POLYCAB
Polycab India Limited
Historical option data for POLYCAB
08 Apr 2025 05:50 PM IST
| POLYCAB 24APR2025 5100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 4.10
Theta: -6.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 4982.00 | 137.15 | -15.15 | 43.09 | 1,135 | 29 | 568 | |||
| 7 Apr | 4934.60 | 147.6 | 0.9 | 48.92 | 1,120 | 68 | 542 | |||
| 4 Apr | 5040.75 | 145.05 | -98.7 | 34.02 | 1,901 | 252 | 466 | |||
| 3 Apr | 5203.75 | 240.25 | -69.6 | 33.33 | 333 | -7 | 215 | |||
| 2 Apr | 5285.75 | 303.05 | 106.7 | 35.19 | 1,772 | -52 | 223 | |||
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| 1 Apr | 5102.60 | 192.4 | -38.7 | 34.87 | 865 | 9 | 277 | |||
| 28 Mar | 5147.95 | 220.2 | -86.15 | 33.89 | 427 | 25 | 268 | |||
| 27 Mar | 5216.55 | 302.45 | 39 | 35.82 | 225 | -50 | 242 | |||
| 26 Mar | 5150.85 | 264 | -11.8 | 38.03 | 445 | 33 | 292 | |||
| 25 Mar | 5152.15 | 271.5 | 71.5 | 38.16 | 1,274 | 20 | 260 | |||
| 24 Mar | 5025.45 | 200 | -32.25 | 36.54 | 1 | 0 | 241 | |||
| 21 Mar | 4992.30 | 238.1 | 5.85 | 0.00 | 0 | 180 | 0 | |||
| 20 Mar | 5083.40 | 238.1 | -155 | 33.79 | 1,092 | 180 | 241 | |||
| 19 Mar | 5438.40 | 390.1 | 147.45 | 20.83 | 31 | -26 | 62 | |||
| 18 Mar | 5195.80 | 264.75 | 85.7 | 30.05 | 78 | 9 | 88 | |||
| 17 Mar | 5019.60 | 179.05 | -12.55 | 29.70 | 28 | 5 | 79 | |||
| 13 Mar | 5003.10 | 195.9 | 11.65 | 31.82 | 13 | -3 | 71 | |||
| 12 Mar | 5008.75 | 181.75 | 19.5 | 28.93 | 43 | 27 | 76 | |||
| 11 Mar | 4907.85 | 162.25 | -24.65 | 30.96 | 21 | 12 | 49 | |||
| 10 Mar | 4940.45 | 186.9 | -51.1 | 34.27 | 13 | 12 | 36 | |||
| 7 Mar | 5063.45 | 238 | -15 | 30.90 | 15 | 2 | 24 | |||
| 6 Mar | 5076.60 | 253 | -17.6 | 31.50 | 9 | 3 | 25 | |||
| 5 Mar | 5071.30 | 270.6 | 64 | 32.78 | 34 | 10 | 15 | |||
| 4 Mar | 4905.15 | 206.6 | 8.55 | 37.53 | 2 | 1 | 4 | |||
| 3 Mar | 4870.85 | 198.05 | 58.05 | 35.80 | 7 | 2 | 3 | |||
| 28 Feb | 4713.40 | 140 | -91.1 | 36.03 | 3 | 2 | 2 | |||
For Polycab India Limited - strike price 5100 expiring on 24APR2025
Delta for 5100 CE is 0.43
Historical price for 5100 CE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 137.15, which was -15.15 lower than the previous day. The implied volatity was 43.09, the open interest changed by 29 which increased total open position to 568
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 147.6, which was 0.9 higher than the previous day. The implied volatity was 48.92, the open interest changed by 68 which increased total open position to 542
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 145.05, which was -98.7 lower than the previous day. The implied volatity was 34.02, the open interest changed by 252 which increased total open position to 466
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 240.25, which was -69.6 lower than the previous day. The implied volatity was 33.33, the open interest changed by -7 which decreased total open position to 215
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 303.05, which was 106.7 higher than the previous day. The implied volatity was 35.19, the open interest changed by -52 which decreased total open position to 223
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 192.4, which was -38.7 lower than the previous day. The implied volatity was 34.87, the open interest changed by 9 which increased total open position to 277
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 220.2, which was -86.15 lower than the previous day. The implied volatity was 33.89, the open interest changed by 25 which increased total open position to 268
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 302.45, which was 39 higher than the previous day. The implied volatity was 35.82, the open interest changed by -50 which decreased total open position to 242
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 264, which was -11.8 lower than the previous day. The implied volatity was 38.03, the open interest changed by 33 which increased total open position to 292
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 271.5, which was 71.5 higher than the previous day. The implied volatity was 38.16, the open interest changed by 20 which increased total open position to 260
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 200, which was -32.25 lower than the previous day. The implied volatity was 36.54, the open interest changed by 0 which decreased total open position to 241
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 238.1, which was 5.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 180 which increased total open position to 0
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 238.1, which was -155 lower than the previous day. The implied volatity was 33.79, the open interest changed by 180 which increased total open position to 241
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 390.1, which was 147.45 higher than the previous day. The implied volatity was 20.83, the open interest changed by -26 which decreased total open position to 62
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 264.75, which was 85.7 higher than the previous day. The implied volatity was 30.05, the open interest changed by 9 which increased total open position to 88
On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 179.05, which was -12.55 lower than the previous day. The implied volatity was 29.70, the open interest changed by 5 which increased total open position to 79
On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 195.9, which was 11.65 higher than the previous day. The implied volatity was 31.82, the open interest changed by -3 which decreased total open position to 71
On 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 181.75, which was 19.5 higher than the previous day. The implied volatity was 28.93, the open interest changed by 27 which increased total open position to 76
On 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 162.25, which was -24.65 lower than the previous day. The implied volatity was 30.96, the open interest changed by 12 which increased total open position to 49
On 10 Mar POLYCAB was trading at 4940.45. The strike last trading price was 186.9, which was -51.1 lower than the previous day. The implied volatity was 34.27, the open interest changed by 12 which increased total open position to 36
On 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 238, which was -15 lower than the previous day. The implied volatity was 30.90, the open interest changed by 2 which increased total open position to 24
On 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 253, which was -17.6 lower than the previous day. The implied volatity was 31.50, the open interest changed by 3 which increased total open position to 25
On 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 270.6, which was 64 higher than the previous day. The implied volatity was 32.78, the open interest changed by 10 which increased total open position to 15
On 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 206.6, which was 8.55 higher than the previous day. The implied volatity was 37.53, the open interest changed by 1 which increased total open position to 4
On 3 Mar POLYCAB was trading at 4870.85. The strike last trading price was 198.05, which was 58.05 higher than the previous day. The implied volatity was 35.80, the open interest changed by 2 which increased total open position to 3
On 28 Feb POLYCAB was trading at 4713.40. The strike last trading price was 140, which was -91.1 lower than the previous day. The implied volatity was 36.03, the open interest changed by 2 which increased total open position to 2
| POLYCAB 24APR2025 5100 PE | |||||||
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Delta: -0.57
Vega: 4.10
Theta: -4.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 4982.00 | 231.4 | -67.7 | 42.74 | 430 | -30 | 392 |
| 7 Apr | 4934.60 | 296.95 | 113.15 | 50.88 | 338 | -37 | 424 |
| 4 Apr | 5040.75 | 182.75 | 68.25 | 35.21 | 1,573 | 25 | 471 |
| 3 Apr | 5203.75 | 113.3 | 14.1 | 35.11 | 1,020 | -54 | 446 |
| 2 Apr | 5285.75 | 99.85 | -67 | 36.83 | 2,516 | 203 | 512 |
| 1 Apr | 5102.60 | 169.85 | 9.35 | 36.17 | 688 | 9 | 308 |
| 28 Mar | 5147.95 | 168 | 36.7 | 35.79 | 761 | -17 | 299 |
| 27 Mar | 5216.55 | 125.9 | -48.75 | 35.37 | 313 | 5 | 314 |
| 26 Mar | 5150.85 | 173 | -13.8 | 37.20 | 413 | 25 | 309 |
| 25 Mar | 5152.15 | 187.35 | -45.65 | 39.48 | 991 | -107 | 282 |
| 24 Mar | 5025.45 | 222.05 | -10.95 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 4992.30 | 222.05 | -10.95 | 0.00 | 0 | 357 | 0 |
| 20 Mar | 5083.40 | 222.05 | 125.05 | 39.34 | 674 | 355 | 387 |
| 19 Mar | 5438.40 | 97 | -75.85 | 36.03 | 20 | 6 | 31 |
| 18 Mar | 5195.80 | 168.45 | -95.5 | 34.84 | 23 | 16 | 23 |
| 17 Mar | 5019.60 | 263.9 | 13.9 | 38.62 | 4 | 0 | 3 |
| 13 Mar | 5003.10 | 250 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 5008.75 | 250 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 4907.85 | 250 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 4940.45 | 250 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 5063.45 | 250 | 0 | 0.00 | 0 | 1 | 0 |
| 6 Mar | 5076.60 | 250 | -63.95 | 36.53 | 1 | 0 | 2 |
| 5 Mar | 5071.30 | 313.95 | -172.1 | 45.40 | 4 | -1 | 1 |
| 4 Mar | 4905.15 | 486.05 | 0 | 0.00 | 0 | 2 | 0 |
| 3 Mar | 4870.85 | 486.05 | -109.7 | 54.57 | 2 | 0 | 0 |
| 28 Feb | 4713.40 | 595.75 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 5100 expiring on 24APR2025
Delta for 5100 PE is -0.57
Historical price for 5100 PE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 231.4, which was -67.7 lower than the previous day. The implied volatity was 42.74, the open interest changed by -30 which decreased total open position to 392
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 296.95, which was 113.15 higher than the previous day. The implied volatity was 50.88, the open interest changed by -37 which decreased total open position to 424
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 182.75, which was 68.25 higher than the previous day. The implied volatity was 35.21, the open interest changed by 25 which increased total open position to 471
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 113.3, which was 14.1 higher than the previous day. The implied volatity was 35.11, the open interest changed by -54 which decreased total open position to 446
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 99.85, which was -67 lower than the previous day. The implied volatity was 36.83, the open interest changed by 203 which increased total open position to 512
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 169.85, which was 9.35 higher than the previous day. The implied volatity was 36.17, the open interest changed by 9 which increased total open position to 308
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 168, which was 36.7 higher than the previous day. The implied volatity was 35.79, the open interest changed by -17 which decreased total open position to 299
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 125.9, which was -48.75 lower than the previous day. The implied volatity was 35.37, the open interest changed by 5 which increased total open position to 314
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 173, which was -13.8 lower than the previous day. The implied volatity was 37.20, the open interest changed by 25 which increased total open position to 309
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 187.35, which was -45.65 lower than the previous day. The implied volatity was 39.48, the open interest changed by -107 which decreased total open position to 282
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 222.05, which was -10.95 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 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 222.05, which was -10.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 357 which increased total open position to 0
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 222.05, which was 125.05 higher than the previous day. The implied volatity was 39.34, the open interest changed by 355 which increased total open position to 387
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 97, which was -75.85 lower than the previous day. The implied volatity was 36.03, the open interest changed by 6 which increased total open position to 31
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 168.45, which was -95.5 lower than the previous day. The implied volatity was 34.84, the open interest changed by 16 which increased total open position to 23
On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 263.9, which was 13.9 higher than the previous day. The implied volatity was 38.62, the open interest changed by 0 which decreased total open position to 3
On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 250, 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 250, 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 Mar POLYCAB was trading at 4907.85. The strike last trading price was 250, 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 250, 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 250, 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 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 250, which was -63.95 lower than the previous day. The implied volatity was 36.53, 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 313.95, which was -172.1 lower than the previous day. The implied volatity was 45.40, the open interest changed by -1 which decreased total open position to 1
On 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 486.05, 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 486.05, which was -109.7 lower than the previous day. The implied volatity was 54.57, 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 595.75, 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
