POLYCAB
Polycab India Limited
Historical option data for POLYCAB
21 Nov 2024 04:10 PM IST
| POLYCAB 28NOV2024 6300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 3.16
Theta: -8.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6408.35 | 185.2 | -83.60 | 31.41 | 248.75 | -12.5 | 315 | |||
| 20 Nov | 6517.05 | 268.8 | 0.00 | 24.87 | 277.5 | -58.75 | 327.5 | |||
| 19 Nov | 6517.05 | 268.8 | 54.10 | 24.87 | 277.5 | -58.75 | 327.5 | |||
| 18 Nov | 6444.65 | 214.7 | 73.70 | 25.52 | 2,021.25 | -17.5 | 388.75 | |||
| 14 Nov | 6301.90 | 141 | -36.70 | 25.40 | 1,132.5 | 240 | 405 | |||
| 13 Nov | 6328.25 | 177.7 | -102.25 | 26.25 | 586.25 | 115 | 163.75 | |||
| 12 Nov | 6502.75 | 279.95 | -160.05 | 26.60 | 50 | 1.25 | 52.5 | |||
| 11 Nov | 6708.40 | 440 | -72.80 | 21.20 | 7.5 | -1.25 | 50 | |||
| 8 Nov | 6725.80 | 512.8 | -54.90 | 38.91 | 5 | -1.25 | 51.25 | |||
| 7 Nov | 6816.75 | 567.7 | -76.45 | 28.32 | 6.25 | -2.5 | 52.5 | |||
| 6 Nov | 6883.95 | 644.15 | 220.90 | - | 62.5 | -37.5 | 56.25 | |||
| 5 Nov | 6632.55 | 423.25 | 78.70 | 31.39 | 147.5 | 1.25 | 97.5 | |||
| 4 Nov | 6522.95 | 344.55 | 30.15 | 28.37 | 43.75 | 7.5 | 97.5 | |||
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| 1 Nov | 6501.80 | 314.4 | -25.05 | 23.56 | 7.5 | 0 | 90 | |||
| 31 Oct | 6480.40 | 339.45 | 47.70 | - | 115 | 41.25 | 91.25 | |||
| 30 Oct | 6394.35 | 291.75 | -25.25 | - | 43.75 | -1.25 | 51.25 | |||
| 29 Oct | 6398.00 | 317 | 22.00 | - | 95 | 26.25 | 53.75 | |||
| 28 Oct | 6369.25 | 295 | -461.60 | - | 41.25 | 26.25 | 26.25 | |||
| 25 Oct | 6455.40 | 756.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6502.35 | 756.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6661.70 | 756.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 6651.45 | 756.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6849.75 | 756.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7120.40 | 756.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 7120.55 | 756.6 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 6300 expiring on 28NOV2024
Delta for 6300 CE is 0.68
Historical price for 6300 CE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 185.2, which was -83.60 lower than the previous day. The implied volatity was 31.41, the open interest changed by -10 which decreased total open position to 252
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 268.8, which was 0.00 lower than the previous day. The implied volatity was 24.87, the open interest changed by -47 which decreased total open position to 262
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 268.8, which was 54.10 higher than the previous day. The implied volatity was 24.87, the open interest changed by -47 which decreased total open position to 262
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 214.7, which was 73.70 higher than the previous day. The implied volatity was 25.52, the open interest changed by -14 which decreased total open position to 311
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 141, which was -36.70 lower than the previous day. The implied volatity was 25.40, the open interest changed by 192 which increased total open position to 324
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 177.7, which was -102.25 lower than the previous day. The implied volatity was 26.25, the open interest changed by 92 which increased total open position to 131
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 279.95, which was -160.05 lower than the previous day. The implied volatity was 26.60, the open interest changed by 1 which increased total open position to 42
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 440, which was -72.80 lower than the previous day. The implied volatity was 21.20, the open interest changed by -1 which decreased total open position to 40
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 512.8, which was -54.90 lower than the previous day. The implied volatity was 38.91, the open interest changed by -1 which decreased total open position to 41
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 567.7, which was -76.45 lower than the previous day. The implied volatity was 28.32, the open interest changed by -2 which decreased total open position to 42
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 644.15, which was 220.90 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 45
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 423.25, which was 78.70 higher than the previous day. The implied volatity was 31.39, the open interest changed by 1 which increased total open position to 78
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 344.55, which was 30.15 higher than the previous day. The implied volatity was 28.37, the open interest changed by 6 which increased total open position to 78
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 314.4, which was -25.05 lower than the previous day. The implied volatity was 23.56, the open interest changed by 0 which decreased total open position to 72
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 339.45, which was 47.70 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 291.75, which was -25.25 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 317, which was 22.00 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 295, which was -461.60 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 756.6, 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 756.6, 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 756.6, 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 756.6, 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 756.6, 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 756.6, 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 756.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 28NOV2024 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 3.19
Theta: -7.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6408.35 | 64.45 | 22.15 | 33.40 | 1,222.5 | -65 | 762.5 |
| 20 Nov | 6517.05 | 42.3 | 0.00 | 32.48 | 1,656.25 | 131.25 | 828.75 |
| 19 Nov | 6517.05 | 42.3 | -23.80 | 32.48 | 1,656.25 | 132.5 | 828.75 |
| 18 Nov | 6444.65 | 66.1 | -44.15 | 32.13 | 3,165 | 116.25 | 701.25 |
| 14 Nov | 6301.90 | 110.25 | 4.35 | 25.47 | 2,447.5 | 127.5 | 586.25 |
| 13 Nov | 6328.25 | 105.9 | 34.65 | 27.86 | 3,552.5 | 11.25 | 458.75 |
| 12 Nov | 6502.75 | 71.25 | 40.90 | 29.68 | 592.5 | -78.75 | 440 |
| 11 Nov | 6708.40 | 30.35 | -3.20 | 29.08 | 366.25 | 20 | 521.25 |
| 8 Nov | 6725.80 | 33.55 | 4.75 | 27.87 | 217.5 | -1.25 | 498.75 |
| 7 Nov | 6816.75 | 28.8 | 6.05 | 30.02 | 361.25 | 7.5 | 501.25 |
| 6 Nov | 6883.95 | 22.75 | -51.05 | 31.04 | 1,421.25 | -85 | 497.5 |
| 5 Nov | 6632.55 | 73.8 | -38.35 | 31.41 | 575 | -8.75 | 581.25 |
| 4 Nov | 6522.95 | 112.15 | -11.95 | 33.43 | 595 | 25 | 593.75 |
| 1 Nov | 6501.80 | 124.1 | -5.80 | 32.79 | 30 | 21.25 | 567.5 |
| 31 Oct | 6480.40 | 129.9 | -24.70 | - | 616.25 | 247.5 | 533.75 |
| 30 Oct | 6394.35 | 154.6 | -5.65 | - | 130 | 41.25 | 287.5 |
| 29 Oct | 6398.00 | 160.25 | -25.75 | - | 448.75 | 88.75 | 246.25 |
| 28 Oct | 6369.25 | 186 | 28.00 | - | 102.5 | 50 | 155 |
| 25 Oct | 6455.40 | 158 | 3.00 | - | 85 | 60 | 105 |
| 24 Oct | 6502.35 | 155 | -75.30 | - | 57.5 | 43.75 | 43.75 |
| 23 Oct | 6661.70 | 230.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 6651.45 | 230.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6849.75 | 230.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7120.40 | 230.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7120.55 | 230.3 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 6300 expiring on 28NOV2024
Delta for 6300 PE is -0.32
Historical price for 6300 PE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 64.45, which was 22.15 higher than the previous day. The implied volatity was 33.40, the open interest changed by -52 which decreased total open position to 610
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 42.3, which was 0.00 lower than the previous day. The implied volatity was 32.48, the open interest changed by 105 which increased total open position to 663
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 42.3, which was -23.80 lower than the previous day. The implied volatity was 32.48, the open interest changed by 106 which increased total open position to 663
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 66.1, which was -44.15 lower than the previous day. The implied volatity was 32.13, the open interest changed by 93 which increased total open position to 561
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 110.25, which was 4.35 higher than the previous day. The implied volatity was 25.47, the open interest changed by 102 which increased total open position to 469
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 105.9, which was 34.65 higher than the previous day. The implied volatity was 27.86, the open interest changed by 9 which increased total open position to 367
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 71.25, which was 40.90 higher than the previous day. The implied volatity was 29.68, the open interest changed by -63 which decreased total open position to 352
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 30.35, which was -3.20 lower than the previous day. The implied volatity was 29.08, the open interest changed by 16 which increased total open position to 417
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 33.55, which was 4.75 higher than the previous day. The implied volatity was 27.87, the open interest changed by -1 which decreased total open position to 399
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 28.8, which was 6.05 higher than the previous day. The implied volatity was 30.02, the open interest changed by 6 which increased total open position to 401
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 22.75, which was -51.05 lower than the previous day. The implied volatity was 31.04, the open interest changed by -68 which decreased total open position to 398
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 73.8, which was -38.35 lower than the previous day. The implied volatity was 31.41, the open interest changed by -7 which decreased total open position to 465
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 112.15, which was -11.95 lower than the previous day. The implied volatity was 33.43, the open interest changed by 20 which increased total open position to 475
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 124.1, which was -5.80 lower than the previous day. The implied volatity was 32.79, the open interest changed by 17 which increased total open position to 454
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 129.9, which was -24.70 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 154.6, which was -5.65 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 160.25, which was -25.75 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 186, which was 28.00 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 158, 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 24 Oct POLYCAB was trading at 6502.35. The strike last trading price was 155, which was -75.30 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 230.3, 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 230.3, 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 230.3, 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 230.3, 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 230.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
