POLYCAB
Polycab India Limited
Historical option data for POLYCAB
21 Nov 2024 04:10 PM IST
| POLYCAB 28NOV2024 5900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 2.10
Theta: -10.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6408.35 | 572.95 | 21.90 | 63.18 | 6.25 | 0 | 18.75 | |||
| 20 Nov | 6517.05 | 551.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 6517.05 | 551.05 | 0.00 | 0.00 | 0 | -17.5 | 0 | |||
| 18 Nov | 6444.65 | 551.05 | 75.25 | - | 43.75 | -21.25 | 15 | |||
| 14 Nov | 6301.90 | 475.8 | -71.85 | 39.49 | 62.5 | 36.25 | 38.75 | |||
| 13 Nov | 6328.25 | 547.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 6502.75 | 547.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6708.40 | 547.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6725.80 | 547.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6816.75 | 547.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6883.95 | 547.65 | 0.00 | 0.00 | 0 | 1.25 | 0 | |||
| 5 Nov | 6632.55 | 547.65 | -52.35 | - | 2.5 | 0 | 1.25 | |||
| 4 Nov | 6522.95 | 600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 1 Nov | 6501.80 | 600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 6480.40 | 600 | 0.00 | - | 0 | 1.25 | 0 | |||
| 30 Oct | 6394.35 | 600 | -439.55 | - | 1.25 | 0 | 0 | |||
| 29 Oct | 6398.00 | 1039.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6369.25 | 1039.55 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 5900 expiring on 28NOV2024
Delta for 5900 CE is 0.85
Historical price for 5900 CE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 572.95, which was 21.90 higher than the previous day. The implied volatity was 63.18, the open interest changed by 0 which decreased total open position to 15
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 551.05, 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 551.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 551.05, which was 75.25 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 12
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 475.8, which was -71.85 lower than the previous day. The implied volatity was 39.49, the open interest changed by 29 which increased total open position to 31
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 547.65, 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 547.65, 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 547.65, 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 547.65, 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 547.65, 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 547.65, which was 0.00 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 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 547.65, which was -52.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 600, 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 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 600, 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 600, 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 600, which was -439.55 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 1039.55, 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 1039.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 28NOV2024 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 1.30
Theta: -4.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6408.35 | 14.4 | 4.50 | 44.64 | 506.25 | -53.75 | 307.5 |
| 20 Nov | 6517.05 | 9.9 | 0.00 | 41.96 | 335 | -31.25 | 362.5 |
| 19 Nov | 6517.05 | 9.9 | -2.75 | 41.96 | 335 | -30 | 362.5 |
| 18 Nov | 6444.65 | 12.65 | -11.55 | 38.41 | 657.5 | 235 | 392.5 |
| 14 Nov | 6301.90 | 24.2 | -1.90 | 31.73 | 277.5 | 8.75 | 161.25 |
| 13 Nov | 6328.25 | 26.1 | 8.20 | 33.68 | 571.25 | 12.5 | 151.25 |
| 12 Nov | 6502.75 | 17.9 | 8.20 | 35.11 | 483.75 | -196.25 | 155 |
| 11 Nov | 6708.40 | 9.7 | -2.20 | 36.58 | 318.75 | 126.25 | 357.5 |
| 8 Nov | 6725.80 | 11.9 | 1.10 | 35.27 | 115 | 11.25 | 217.5 |
| 7 Nov | 6816.75 | 10.8 | 1.75 | 36.99 | 21.25 | -6.25 | 208.75 |
| 6 Nov | 6883.95 | 9.05 | -17.60 | 37.87 | 602.5 | 116.25 | 216.25 |
| 5 Nov | 6632.55 | 26.65 | -12.85 | 36.95 | 88.75 | 0 | 96.25 |
| 4 Nov | 6522.95 | 39.5 | -78.75 | 37.31 | 111.25 | 93.75 | 93.75 |
| 1 Nov | 6501.80 | 118.25 | 0.00 | 9.30 | 0 | 0 | 0 |
| 31 Oct | 6480.40 | 118.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6394.35 | 118.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6398.00 | 118.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6369.25 | 118.25 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 5900 expiring on 28NOV2024
Delta for 5900 PE is -0.08
Historical price for 5900 PE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 14.4, which was 4.50 higher than the previous day. The implied volatity was 44.64, the open interest changed by -43 which decreased total open position to 246
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 41.96, the open interest changed by -25 which decreased total open position to 290
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 9.9, which was -2.75 lower than the previous day. The implied volatity was 41.96, the open interest changed by -24 which decreased total open position to 290
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 12.65, which was -11.55 lower than the previous day. The implied volatity was 38.41, the open interest changed by 188 which increased total open position to 314
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 24.2, which was -1.90 lower than the previous day. The implied volatity was 31.73, the open interest changed by 7 which increased total open position to 129
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 26.1, which was 8.20 higher than the previous day. The implied volatity was 33.68, the open interest changed by 10 which increased total open position to 121
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 17.9, which was 8.20 higher than the previous day. The implied volatity was 35.11, the open interest changed by -157 which decreased total open position to 124
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 9.7, which was -2.20 lower than the previous day. The implied volatity was 36.58, the open interest changed by 101 which increased total open position to 286
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 11.9, which was 1.10 higher than the previous day. The implied volatity was 35.27, the open interest changed by 9 which increased total open position to 174
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 10.8, which was 1.75 higher than the previous day. The implied volatity was 36.99, the open interest changed by -5 which decreased total open position to 167
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 9.05, which was -17.60 lower than the previous day. The implied volatity was 37.87, the open interest changed by 93 which increased total open position to 173
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 26.65, which was -12.85 lower than the previous day. The implied volatity was 36.95, the open interest changed by 0 which decreased total open position to 77
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 39.5, which was -78.75 lower than the previous day. The implied volatity was 37.31, the open interest changed by 75 which increased total open position to 75
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 118.25, which was 0.00 lower than the previous day. The implied volatity was 9.30, 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 118.25, 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 118.25, 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 118.25, 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 118.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
