POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 6500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 690 | -235.00 | - | 14 | -4 | 36 | |||
| 19 Dec | 7493.50 | 925 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Dec | 7413.35 | 925 | -140.00 | 36.15 | 1 | 0 | 41 | |||
| 17 Dec | 7483.05 | 1065 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 16 Dec | 7541.35 | 1065 | 5.00 | 53.26 | 1 | 0 | 42 | |||
| 13 Dec | 7522.15 | 1060 | 195.00 | 43.49 | 1 | 0 | 43 | |||
| 12 Dec | 7486.40 | 865 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7401.25 | 865 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 7442.85 | 865 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 7438.40 | 865 | 0.00 | 0.00 | 0 | -22 | 0 | |||
| 6 Dec | 7317.95 | 865 | -35.00 | 28.52 | 23 | -19 | 46 | |||
| 5 Dec | 7341.60 | 900 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 7300.10 | 900 | 0.00 | 49.66 | 1 | 0 | 65 | |||
| 3 Dec | 7412.50 | 900 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 7351.95 | 900 | 63.55 | 32.97 | 3 | 0 | 65 | |||
| 29 Nov | 7297.90 | 836.45 | 196.45 | - | 24 | 2 | 65 | |||
| 28 Nov | 7149.20 | 640 | 35.00 | - | 14 | -5 | 62 | |||
| 27 Nov | 7044.00 | 605 | 137.00 | 21.54 | 37 | -4 | 65 | |||
| 26 Nov | 6872.65 | 468 | 77.35 | 26.50 | 9 | -1 | 68 | |||
| 25 Nov | 6766.15 | 390.65 | 75.05 | 20.64 | 57 | -4 | 70 | |||
| 22 Nov | 6620.50 | 315.6 | 120.10 | 27.68 | 122 | 5 | 79 | |||
| 21 Nov | 6408.35 | 195.5 | -54.55 | 26.05 | 79 | 18 | 72 | |||
| 20 Nov | 6517.05 | 250.05 | 0.00 | 23.98 | 37 | 3 | 53 | |||
| 19 Nov | 6517.05 | 250.05 | 22.05 | 23.98 | 37 | 2 | 53 | |||
| 18 Nov | 6444.65 | 228 | 58.00 | 26.20 | 43 | 14 | 48 | |||
| 14 Nov | 6301.90 | 170 | -28.90 | 26.05 | 50 | 21 | 32 | |||
| 13 Nov | 6328.25 | 198.9 | -157.10 | 26.55 | 13 | 8 | 9 | |||
| 12 Nov | 6502.75 | 356 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6708.40 | 356 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6725.80 | 356 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 7 Nov | 6816.75 | 356 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6883.95 | 356 | -89.10 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 6522.95 | 445.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 6501.80 | 445.1 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 6500 expiring on 26DEC2024
Delta for 6500 CE is -
Historical price for 6500 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 690, which was -235.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 36
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 925, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 925, which was -140.00 lower than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 41
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 1065, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 1065, which was 5.00 higher than the previous day. The implied volatity was 53.26, the open interest changed by 0 which decreased total open position to 42
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 1060, which was 195.00 higher than the previous day. The implied volatity was 43.49, the open interest changed by 0 which decreased total open position to 43
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 865, 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 Dec POLYCAB was trading at 7401.25. The strike last trading price was 865, 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 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 865, 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 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 865, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -22 which decreased total open position to 0
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 865, which was -35.00 lower than the previous day. The implied volatity was 28.52, the open interest changed by -19 which decreased total open position to 46
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 900, 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 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 49.66, the open interest changed by 0 which decreased total open position to 65
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 900, 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 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 900, which was 63.55 higher than the previous day. The implied volatity was 32.97, the open interest changed by 0 which decreased total open position to 65
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 836.45, which was 196.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 65
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 640, which was 35.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 62
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 605, which was 137.00 higher than the previous day. The implied volatity was 21.54, the open interest changed by -4 which decreased total open position to 65
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 468, which was 77.35 higher than the previous day. The implied volatity was 26.50, the open interest changed by -1 which decreased total open position to 68
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 390.65, which was 75.05 higher than the previous day. The implied volatity was 20.64, the open interest changed by -4 which decreased total open position to 70
On 22 Nov POLYCAB was trading at 6620.50. The strike last trading price was 315.6, which was 120.10 higher than the previous day. The implied volatity was 27.68, the open interest changed by 5 which increased total open position to 79
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 195.5, which was -54.55 lower than the previous day. The implied volatity was 26.05, the open interest changed by 18 which increased total open position to 72
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 250.05, which was 0.00 lower than the previous day. The implied volatity was 23.98, the open interest changed by 3 which increased total open position to 53
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 250.05, which was 22.05 higher than the previous day. The implied volatity was 23.98, the open interest changed by 2 which increased total open position to 53
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 228, which was 58.00 higher than the previous day. The implied volatity was 26.20, the open interest changed by 14 which increased total open position to 48
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 170, which was -28.90 lower than the previous day. The implied volatity was 26.05, the open interest changed by 21 which increased total open position to 32
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 198.9, which was -157.10 lower than the previous day. The implied volatity was 26.55, the open interest changed by 8 which increased total open position to 9
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 356, 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 356, 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 356, 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 356, 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 356, which was -89.10 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 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 445.1, which was 0.00 lower than the previous day. The implied volatity was -, 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 445.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 26DEC2024 6500 PE | |||||||
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Delta: -0.04
Vega: 0.73
Theta: -2.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 6.2 | 3.25 | 46.22 | 277 | -5 | 321 |
| 19 Dec | 7493.50 | 2.95 | -1.05 | 48.55 | 139 | -8 | 327 |
| 18 Dec | 7413.35 | 4 | 0.00 | 45.14 | 21 | -8 | 339 |
| 17 Dec | 7483.05 | 4 | -0.05 | 45.29 | 89 | -9 | 351 |
| 16 Dec | 7541.35 | 4.05 | -1.25 | 44.82 | 89 | -30 | 360 |
| 13 Dec | 7522.15 | 5.3 | -0.65 | 41.01 | 125 | -20 | 389 |
| 12 Dec | 7486.40 | 5.95 | -0.35 | 38.36 | 224 | -54 | 409 |
| 11 Dec | 7401.25 | 6.3 | -2.35 | 36.41 | 172 | 13 | 465 |
| 10 Dec | 7442.85 | 8.65 | -1.15 | 38.12 | 124 | -8 | 455 |
| 9 Dec | 7438.40 | 9.8 | -2.45 | 37.16 | 179 | 31 | 446 |
| 6 Dec | 7317.95 | 12.25 | -2.45 | 33.21 | 320 | -24 | 418 |
| 5 Dec | 7341.60 | 14.7 | -2.95 | 33.80 | 543 | 54 | 444 |
| 4 Dec | 7300.10 | 17.65 | 3.65 | 33.44 | 295 | -15 | 393 |
| 3 Dec | 7412.50 | 14 | -3.05 | 34.59 | 388 | 36 | 407 |
| 2 Dec | 7351.95 | 17.05 | -4.90 | 33.26 | 371 | -8 | 373 |
| 29 Nov | 7297.90 | 21.95 | -13.60 | 32.61 | 716 | 84 | 381 |
| 28 Nov | 7149.20 | 35.55 | -9.35 | 31.66 | 551 | -23 | 297 |
| 27 Nov | 7044.00 | 44.9 | -26.50 | 30.17 | 535 | 90 | 317 |
| 26 Nov | 6872.65 | 71.4 | -16.60 | 28.56 | 238 | 67 | 226 |
| 25 Nov | 6766.15 | 88 | -66.90 | 28.58 | 233 | 34 | 159 |
| 22 Nov | 6620.50 | 154.9 | -85.70 | 28.99 | 73 | 22 | 147 |
| 21 Nov | 6408.35 | 240.6 | 44.60 | 28.85 | 72 | 58 | 125 |
| 20 Nov | 6517.05 | 196 | 0.00 | 29.36 | 49 | 27 | 66 |
| 19 Nov | 6517.05 | 196 | -38.90 | 29.36 | 49 | 26 | 66 |
| 18 Nov | 6444.65 | 234.9 | -70.10 | 29.66 | 19 | 8 | 35 |
| 14 Nov | 6301.90 | 305 | 10.20 | 27.99 | 3 | -1 | 26 |
| 13 Nov | 6328.25 | 294.8 | 98.15 | 29.55 | 26 | 3 | 27 |
| 12 Nov | 6502.75 | 196.65 | 57.65 | 25.86 | 9 | 4 | 22 |
| 11 Nov | 6708.40 | 139 | 7.00 | 27.78 | 7 | 2 | 17 |
| 8 Nov | 6725.80 | 132 | 17.00 | 26.22 | 8 | 3 | 14 |
| 7 Nov | 6816.75 | 115 | -3.30 | 27.68 | 6 | 5 | 10 |
| 6 Nov | 6883.95 | 118.3 | -274.25 | 31.18 | 7 | 5 | 5 |
| 4 Nov | 6522.95 | 392.55 | 0.00 | 1.23 | 0 | 0 | 0 |
| 1 Nov | 6501.80 | 392.55 | 1.04 | 0 | 0 | 0 | |
For Polycab India Limited - strike price 6500 expiring on 26DEC2024
Delta for 6500 PE is -0.04
Historical price for 6500 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 6.2, which was 3.25 higher than the previous day. The implied volatity was 46.22, the open interest changed by -5 which decreased total open position to 321
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 2.95, which was -1.05 lower than the previous day. The implied volatity was 48.55, the open interest changed by -8 which decreased total open position to 327
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 45.14, the open interest changed by -8 which decreased total open position to 339
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 4, which was -0.05 lower than the previous day. The implied volatity was 45.29, the open interest changed by -9 which decreased total open position to 351
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 4.05, which was -1.25 lower than the previous day. The implied volatity was 44.82, the open interest changed by -30 which decreased total open position to 360
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 5.3, which was -0.65 lower than the previous day. The implied volatity was 41.01, the open interest changed by -20 which decreased total open position to 389
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 5.95, which was -0.35 lower than the previous day. The implied volatity was 38.36, the open interest changed by -54 which decreased total open position to 409
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 6.3, which was -2.35 lower than the previous day. The implied volatity was 36.41, the open interest changed by 13 which increased total open position to 465
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 8.65, which was -1.15 lower than the previous day. The implied volatity was 38.12, the open interest changed by -8 which decreased total open position to 455
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 9.8, which was -2.45 lower than the previous day. The implied volatity was 37.16, the open interest changed by 31 which increased total open position to 446
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 12.25, which was -2.45 lower than the previous day. The implied volatity was 33.21, the open interest changed by -24 which decreased total open position to 418
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 14.7, which was -2.95 lower than the previous day. The implied volatity was 33.80, the open interest changed by 54 which increased total open position to 444
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 17.65, which was 3.65 higher than the previous day. The implied volatity was 33.44, the open interest changed by -15 which decreased total open position to 393
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 14, which was -3.05 lower than the previous day. The implied volatity was 34.59, the open interest changed by 36 which increased total open position to 407
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 17.05, which was -4.90 lower than the previous day. The implied volatity was 33.26, the open interest changed by -8 which decreased total open position to 373
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 21.95, which was -13.60 lower than the previous day. The implied volatity was 32.61, the open interest changed by 84 which increased total open position to 381
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 35.55, which was -9.35 lower than the previous day. The implied volatity was 31.66, the open interest changed by -23 which decreased total open position to 297
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 44.9, which was -26.50 lower than the previous day. The implied volatity was 30.17, the open interest changed by 90 which increased total open position to 317
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 71.4, which was -16.60 lower than the previous day. The implied volatity was 28.56, the open interest changed by 67 which increased total open position to 226
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 88, which was -66.90 lower than the previous day. The implied volatity was 28.58, the open interest changed by 34 which increased total open position to 159
On 22 Nov POLYCAB was trading at 6620.50. The strike last trading price was 154.9, which was -85.70 lower than the previous day. The implied volatity was 28.99, the open interest changed by 22 which increased total open position to 147
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 240.6, which was 44.60 higher than the previous day. The implied volatity was 28.85, the open interest changed by 58 which increased total open position to 125
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 196, which was 0.00 lower than the previous day. The implied volatity was 29.36, the open interest changed by 27 which increased total open position to 66
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 196, which was -38.90 lower than the previous day. The implied volatity was 29.36, the open interest changed by 26 which increased total open position to 66
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 234.9, which was -70.10 lower than the previous day. The implied volatity was 29.66, the open interest changed by 8 which increased total open position to 35
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 305, which was 10.20 higher than the previous day. The implied volatity was 27.99, the open interest changed by -1 which decreased total open position to 26
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 294.8, which was 98.15 higher than the previous day. The implied volatity was 29.55, the open interest changed by 3 which increased total open position to 27
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 196.65, which was 57.65 higher than the previous day. The implied volatity was 25.86, the open interest changed by 4 which increased total open position to 22
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 139, which was 7.00 higher than the previous day. The implied volatity was 27.78, the open interest changed by 2 which increased total open position to 17
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 132, which was 17.00 higher than the previous day. The implied volatity was 26.22, the open interest changed by 3 which increased total open position to 14
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 115, which was -3.30 lower than the previous day. The implied volatity was 27.68, the open interest changed by 5 which increased total open position to 10
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 118.3, which was -274.25 lower than the previous day. The implied volatity was 31.18, the open interest changed by 5 which increased total open position to 5
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 392.55, which was 0.00 lower than the previous day. The implied volatity was 1.23, 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 392.55, which was lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
