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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 6400 CE
Delta: 0.55
Vega: 3.51
Theta: -7.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6408.35 111 -76.55 27.36 1,630 237.5 745
20 Nov 6517.05 187.55 0.00 24.20 1,650 -161.25 506.25
19 Nov 6517.05 187.55 41.10 24.20 1,650 -162.5 506.25
18 Nov 6444.65 146.45 54.45 25.08 5,081.25 3.75 673.75
14 Nov 6301.90 92 -37.95 24.88 2,386.25 73.75 663.75
13 Nov 6328.25 129.95 -73.20 27.05 2,332.5 381.25 591.25
12 Nov 6502.75 203.15 -157.00 24.70 118.75 -2.5 210
11 Nov 6708.40 360.15 -11.45 23.99 5 1.25 213.75
8 Nov 6725.80 371.6 -143.40 24.39 3.75 0 212.5
7 Nov 6816.75 515 -56.20 35.97 8.75 -1.25 213.75
6 Nov 6883.95 571.2 245.30 25.54 325 -128.75 215
5 Nov 6632.55 325.9 51.95 26.61 1,247.5 -87.5 350
4 Nov 6522.95 273.95 9.95 27.58 653.75 31.25 436.25
1 Nov 6501.80 264 -13.00 26.05 68.75 -6.25 405
31 Oct 6480.40 277 39.10 - 1,007.5 138.75 411.25
30 Oct 6394.35 237.9 -25.15 - 1,005 95 270
29 Oct 6398.00 263.05 23.05 - 582.5 131.25 176.25
28 Oct 6369.25 240 -60.00 - 65 42.5 43.75
25 Oct 6455.40 300 -516.55 - 3.75 1.25 1.25
24 Oct 6502.35 816.55 0.00 - 0 0 0
23 Oct 6661.70 816.55 0.00 - 0 0 0
22 Oct 6651.45 816.55 0.00 - 0 0 0
21 Oct 6849.75 816.55 0.00 - 0 0 0
18 Oct 7120.40 816.55 0.00 - 0 0 0
17 Oct 7120.55 816.55 0.00 - 0 0 0
26 Sept 6747.40 816.55 0.00 - 0 0 0
25 Sept 6685.95 816.55 0.00 - 0 0 0
24 Sept 6657.75 816.55 816.55 - 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 6400 expiring on 28NOV2024

Delta for 6400 CE is 0.55

Historical price for 6400 CE is as follows

On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 111, which was -76.55 lower than the previous day. The implied volatity was 27.36, the open interest changed by 190 which increased total open position to 596


On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 187.55, which was 0.00 lower than the previous day. The implied volatity was 24.20, the open interest changed by -129 which decreased total open position to 405


On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 187.55, which was 41.10 higher than the previous day. The implied volatity was 24.20, the open interest changed by -130 which decreased total open position to 405


On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 146.45, which was 54.45 higher than the previous day. The implied volatity was 25.08, the open interest changed by 3 which increased total open position to 539


On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 92, which was -37.95 lower than the previous day. The implied volatity was 24.88, the open interest changed by 59 which increased total open position to 531


On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 129.95, which was -73.20 lower than the previous day. The implied volatity was 27.05, the open interest changed by 305 which increased total open position to 473


On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 203.15, which was -157.00 lower than the previous day. The implied volatity was 24.70, the open interest changed by -2 which decreased total open position to 168


On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 360.15, which was -11.45 lower than the previous day. The implied volatity was 23.99, the open interest changed by 1 which increased total open position to 171


On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 371.6, which was -143.40 lower than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 170


On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 515, which was -56.20 lower than the previous day. The implied volatity was 35.97, the open interest changed by -1 which decreased total open position to 171


On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 571.2, which was 245.30 higher than the previous day. The implied volatity was 25.54, the open interest changed by -103 which decreased total open position to 172


On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 325.9, which was 51.95 higher than the previous day. The implied volatity was 26.61, the open interest changed by -70 which decreased total open position to 280


On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 273.95, which was 9.95 higher than the previous day. The implied volatity was 27.58, the open interest changed by 25 which increased total open position to 349


On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 264, which was -13.00 lower than the previous day. The implied volatity was 26.05, the open interest changed by -5 which decreased total open position to 324


On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 277, which was 39.10 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 237.9, which was -25.15 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 263.05, which was 23.05 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 240, which was -60.00 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 300, which was -516.55 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 816.55, 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 23 Oct POLYCAB was trading at 6661.70. The strike last trading price was 816.55, 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 22 Oct POLYCAB was trading at 6651.45. The strike last trading price was 816.55, 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 21 Oct POLYCAB was trading at 6849.75. The strike last trading price was 816.55, 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 18 Oct POLYCAB was trading at 7120.40. The strike last trading price was 816.55, 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 17 Oct POLYCAB was trading at 7120.55. The strike last trading price was 816.55, 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 26 Sept POLYCAB was trading at 6747.40. The strike last trading price was 816.55, 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 25 Sept POLYCAB was trading at 6685.95. The strike last trading price was 816.55, 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 24 Sept POLYCAB was trading at 6657.75. The strike last trading price was 816.55, which was 816.55 higher 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 6400 PE
Delta: -0.45
Vega: 3.52
Theta: -7.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6408.35 101.2 36.65 32.33 3,985 167.5 948.75
20 Nov 6517.05 64.55 0.00 30.84 1,886.25 22.5 781.25
19 Nov 6517.05 64.55 -35.35 30.84 1,886.25 22.5 781.25
18 Nov 6444.65 99.9 -61.15 31.39 2,216.25 127.5 756.25
14 Nov 6301.90 161.05 12.40 24.99 918.75 -68.75 627.5
13 Nov 6328.25 148.65 47.65 26.92 2,586.25 -12.5 696.25
12 Nov 6502.75 101 57.75 28.81 901.25 -98.75 716.25
11 Nov 6708.40 43.25 -4.75 27.71 305 32.5 815
8 Nov 6725.80 48 8.35 26.81 496.25 -8.75 783.75
7 Nov 6816.75 39.65 10.10 28.84 667.5 -58.75 793.75
6 Nov 6883.95 29.55 -65.85 29.45 2,112.5 101.25 871.25
5 Nov 6632.55 95.4 -48.85 30.12 1,788.75 23.75 771.25
4 Nov 6522.95 144.25 -17.35 32.74 1,558.75 236.25 752.5
1 Nov 6501.80 161.6 -4.40 32.73 60 -7.5 513.75
31 Oct 6480.40 166 -32.70 - 811.25 268.75 518.75
30 Oct 6394.35 198.7 -1.30 - 307.5 102.5 248.75
29 Oct 6398.00 200 -28.80 - 337.5 8.75 147.5
28 Oct 6369.25 228.8 42.80 - 173.75 43.75 133.75
25 Oct 6455.40 186 -6.45 - 147.5 56.25 90
24 Oct 6502.35 192.45 66.85 - 45 31.25 32.5
23 Oct 6661.70 125.6 -232.35 - 1.25 0 0
22 Oct 6651.45 357.95 0.00 - 0 0 0
21 Oct 6849.75 357.95 0.00 - 0 0 0
18 Oct 7120.40 357.95 0.00 - 0 0 0
17 Oct 7120.55 357.95 0.00 - 0 0 0
26 Sept 6747.40 357.95 0.00 - 0 0 0
25 Sept 6685.95 357.95 0.00 - 0 0 0
24 Sept 6657.75 357.95 0.00 - 0 0 0
23 Sept 6609.05 357.95 0.00 - 0 0 0
20 Sept 6559.35 357.95 0.00 - 0 0 0
19 Sept 6475.85 357.95 357.95 - 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 6400 expiring on 28NOV2024

Delta for 6400 PE is -0.45

Historical price for 6400 PE is as follows

On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 101.2, which was 36.65 higher than the previous day. The implied volatity was 32.33, the open interest changed by 134 which increased total open position to 759


On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 64.55, which was 0.00 lower than the previous day. The implied volatity was 30.84, the open interest changed by 18 which increased total open position to 625


On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 64.55, which was -35.35 lower than the previous day. The implied volatity was 30.84, the open interest changed by 18 which increased total open position to 625


On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 99.9, which was -61.15 lower than the previous day. The implied volatity was 31.39, the open interest changed by 102 which increased total open position to 605


On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 161.05, which was 12.40 higher than the previous day. The implied volatity was 24.99, the open interest changed by -55 which decreased total open position to 502


On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 148.65, which was 47.65 higher than the previous day. The implied volatity was 26.92, the open interest changed by -10 which decreased total open position to 557


On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 101, which was 57.75 higher than the previous day. The implied volatity was 28.81, the open interest changed by -79 which decreased total open position to 573


On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 43.25, which was -4.75 lower than the previous day. The implied volatity was 27.71, the open interest changed by 26 which increased total open position to 652


On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 48, which was 8.35 higher than the previous day. The implied volatity was 26.81, the open interest changed by -7 which decreased total open position to 627


On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 39.65, which was 10.10 higher than the previous day. The implied volatity was 28.84, the open interest changed by -47 which decreased total open position to 635


On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 29.55, which was -65.85 lower than the previous day. The implied volatity was 29.45, the open interest changed by 81 which increased total open position to 697


On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 95.4, which was -48.85 lower than the previous day. The implied volatity was 30.12, the open interest changed by 19 which increased total open position to 617


On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 144.25, which was -17.35 lower than the previous day. The implied volatity was 32.74, the open interest changed by 189 which increased total open position to 602


On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 161.6, which was -4.40 lower than the previous day. The implied volatity was 32.73, the open interest changed by -6 which decreased total open position to 411


On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 166, which was -32.70 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 198.7, which was -1.30 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 200, which was -28.80 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 228.8, which was 42.80 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 186, which was -6.45 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 192.45, which was 66.85 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 125.6, which was -232.35 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 357.95, 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 357.95, 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 357.95, 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 357.95, 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 26 Sept POLYCAB was trading at 6747.40. The strike last trading price was 357.95, 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 Sept POLYCAB was trading at 6685.95. The strike last trading price was 357.95, 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 Sept POLYCAB was trading at 6657.75. The strike last trading price was 357.95, 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 Sept POLYCAB was trading at 6609.05. The strike last trading price was 357.95, 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 20 Sept POLYCAB was trading at 6559.35. The strike last trading price was 357.95, 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 19 Sept POLYCAB was trading at 6475.85. The strike last trading price was 357.95, which was 357.95 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