POLYCAB
Polycab India Limited
Historical option data for POLYCAB
21 Nov 2024 04:10 PM IST
| POLYCAB 28NOV2024 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 3.41
Theta: -7.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6408.35 | 64.15 | -63.65 | 26.96 | 3,263.75 | 171.25 | 1,246.25 | |||
| 20 Nov | 6517.05 | 127.8 | 0.00 | 25.02 | 6,358.75 | -55 | 1,062.5 | |||
| 19 Nov | 6517.05 | 127.8 | 30.80 | 25.02 | 6,358.75 | -67.5 | 1,062.5 | |||
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| 18 Nov | 6444.65 | 97 | 39.50 | 25.77 | 5,897.5 | 25 | 1,138.75 | |||
| 14 Nov | 6301.90 | 57.5 | -29.50 | 24.80 | 1,278.75 | 16.25 | 1,115 | |||
| 13 Nov | 6328.25 | 87 | -61.00 | 26.72 | 2,807.5 | 236.25 | 1,103.75 | |||
| 12 Nov | 6502.75 | 148 | -128.55 | 25.12 | 517.5 | 113.75 | 947.5 | |||
| 11 Nov | 6708.40 | 276.55 | -13.45 | 22.83 | 33.75 | 0 | 832.5 | |||
| 8 Nov | 6725.80 | 290 | -104.60 | 23.32 | 73.75 | -7.5 | 828.75 | |||
| 7 Nov | 6816.75 | 394.6 | -85.50 | 26.57 | 102.5 | -7.5 | 836.25 | |||
| 6 Nov | 6883.95 | 480.1 | 223.70 | 24.50 | 1,407.5 | -451.25 | 851.25 | |||
| 5 Nov | 6632.55 | 256.4 | 42.35 | 26.06 | 4,550 | 72.5 | 1,305 | |||
| 4 Nov | 6522.95 | 214.05 | 9.05 | 27.28 | 2,716.25 | 103.75 | 1,230 | |||
| 1 Nov | 6501.80 | 205 | -15.00 | 25.72 | 248.75 | 7.5 | 1,123.75 | |||
| 31 Oct | 6480.40 | 220 | 35.05 | - | 2,130 | 327.5 | 1,115 | |||
| 30 Oct | 6394.35 | 184.95 | -30.05 | - | 1,485 | 450 | 781.25 | |||
| 29 Oct | 6398.00 | 215 | 14.60 | - | 546.25 | 51.25 | 331.25 | |||
| 28 Oct | 6369.25 | 200.4 | -46.10 | - | 491.25 | 136.25 | 282.5 | |||
| 25 Oct | 6455.40 | 246.5 | -46.50 | - | 222.5 | 75 | 146.25 | |||
| 24 Oct | 6502.35 | 293 | -87.00 | - | 95 | 53.75 | 71.25 | |||
| 23 Oct | 6661.70 | 380 | -21.00 | - | 6.25 | 5 | 17.5 | |||
| 22 Oct | 6651.45 | 401 | -242.10 | - | 2.5 | 0 | 11.25 | |||
| 21 Oct | 6849.75 | 643.1 | -106.90 | - | 3.75 | 1.25 | 10 | |||
| 18 Oct | 7120.40 | 750 | 114.95 | - | 8.75 | 7.5 | 7.5 | |||
| 17 Oct | 7120.55 | 635.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7181.50 | 635.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7489.30 | 635.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 6955.20 | 635.05 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 6500 expiring on 28NOV2024
Delta for 6500 CE is 0.39
Historical price for 6500 CE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 64.15, which was -63.65 lower than the previous day. The implied volatity was 26.96, the open interest changed by 137 which increased total open position to 997
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 127.8, which was 0.00 lower than the previous day. The implied volatity was 25.02, the open interest changed by -44 which decreased total open position to 850
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 127.8, which was 30.80 higher than the previous day. The implied volatity was 25.02, the open interest changed by -54 which decreased total open position to 850
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 97, which was 39.50 higher than the previous day. The implied volatity was 25.77, the open interest changed by 20 which increased total open position to 911
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 57.5, which was -29.50 lower than the previous day. The implied volatity was 24.80, the open interest changed by 13 which increased total open position to 892
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 87, which was -61.00 lower than the previous day. The implied volatity was 26.72, the open interest changed by 189 which increased total open position to 883
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 148, which was -128.55 lower than the previous day. The implied volatity was 25.12, the open interest changed by 91 which increased total open position to 758
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 276.55, which was -13.45 lower than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 666
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 290, which was -104.60 lower than the previous day. The implied volatity was 23.32, the open interest changed by -6 which decreased total open position to 663
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 394.6, which was -85.50 lower than the previous day. The implied volatity was 26.57, the open interest changed by -6 which decreased total open position to 669
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 480.1, which was 223.70 higher than the previous day. The implied volatity was 24.50, the open interest changed by -361 which decreased total open position to 681
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 256.4, which was 42.35 higher than the previous day. The implied volatity was 26.06, the open interest changed by 58 which increased total open position to 1044
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 214.05, which was 9.05 higher than the previous day. The implied volatity was 27.28, the open interest changed by 83 which increased total open position to 984
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 205, which was -15.00 lower than the previous day. The implied volatity was 25.72, the open interest changed by 6 which increased total open position to 899
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 220, which was 35.05 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 184.95, which was -30.05 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 215, which was 14.60 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 200.4, which was -46.10 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 246.5, which was -46.50 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 293, which was -87.00 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 380, which was -21.00 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 401, which was -242.10 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 643.1, which was -106.90 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 750, which was 114.95 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 635.05, 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 Oct POLYCAB was trading at 7181.50. The strike last trading price was 635.05, 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 15 Oct POLYCAB was trading at 7489.30. The strike last trading price was 635.05, 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 30 Sept POLYCAB was trading at 6955.20. The strike last trading price was 635.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 28NOV2024 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 3.45
Theta: -6.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6408.35 | 152.65 | 56.00 | 31.62 | 2,355 | -137.5 | 1,557.5 |
| 20 Nov | 6517.05 | 96.65 | 0.00 | 29.22 | 2,898.75 | 60 | 1,693.75 |
| 19 Nov | 6517.05 | 96.65 | -50.05 | 29.22 | 2,898.75 | 58.75 | 1,693.75 |
| 18 Nov | 6444.65 | 146.7 | -79.20 | 31.06 | 1,060 | 13.75 | 1,635 |
| 14 Nov | 6301.90 | 225.9 | 21.15 | 24.87 | 291.25 | -58.75 | 1,621.25 |
| 13 Nov | 6328.25 | 204.75 | 57.85 | 26.39 | 1,447.5 | -42.5 | 1,685 |
| 12 Nov | 6502.75 | 146.9 | 81.55 | 29.24 | 1,791.25 | 151.25 | 1,728.75 |
| 11 Nov | 6708.40 | 65.35 | -4.70 | 27.19 | 550 | 20 | 1,577.5 |
| 8 Nov | 6725.80 | 70.05 | 15.15 | 26.17 | 871.25 | -12.5 | 1,556.25 |
| 7 Nov | 6816.75 | 54.9 | 15.35 | 27.78 | 922.5 | -92.5 | 1,570 |
| 6 Nov | 6883.95 | 39.55 | -86.65 | 28.10 | 3,335 | 405 | 1,665 |
| 5 Nov | 6632.55 | 126.2 | -58.80 | 29.39 | 2,592.5 | 33.75 | 1,258.75 |
| 4 Nov | 6522.95 | 185 | -12.05 | 32.38 | 516.25 | 75 | 1,220 |
| 1 Nov | 6501.80 | 197.05 | -23.75 | 31.41 | 47.5 | 22.5 | 1,145 |
| 31 Oct | 6480.40 | 220.8 | -24.20 | - | 356.25 | 191.25 | 1,122.5 |
| 30 Oct | 6394.35 | 245 | -4.25 | - | 1,110 | 495 | 930 |
| 29 Oct | 6398.00 | 249.25 | -34.90 | - | 95 | 0 | 435 |
| 28 Oct | 6369.25 | 284.15 | 59.70 | - | 122.5 | -6.25 | 435 |
| 25 Oct | 6455.40 | 224.45 | -5.60 | - | 456.25 | 80 | 441.25 |
| 24 Oct | 6502.35 | 230.05 | 40.05 | - | 271.25 | 101.25 | 361.25 |
| 23 Oct | 6661.70 | 190 | 1.00 | - | 195 | 45 | 258.75 |
| 22 Oct | 6651.45 | 189 | 58.95 | - | 215 | 72.5 | 213.75 |
| 21 Oct | 6849.75 | 130.05 | 52.00 | - | 218.75 | 2.5 | 140 |
| 18 Oct | 7120.40 | 78.05 | -36.85 | - | 473.75 | 110 | 136.25 |
| 17 Oct | 7120.55 | 114.9 | 43.80 | - | 22.5 | 15 | 26.25 |
| 16 Oct | 7181.50 | 71.1 | 21.10 | - | 10 | 7.5 | 10 |
| 15 Oct | 7489.30 | 50 | -256.25 | - | 1.25 | 0 | 1.25 |
| 30 Sept | 6955.20 | 306.25 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 6500 expiring on 28NOV2024
Delta for 6500 PE is -0.59
Historical price for 6500 PE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 152.65, which was 56.00 higher than the previous day. The implied volatity was 31.62, the open interest changed by -110 which decreased total open position to 1246
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 96.65, which was 0.00 lower than the previous day. The implied volatity was 29.22, the open interest changed by 48 which increased total open position to 1355
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 96.65, which was -50.05 lower than the previous day. The implied volatity was 29.22, the open interest changed by 47 which increased total open position to 1355
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 146.7, which was -79.20 lower than the previous day. The implied volatity was 31.06, the open interest changed by 11 which increased total open position to 1308
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 225.9, which was 21.15 higher than the previous day. The implied volatity was 24.87, the open interest changed by -47 which decreased total open position to 1297
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 204.75, which was 57.85 higher than the previous day. The implied volatity was 26.39, the open interest changed by -34 which decreased total open position to 1348
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 146.9, which was 81.55 higher than the previous day. The implied volatity was 29.24, the open interest changed by 121 which increased total open position to 1383
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 65.35, which was -4.70 lower than the previous day. The implied volatity was 27.19, the open interest changed by 16 which increased total open position to 1262
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 70.05, which was 15.15 higher than the previous day. The implied volatity was 26.17, the open interest changed by -10 which decreased total open position to 1245
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 54.9, which was 15.35 higher than the previous day. The implied volatity was 27.78, the open interest changed by -74 which decreased total open position to 1256
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 39.55, which was -86.65 lower than the previous day. The implied volatity was 28.10, the open interest changed by 324 which increased total open position to 1332
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 126.2, which was -58.80 lower than the previous day. The implied volatity was 29.39, the open interest changed by 27 which increased total open position to 1007
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 185, which was -12.05 lower than the previous day. The implied volatity was 32.38, the open interest changed by 60 which increased total open position to 976
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 197.05, which was -23.75 lower than the previous day. The implied volatity was 31.41, the open interest changed by 18 which increased total open position to 916
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 220.8, which was -24.20 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 245, which was -4.25 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 249.25, which was -34.90 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 284.15, which was 59.70 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 224.45, which was -5.60 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 230.05, which was 40.05 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 190, which was 1.00 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 189, which was 58.95 higher 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 130.05, which was 52.00 higher 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 78.05, which was -36.85 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 114.9, which was 43.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct POLYCAB was trading at 7181.50. The strike last trading price was 71.1, which was 21.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct POLYCAB was trading at 7489.30. The strike last trading price was 50, which was -256.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept POLYCAB was trading at 6955.20. The strike last trading price was 306.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
