POLYCAB
Polycab India Limited
Historical option data for POLYCAB
08 Apr 2025 05:50 PM IST
| POLYCAB 24APR2025 5500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 2.61
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 4982.00 | 39.5 | -9.05 | 44.54 | 1,407 | 203 | 1,794 | |||
| 7 Apr | 4934.60 | 48.2 | 10.6 | 49.27 | 1,775 | -183 | 1,586 | |||
| 4 Apr | 5040.75 | 36.75 | -36.4 | 35.29 | 2,808 | 244 | 1,763 | |||
| 3 Apr | 5203.75 | 71.55 | -40 | 33.66 | 2,273 | 123 | 1,521 | |||
| 2 Apr | 5285.75 | 109.15 | 49.9 | 35.74 | 4,550 | 16 | 1,384 | |||
| 1 Apr | 5102.60 | 58.5 | -20.25 | 35.57 | 1,129 | 172 | 1,368 | |||
| 28 Mar | 5147.95 | 75.25 | -47.15 | 34.76 | 2,026 | 38 | 1,196 | |||
| 27 Mar | 5216.55 | 127.35 | 25.05 | 37.45 | 1,955 | 138 | 1,151 | |||
| 26 Mar | 5150.85 | 103.1 | -12.45 | 37.79 | 1,243 | 69 | 1,012 | |||
| 25 Mar | 5152.15 | 111 | 47 | 38.34 | 2,768 | 305 | 949 | |||
| 24 Mar | 5025.45 | 64 | -2 | 34.87 | 48 | -29 | 645 | |||
| 21 Mar | 4992.30 | 66 | -23.6 | 35.65 | 65 | -64 | 675 | |||
| 20 Mar | 5083.40 | 91.8 | -88.15 | 34.30 | 4,668 | 573 | 734 | |||
| 19 Mar | 5438.40 | 173.1 | 81.3 | 27.67 | 589 | 13 | 161 | |||
| 18 Mar | 5195.80 | 93.05 | 22.65 | 29.60 | 186 | 8 | 149 | |||
| 17 Mar | 5019.60 | 70.05 | -3.25 | 32.67 | 47 | 19 | 140 | |||
| 13 Mar | 5003.10 | 75 | 2.9 | 32.69 | 53 | 9 | 121 | |||
| 12 Mar | 5008.75 | 70.2 | 3.55 | 31.12 | 32 | 4 | 112 | |||
| 11 Mar | 4907.85 | 66.95 | 0.75 | 33.49 | 106 | 59 | 108 | |||
| 10 Mar | 4940.45 | 66.2 | -41.7 | 32.99 | 20 | 9 | 48 | |||
| 7 Mar | 5063.45 | 107.9 | -5.1 | 33.08 | 17 | 0 | 39 | |||
| 6 Mar | 5076.60 | 113 | -5.25 | 32.82 | 45 | 27 | 39 | |||
| 5 Mar | 5071.30 | 118.25 | 23 | 32.79 | 14 | 3 | 11 | |||
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| 4 Mar | 4905.15 | 87.7 | -0.6 | 36.63 | 16 | 5 | 8 | |||
| 3 Mar | 4870.85 | 88.3 | -42.85 | 36.25 | 3 | 0 | 0 | |||
For Polycab India Limited - strike price 5500 expiring on 24APR2025
Delta for 5500 CE is 0.17
Historical price for 5500 CE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 39.5, which was -9.05 lower than the previous day. The implied volatity was 44.54, the open interest changed by 203 which increased total open position to 1794
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 48.2, which was 10.6 higher than the previous day. The implied volatity was 49.27, the open interest changed by -183 which decreased total open position to 1586
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 36.75, which was -36.4 lower than the previous day. The implied volatity was 35.29, the open interest changed by 244 which increased total open position to 1763
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 71.55, which was -40 lower than the previous day. The implied volatity was 33.66, the open interest changed by 123 which increased total open position to 1521
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 109.15, which was 49.9 higher than the previous day. The implied volatity was 35.74, the open interest changed by 16 which increased total open position to 1384
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 58.5, which was -20.25 lower than the previous day. The implied volatity was 35.57, the open interest changed by 172 which increased total open position to 1368
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 75.25, which was -47.15 lower than the previous day. The implied volatity was 34.76, the open interest changed by 38 which increased total open position to 1196
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 127.35, which was 25.05 higher than the previous day. The implied volatity was 37.45, the open interest changed by 138 which increased total open position to 1151
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 103.1, which was -12.45 lower than the previous day. The implied volatity was 37.79, the open interest changed by 69 which increased total open position to 1012
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 111, which was 47 higher than the previous day. The implied volatity was 38.34, the open interest changed by 305 which increased total open position to 949
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 64, which was -2 lower than the previous day. The implied volatity was 34.87, the open interest changed by -29 which decreased total open position to 645
On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 66, which was -23.6 lower than the previous day. The implied volatity was 35.65, the open interest changed by -64 which decreased total open position to 675
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 91.8, which was -88.15 lower than the previous day. The implied volatity was 34.30, the open interest changed by 573 which increased total open position to 734
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 173.1, which was 81.3 higher than the previous day. The implied volatity was 27.67, the open interest changed by 13 which increased total open position to 161
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 93.05, which was 22.65 higher than the previous day. The implied volatity was 29.60, the open interest changed by 8 which increased total open position to 149
On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 70.05, which was -3.25 lower than the previous day. The implied volatity was 32.67, the open interest changed by 19 which increased total open position to 140
On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 75, which was 2.9 higher than the previous day. The implied volatity was 32.69, the open interest changed by 9 which increased total open position to 121
On 12 Mar POLYCAB was trading at 5008.75. The strike last trading price was 70.2, which was 3.55 higher than the previous day. The implied volatity was 31.12, the open interest changed by 4 which increased total open position to 112
On 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 66.95, which was 0.75 higher than the previous day. The implied volatity was 33.49, the open interest changed by 59 which increased total open position to 108
On 10 Mar POLYCAB was trading at 4940.45. The strike last trading price was 66.2, which was -41.7 lower than the previous day. The implied volatity was 32.99, the open interest changed by 9 which increased total open position to 48
On 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 107.9, which was -5.1 lower than the previous day. The implied volatity was 33.08, the open interest changed by 0 which decreased total open position to 39
On 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 113, which was -5.25 lower than the previous day. The implied volatity was 32.82, the open interest changed by 27 which increased total open position to 39
On 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 118.25, which was 23 higher than the previous day. The implied volatity was 32.79, the open interest changed by 3 which increased total open position to 11
On 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 87.7, which was -0.6 lower than the previous day. The implied volatity was 36.63, the open interest changed by 5 which increased total open position to 8
On 3 Mar POLYCAB was trading at 4870.85. The strike last trading price was 88.3, which was -42.85 lower than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 24APR2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 2.16
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 4982.00 | 517.9 | -80.45 | 38.04 | 15 | 8 | 239 |
| 7 Apr | 4934.60 | 592.75 | 119.35 | 51.11 | 46 | 12 | 231 |
| 4 Apr | 5040.75 | 477.15 | 134.45 | 38.63 | 50 | 2 | 219 |
| 3 Apr | 5203.75 | 342.7 | 45.55 | 35.69 | 92 | 16 | 217 |
| 2 Apr | 5285.75 | 300.7 | -128.25 | 36.69 | 144 | 24 | 198 |
| 1 Apr | 5102.60 | 428.95 | 16.2 | 36.11 | 38 | -9 | 174 |
| 28 Mar | 5147.95 | 420 | 70.85 | 36.97 | 105 | -7 | 183 |
| 27 Mar | 5216.55 | 338.6 | -70.75 | 35.32 | 97 | 17 | 191 |
| 26 Mar | 5150.85 | 408.95 | -13.6 | 36.87 | 91 | -16 | 171 |
| 25 Mar | 5152.15 | 425.5 | -48.05 | 40.13 | 303 | 145 | 186 |
| 24 Mar | 5025.45 | 470 | -3.55 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 4992.30 | 470 | -3.55 | 0.00 | 0 | 19 | 0 |
| 20 Mar | 5083.40 | 470 | 207.3 | 40.21 | 34 | 19 | 41 |
| 19 Mar | 5438.40 | 268 | -413.05 | 37.09 | 23 | 19 | 21 |
| 18 Mar | 5195.80 | 681.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 5019.60 | 681.05 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 5003.10 | 681.05 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 5008.75 | 681.05 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 4907.85 | 681.05 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 4940.45 | 681.05 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 5063.45 | 681.05 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 5076.60 | 681.05 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 5071.30 | 681.05 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Mar | 4905.15 | 681.05 | -108.4 | 44.14 | 1 | 0 | 1 |
| 3 Mar | 4870.85 | 789.45 | -102 | 60.43 | 1 | 0 | 0 |
For Polycab India Limited - strike price 5500 expiring on 24APR2025
Delta for 5500 PE is -0.87
Historical price for 5500 PE is as follows
On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 517.9, which was -80.45 lower than the previous day. The implied volatity was 38.04, the open interest changed by 8 which increased total open position to 239
On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 592.75, which was 119.35 higher than the previous day. The implied volatity was 51.11, the open interest changed by 12 which increased total open position to 231
On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 477.15, which was 134.45 higher than the previous day. The implied volatity was 38.63, the open interest changed by 2 which increased total open position to 219
On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 342.7, which was 45.55 higher than the previous day. The implied volatity was 35.69, the open interest changed by 16 which increased total open position to 217
On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 300.7, which was -128.25 lower than the previous day. The implied volatity was 36.69, the open interest changed by 24 which increased total open position to 198
On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 428.95, which was 16.2 higher than the previous day. The implied volatity was 36.11, the open interest changed by -9 which decreased total open position to 174
On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 420, which was 70.85 higher than the previous day. The implied volatity was 36.97, the open interest changed by -7 which decreased total open position to 183
On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 338.6, which was -70.75 lower than the previous day. The implied volatity was 35.32, the open interest changed by 17 which increased total open position to 191
On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 408.95, which was -13.6 lower than the previous day. The implied volatity was 36.87, the open interest changed by -16 which decreased total open position to 171
On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 425.5, which was -48.05 lower than the previous day. The implied volatity was 40.13, the open interest changed by 145 which increased total open position to 186
On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 470, which was -3.55 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 470, which was -3.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0
On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 470, which was 207.3 higher than the previous day. The implied volatity was 40.21, the open interest changed by 19 which increased total open position to 41
On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 268, which was -413.05 lower than the previous day. The implied volatity was 37.09, the open interest changed by 19 which increased total open position to 21
On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 681.05, 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 681.05, 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 681.05, 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 681.05, 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 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 681.05, 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 10 Mar POLYCAB was trading at 4940.45. The strike last trading price was 681.05, 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 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 681.05, 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 6 Mar POLYCAB was trading at 5076.60. The strike last trading price was 681.05, 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 5 Mar POLYCAB was trading at 5071.30. The strike last trading price was 681.05, 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 4 Mar POLYCAB was trading at 4905.15. The strike last trading price was 681.05, which was -108.4 lower than the previous day. The implied volatity was 44.14, the open interest changed by 0 which decreased total open position to 1
On 3 Mar POLYCAB was trading at 4870.85. The strike last trading price was 789.45, which was -102 lower than the previous day. The implied volatity was 60.43, the open interest changed by 0 which decreased total open position to 0
