POLYCAB
Polycab India Limited
Historical option data for POLYCAB
21 Nov 2024 04:10 PM IST
| POLYCAB 28NOV2024 5600 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 | |||
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| 21 Nov | 6408.35 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 6517.05 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 6517.05 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 6444.65 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 6301.90 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 6328.25 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 6502.75 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6708.40 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6725.80 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6816.75 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6883.95 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6632.55 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 6522.95 | 842 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 6480.40 | 842 | 842.00 | - | 12.5 | 0 | 0 | |||
| 20 Sept | 6559.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 6475.85 | 0 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 5600 expiring on 28NOV2024
Delta for 5600 CE is 0.00
Historical price for 5600 CE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 842, 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 842, 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 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 842, 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 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 842, 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 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 842, 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 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 842, 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 842, 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 842, 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 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 842, 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 842, 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 842, 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 842, 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 842, 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 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 842, which was 842.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept POLYCAB was trading at 6559.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept POLYCAB was trading at 6475.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 28NOV2024 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.49
Theta: -1.72
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6408.35 | 4 | 0.25 | 50.82 | 113.75 | -45 | 107.5 |
| 20 Nov | 6517.05 | 3.75 | 0.00 | 49.21 | 176.25 | -77.5 | 157.5 |
| 19 Nov | 6517.05 | 3.75 | -1.30 | 49.21 | 176.25 | -72.5 | 157.5 |
| 18 Nov | 6444.65 | 5.05 | -4.60 | 46.04 | 290 | -55 | 235 |
| 14 Nov | 6301.90 | 9.65 | -0.80 | 38.43 | 357.5 | -41.25 | 297.5 |
| 13 Nov | 6328.25 | 10.45 | 2.45 | 39.58 | 702.5 | 205 | 338.75 |
| 12 Nov | 6502.75 | 8 | 2.50 | 41.21 | 62.5 | -6.25 | 137.5 |
| 11 Nov | 6708.40 | 5.5 | -0.80 | 43.64 | 7.5 | -5 | 146.25 |
| 8 Nov | 6725.80 | 6.3 | 1.00 | 41.27 | 11.25 | -7.5 | 152.5 |
| 7 Nov | 6816.75 | 5.3 | 0.00 | 0.00 | 0 | -8.75 | 0 |
| 6 Nov | 6883.95 | 5.3 | -8.70 | 43.68 | 222.5 | -7.5 | 161.25 |
| 5 Nov | 6632.55 | 14 | -7.30 | 42.16 | 396.25 | 55 | 168.75 |
| 4 Nov | 6522.95 | 21.3 | 6.30 | 42.54 | 360 | 101.25 | 113.75 |
| 31 Oct | 6480.40 | 15 | 15.00 | - | 17.5 | 12.5 | 12.5 |
| 20 Sept | 6559.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 6475.85 | 0 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 5600 expiring on 28NOV2024
Delta for 5600 PE is -0.02
Historical price for 5600 PE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was 50.82, the open interest changed by -36 which decreased total open position to 86
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 49.21, the open interest changed by -62 which decreased total open position to 126
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 3.75, which was -1.30 lower than the previous day. The implied volatity was 49.21, the open interest changed by -58 which decreased total open position to 126
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 5.05, which was -4.60 lower than the previous day. The implied volatity was 46.04, the open interest changed by -44 which decreased total open position to 188
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 9.65, which was -0.80 lower than the previous day. The implied volatity was 38.43, the open interest changed by -33 which decreased total open position to 238
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 10.45, which was 2.45 higher than the previous day. The implied volatity was 39.58, the open interest changed by 164 which increased total open position to 271
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 8, which was 2.50 higher than the previous day. The implied volatity was 41.21, the open interest changed by -5 which decreased total open position to 110
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 5.5, which was -0.80 lower than the previous day. The implied volatity was 43.64, the open interest changed by -4 which decreased total open position to 117
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 6.3, which was 1.00 higher than the previous day. The implied volatity was 41.27, the open interest changed by -6 which decreased total open position to 122
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 5.3, which was -8.70 lower than the previous day. The implied volatity was 43.68, the open interest changed by -6 which decreased total open position to 129
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 14, which was -7.30 lower than the previous day. The implied volatity was 42.16, the open interest changed by 44 which increased total open position to 135
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 21.3, which was 6.30 higher than the previous day. The implied volatity was 42.54, the open interest changed by 81 which increased total open position to 91
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 15, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept POLYCAB was trading at 6559.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept POLYCAB was trading at 6475.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
