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

6408.35 -108.70 (-1.67%)

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Historical option data for POLYCAB

21 Nov 2024 04:10 PM IST
POLYCAB 28NOV2024 6000 CE
Delta: 0.95
Vega: 0.89
Theta: -3.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6408.35 432 -52.40 30.30 10 0 87.5
20 Nov 6517.05 484.4 0.00 - 1.25 -1.25 88.75
19 Nov 6517.05 484.4 9.35 - 1.25 0 88.75
18 Nov 6444.65 475.05 123.05 25.33 28.75 0 87.5
14 Nov 6301.90 352 -508.00 25.49 113.75 35 85
13 Nov 6328.25 860 0.00 0.00 0 0 0
12 Nov 6502.75 860 0.00 0.00 0 0 0
11 Nov 6708.40 860 0.00 0.00 0 0 0
8 Nov 6725.80 860 0.00 0.00 0 -5 0
7 Nov 6816.75 860 176.05 37.28 35 -5 50
6 Nov 6883.95 683.95 0.00 0.00 0 7.5 0
5 Nov 6632.55 683.95 104.15 36.13 12.5 5 52.5
4 Nov 6522.95 579.8 64.35 27.23 43.75 25 46.25
1 Nov 6501.80 515.45 0.00 0.00 0 18.75 0
31 Oct 6480.40 515.45 -74.55 - 20 8.75 11.25
30 Oct 6394.35 590 0.00 - 0 0 0
29 Oct 6398.00 590 0.00 - 0 0 0
28 Oct 6369.25 590 0.00 - 0 0 0
25 Oct 6455.40 590 -40.00 - 1.25 0 2.5
24 Oct 6502.35 630 -570.00 - 1.25 0 1.25
23 Oct 6661.70 1200 0.00 - 0 0 0
22 Oct 6651.45 1200 0.00 - 0 0 0
21 Oct 6849.75 1200 0.00 - 0 0 0
18 Oct 7120.40 1200 0.00 - 0 1.25 0
17 Oct 7120.55 1200 1200.00 - 1.25 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
12 Sept 6848.20 0 0.00 - 0 0 0
11 Sept 6811.00 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 6000 expiring on 28NOV2024

Delta for 6000 CE is 0.95

Historical price for 6000 CE is as follows

On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 432, which was -52.40 lower than the previous day. The implied volatity was 30.30, the open interest changed by 0 which decreased total open position to 70


On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 484.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 71


On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 484.4, which was 9.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71


On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 475.05, which was 123.05 higher than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 70


On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 352, which was -508.00 lower than the previous day. The implied volatity was 25.49, the open interest changed by 28 which increased total open position to 68


On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 860, 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 860, 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 860, 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 860, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 860, which was 176.05 higher than the previous day. The implied volatity was 37.28, the open interest changed by -4 which decreased total open position to 40


On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 683.95, which was 0.00 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 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 683.95, which was 104.15 higher than the previous day. The implied volatity was 36.13, the open interest changed by 4 which increased total open position to 42


On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 579.8, which was 64.35 higher than the previous day. The implied volatity was 27.23, the open interest changed by 20 which increased total open position to 37


On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 515.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0


On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 515.45, which was -74.55 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 590, 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 590, 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 590, 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 Oct POLYCAB was trading at 6455.40. The strike last trading price was 590, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct POLYCAB was trading at 6502.35. The strike last trading price was 630, which was -570.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct POLYCAB was trading at 6661.70. The strike last trading price was 1200, 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 22 Oct POLYCAB was trading at 6651.45. The strike last trading price was 1200, 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 21 Oct POLYCAB was trading at 6849.75. The strike last trading price was 1200, 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 Oct POLYCAB was trading at 7120.40. The strike last trading price was 1200, 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 Oct POLYCAB was trading at 7120.55. The strike last trading price was 1200, which was 1200.00 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 12 Sept POLYCAB was trading at 6848.20. 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 11 Sept POLYCAB was trading at 6811.00. 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 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 6000 PE
Delta: -0.11
Vega: 1.71
Theta: -4.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6408.35 21.1 5.55 42.09 1,588.75 200 1,900
20 Nov 6517.05 15.55 0.00 40.49 2,798.75 -98.75 1,737.5
19 Nov 6517.05 15.55 -5.85 40.49 2,798.75 -61.25 1,737.5
18 Nov 6444.65 21.4 -14.05 37.86 1,313.75 198.75 1,800
14 Nov 6301.90 35.45 -1.55 30.06 1,096.25 -176.25 1,601.25
13 Nov 6328.25 37 10.45 32.07 2,608.75 243.75 1,777.5
12 Nov 6502.75 26.55 13.05 34.15 938.75 28.75 1,526.25
11 Nov 6708.40 13.5 -1.50 35.16 440 -7.5 1,497.5
8 Nov 6725.80 15 0.80 33.31 331.25 -6.25 1,503.75
7 Nov 6816.75 14.2 2.30 35.54 438.75 -55 1,512.5
6 Nov 6883.95 11.9 -22.35 36.54 1,922.5 142.5 1,566.25
5 Nov 6632.55 34.25 -20.50 35.51 1,928.75 21.25 1,418.75
4 Nov 6522.95 54.75 2.25 37.04 1,981.25 672.5 1,390
1 Nov 6501.80 52.5 -4.50 33.95 110 -32.5 716.25
31 Oct 6480.40 57 -13.00 - 492.5 55 778.75
30 Oct 6394.35 70 -7.00 - 521.25 167.5 726.25
29 Oct 6398.00 77 -13.00 - 446.25 70 550
28 Oct 6369.25 90 19.95 - 652.5 145 476.25
25 Oct 6455.40 70.05 -10.95 - 371.25 15 331.25
24 Oct 6502.35 81 18.00 - 298.75 132.5 303.75
23 Oct 6661.70 63 3.00 - 80 28.75 171.25
22 Oct 6651.45 60 20.80 - 141.25 46.25 142.5
21 Oct 6849.75 39.2 14.00 - 87.5 27.5 107.5
18 Oct 7120.40 25.2 -28.65 - 161.25 75 80
17 Oct 7120.55 53.85 53.85 - 6.25 3.75 3.75
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
12 Sept 6848.20 0 0.00 - 0 0 0
11 Sept 6811.00 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 6000 expiring on 28NOV2024

Delta for 6000 PE is -0.11

Historical price for 6000 PE is as follows

On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 21.1, which was 5.55 higher than the previous day. The implied volatity was 42.09, the open interest changed by 160 which increased total open position to 1520


On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was 40.49, the open interest changed by -79 which decreased total open position to 1390


On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 15.55, which was -5.85 lower than the previous day. The implied volatity was 40.49, the open interest changed by -49 which decreased total open position to 1390


On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 21.4, which was -14.05 lower than the previous day. The implied volatity was 37.86, the open interest changed by 159 which increased total open position to 1440


On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 35.45, which was -1.55 lower than the previous day. The implied volatity was 30.06, the open interest changed by -141 which decreased total open position to 1281


On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 37, which was 10.45 higher than the previous day. The implied volatity was 32.07, the open interest changed by 195 which increased total open position to 1422


On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 26.55, which was 13.05 higher than the previous day. The implied volatity was 34.15, the open interest changed by 23 which increased total open position to 1221


On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 13.5, which was -1.50 lower than the previous day. The implied volatity was 35.16, the open interest changed by -6 which decreased total open position to 1198


On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 15, which was 0.80 higher than the previous day. The implied volatity was 33.31, the open interest changed by -5 which decreased total open position to 1203


On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 14.2, which was 2.30 higher than the previous day. The implied volatity was 35.54, the open interest changed by -44 which decreased total open position to 1210


On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 11.9, which was -22.35 lower than the previous day. The implied volatity was 36.54, the open interest changed by 114 which increased total open position to 1253


On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 34.25, which was -20.50 lower than the previous day. The implied volatity was 35.51, the open interest changed by 17 which increased total open position to 1135


On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 54.75, which was 2.25 higher than the previous day. The implied volatity was 37.04, the open interest changed by 538 which increased total open position to 1112


On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 52.5, which was -4.50 lower than the previous day. The implied volatity was 33.95, the open interest changed by -26 which decreased total open position to 573


On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 57, which was -13.00 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 70, which was -7.00 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 77, which was -13.00 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 90, which was 19.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct POLYCAB was trading at 6455.40. The strike last trading price was 70.05, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct POLYCAB was trading at 6502.35. The strike last trading price was 81, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct POLYCAB was trading at 6661.70. The strike last trading price was 63, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct POLYCAB was trading at 6651.45. The strike last trading price was 60, which was 20.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct POLYCAB was trading at 6849.75. The strike last trading price was 39.2, which was 14.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct POLYCAB was trading at 7120.40. The strike last trading price was 25.2, which was -28.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct POLYCAB was trading at 7120.55. The strike last trading price was 53.85, which was 53.85 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 12 Sept POLYCAB was trading at 6848.20. 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 11 Sept POLYCAB was trading at 6811.00. 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 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