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[--[65.84.65.76]--]
POLYCAB
Polycab India Limited

4986.15 51.55 (1.04%)

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Historical option data for POLYCAB

08 Apr 2025 05:50 PM IST
POLYCAB 24APR2025 5700 CE
Delta: 0.10
Vega: 1.76
Theta: -2.65
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 4982.00 20.5 -4.75 45.82 320 35 417
7 Apr 4934.60 24.6 6.75 49.07 573 -9 382
4 Apr 5040.75 17.65 -17.45 36.51 795 21 391
3 Apr 5203.75 34.6 -25.45 34.17 507 60 369
2 Apr 5285.75 56.05 26.4 35.42 667 34 310
1 Apr 5102.60 29.45 -14.25 36.13 285 -17 279
28 Mar 5147.95 40.25 -29.05 35.20 510 83 296
27 Mar 5216.55 74.4 14.9 37.44 296 76 213
26 Mar 5150.85 59.85 -11.3 37.94 154 15 135
25 Mar 5152.15 69.95 17.65 39.40 355 59 119
24 Mar 5025.45 52.2 -0.1 0.00 0 0 0
21 Mar 4992.30 52.2 -0.1 0.00 0 59 0
20 Mar 5083.40 52.2 -61.8 34.39 123 53 54
19 Mar 5438.40 114 17.2 30.16 1 0 0
18 Mar 5195.80 96.8 0 6.82 0 0 0
17 Mar 5019.60 96.8 0 8.82 0 0 0
13 Mar 5003.10 96.8 0 8.62 0 0 0
11 Mar 4907.85 96.8 0 9.48 0 0 0
7 Mar 5063.45 96.8 0 7.39 0 0 0


For Polycab India Limited - strike price 5700 expiring on 24APR2025

Delta for 5700 CE is 0.10

Historical price for 5700 CE is as follows

On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 20.5, which was -4.75 lower than the previous day. The implied volatity was 45.82, the open interest changed by 35 which increased total open position to 417


On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 24.6, which was 6.75 higher than the previous day. The implied volatity was 49.07, the open interest changed by -9 which decreased total open position to 382


On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 17.65, which was -17.45 lower than the previous day. The implied volatity was 36.51, the open interest changed by 21 which increased total open position to 391


On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 34.6, which was -25.45 lower than the previous day. The implied volatity was 34.17, the open interest changed by 60 which increased total open position to 369


On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 56.05, which was 26.4 higher than the previous day. The implied volatity was 35.42, the open interest changed by 34 which increased total open position to 310


On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 29.45, which was -14.25 lower than the previous day. The implied volatity was 36.13, the open interest changed by -17 which decreased total open position to 279


On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 40.25, which was -29.05 lower than the previous day. The implied volatity was 35.20, the open interest changed by 83 which increased total open position to 296


On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 74.4, which was 14.9 higher than the previous day. The implied volatity was 37.44, the open interest changed by 76 which increased total open position to 213


On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 59.85, which was -11.3 lower than the previous day. The implied volatity was 37.94, the open interest changed by 15 which increased total open position to 135


On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 69.95, which was 17.65 higher than the previous day. The implied volatity was 39.40, the open interest changed by 59 which increased total open position to 119


On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 52.2, which was -0.1 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 52.2, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 59 which increased total open position to 0


On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 52.2, which was -61.8 lower than the previous day. The implied volatity was 34.39, the open interest changed by 53 which increased total open position to 54


On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 114, which was 17.2 higher than the previous day. The implied volatity was 30.16, the open interest changed by 0 which decreased total open position to 0


On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 96.8, which was 0 lower than the previous day. The implied volatity was 6.82, 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 96.8, which was 0 lower than the previous day. The implied volatity was 8.82, 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 96.8, which was 0 lower than the previous day. The implied volatity was 8.62, 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 96.8, which was 0 lower than the previous day. The implied volatity was 9.48, 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 96.8, which was 0 lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 0


POLYCAB 24APR2025 5700 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 4982.00 757.55 -4.6 0.00 0 3 0
7 Apr 4934.60 757.55 72.55 46.05 7 3 26
4 Apr 5040.75 685 180.1 51.49 4 -1 23
3 Apr 5203.75 504.9 -101.35 37.01 5 2 25
2 Apr 5285.75 606.25 -2 71.55 1 0 22
1 Apr 5102.60 608.25 45.4 40.13 9 7 21
28 Mar 5147.95 562.85 62.85 32.00 19 -5 14
27 Mar 5216.55 500 -75 38.38 19 13 19
26 Mar 5150.85 575 0 0.00 0 6 0
25 Mar 5152.15 575 -479.9 39.79 7 4 4
24 Mar 5025.45 1054.9 0 - 0 0 0
21 Mar 4992.30 1054.9 0 - 0 0 0
20 Mar 5083.40 1054.9 0 - 0 0 0
19 Mar 5438.40 1054.9 0 - 0 0 0
18 Mar 5195.80 1054.9 0 - 0 0 0
17 Mar 5019.60 1054.9 0 - 0 0 0
13 Mar 5003.10 1054.9 0 - 0 0 0
11 Mar 4907.85 1054.9 0 - 0 0 0
7 Mar 5063.45 1054.9 0 - 0 0 0


For Polycab India Limited - strike price 5700 expiring on 24APR2025

Delta for 5700 PE is 0.00

Historical price for 5700 PE is as follows

On 8 Apr POLYCAB was trading at 4982.00. The strike last trading price was 757.55, which was -4.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 7 Apr POLYCAB was trading at 4934.60. The strike last trading price was 757.55, which was 72.55 higher than the previous day. The implied volatity was 46.05, the open interest changed by 3 which increased total open position to 26


On 4 Apr POLYCAB was trading at 5040.75. The strike last trading price was 685, which was 180.1 higher than the previous day. The implied volatity was 51.49, the open interest changed by -1 which decreased total open position to 23


On 3 Apr POLYCAB was trading at 5203.75. The strike last trading price was 504.9, which was -101.35 lower than the previous day. The implied volatity was 37.01, the open interest changed by 2 which increased total open position to 25


On 2 Apr POLYCAB was trading at 5285.75. The strike last trading price was 606.25, which was -2 lower than the previous day. The implied volatity was 71.55, the open interest changed by 0 which decreased total open position to 22


On 1 Apr POLYCAB was trading at 5102.60. The strike last trading price was 608.25, which was 45.4 higher than the previous day. The implied volatity was 40.13, the open interest changed by 7 which increased total open position to 21


On 28 Mar POLYCAB was trading at 5147.95. The strike last trading price was 562.85, which was 62.85 higher than the previous day. The implied volatity was 32.00, the open interest changed by -5 which decreased total open position to 14


On 27 Mar POLYCAB was trading at 5216.55. The strike last trading price was 500, which was -75 lower than the previous day. The implied volatity was 38.38, the open interest changed by 13 which increased total open position to 19


On 26 Mar POLYCAB was trading at 5150.85. The strike last trading price was 575, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 25 Mar POLYCAB was trading at 5152.15. The strike last trading price was 575, which was -479.9 lower than the previous day. The implied volatity was 39.79, the open interest changed by 4 which increased total open position to 4


On 24 Mar POLYCAB was trading at 5025.45. The strike last trading price was 1054.9, 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


On 21 Mar POLYCAB was trading at 4992.30. The strike last trading price was 1054.9, 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


On 20 Mar POLYCAB was trading at 5083.40. The strike last trading price was 1054.9, 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


On 19 Mar POLYCAB was trading at 5438.40. The strike last trading price was 1054.9, 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


On 18 Mar POLYCAB was trading at 5195.80. The strike last trading price was 1054.9, 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


On 17 Mar POLYCAB was trading at 5019.60. The strike last trading price was 1054.9, 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


On 13 Mar POLYCAB was trading at 5003.10. The strike last trading price was 1054.9, 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


On 11 Mar POLYCAB was trading at 4907.85. The strike last trading price was 1054.9, 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


On 7 Mar POLYCAB was trading at 5063.45. The strike last trading price was 1054.9, 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