23 | 426 |
| 7 Apr | 4934.60 | 121.8 | 73.2 | 55.03 | 1,725 | 130 | 405 |
| 4 Apr | 5040.75 | 49.4 | 21.7 | 38.53 | 727 | 115 | 276 |
| 3 Apr | 5203.75 | 28.15 | 1.45 | 38.91 | 196 | 20 | 161 |
| 2 Apr | 5285.75 | 26.9 | -16.9 | 40.90 | 723 | 0 | 140 |
| 1 Apr | 5102.60 | 44 | 1.6 | 37.58 | 127 | -6 | 141 |
| 28 Mar | 5147.95 | 47.35 | 9.25 | 37.28 | 216 | -16 | 147 |
| 27 Mar | 5216.55 | 36 | -20.45 | 38.06 | 118 | -4 | 161 |
| 26 Mar | 5150.85 | 56.55 | -5.4 | 39.60 | 176 | 28 | 149 |
| 25 Mar | 5152.15 | 63.2 | -9.8 | 40.92 | 229 | -5 | 122 |
| 24 Mar | 5025.45 | 73 | -72 | 36.68 | 11 | -10 | 128 |
| 21 Mar | 4992.30 | 145 | 58.45 | 48.17 | 18 | -14 | 142 |
| 20 Mar | 5083.40 | 80.05 | 47.1 | 39.91 | 693 | 134 | 157 |
| 19 Mar | 5438.40 | 32.95 | -30.5 | 39.34 | 24 | -4 | 24 |
| 18 Mar | 5195.80 | 60.85 | -51.25 | 37.77 | 8 | 6 | 29 |
| 17 Mar | 5019.60 | 112.1 | 0 | 0.00 | 0 | 1 | 0 |
| 13 Mar | 5003.10 | 112.1 | 1.65 | 38.38 | 3 | 0 | 22 |
| 12 Mar | 5008.75 | 110.45 | -27.55 | 37.94 | 6 | 2 | 20 |
| 11 Mar | 4907.85 | 139 | 1 | 38.67 | 8 | 0 | 21 |
| 10 Mar | 4940.45 | 138 | 28.4 | 38.05 | 3 | -2 | 20 |
| 7 Mar | 5063.45 | 107.5 | -50.5 | 38.02 | 11 | 6 | 22 |
| 6 Mar | 5076.60 | 158 | 0 | 0.00 | 0 | 2 | 0 |
| 5 Mar | 5071.30 | 158 | -43 | 46.71 | 3 | 2 | 16 |
| 4 Mar | 4905.15 | 201 | -24.05 | 43.24 | 8 | 7 | 13 |
| 3 Mar | 4870.85 | 225.05 | -130.45 | 46.54 | 6 | 5 | 5 |
| 28 Feb | 4713.40 | 355.5 | 0 | 1.33 | 0 | 0 | 0 |
For Polycab India Limited - strike price 4700 expiring on 24APR2025
Delta for 4700 PE is -0.23
Historical price for 4700 PE is as follows
On 9 Apr POLYCAB was trading at 5005.00. The strike last trading price was 66, which was -12 lower than the previous day. The implied volatity was 47.23, the open interest changed by -36 which decreased total open position to 389
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 78.4, which was -46.6 lower than the previous day. The implied volatity was 47.90, the open interest changed by 23 which increased total open position to 426
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 121.8, which was 73.2 higher than the previous day. The implied volatity was 55.03, the open interest changed by 130 which increased total open position to 405
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 49.4, which was 21.7 higher than the previous day. The implied volatity was 38.53, the open interest changed by 115 which increased total open position to 276
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 28.15, which was 1.45 higher than the previous day. The implied volatity was 38.91, the open interest changed by 20 which increased total open position to 161
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 26.9, which was -16.9 lower than the previous day. The implied volatity was 40.90, the open interest changed by 0 which decreased total open position to 140
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 44, which was 1.6 higher than the previous day. The implied volatity was 37.58, the open interest changed by -6 which decreased total open position to 141
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 47.35, which was 9.25 higher than the previous day. The implied volatity was 37.28, the open interest changed by -16 which decreased total open position to 147
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 36, which was -20.45 lower than the previous day. The implied volatity was 38.06, the open interest changed by -4 which decreased total open position to 161
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 56.55, which was -5.4 lower than the previous day. The implied volatity was 39.60, the open interest changed by 28 which increased total open position to 149
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 63.2, which was -9.8 lower than the previous day. The implied volatity was 40.92, the open interest changed by -5 which decreased total open position to 122
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 73, which was -72 lower than the previous day. The implied volatity was 36.68, the open interest changed by -10 which decreased total open position to 128
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 145, which was 58.45 higher than the previous day. The implied volatity was 48.17, the open interest changed by -14 which decreased total open position to 142
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 80.05, which was 47.1 higher than the previous day. The implied volatity was 39.91, the open interest changed by 134 which increased total open position to 157
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 32.95, which was -30.5 lower than the previous day. The implied volatity was 39.34, the open interest changed by -4 which decreased total open position to 24
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 60.85, which was -51.25 lower than the previous day. The implied volatity was 37.77, the open interest changed by 6 which increased total open position to 29
On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 112.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 112.1, which was 1.65 higher than the previous day. The implied volatity was 38.38, the open interest changed by 0 which decreased total open position to 22
On 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 110.45, which was -27.55 lower than the previous day. The implied volatity was 37.94, the open interest changed by 2 which increased total open position to 20
On 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 139, which was 1 higher than the previous day. The implied volatity was 38.67, the open interest changed by 0 which decreased total open position to 21
On 10 Mar POLYCAB was trading at 4940.45. The strike last trading price was 138, which was 28.4 higher than the previous day. The implied volatity was 38.05, the open interest changed by -2 which decreased total open position to 20
On 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 107.5, which was -50.5 lower than the previous day. The implied volatity was 38.02, the open interest changed by 6 which increased total open position to 22
On 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 158, 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 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 158, which was -43 lower than the previous day. The implied volatity was 46.71, the open interest changed by 2 which increased total open position to 16
On 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 201, which was -24.05 lower than the previous day. The implied volatity was 43.24, the open interest changed by 7 which increased total open position to 13
On 3 Mar POLYCAB was trading at 4870.85. The strike last trading price was 225.05, which was -130.45 lower than the previous day. The implied volatity was 46.54, the open interest changed by 5 which increased total open position to 5
On 28 Feb POLYCAB was trading at 4713.40. The strike last trading price was 355.5, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
