POLYCAB
Polycab India Limited
Historical option data for POLYCAB
08 Apr 2025 05:50 PM IST
POLYCAB 24APR2025 4800 CE | ||||||||||
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Delta: 0.68
Vega: 3.71
Theta: -6.23
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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8 Apr | 4982.00 | 307.5 | -3.55 | 46.36 | 182 | -30 | 282 | |||
7 Apr | 4934.60 | 310.4 | -20.05 | 53.35 | 2,472 | 255 | 317 | |||
4 Apr | 5040.75 | 338.05 | -133.95 | 37.86 | 76 | 2 | 64 | |||
3 Apr | 5203.75 | 472 | -61.55 | 37.06 | 3 | 0 | 61 | |||
2 Apr | 5285.75 | 533.55 | 128.55 | 34.79 | 88 | 19 | 63 | |||
1 Apr | 5102.60 | 405 | -32.85 | 40.57 | 17 | 9 | 45 | |||
28 Mar | 5147.95 | 418.75 | -110.45 | 34.60 | 20 | 7 | 36 | |||
27 Mar | 5216.55 | 527.35 | 37.35 | 38.68 | 5 | 1 | 28 | |||
26 Mar | 5150.85 | 490 | 17.55 | 45.48 | 2 | 0 | 27 | |||
25 Mar | 5152.15 | 472 | 64.5 | 39.92 | 33 | 18 | 26 | |||
24 Mar | 5025.45 | 412 | 4.5 | 0.00 | 0 | 0 | 8 | |||
21 Mar | 4992.30 | 412 | 4.5 | 0.00 | 0 | -1 | 0 | |||
20 Mar | 5083.40 | 412 | -169 | 31.14 | 17 | -2 | 7 | |||
19 Mar | 5438.40 | 581 | 101 | - | 1 | 0 | 9 | |||
18 Mar | 5195.80 | 480 | 142.2 | 31.97 | 2 | 0 | 11 | |||
17 Mar | 5019.60 | 337.8 | 0 | 0.00 | 0 | 0 | 0 | |||
13 Mar | 5003.10 | 337.8 | 0 | 0.00 | 0 | 0 | 0 | |||
12 Mar | 5008.75 | 337.8 | -82.2 | 26.60 | 1 | 0 | 11 | |||
11 Mar | 4907.85 | 420 | 0 | 0.00 | 0 | 0 | 0 | |||
10 Mar | 4940.45 | 420 | 0 | 0.00 | 0 | 2 | 0 | |||
7 Mar | 5063.45 | 420 | -11.9 | 31.65 | 2 | 0 | 9 | |||
6 Mar | 5076.60 | 431.9 | 16.85 | 31.44 | 1 | 0 | 9 | |||
5 Mar | 5071.30 | 415.05 | 85.05 | 26.91 | 10 | -2 | 8 | |||
4 Mar | 4905.15 | 330 | 0 | 0.00 | 0 | 9 | 0 | |||
3 Mar | 4870.85 | 330 | 37.05 | 34.71 | 18 | 10 | 11 | |||
28 Feb | 4713.40 | 292.95 | -863.95 | 40.72 | 1 | 0 | 0 | |||
27 Feb | 4679.55 | 1156.9 | 0 | 0.81 | 0 | 0 | 0 | |||
26 Feb | 5765.60 | 0 | 0 | - | 0 | 0 | 0 | |||
25 Feb | 5765.60 | 0 | 0 | - | 0 | 0 | 0 | |||
20 Feb | 5756.25 | 0 | 0 | - | 0 | 0 | 0 | |||
19 Feb | 5600.10 | 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 | 0 | 0 | |||
13 Feb | 5550.95 | 0 | 0 | - | 0 | 0 | 0 | |||
12 Feb | 5641.30 | 0 | 0 | - | 0 | 0 | 0 | |||
11 Feb | 5508.05 | 0 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 5647.20 | 0 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 4800 expiring on 24APR2025
Delta for 4800 CE is 0.68
Historical price for 4800 CE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 307.5, which was -3.55 lower than the previous day. The implied volatity was 46.36, the open interest changed by -30 which decreased total open position to 282
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 310.4, which was -20.05 lower than the previous day. The implied volatity was 53.35, the open interest changed by 255 which increased total open position to 317
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 338.05, which was -133.95 lower than the previous day. The implied volatity was 37.86, the open interest changed by 2 which increased total open position to 64
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 472, which was -61.55 lower than the previous day. The implied volatity was 37.06, the open interest changed by 0 which decreased total open position to 61
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 533.55, which was 128.55 higher than the previous day. The implied volatity was 34.79, the open interest changed by 19 which increased total open position to 63
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 405, which was -32.85 lower than the previous day. The implied volatity was 40.57, the open interest changed by 9 which increased total open position to 45
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 418.75, which was -110.45 lower than the previous day. The implied volatity was 34.60, the open interest changed by 7 which increased total open position to 36
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 527.35, which was 37.35 higher than the previous day. The implied volatity was 38.68, the open interest changed by 1 which increased total open position to 28
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 490, which was 17.55 higher than the previous day. The implied volatity was 45.48, the open interest changed by 0 which decreased total open position to 27
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 472, which was 64.5 higher than the previous day. The implied volatity was 39.92, the open interest changed by 18 which increased total open position to 26
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 412, which was 4.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 8
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 412, which was 4.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 412, which was -169 lower than the previous day. The implied volatity was 31.14, the open interest changed by -2 which decreased total open position to 7
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 581, which was 101 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 480, which was 142.2 higher than the previous day. The implied volatity was 31.97, the open interest changed by 0 which decreased total open position to 11
On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 337.8, 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 Mar POLYCAB was trading at 5003.10. The strike last trading price was 337.8, 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 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 337.8, which was -82.2 lower than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 11
On 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 420, 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 420, 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 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 420, which was -11.9 lower than the previous day. The implied volatity was 31.65, the open interest changed by 0 which decreased total open position to 9
On 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 431.9, which was 16.85 higher than the previous day. The implied volatity was 31.44, the open interest changed by 0 which decreased total open position to 9
On 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 415.05, which was 85.05 higher than the previous day. The implied volatity was 26.91, the open interest changed by -2 which decreased total open position to 8
On 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 330, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 3 Mar POLYCAB was trading at 4870.85. The strike last trading price was 330, which was 37.05 higher than the previous day. The implied volatity was 34.71, the open interest changed by 10 which increased total open position to 11
On 28 Feb POLYCAB was trading at 4713.40. The strike last trading price was 292.95, which was -863.95 lower than the previous day. The implied volatity was 40.72, 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 1156.9, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 26 Feb POLYCAB was trading at 5765.60. 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 25 Feb POLYCAB was trading at 5765.60. 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 20 Feb POLYCAB was trading at 5756.25. 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 19 Feb POLYCAB was trading at 5600.10. 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb POLYCAB was trading at 5641.30. 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 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 -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb POLYCAB was trading at 5647.20. 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
POLYCAB 24APR2025 4800 PE | |||||||
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Delta: -0.31
Vega: 3.70
Theta: -4.84
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 4982.00 | 102.3 | -54.25 | 45.77 | 744 | 16 | 517 |
7 Apr | 4934.60 | 154.45 | 85.2 | 53.71 | 2,191 | -23 | 502 |
4 Apr | 5040.75 | 69.85 | 29.85 | 37.34 | 1,661 | 148 | 524 |
3 Apr | 5203.75 | 39.95 | 3.45 | 37.56 | 693 | -24 | 374 |
2 Apr | 5285.75 | 37.5 | -24.5 | 39.62 | 2,220 | 20 | 400 |
1 Apr | 5102.60 | 63.05 | 0.4 | 36.80 | 516 | 11 | 381 |
28 Mar | 5147.95 | 67.6 | 14.1 | 36.88 | 394 | 25 | 370 |
27 Mar | 5216.55 | 51.85 | -23.75 | 37.69 | 199 | 12 | 353 |
26 Mar | 5150.85 | 75.8 | -8.3 | 38.73 | 261 | 14 | 340 |
25 Mar | 5152.15 | 83.55 | -21.45 | 40.11 | 370 | 29 | 326 |
24 Mar | 5025.45 | 105 | 0 | 37.44 | 2 | 0 | 299 |
21 Mar | 4992.30 | 105 | -11.3 | 33.93 | 19 | -18 | 300 |
20 Mar | 5083.40 | 108 | 66 | 40.02 | 1,755 | 278 | 318 |
19 Mar | 5438.40 | 42 | -38.5 | 37.98 | 44 | 5 | 34 |
18 Mar | 5195.80 | 77.85 | -50.15 | 36.56 | 14 | 6 | 30 |
17 Mar | 5019.60 | 128 | -14.75 | 38.05 | 11 | 9 | 23 |
13 Mar | 5003.10 | 142.75 | -0.55 | 37.92 | 4 | 0 | 14 |
12 Mar | 5008.75 | 143.3 | -32.7 | 37.90 | 8 | 1 | 14 |
11 Mar | 4907.85 | 176 | 39.6 | 38.53 | 5 | -3 | 13 |
10 Mar | 4940.45 | 136.4 | 0 | 0.00 | 0 | 2 | 0 |
7 Mar | 5063.45 | 136.4 | -13.2 | 37.67 | 5 | 1 | 15 |
6 Mar | 5076.60 | 146.2 | -18.8 | 39.54 | 9 | 0 | 13 |
5 Mar | 5071.30 | 165 | 76.45 | 42.51 | 20 | 13 | 13 |
4 Mar | 4905.15 | 88.55 | 0 | 2.09 | 0 | 0 | 0 |
3 Mar | 4870.85 | 88.55 | 0 | 2.12 | 0 | 0 | 0 |
28 Feb | 4713.40 | 88.55 | 0 | - | 0 | 0 | 0 |
27 Feb | 4679.55 | 88.55 | 0 | - | 0 | 0 | 0 |
26 Feb | 5765.60 | 88.55 | 0 | 11.73 | 0 | 0 | 0 |
25 Feb | 5765.60 | 88.55 | 0 | 11.73 | 0 | 0 | 0 |
20 Feb | 5756.25 | 88.55 | 0 | 11.19 | 0 | 0 | 0 |
19 Feb | 5600.10 | 88.55 | 0 | 9.85 | 0 | 0 | 0 |
18 Feb | 5436.90 | 88.55 | 0 | 8.09 | 0 | 0 | 0 |
17 Feb | 5414.20 | 88.55 | 0 | 8.18 | 0 | 0 | 0 |
14 Feb | 5416.25 | 88.55 | 0 | 8.39 | 0 | 0 | 0 |
13 Feb | 5550.95 | 88.55 | 0 | 9.08 | 0 | 0 | 0 |
12 Feb | 5641.30 | 88.55 | 0 | 9.98 | 0 | 0 | 0 |
11 Feb | 5508.05 | 88.55 | 0 | 8.72 | 0 | 0 | 0 |
10 Feb | 5647.20 | 88.55 | 0 | 10.06 | 0 | 0 | 0 |
For Polycab India Limited - strike price 4800 expiring on 24APR2025
Delta for 4800 PE is -0.31
Historical price for 4800 PE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 102.3, which was -54.25 lower than the previous day. The implied volatity was 45.77, the open interest changed by 16 which increased total open position to 517
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 154.45, which was 85.2 higher than the previous day. The implied volatity was 53.71, the open interest changed by -23 which decreased total open position to 502
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 69.85, which was 29.85 higher than the previous day. The implied volatity was 37.34, the open interest changed by 148 which increased total open position to 524
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 39.95, which was 3.45 higher than the previous day. The implied volatity was 37.56, the open interest changed by -24 which decreased total open position to 374
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 37.5, which was -24.5 lower than the previous day. The implied volatity was 39.62, the open interest changed by 20 which increased total open position to 400
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 63.05, which was 0.4 higher than the previous day. The implied volatity was 36.80, the open interest changed by 11 which increased total open position to 381
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 67.6, which was 14.1 higher than the previous day. The implied volatity was 36.88, the open interest changed by 25 which increased total open position to 370
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 51.85, which was -23.75 lower than the previous day. The implied volatity was 37.69, the open interest changed by 12 which increased total open position to 353
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 75.8, which was -8.3 lower than the previous day. The implied volatity was 38.73, the open interest changed by 14 which increased total open position to 340
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 83.55, which was -21.45 lower than the previous day. The implied volatity was 40.11, the open interest changed by 29 which increased total open position to 326
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 105, which was 0 lower than the previous day. The implied volatity was 37.44, the open interest changed by 0 which decreased total open position to 299
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 105, which was -11.3 lower than the previous day. The implied volatity was 33.93, the open interest changed by -18 which decreased total open position to 300
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 108, which was 66 higher than the previous day. The implied volatity was 40.02, the open interest changed by 278 which increased total open position to 318
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 42, which was -38.5 lower than the previous day. The implied volatity was 37.98, the open interest changed by 5 which increased total open position to 34
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 77.85, which was -50.15 lower than the previous day. The implied volatity was 36.56, the open interest changed by 6 which increased total open position to 30
On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 128, which was -14.75 lower than the previous day. The implied volatity was 38.05, the open interest changed by 9 which increased total open position to 23
On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 142.75, which was -0.55 lower than the previous day. The implied volatity was 37.92, the open interest changed by 0 which decreased total open position to 14
On 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 143.3, which was -32.7 lower than the previous day. The implied volatity was 37.90, 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 176, which was 39.6 higher than the previous day. The implied volatity was 38.53, the open interest changed by -3 which decreased total open position to 13
On 10 Mar POLYCAB was trading at 4940.45. The strike last trading price was 136.4, 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 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 136.4, which was -13.2 lower than the previous day. The implied volatity was 37.67, the open interest changed by 1 which increased total open position to 15
On 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 146.2, which was -18.8 lower than the previous day. The implied volatity was 39.54, the open interest changed by 0 which decreased total open position to 13
On 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 165, which was 76.45 higher than the previous day. The implied volatity was 42.51, the open interest changed by 13 which increased total open position to 13
On 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 88.55, which was 0 lower than the previous day. The implied volatity was 2.09, 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 88.55, which was 0 lower than the previous day. The implied volatity was 2.12, 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 88.55, 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 88.55, 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 26 Feb POLYCAB was trading at 5765.60. The strike last trading price was 88.55, which was 0 lower than the previous day. The implied volatity was 11.73, the open interest changed by 0 which decreased total open position to 0
On 25 Feb POLYCAB was trading at 5765.60. The strike last trading price was 88.55, which was 0 lower than the previous day. The implied volatity was 11.73, the open interest changed by 0 which decreased total open position to 0
On 20 Feb POLYCAB was trading at 5756.25. The strike last trading price was 88.55, which was 0 lower than the previous day. The implied volatity was 11.19, the open interest changed by 0 which decreased total open position to 0
On 19 Feb POLYCAB was trading at 5600.10. The strike last trading price was 88.55, which was 0 lower than the previous day. The implied volatity was 9.85, 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 88.55, which was 0 lower than the previous day. The implied volatity was 8.09, 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 88.55, which was 0 lower than the previous day. The implied volatity was 8.18, 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 88.55, which was 0 lower than the previous day. The implied volatity was 8.39, 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 88.55, which was 0 lower than the previous day. The implied volatity was 9.08, the open interest changed by 0 which decreased total open position to 0
On 12 Feb POLYCAB was trading at 5641.30. The strike last trading price was 88.55, which was 0 lower than the previous day. The implied volatity was 9.98, 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 88.55, which was 0 lower than the previous day. The implied volatity was 8.72, the open interest changed by 0 which decreased total open position to 0
On 10 Feb POLYCAB was trading at 5647.20. The strike last trading price was 88.55, which was 0 lower than the previous day. The implied volatity was 10.06, the open interest changed by 0 which decreased total open position to 0