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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 6200 CE
Delta: 0.78
Vega: 2.64
Theta: -7.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6408.35 267.35 -138.55 34.97 26.25 -7.5 116.25
20 Nov 6517.05 405.9 0.00 46.22 45 -10 123.75
19 Nov 6517.05 405.9 112.15 46.22 45 -10 123.75
18 Nov 6444.65 293.75 90.55 25.66 261.25 11.25 133.75
14 Nov 6301.90 203.2 -41.10 26.11 183.75 22.5 121.25
13 Nov 6328.25 244.3 -108.80 26.89 85 26.25 97.5
12 Nov 6502.75 353.1 -224.35 25.57 33.75 17.5 81.25
11 Nov 6708.40 577.45 0.00 0.00 0 -2.5 0
8 Nov 6725.80 577.45 -102.55 35.49 13.75 -1.25 65
7 Nov 6816.75 680 -97.00 36.53 3.75 -1.25 67.5
6 Nov 6883.95 777 293.15 35.51 21.25 -3.75 70
5 Nov 6632.55 483.85 65.10 27.37 55 27.5 75
4 Nov 6522.95 418.75 13.75 28.57 45 22.5 46.25
1 Nov 6501.80 405 0.00 26.68 1.25 0 22.5
31 Oct 6480.40 405 47.35 - 21.25 7.5 20
30 Oct 6394.35 357.65 -27.35 - 11.25 0 11.25
29 Oct 6398.00 385 5.00 - 17.5 6.25 11.25
28 Oct 6369.25 380 -557.40 - 5 0 0
25 Oct 6455.40 937.4 0.00 - 0 0 0
24 Oct 6502.35 937.4 0.00 - 0 0 0
23 Oct 6661.70 937.4 0.00 - 0 0 0
22 Oct 6651.45 937.4 0.00 - 0 0 0
21 Oct 6849.75 937.4 0.00 - 0 0 0
18 Oct 7120.40 937.4 0.00 - 0 0 0
17 Oct 7120.55 937.4 937.40 - 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
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 6200 expiring on 28NOV2024

Delta for 6200 CE is 0.78

Historical price for 6200 CE is as follows

On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 267.35, which was -138.55 lower than the previous day. The implied volatity was 34.97, the open interest changed by -6 which decreased total open position to 93


On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 405.9, which was 0.00 lower than the previous day. The implied volatity was 46.22, the open interest changed by -8 which decreased total open position to 99


On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 405.9, which was 112.15 higher than the previous day. The implied volatity was 46.22, the open interest changed by -8 which decreased total open position to 99


On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 293.75, which was 90.55 higher than the previous day. The implied volatity was 25.66, the open interest changed by 9 which increased total open position to 107


On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 203.2, which was -41.10 lower than the previous day. The implied volatity was 26.11, the open interest changed by 18 which increased total open position to 97


On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 244.3, which was -108.80 lower than the previous day. The implied volatity was 26.89, the open interest changed by 21 which increased total open position to 78


On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 353.1, which was -224.35 lower than the previous day. The implied volatity was 25.57, the open interest changed by 14 which increased total open position to 65


On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 577.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 577.45, which was -102.55 lower than the previous day. The implied volatity was 35.49, the open interest changed by -1 which decreased total open position to 52


On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 680, which was -97.00 lower than the previous day. The implied volatity was 36.53, the open interest changed by -1 which decreased total open position to 54


On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 777, which was 293.15 higher than the previous day. The implied volatity was 35.51, the open interest changed by -3 which decreased total open position to 56


On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 483.85, which was 65.10 higher than the previous day. The implied volatity was 27.37, the open interest changed by 22 which increased total open position to 60


On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 418.75, which was 13.75 higher than the previous day. The implied volatity was 28.57, the open interest changed by 18 which increased total open position to 37


On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 405, which was 0.00 lower than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 18


On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 405, which was 47.35 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 357.65, which was -27.35 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 385, which was 5.00 higher 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 380, which was -557.40 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 937.4, 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 24 Oct POLYCAB was trading at 6502.35. The strike last trading price was 937.4, 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 937.4, 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 22 Oct POLYCAB was trading at 6651.45. The strike last trading price was 937.4, 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 21 Oct POLYCAB was trading at 6849.75. The strike last trading price was 937.4, 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 18 Oct POLYCAB was trading at 7120.40. The strike last trading price was 937.4, 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 17 Oct POLYCAB was trading at 7120.55. The strike last trading price was 937.4, which was 937.40 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 6200 PE
Delta: -0.23
Vega: 2.68
Theta: -6.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6408.35 43 13.00 35.92 922.5 7.5 366.25
20 Nov 6517.05 30 0.00 35.23 1,055 -110 358.75
19 Nov 6517.05 30 -13.10 35.23 1,055 -110 358.75
18 Nov 6444.65 43.1 -31.00 33.24 2,162.5 112.5 468.75
14 Nov 6301.90 74.1 1.45 26.47 732.5 -6.25 356.25
13 Nov 6328.25 72.65 23.50 28.64 1,020 -56.25 365
12 Nov 6502.75 49.15 27.35 30.57 702.5 41.25 418.75
11 Nov 6708.40 21.8 -3.30 30.68 390 68.75 373.75
8 Nov 6725.80 25.1 3.25 29.57 188.75 -15 306.25
7 Nov 6816.75 21.85 3.70 31.59 207.5 -28.75 323.75
6 Nov 6883.95 18.15 -36.85 32.86 1,163.75 -26.25 352.5
5 Nov 6632.55 55 -33.20 32.28 727.5 -27.5 380
4 Nov 6522.95 88.2 1.40 34.53 386.25 51.25 408.75
1 Nov 6501.80 86.8 -13.40 31.74 26.25 15 357.5
31 Oct 6480.40 100.2 -15.00 - 260 82.5 342.5
30 Oct 6394.35 115.2 -6.25 - 315 135 260
29 Oct 6398.00 121.45 -24.50 - 113.75 25 125
28 Oct 6369.25 145.95 33.55 - 52.5 2.5 98.75
25 Oct 6455.40 112.4 -12.55 - 47.5 38.75 96.25
24 Oct 6502.35 124.95 26.95 - 61.25 31.25 47.5
23 Oct 6661.70 98 3.30 - 26.25 6.25 16.25
22 Oct 6651.45 94.7 -187.70 - 13.75 10 10
21 Oct 6849.75 282.4 0.00 - 0 0 0
18 Oct 7120.40 282.4 0.00 - 0 0 0
17 Oct 7120.55 282.4 0.00 - 0 0 0
26 Sept 6747.40 282.4 0.00 - 0 0 0
25 Sept 6685.95 282.4 0.00 - 0 0 0
24 Sept 6657.75 282.4 0.00 - 0 0 0
23 Sept 6609.05 282.4 0.00 - 0 0 0
20 Sept 6559.35 282.4 0.00 - 0 0 0
19 Sept 6475.85 282.4 282.40 - 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 6200 expiring on 28NOV2024

Delta for 6200 PE is -0.23

Historical price for 6200 PE is as follows

On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 43, which was 13.00 higher than the previous day. The implied volatity was 35.92, the open interest changed by 6 which increased total open position to 293


On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 35.23, the open interest changed by -88 which decreased total open position to 287


On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 30, which was -13.10 lower than the previous day. The implied volatity was 35.23, the open interest changed by -88 which decreased total open position to 287


On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 43.1, which was -31.00 lower than the previous day. The implied volatity was 33.24, the open interest changed by 90 which increased total open position to 375


On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 74.1, which was 1.45 higher than the previous day. The implied volatity was 26.47, the open interest changed by -5 which decreased total open position to 285


On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 72.65, which was 23.50 higher than the previous day. The implied volatity was 28.64, the open interest changed by -45 which decreased total open position to 292


On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 49.15, which was 27.35 higher than the previous day. The implied volatity was 30.57, the open interest changed by 33 which increased total open position to 335


On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 21.8, which was -3.30 lower than the previous day. The implied volatity was 30.68, the open interest changed by 55 which increased total open position to 299


On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 25.1, which was 3.25 higher than the previous day. The implied volatity was 29.57, the open interest changed by -12 which decreased total open position to 245


On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 21.85, which was 3.70 higher than the previous day. The implied volatity was 31.59, the open interest changed by -23 which decreased total open position to 259


On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 18.15, which was -36.85 lower than the previous day. The implied volatity was 32.86, the open interest changed by -21 which decreased total open position to 282


On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 55, which was -33.20 lower than the previous day. The implied volatity was 32.28, the open interest changed by -22 which decreased total open position to 304


On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 88.2, which was 1.40 higher than the previous day. The implied volatity was 34.53, the open interest changed by 41 which increased total open position to 327


On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 86.8, which was -13.40 lower than the previous day. The implied volatity was 31.74, the open interest changed by 12 which increased total open position to 286


On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 100.2, which was -15.00 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 115.2, 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 29 Oct POLYCAB was trading at 6398.00. The strike last trading price was 121.45, which was -24.50 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 145.95, which was 33.55 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 112.4, which was -12.55 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 124.95, which was 26.95 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 98, which was 3.30 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 94.7, which was -187.70 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 282.4, 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 18 Oct POLYCAB was trading at 7120.40. The strike last trading price was 282.4, 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 17 Oct POLYCAB was trading at 7120.55. The strike last trading price was 282.4, 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 26 Sept POLYCAB was trading at 6747.40. The strike last trading price was 282.4, 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 25 Sept POLYCAB was trading at 6685.95. The strike last trading price was 282.4, 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 24 Sept POLYCAB was trading at 6657.75. The strike last trading price was 282.4, 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 Sept POLYCAB was trading at 6609.05. The strike last trading price was 282.4, 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 20 Sept POLYCAB was trading at 6559.35. The strike last trading price was 282.4, 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 19 Sept POLYCAB was trading at 6475.85. The strike last trading price was 282.4, which was 282.40 higher 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