POLYCAB
Polycab India Limited
Historical option data for POLYCAB
21 Nov 2024 04:10 PM IST
| POLYCAB 28NOV2024 6100 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 | |||
| 21 Nov | 6408.35 | 378.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 6517.05 | 378.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 6517.05 | 378.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 6444.65 | 378.5 | 105.95 | 23.55 | 6.25 | 0 | 38.75 | |||
| 14 Nov | 6301.90 | 272.55 | -55.15 | 25.85 | 1.25 | 0 | 38.75 | |||
| 13 Nov | 6328.25 | 327.7 | -215.30 | 29.51 | 35 | 32.5 | 38.75 | |||
| 12 Nov | 6502.75 | 543 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6708.40 | 543 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6725.80 | 543 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6816.75 | 543 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6883.95 | 543 | 0.00 | 0.00 | 0 | 1.25 | 0 | |||
| 5 Nov | 6632.55 | 543 | 126.20 | - | 13.75 | 1.25 | 6.25 | |||
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| 4 Nov | 6522.95 | 416.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 6501.80 | 416.8 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 31 Oct | 6480.40 | 416.8 | 15.55 | - | 3.75 | 2.5 | 5 | |||
| 30 Oct | 6394.35 | 401.25 | 0.00 | - | 0 | 2.5 | 0 | |||
| 29 Oct | 6398.00 | 401.25 | -490.70 | - | 5 | 1.25 | 1.25 | |||
| 28 Oct | 6369.25 | 891.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6455.40 | 891.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6502.35 | 891.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6661.70 | 891.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 6651.45 | 891.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6849.75 | 891.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7120.40 | 891.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 7120.55 | 891.95 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 6100 expiring on 28NOV2024
Delta for 6100 CE is 0.00
Historical price for 6100 CE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 378.5, 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 378.5, 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 378.5, 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 378.5, which was 105.95 higher than the previous day. The implied volatity was 23.55, the open interest changed by 0 which decreased total open position to 31
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 272.55, which was -55.15 lower than the previous day. The implied volatity was 25.85, the open interest changed by 0 which decreased total open position to 31
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 327.7, which was -215.30 lower than the previous day. The implied volatity was 29.51, the open interest changed by 26 which increased total open position to 31
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 543, 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 543, 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 543, 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 543, 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 543, 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 543, which was 126.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 416.8, 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 416.8, 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 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 416.8, which was 15.55 higher 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 401.25, 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 401.25, which was -490.70 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 891.95, 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 891.95, 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 Oct POLYCAB was trading at 6502.35. The strike last trading price was 891.95, 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 Oct POLYCAB was trading at 6661.70. The strike last trading price was 891.95, 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 891.95, 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 891.95, 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 891.95, 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 891.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 28NOV2024 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 2.17
Theta: -5.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6408.35 | 30.2 | 8.85 | 39.15 | 770 | -6.25 | 330 |
| 20 Nov | 6517.05 | 21.35 | 0.00 | 37.86 | 843.75 | -38.75 | 337.5 |
| 19 Nov | 6517.05 | 21.35 | -7.60 | 37.86 | 843.75 | -37.5 | 337.5 |
| 18 Nov | 6444.65 | 28.95 | -23.95 | 35.02 | 895 | 135 | 375 |
| 14 Nov | 6301.90 | 52.9 | -0.50 | 28.68 | 460 | -3.75 | 242.5 |
| 13 Nov | 6328.25 | 53.4 | 19.80 | 30.74 | 601.25 | 40 | 263.75 |
| 12 Nov | 6502.75 | 33.6 | 19.95 | 31.58 | 255 | 56.25 | 222.5 |
| 11 Nov | 6708.40 | 13.65 | -4.35 | 31.21 | 60 | -27.5 | 178.75 |
| 8 Nov | 6725.80 | 18 | 0.70 | 30.89 | 61.25 | 1.25 | 207.5 |
| 7 Nov | 6816.75 | 17.3 | 1.65 | 33.46 | 107.5 | 15 | 208.75 |
| 6 Nov | 6883.95 | 15.65 | -27.45 | 35.21 | 626.25 | 16.25 | 192.5 |
| 5 Nov | 6632.55 | 43.1 | -25.45 | 33.83 | 455 | 35 | 173.75 |
| 4 Nov | 6522.95 | 68.55 | -8.45 | 35.56 | 126.25 | 47.5 | 136.25 |
| 1 Nov | 6501.80 | 77 | 2.65 | 34.70 | 5 | 1.25 | 87.5 |
| 31 Oct | 6480.40 | 74.35 | -15.65 | - | 67.5 | 18.75 | 86.25 |
| 30 Oct | 6394.35 | 90 | -4.40 | - | 82.5 | 32.5 | 65 |
| 29 Oct | 6398.00 | 94.4 | -13.45 | - | 21.25 | 8.75 | 31.25 |
| 28 Oct | 6369.25 | 107.85 | 18.65 | - | 27.5 | 21.25 | 22.5 |
| 25 Oct | 6455.40 | 89.2 | 4.80 | - | 7.5 | 0 | 1.25 |
| 24 Oct | 6502.35 | 84.4 | 0.00 | - | 0 | 1.25 | 0 |
| 23 Oct | 6661.70 | 84.4 | -83.80 | - | 1.25 | 0 | 0 |
| 22 Oct | 6651.45 | 168.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6849.75 | 168.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7120.40 | 168.2 | 168.20 | - | 0 | 0 | 0 |
| 17 Oct | 7120.55 | 0 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 6100 expiring on 28NOV2024
Delta for 6100 PE is -0.16
Historical price for 6100 PE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 30.2, which was 8.85 higher than the previous day. The implied volatity was 39.15, the open interest changed by -5 which decreased total open position to 264
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 37.86, the open interest changed by -31 which decreased total open position to 270
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 21.35, which was -7.60 lower than the previous day. The implied volatity was 37.86, the open interest changed by -30 which decreased total open position to 270
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 28.95, which was -23.95 lower than the previous day. The implied volatity was 35.02, the open interest changed by 108 which increased total open position to 300
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 52.9, which was -0.50 lower than the previous day. The implied volatity was 28.68, the open interest changed by -3 which decreased total open position to 194
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 53.4, which was 19.80 higher than the previous day. The implied volatity was 30.74, the open interest changed by 32 which increased total open position to 211
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 33.6, which was 19.95 higher than the previous day. The implied volatity was 31.58, the open interest changed by 45 which increased total open position to 178
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 13.65, which was -4.35 lower than the previous day. The implied volatity was 31.21, the open interest changed by -22 which decreased total open position to 143
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 18, which was 0.70 higher than the previous day. The implied volatity was 30.89, the open interest changed by 1 which increased total open position to 166
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 17.3, which was 1.65 higher than the previous day. The implied volatity was 33.46, the open interest changed by 12 which increased total open position to 167
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 15.65, which was -27.45 lower than the previous day. The implied volatity was 35.21, the open interest changed by 13 which increased total open position to 154
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 43.1, which was -25.45 lower than the previous day. The implied volatity was 33.83, the open interest changed by 28 which increased total open position to 139
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 68.55, which was -8.45 lower than the previous day. The implied volatity was 35.56, the open interest changed by 38 which increased total open position to 109
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 77, which was 2.65 higher than the previous day. The implied volatity was 34.70, the open interest changed by 1 which increased total open position to 70
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 74.35, which was -15.65 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 90, which was -4.40 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 94.4, which was -13.45 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 107.85, which was 18.65 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 89.2, which was 4.80 higher 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 84.4, 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 Oct POLYCAB was trading at 6661.70. The strike last trading price was 84.4, which was -83.80 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 168.2, 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 168.2, 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 168.2, which was 168.20 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
