POLYCAB
Polycab India Limited
Historical option data for POLYCAB
21 Nov 2024 04:10 PM IST
| POLYCAB 28NOV2024 5400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6408.35 | 1102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 6517.05 | 1102 | 0.00 | - | 3.75 | 0 | 12.5 | |||
| 19 Nov | 6517.05 | 1102 | 91.30 | - | 3.75 | 0 | 12.5 | |||
| 18 Nov | 6444.65 | 1010.7 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 14 Nov | 6301.90 | 1010.7 | -31.30 | - | 3.75 | 0 | 10 | |||
| 13 Nov | 6328.25 | 1042 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 6502.75 | 1042 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6708.40 | 1042 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6816.75 | 1042 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6883.95 | 1042 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6632.55 | 1042 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 4 Nov | 6522.95 | 1042 | 0.00 | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 5400 expiring on 28NOV2024
Delta for 5400 CE is 0.00
Historical price for 5400 CE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 1102, which was 0.00 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 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 1102, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 1102, which was 91.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 1010.7, which was 0.00 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 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 1010.7, which was -31.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 1042, which was 0.00 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 Nov POLYCAB was trading at 6502.75. The strike last trading price was 1042, which was 0.00 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 Nov POLYCAB was trading at 6708.40. The strike last trading price was 1042, which was 0.00 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 Nov POLYCAB was trading at 6816.75. The strike last trading price was 1042, which was 0.00 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 Nov POLYCAB was trading at 6883.95. The strike last trading price was 1042, which was 0.00 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 Nov POLYCAB was trading at 6632.55. The strike last trading price was 1042, which was 0.00 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 Nov POLYCAB was trading at 6522.95. The strike last trading price was 1042, which was 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 28NOV2024 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6408.35 | 3 | -0.90 | - | 6.25 | -3.75 | 58.75 |
| 20 Nov | 6517.05 | 3.9 | 0.00 | - | 6.25 | 0 | 62.5 |
| 19 Nov | 6517.05 | 3.9 | 0.95 | - | 6.25 | 0 | 62.5 |
| 18 Nov | 6444.65 | 2.95 | -3.00 | 51.31 | 163.75 | 13.75 | 82.5 |
| 14 Nov | 6301.90 | 5.95 | -1.90 | 43.48 | 35 | 2.5 | 68.75 |
| 13 Nov | 6328.25 | 7.85 | 2.85 | 45.84 | 80 | 8.75 | 65 |
| 12 Nov | 6502.75 | 5 | 0.40 | 45.52 | 67.5 | -7.5 | 71.25 |
| 11 Nov | 6708.40 | 4.6 | -1.70 | 49.55 | 122.5 | -60 | 81.25 |
| 7 Nov | 6816.75 | 6.3 | 0.95 | 49.77 | 7.5 | 0 | 141.25 |
| 6 Nov | 6883.95 | 5.35 | -2.15 | 50.02 | 102.5 | 57.5 | 141.25 |
| 5 Nov | 6632.55 | 7.5 | -4.50 | 44.00 | 120 | 53.75 | 81.25 |
| 4 Nov | 6522.95 | 12 | 44.47 | 57.5 | 17.5 | 27.5 | |
For Polycab India Limited - strike price 5400 expiring on 28NOV2024
Delta for 5400 PE is -
Historical price for 5400 PE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 47
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 3.9, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 2.95, which was -3.00 lower than the previous day. The implied volatity was 51.31, the open interest changed by 11 which increased total open position to 66
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 5.95, which was -1.90 lower than the previous day. The implied volatity was 43.48, the open interest changed by 2 which increased total open position to 55
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 7.85, which was 2.85 higher than the previous day. The implied volatity was 45.84, the open interest changed by 7 which increased total open position to 52
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 5, which was 0.40 higher than the previous day. The implied volatity was 45.52, the open interest changed by -6 which decreased total open position to 57
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 4.6, which was -1.70 lower than the previous day. The implied volatity was 49.55, the open interest changed by -48 which decreased total open position to 65
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 6.3, which was 0.95 higher than the previous day. The implied volatity was 49.77, the open interest changed by 0 which decreased total open position to 113
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 5.35, which was -2.15 lower than the previous day. The implied volatity was 50.02, the open interest changed by 46 which increased total open position to 113
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 7.5, which was -4.50 lower than the previous day. The implied volatity was 44.00, the open interest changed by 43 which increased total open position to 65
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 12, which was lower than the previous day. The implied volatity was 44.47, the open interest changed by 14 which increased total open position to 22
