POLYCAB
Polycab India Limited
Historical option data for POLYCAB
08 Apr 2025 05:50 PM IST
| POLYCAB 24APR2025 5300 CE | ||||||||||
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Delta: 0.28
Vega: 3.50
Theta: -5.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 4982.00 | 74 | -13.75 | 43.27 | 1,286 | -62 | 966 | |||
| 7 Apr | 4934.60 | 86 | 9.85 | 48.86 | 1,889 | -14 | 1,029 | |||
| 4 Apr | 5040.75 | 74.65 | -64.8 | 34.30 | 1,632 | 200 | 1,037 | |||
| 3 Apr | 5203.75 | 139 | -54.75 | 33.71 | 1,905 | 172 | 838 | |||
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| 2 Apr | 5285.75 | 187.5 | 75.35 | 35.15 | 3,074 | 33 | 656 | |||
| 1 Apr | 5102.60 | 109.35 | -32 | 35.03 | 775 | 24 | 625 | |||
| 28 Mar | 5147.95 | 132.2 | -66.85 | 34.19 | 1,310 | 162 | 601 | |||
| 27 Mar | 5216.55 | 201.3 | 32.55 | 36.80 | 1,708 | 82 | 436 | |||
| 26 Mar | 5150.85 | 169.2 | -12.55 | 37.75 | 648 | 81 | 355 | |||
| 25 Mar | 5152.15 | 177.95 | 77.95 | 38.21 | 825 | 59 | 277 | |||
| 24 Mar | 5025.45 | 100 | -40 | 32.30 | 8 | -7 | 219 | |||
| 21 Mar | 4992.30 | 140 | -8.6 | 39.69 | 5 | -2 | 229 | |||
| 20 Mar | 5083.40 | 152.5 | -127.5 | 34.17 | 1,213 | 186 | 231 | |||
| 19 Mar | 5438.40 | 280 | 128.95 | 27.65 | 127 | 9 | 46 | |||
| 18 Mar | 5195.80 | 157.4 | 22.45 | 28.88 | 43 | 13 | 37 | |||
| 17 Mar | 5019.60 | 134.95 | 6 | 34.87 | 2 | 1 | 24 | |||
| 13 Mar | 5003.10 | 128.95 | 13.7 | 33.08 | 9 | -2 | 23 | |||
| 12 Mar | 5008.75 | 115.25 | 1.3 | 30.20 | 28 | 21 | 25 | |||
| 11 Mar | 4907.85 | 113.95 | -31.6 | 33.74 | 1 | 0 | 4 | |||
| 10 Mar | 4940.45 | 145.55 | -30.4 | 38.41 | 2 | -2 | 3 | |||
| 7 Mar | 5063.45 | 175.95 | -26.35 | 34.02 | 2 | 0 | 5 | |||
| 6 Mar | 5076.60 | 202.3 | 58.25 | 36.40 | 2 | 0 | 6 | |||
| 5 Mar | 5071.30 | 144.05 | 15.95 | 27.52 | 2 | 0 | 4 | |||
| 4 Mar | 4905.15 | 128.1 | 0 | 0.00 | 0 | 4 | 0 | |||
| 3 Mar | 4870.85 | 128.1 | -47.1 | 35.12 | 4 | 2 | 2 | |||
For Polycab India Limited - strike price 5300 expiring on 24APR2025
Delta for 5300 CE is 0.28
Historical price for 5300 CE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 74, which was -13.75 lower than the previous day. The implied volatity was 43.27, the open interest changed by -62 which decreased total open position to 966
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 86, which was 9.85 higher than the previous day. The implied volatity was 48.86, the open interest changed by -14 which decreased total open position to 1029
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 74.65, which was -64.8 lower than the previous day. The implied volatity was 34.30, the open interest changed by 200 which increased total open position to 1037
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 139, which was -54.75 lower than the previous day. The implied volatity was 33.71, the open interest changed by 172 which increased total open position to 838
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 187.5, which was 75.35 higher than the previous day. The implied volatity was 35.15, the open interest changed by 33 which increased total open position to 656
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 109.35, which was -32 lower than the previous day. The implied volatity was 35.03, the open interest changed by 24 which increased total open position to 625
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 132.2, which was -66.85 lower than the previous day. The implied volatity was 34.19, the open interest changed by 162 which increased total open position to 601
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 201.3, which was 32.55 higher than the previous day. The implied volatity was 36.80, the open interest changed by 82 which increased total open position to 436
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 169.2, which was -12.55 lower than the previous day. The implied volatity was 37.75, the open interest changed by 81 which increased total open position to 355
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 177.95, which was 77.95 higher than the previous day. The implied volatity was 38.21, the open interest changed by 59 which increased total open position to 277
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 100, which was -40 lower than the previous day. The implied volatity was 32.30, the open interest changed by -7 which decreased total open position to 219
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 140, which was -8.6 lower than the previous day. The implied volatity was 39.69, the open interest changed by -2 which decreased total open position to 229
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 152.5, which was -127.5 lower than the previous day. The implied volatity was 34.17, the open interest changed by 186 which increased total open position to 231
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 280, which was 128.95 higher than the previous day. The implied volatity was 27.65, the open interest changed by 9 which increased total open position to 46
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 157.4, which was 22.45 higher than the previous day. The implied volatity was 28.88, the open interest changed by 13 which increased total open position to 37
On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 134.95, which was 6 higher than the previous day. The implied volatity was 34.87, the open interest changed by 1 which increased total open position to 24
On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 128.95, which was 13.7 higher than the previous day. The implied volatity was 33.08, the open interest changed by -2 which decreased total open position to 23
On 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 115.25, which was 1.3 higher than the previous day. The implied volatity was 30.20, the open interest changed by 21 which increased total open position to 25
On 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 113.95, which was -31.6 lower than the previous day. The implied volatity was 33.74, the open interest changed by 0 which decreased total open position to 4
On 10 Mar POLYCAB was trading at 4940.45. The strike last trading price was 145.55, which was -30.4 lower than the previous day. The implied volatity was 38.41, the open interest changed by -2 which decreased total open position to 3
On 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 175.95, which was -26.35 lower than the previous day. The implied volatity was 34.02, the open interest changed by 0 which decreased total open position to 5
On 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 202.3, which was 58.25 higher than the previous day. The implied volatity was 36.40, the open interest changed by 0 which decreased total open position to 6
On 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 144.05, which was 15.95 higher than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 4
On 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 128.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 3 Mar POLYCAB was trading at 4870.85. The strike last trading price was 128.1, which was -47.1 lower than the previous day. The implied volatity was 35.12, the open interest changed by 2 which increased total open position to 2
| POLYCAB 24APR2025 5300 PE | |||||||
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Delta: -0.75
Vega: 3.30
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 4982.00 | 351.25 | -77.9 | 38.11 | 42 | -2 | 147 |
| 7 Apr | 4934.60 | 428.75 | 109.2 | 49.55 | 80 | -27 | 149 |
| 4 Apr | 5040.75 | 310.35 | 100.6 | 35.43 | 394 | -22 | 177 |
| 3 Apr | 5203.75 | 210.3 | 30.45 | 35.26 | 640 | -22 | 199 |
| 2 Apr | 5285.75 | 182 | -103.4 | 36.38 | 759 | 112 | 221 |
| 1 Apr | 5102.60 | 285 | 15.05 | 36.27 | 220 | -7 | 112 |
| 28 Mar | 5147.95 | 279.55 | 59.2 | 36.30 | 361 | 3 | 119 |
| 27 Mar | 5216.55 | 223.7 | -40.5 | 36.46 | 152 | 7 | 115 |
| 26 Mar | 5150.85 | 264.2 | -27.4 | 34.76 | 92 | 21 | 108 |
| 25 Mar | 5152.15 | 292.75 | -44.5 | 39.61 | 236 | 56 | 86 |
| 24 Mar | 5025.45 | 328.7 | -8.55 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 4992.30 | 328.7 | -8.55 | 0.00 | 0 | 13 | 0 |
| 20 Mar | 5083.40 | 328.7 | 177.4 | 38.82 | 65 | 16 | 33 |
| 19 Mar | 5438.40 | 151.3 | -314.75 | 33.70 | 27 | 15 | 17 |
| 18 Mar | 5195.80 | 466.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 5019.60 | 466.05 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 5003.10 | 466.05 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 5008.75 | 466.05 | -164.4 | 48.10 | 1 | 0 | 2 |
| 11 Mar | 4907.85 | 630.45 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 4940.45 | 630.45 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 5063.45 | 630.45 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 5076.60 | 630.45 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 5071.30 | 630.45 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 4905.15 | 630.45 | 0 | 0.00 | 0 | 2 | 0 |
| 3 Mar | 4870.85 | 630.45 | -107.2 | 57.25 | 2 | 0 | 0 |
For Polycab India Limited - strike price 5300 expiring on 24APR2025
Delta for 5300 PE is -0.75
Historical price for 5300 PE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 351.25, which was -77.9 lower than the previous day. The implied volatity was 38.11, the open interest changed by -2 which decreased total open position to 147
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 428.75, which was 109.2 higher than the previous day. The implied volatity was 49.55, the open interest changed by -27 which decreased total open position to 149
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 310.35, which was 100.6 higher than the previous day. The implied volatity was 35.43, the open interest changed by -22 which decreased total open position to 177
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 210.3, which was 30.45 higher than the previous day. The implied volatity was 35.26, the open interest changed by -22 which decreased total open position to 199
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 182, which was -103.4 lower than the previous day. The implied volatity was 36.38, the open interest changed by 112 which increased total open position to 221
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 285, which was 15.05 higher than the previous day. The implied volatity was 36.27, the open interest changed by -7 which decreased total open position to 112
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 279.55, which was 59.2 higher than the previous day. The implied volatity was 36.30, the open interest changed by 3 which increased total open position to 119
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 223.7, which was -40.5 lower than the previous day. The implied volatity was 36.46, the open interest changed by 7 which increased total open position to 115
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 264.2, which was -27.4 lower than the previous day. The implied volatity was 34.76, the open interest changed by 21 which increased total open position to 108
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 292.75, which was -44.5 lower than the previous day. The implied volatity was 39.61, the open interest changed by 56 which increased total open position to 86
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 328.7, which was -8.55 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 328.7, which was -8.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 328.7, which was 177.4 higher than the previous day. The implied volatity was 38.82, the open interest changed by 16 which increased total open position to 33
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 151.3, which was -314.75 lower than the previous day. The implied volatity was 33.70, the open interest changed by 15 which increased total open position to 17
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 466.05, 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 466.05, 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 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 466.05, 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 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 466.05, which was -164.4 lower than the previous day. The implied volatity was 48.10, the open interest changed by 0 which decreased total open position to 2
On 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 630.45, 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 630.45, 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 630.45, 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 630.45, 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 630.45, 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 630.45, 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 630.45, which was -107.2 lower than the previous day. The implied volatity was 57.25, the open interest changed by 0 which decreased total open position to 0
