POLYCAB
Polycab India Limited
Historical option data for POLYCAB
31 Jan 2025 04:10 PM IST
| POLYCAB 27FEB2025 6500 CE | ||||||||||
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Delta: 0.26
Vega: 5.35
Theta: -3.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 31 Jan | 6037.95 | 90.05 | 27.9 | 36.14 | 3,331 | 2 | 797 | |||
| 30 Jan | 5788.45 | 62.5 | -13.2 | 40.05 | 1,210 | 127 | 793 | |||
| 29 Jan | 5830.25 | 76.55 | 26.15 | 41.38 | 1,054 | -150 | 664 | |||
| 28 Jan | 5674.65 | 52.75 | -4.15 | 41.09 | 1,122 | 96 | 813 | |||
| 27 Jan | 5643.50 | 56.95 | -42.4 | 43.77 | 1,015 | 117 | 716 | |||
| 24 Jan | 5915.80 | 99 | -87.55 | 38.29 | 1,092 | 299 | 596 | |||
| 23 Jan | 6250.90 | 185 | 20.00 | 34.62 | 1,247 | 52 | 297 | |||
| 22 Jan | 6164.35 | 165 | -346.00 | 37.50 | 717 | 210 | 238 | |||
| 21 Jan | 6559.65 | 511 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Jan | 6807.55 | 511 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 17 Jan | 6779.70 | 511 | 65.55 | 37.13 | 5 | 2 | 28 | |||
| 16 Jan | 6665.35 | 445.45 | 137.60 | 35.16 | 4 | -1 | 27 | |||
| 15 Jan | 6450.80 | 307.85 | 12.85 | 32.09 | 36 | 14 | 28 | |||
| 14 Jan | 6474.70 | 295 | -31.15 | 30.05 | 20 | 12 | 14 | |||
| 13 Jan | 6251.80 | 326.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 10 Jan | 6538.95 | 326.15 | -577.70 | 26.85 | 2 | 0 | 0 | |||
| 9 Jan | 6749.30 | 903.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Jan | 6904.60 | 903.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 7162.85 | 903.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 6948.35 | 903.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 7208.00 | 903.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 7390.65 | 903.85 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 6500 expiring on 27FEB2025
Delta for 6500 CE is 0.26
Historical price for 6500 CE is as follows
On 31 Jan POLYCAB was trading at 6037.95. The strike last trading price was 90.05, which was 27.9 higher than the previous day. The implied volatity was 36.14, the open interest changed by 2 which increased total open position to 797
On 30 Jan POLYCAB was trading at 5788.45. The strike last trading price was 62.5, which was -13.2 lower than the previous day. The implied volatity was 40.05, the open interest changed by 127 which increased total open position to 793
On 29 Jan POLYCAB was trading at 5830.25. The strike last trading price was 76.55, which was 26.15 higher than the previous day. The implied volatity was 41.38, the open interest changed by -150 which decreased total open position to 664
On 28 Jan POLYCAB was trading at 5674.65. The strike last trading price was 52.75, which was -4.15 lower than the previous day. The implied volatity was 41.09, the open interest changed by 96 which increased total open position to 813
On 27 Jan POLYCAB was trading at 5643.50. The strike last trading price was 56.95, which was -42.4 lower than the previous day. The implied volatity was 43.77, the open interest changed by 117 which increased total open position to 716
On 24 Jan POLYCAB was trading at 5915.80. The strike last trading price was 99, which was -87.55 lower than the previous day. The implied volatity was 38.29, the open interest changed by 299 which increased total open position to 596
On 23 Jan POLYCAB was trading at 6250.90. The strike last trading price was 185, which was 20.00 higher than the previous day. The implied volatity was 34.62, the open interest changed by 52 which increased total open position to 297
On 22 Jan POLYCAB was trading at 6164.35. The strike last trading price was 165, which was -346.00 lower than the previous day. The implied volatity was 37.50, the open interest changed by 210 which increased total open position to 238
On 21 Jan POLYCAB was trading at 6559.65. The strike last trading price was 511, 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 20 Jan POLYCAB was trading at 6807.55. The strike last trading price was 511, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Jan POLYCAB was trading at 6779.70. The strike last trading price was 511, which was 65.55 higher than the previous day. The implied volatity was 37.13, the open interest changed by 2 which increased total open position to 28
On 16 Jan POLYCAB was trading at 6665.35. The strike last trading price was 445.45, which was 137.60 higher than the previous day. The implied volatity was 35.16, the open interest changed by -1 which decreased total open position to 27
On 15 Jan POLYCAB was trading at 6450.80. The strike last trading price was 307.85, which was 12.85 higher than the previous day. The implied volatity was 32.09, the open interest changed by 14 which increased total open position to 28
On 14 Jan POLYCAB was trading at 6474.70. The strike last trading price was 295, which was -31.15 lower than the previous day. The implied volatity was 30.05, the open interest changed by 12 which increased total open position to 14
On 13 Jan POLYCAB was trading at 6251.80. The strike last trading price was 326.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Jan POLYCAB was trading at 6538.95. The strike last trading price was 326.15, which was -577.70 lower than the previous day. The implied volatity was 26.85, the open interest changed by 0 which decreased total open position to 0
On 9 Jan POLYCAB was trading at 6749.30. The strike last trading price was 903.85, 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 8 Jan POLYCAB was trading at 6904.60. The strike last trading price was 903.85, 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 7 Jan POLYCAB was trading at 7162.85. The strike last trading price was 903.85, 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 6 Jan POLYCAB was trading at 6948.35. The strike last trading price was 903.85, 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 3 Jan POLYCAB was trading at 7208.00. The strike last trading price was 903.85, 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 2 Jan POLYCAB was trading at 7390.65. The strike last trading price was 903.85, 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 27FEB2025 6500 PE | |||||||
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Delta: -0.70
Vega: 5.66
Theta: -3.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 31 Jan | 6037.95 | 539 | -187.55 | 41.53 | 37 | 0 | 150 |
| 30 Jan | 5788.45 | 726.15 | 6.15 | 44.62 | 33 | 19 | 150 |
| 29 Jan | 5830.25 | 720 | -124 | 46.43 | 22 | 16 | 131 |
| 28 Jan | 5674.65 | 838 | -41.1 | 47.55 | 88 | 18 | 115 |
| 27 Jan | 5643.50 | 878.15 | 323.15 | 45.29 | 19 | 2 | 96 |
| 24 Jan | 5915.80 | 555 | 165.95 | 25.31 | 23 | 4 | 95 |
| 23 Jan | 6250.90 | 386.1 | -127.05 | 35.56 | 81 | 8 | 91 |
| 22 Jan | 6164.35 | 513.15 | 228.75 | 42.59 | 199 | -3 | 83 |
| 21 Jan | 6559.65 | 284.4 | 119.40 | 41.25 | 23 | 8 | 85 |
| 20 Jan | 6807.55 | 165 | -0.50 | 37.04 | 16 | 2 | 75 |
| 17 Jan | 6779.70 | 165.5 | -33.50 | 34.11 | 35 | -2 | 73 |
| 16 Jan | 6665.35 | 199 | -56.00 | 34.32 | 25 | -5 | 75 |
| 15 Jan | 6450.80 | 255 | -33.00 | 31.54 | 1 | 0 | 79 |
| 14 Jan | 6474.70 | 288 | -96.90 | 35.10 | 7 | -3 | 79 |
| 13 Jan | 6251.80 | 384.9 | 144.55 | 33.17 | 9 | -2 | 82 |
| 10 Jan | 6538.95 | 240.35 | 73.15 | 32.71 | 43 | 14 | 76 |
| 9 Jan | 6749.30 | 167.2 | 42.20 | 32.53 | 50 | 0 | 61 |
| 8 Jan | 6904.60 | 125 | 41.00 | 32.17 | 35 | 4 | 61 |
| 7 Jan | 7162.85 | 84 | -35.90 | 32.21 | 48 | 2 | 57 |
| 6 Jan | 6948.35 | 119.9 | 49.05 | 31.91 | 24 | -4 | 55 |
| 3 Jan | 7208.00 | 70.85 | 18.05 | 30.38 | 12 | 2 | 59 |
| 2 Jan | 7390.65 | 52.8 | 31.99 | 57 | 56 | 56 | |
For Polycab India Limited - strike price 6500 expiring on 27FEB2025
Delta for 6500 PE is -0.70
Historical price for 6500 PE is as follows
On 31 Jan POLYCAB was trading at 6037.95. The strike last trading price was 539, which was -187.55 lower than the previous day. The implied volatity was 41.53, the open interest changed by 0 which decreased total open position to 150
On 30 Jan POLYCAB was trading at 5788.45. The strike last trading price was 726.15, which was 6.15 higher than the previous day. The implied volatity was 44.62, the open interest changed by 19 which increased total open position to 150
On 29 Jan POLYCAB was trading at 5830.25. The strike last trading price was 720, which was -124 lower than the previous day. The implied volatity was 46.43, the open interest changed by 16 which increased total open position to 131
On 28 Jan POLYCAB was trading at 5674.65. The strike last trading price was 838, which was -41.1 lower than the previous day. The implied volatity was 47.55, the open interest changed by 18 which increased total open position to 115
On 27 Jan POLYCAB was trading at 5643.50. The strike last trading price was 878.15, which was 323.15 higher than the previous day. The implied volatity was 45.29, the open interest changed by 2 which increased total open position to 96
On 24 Jan POLYCAB was trading at 5915.80. The strike last trading price was 555, which was 165.95 higher than the previous day. The implied volatity was 25.31, the open interest changed by 4 which increased total open position to 95
On 23 Jan POLYCAB was trading at 6250.90. The strike last trading price was 386.1, which was -127.05 lower than the previous day. The implied volatity was 35.56, the open interest changed by 8 which increased total open position to 91
On 22 Jan POLYCAB was trading at 6164.35. The strike last trading price was 513.15, which was 228.75 higher than the previous day. The implied volatity was 42.59, the open interest changed by -3 which decreased total open position to 83
On 21 Jan POLYCAB was trading at 6559.65. The strike last trading price was 284.4, which was 119.40 higher than the previous day. The implied volatity was 41.25, the open interest changed by 8 which increased total open position to 85
On 20 Jan POLYCAB was trading at 6807.55. The strike last trading price was 165, which was -0.50 lower than the previous day. The implied volatity was 37.04, the open interest changed by 2 which increased total open position to 75
On 17 Jan POLYCAB was trading at 6779.70. The strike last trading price was 165.5, which was -33.50 lower than the previous day. The implied volatity was 34.11, the open interest changed by -2 which decreased total open position to 73
On 16 Jan POLYCAB was trading at 6665.35. The strike last trading price was 199, which was -56.00 lower than the previous day. The implied volatity was 34.32, the open interest changed by -5 which decreased total open position to 75
On 15 Jan POLYCAB was trading at 6450.80. The strike last trading price was 255, which was -33.00 lower than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 79
On 14 Jan POLYCAB was trading at 6474.70. The strike last trading price was 288, which was -96.90 lower than the previous day. The implied volatity was 35.10, the open interest changed by -3 which decreased total open position to 79
On 13 Jan POLYCAB was trading at 6251.80. The strike last trading price was 384.9, which was 144.55 higher than the previous day. The implied volatity was 33.17, the open interest changed by -2 which decreased total open position to 82
On 10 Jan POLYCAB was trading at 6538.95. The strike last trading price was 240.35, which was 73.15 higher than the previous day. The implied volatity was 32.71, the open interest changed by 14 which increased total open position to 76
On 9 Jan POLYCAB was trading at 6749.30. The strike last trading price was 167.2, which was 42.20 higher than the previous day. The implied volatity was 32.53, the open interest changed by 0 which decreased total open position to 61
On 8 Jan POLYCAB was trading at 6904.60. The strike last trading price was 125, which was 41.00 higher than the previous day. The implied volatity was 32.17, the open interest changed by 4 which increased total open position to 61
On 7 Jan POLYCAB was trading at 7162.85. The strike last trading price was 84, which was -35.90 lower than the previous day. The implied volatity was 32.21, the open interest changed by 2 which increased total open position to 57
On 6 Jan POLYCAB was trading at 6948.35. The strike last trading price was 119.9, which was 49.05 higher than the previous day. The implied volatity was 31.91, the open interest changed by -4 which decreased total open position to 55
On 3 Jan POLYCAB was trading at 7208.00. The strike last trading price was 70.85, which was 18.05 higher than the previous day. The implied volatity was 30.38, the open interest changed by 2 which increased total open position to 59
On 2 Jan POLYCAB was trading at 7390.65. The strike last trading price was 52.8, which was lower than the previous day. The implied volatity was 31.99, the open interest changed by 56 which increased total open position to 56
