POLYCAB
Polycab India Limited
Historical option data for POLYCAB
21 Nov 2024 04:10 PM IST
| POLYCAB 28NOV2024 5800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6408.35 | 499.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 6517.05 | 499.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 6517.05 | 499.4 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 18 Nov | 6444.65 | 499.4 | -712.50 | - | 2.5 | 0 | 0 | |||
| 14 Nov | 6301.90 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6328.25 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6502.75 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 6708.40 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6725.80 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 7 Nov | 6816.75 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 6883.95 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6632.55 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6522.95 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 6501.80 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 6480.40 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6394.35 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 6398.00 | 1211.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6369.25 | 1211.9 | 1211.90 | - | 0 | 0 | 0 | |||
| 26 Sept | 6747.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 6685.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 6657.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 6609.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 6559.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 6475.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 6667.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 6691.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 6724.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 6752.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 6687.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 6664.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 6620.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 6648.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 6717.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 6767.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 6718.00 | 0 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 5800 expiring on 28NOV2024
Delta for 5800 CE is 0.00
Historical price for 5800 CE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 499.4, 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 499.4, 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 499.4, 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 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 499.4, which was -712.50 lower than the previous day. The implied volatity was -, 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 1211.9, 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 0
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 1211.9, 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 0
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 1211.9, 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 0
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 1211.9, 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 0
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 1211.9, 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 0
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 1211.9, 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 0
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 1211.9, 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 0
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 1211.9, 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 0
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 1211.9, 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 0
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 1211.9, 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 0
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 1211.9, 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 30 Oct POLYCAB was trading at 6394.35. The strike last trading price was 1211.9, 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 29 Oct POLYCAB was trading at 6398.00. The strike last trading price was 1211.9, 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 28 Oct POLYCAB was trading at 6369.25. The strike last trading price was 1211.9, which was 1211.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept POLYCAB was trading at 6747.40. 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 25 Sept POLYCAB was trading at 6685.95. 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 24 Sept POLYCAB was trading at 6657.75. 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 23 Sept POLYCAB was trading at 6609.05. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept POLYCAB was trading at 6667.20. 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 17 Sept POLYCAB was trading at 6691.40. 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 16 Sept POLYCAB was trading at 6724.45. 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 13 Sept POLYCAB was trading at 6752.85. 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 10 Sept POLYCAB was trading at 6687.40. 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 9 Sept POLYCAB was trading at 6664.00. 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 6 Sept POLYCAB was trading at 6620.70. 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 5 Sept POLYCAB was trading at 6648.80. 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 4 Sept POLYCAB was trading at 6717.05. 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 3 Sept POLYCAB was trading at 6767.15. 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 2 Sept POLYCAB was trading at 6718.00. 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 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.94
Theta: -3.02
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6408.35 | 9.15 | 2.15 | 46.42 | 302.5 | -18.75 | 291.25 |
| 20 Nov | 6517.05 | 7 | 0.00 | 44.19 | 363.75 | -86.25 | 305 |
| 19 Nov | 6517.05 | 7 | -2.65 | 44.19 | 363.75 | -91.25 | 305 |
| 18 Nov | 6444.65 | 9.65 | -7.25 | 41.36 | 578.75 | 85 | 398.75 |
| 14 Nov | 6301.90 | 16.9 | -2.30 | 33.60 | 442.5 | 18.75 | 313.75 |
| 13 Nov | 6328.25 | 19.2 | 5.40 | 35.69 | 893.75 | -68.75 | 296.25 |
| 12 Nov | 6502.75 | 13.8 | 6.80 | 37.27 | 346.25 | 52.5 | 370 |
| 11 Nov | 6708.40 | 7 | -2.00 | 38.04 | 70 | 1.25 | 322.5 |
| 8 Nov | 6725.80 | 9 | -0.80 | 36.84 | 71.25 | -17.5 | 323.75 |
| 7 Nov | 6816.75 | 9.8 | 2.60 | 39.70 | 36.25 | -32.5 | 341.25 |
| 6 Nov | 6883.95 | 7.2 | -13.40 | 39.49 | 628.75 | 55 | 376.25 |
| 5 Nov | 6632.55 | 20.6 | -12.10 | 38.32 | 518.75 | 56.25 | 320 |
| 4 Nov | 6522.95 | 32.7 | 3.65 | 39.27 | 702.5 | 33.75 | 271.25 |
| 1 Nov | 6501.80 | 29.05 | -4.60 | 35.46 | 26.25 | 11.25 | 238.75 |
| 31 Oct | 6480.40 | 33.65 | -6.25 | - | 183.75 | 90 | 218.75 |
| 30 Oct | 6394.35 | 39.9 | -8.75 | - | 118.75 | 52.5 | 128.75 |
| 29 Oct | 6398.00 | 48.65 | -6.80 | - | 67.5 | 46.25 | 75 |
| 28 Oct | 6369.25 | 55.45 | 55.45 | - | 36.25 | 25 | 25 |
| 26 Sept | 6747.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 6685.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 6657.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 6609.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 6559.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 6475.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 6667.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 6691.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 6724.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 6752.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 6687.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 6664.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 6620.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 6648.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 6717.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 6767.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 6718.00 | 0 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 5800 expiring on 28NOV2024
Delta for 5800 PE is -0.05
Historical price for 5800 PE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 9.15, which was 2.15 higher than the previous day. The implied volatity was 46.42, the open interest changed by -15 which decreased total open position to 233
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 44.19, the open interest changed by -69 which decreased total open position to 244
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 7, which was -2.65 lower than the previous day. The implied volatity was 44.19, the open interest changed by -73 which decreased total open position to 244
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 9.65, which was -7.25 lower than the previous day. The implied volatity was 41.36, the open interest changed by 68 which increased total open position to 319
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 16.9, which was -2.30 lower than the previous day. The implied volatity was 33.60, the open interest changed by 15 which increased total open position to 251
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 19.2, which was 5.40 higher than the previous day. The implied volatity was 35.69, the open interest changed by -55 which decreased total open position to 237
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 13.8, which was 6.80 higher than the previous day. The implied volatity was 37.27, the open interest changed by 42 which increased total open position to 296
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 7, which was -2.00 lower than the previous day. The implied volatity was 38.04, the open interest changed by 1 which increased total open position to 258
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 9, which was -0.80 lower than the previous day. The implied volatity was 36.84, the open interest changed by -14 which decreased total open position to 259
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 9.8, which was 2.60 higher than the previous day. The implied volatity was 39.70, the open interest changed by -26 which decreased total open position to 273
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 7.2, which was -13.40 lower than the previous day. The implied volatity was 39.49, the open interest changed by 44 which increased total open position to 301
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 20.6, which was -12.10 lower than the previous day. The implied volatity was 38.32, the open interest changed by 45 which increased total open position to 256
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 32.7, which was 3.65 higher than the previous day. The implied volatity was 39.27, the open interest changed by 27 which increased total open position to 217
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 29.05, which was -4.60 lower than the previous day. The implied volatity was 35.46, the open interest changed by 9 which increased total open position to 191
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 33.65, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct POLYCAB was trading at 6394.35. The strike last trading price was 39.9, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct POLYCAB was trading at 6398.00. The strike last trading price was 48.65, which was -6.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct POLYCAB was trading at 6369.25. The strike last trading price was 55.45, which was 55.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept POLYCAB was trading at 6747.40. 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 25 Sept POLYCAB was trading at 6685.95. 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 24 Sept POLYCAB was trading at 6657.75. 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 23 Sept POLYCAB was trading at 6609.05. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept POLYCAB was trading at 6667.20. 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 17 Sept POLYCAB was trading at 6691.40. 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 16 Sept POLYCAB was trading at 6724.45. 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 13 Sept POLYCAB was trading at 6752.85. 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 10 Sept POLYCAB was trading at 6687.40. 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 9 Sept POLYCAB was trading at 6664.00. 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 6 Sept POLYCAB was trading at 6620.70. 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 5 Sept POLYCAB was trading at 6648.80. 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 4 Sept POLYCAB was trading at 6717.05. 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 3 Sept POLYCAB was trading at 6767.15. 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 2 Sept POLYCAB was trading at 6718.00. 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
