POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 6700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 2.94
Theta: -24.74
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 660.05 | -141.50 | 95.56 | 6 | -2 | 39 | |||
| 19 Dec | 7493.50 | 801.55 | 76.55 | 51.46 | 1 | 0 | 41 | |||
| 18 Dec | 7413.35 | 725 | -115.30 | 26.16 | 3 | -2 | 41 | |||
| 17 Dec | 7483.05 | 840.3 | 41.30 | 60.74 | 5 | -2 | 45 | |||
| 16 Dec | 7541.35 | 799 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 7522.15 | 799 | -20.35 | - | 1 | 0 | 48 | |||
| 12 Dec | 7486.40 | 819.35 | 158.15 | 43.93 | 1 | 0 | 49 | |||
| 11 Dec | 7401.25 | 661.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 7442.85 | 661.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 7438.40 | 661.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 7317.95 | 661.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 7341.60 | 661.2 | 6.35 | - | 2 | 0 | 48 | |||
| 4 Dec | 7300.10 | 654.85 | -45.15 | 29.18 | 1 | 0 | 48 | |||
| 3 Dec | 7412.50 | 700 | 12.00 | - | 2 | 0 | 48 | |||
| 2 Dec | 7351.95 | 688 | 0.00 | 0.00 | 0 | 17 | 0 | |||
| 29 Nov | 7297.90 | 688 | 185.15 | 28.34 | 50 | 17 | 48 | |||
| 28 Nov | 7149.20 | 502.85 | 82.85 | 15.11 | 6 | 1 | 32 | |||
| 27 Nov | 7044.00 | 420 | 86.20 | 19.10 | 23 | -5 | 32 | |||
| 26 Nov | 6872.65 | 333.8 | 77.65 | 27.55 | 37 | 3 | 35 | |||
| 25 Nov | 6766.15 | 256.15 | 75.35 | 21.81 | 72 | 26 | 33 | |||
| 22 Nov | 6620.50 | 180.8 | 60.75 | 24.09 | 51 | 38 | 45 | |||
| 21 Nov | 6408.35 | 120.05 | -236.00 | 26.38 | 7 | 4 | 4 | |||
| 20 Nov | 6517.05 | 356.05 | 0.00 | 1.28 | 0 | 0 | 0 | |||
| 19 Nov | 6517.05 | 356.05 | 0.00 | 1.28 | 0 | 0 | 0 | |||
| 18 Nov | 6444.65 | 356.05 | 0.00 | 2.20 | 0 | 0 | 0 | |||
| 14 Nov | 6301.90 | 356.05 | 0.00 | 3.46 | 0 | 0 | 0 | |||
| 13 Nov | 6328.25 | 356.05 | 0.00 | 3.02 | 0 | 0 | 0 | |||
| 12 Nov | 6502.75 | 356.05 | 0.00 | 1.46 | 0 | 0 | 0 | |||
| 11 Nov | 6708.40 | 356.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6725.80 | 356.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6816.75 | 356.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 6883.95 | 356.05 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 4 Nov | 6522.95 | 356.05 | 356.05 | 0.92 | 0 | 0 | 0 | |||
| 1 Nov | 6501.80 | 0 | 0.97 | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 6700 expiring on 26DEC2024
Delta for 6700 CE is 0.75
Historical price for 6700 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 660.05, which was -141.50 lower than the previous day. The implied volatity was 95.56, the open interest changed by -2 which decreased total open position to 39
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 801.55, which was 76.55 higher than the previous day. The implied volatity was 51.46, the open interest changed by 0 which decreased total open position to 41
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 725, which was -115.30 lower than the previous day. The implied volatity was 26.16, the open interest changed by -2 which decreased total open position to 41
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 840.3, which was 41.30 higher than the previous day. The implied volatity was 60.74, the open interest changed by -2 which decreased total open position to 45
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 799, 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 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 799, which was -20.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 819.35, which was 158.15 higher than the previous day. The implied volatity was 43.93, the open interest changed by 0 which decreased total open position to 49
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 661.2, 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 661.2, 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 661.2, 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 Dec POLYCAB was trading at 7317.95. The strike last trading price was 661.2, which was 0.00 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 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 661.2, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 654.85, which was -45.15 lower than the previous day. The implied volatity was 29.18, the open interest changed by 0 which decreased total open position to 48
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 700, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 688, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 688, which was 185.15 higher than the previous day. The implied volatity was 28.34, the open interest changed by 17 which increased total open position to 48
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 502.85, which was 82.85 higher than the previous day. The implied volatity was 15.11, the open interest changed by 1 which increased total open position to 32
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 420, which was 86.20 higher than the previous day. The implied volatity was 19.10, the open interest changed by -5 which decreased total open position to 32
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 333.8, which was 77.65 higher than the previous day. The implied volatity was 27.55, the open interest changed by 3 which increased total open position to 35
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 256.15, which was 75.35 higher than the previous day. The implied volatity was 21.81, the open interest changed by 26 which increased total open position to 33
On 22 Nov POLYCAB was trading at 6620.50. The strike last trading price was 180.8, which was 60.75 higher than the previous day. The implied volatity was 24.09, the open interest changed by 38 which increased total open position to 45
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 120.05, which was -236.00 lower than the previous day. The implied volatity was 26.38, the open interest changed by 4 which increased total open position to 4
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 356.05, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 356.05, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 356.05, which was 0.00 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 356.05, which was 0.00 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 356.05, which was 0.00 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 356.05, which was 0.00 lower than the previous day. The implied volatity was 1.46, 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 356.05, 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 Nov POLYCAB was trading at 6725.80. The strike last trading price was 356.05, 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 Nov POLYCAB was trading at 6816.75. The strike last trading price was 356.05, 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 Nov POLYCAB was trading at 6883.95. The strike last trading price was 356.05, 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 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 356.05, which was 356.05 higher than the previous day. The implied volatity was 0.92, 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 0, which was lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 26DEC2024 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 1.27
Theta: -4.14
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 12.25 | 7.75 | 40.60 | 529 | 42 | 274 |
| 19 Dec | 7493.50 | 4.5 | -0.75 | 42.25 | 219 | 4 | 232 |
| 18 Dec | 7413.35 | 5.25 | -2.95 | 38.00 | 9 | -3 | 229 |
| 17 Dec | 7483.05 | 8.2 | 1.85 | 42.03 | 59 | 0 | 231 |
| 16 Dec | 7541.35 | 6.35 | -0.80 | 39.93 | 15 | -7 | 229 |
| 13 Dec | 7522.15 | 7.15 | -0.85 | 35.77 | 137 | -14 | 235 |
| 12 Dec | 7486.40 | 8 | -1.65 | 33.14 | 62 | 8 | 250 |
| 11 Dec | 7401.25 | 9.65 | -3.20 | 32.11 | 132 | 2 | 244 |
| 10 Dec | 7442.85 | 12.85 | -3.00 | 33.89 | 215 | -8 | 243 |
| 9 Dec | 7438.40 | 15.85 | -4.30 | 34.01 | 167 | 7 | 254 |
| 6 Dec | 7317.95 | 20.15 | -2.55 | 29.97 | 84 | -15 | 250 |
| 5 Dec | 7341.60 | 22.7 | -6.35 | 30.29 | 145 | -9 | 264 |
| 4 Dec | 7300.10 | 29.05 | 7.90 | 30.57 | 264 | -11 | 276 |
| 3 Dec | 7412.50 | 21.15 | -7.00 | 31.32 | 440 | 19 | 287 |
| 2 Dec | 7351.95 | 28.15 | -6.45 | 30.70 | 314 | -6 | 269 |
| 29 Nov | 7297.90 | 34.6 | -24.70 | 29.98 | 737 | -29 | 278 |
| 28 Nov | 7149.20 | 59.3 | -19.45 | 29.71 | 672 | -14 | 313 |
| 27 Nov | 7044.00 | 78.75 | -43.50 | 28.88 | 712 | 156 | 326 |
| 26 Nov | 6872.65 | 122.25 | -37.15 | 27.31 | 179 | 89 | 157 |
| 25 Nov | 6766.15 | 159.4 | -57.00 | 29.05 | 88 | 68 | 68 |
| 22 Nov | 6620.50 | 216.4 | -284.85 | 25.10 | 3 | 2 | 2 |
| 21 Nov | 6408.35 | 501.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6517.05 | 501.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6517.05 | 501.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6444.65 | 501.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6301.90 | 501.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6328.25 | 501.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6502.75 | 501.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 6708.40 | 501.25 | 0.00 | 0.95 | 0 | 0 | 0 |
| 8 Nov | 6725.80 | 501.25 | 0.00 | 0.96 | 0 | 0 | 0 |
| 7 Nov | 6816.75 | 501.25 | 0.00 | 2.13 | 0 | 0 | 0 |
| 6 Nov | 6883.95 | 501.25 | 0.00 | 3.02 | 0 | 0 | 0 |
| 4 Nov | 6522.95 | 501.25 | 501.25 | - | 0 | 0 | 0 |
| 1 Nov | 6501.80 | 0 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 6700 expiring on 26DEC2024
Delta for 6700 PE is -0.07
Historical price for 6700 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 12.25, which was 7.75 higher than the previous day. The implied volatity was 40.60, the open interest changed by 42 which increased total open position to 274
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 42.25, the open interest changed by 4 which increased total open position to 232
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 5.25, which was -2.95 lower than the previous day. The implied volatity was 38.00, the open interest changed by -3 which decreased total open position to 229
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 8.2, which was 1.85 higher than the previous day. The implied volatity was 42.03, the open interest changed by 0 which decreased total open position to 231
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 6.35, which was -0.80 lower than the previous day. The implied volatity was 39.93, the open interest changed by -7 which decreased total open position to 229
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 7.15, which was -0.85 lower than the previous day. The implied volatity was 35.77, the open interest changed by -14 which decreased total open position to 235
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 8, which was -1.65 lower than the previous day. The implied volatity was 33.14, the open interest changed by 8 which increased total open position to 250
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 9.65, which was -3.20 lower than the previous day. The implied volatity was 32.11, the open interest changed by 2 which increased total open position to 244
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 12.85, which was -3.00 lower than the previous day. The implied volatity was 33.89, the open interest changed by -8 which decreased total open position to 243
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 15.85, which was -4.30 lower than the previous day. The implied volatity was 34.01, the open interest changed by 7 which increased total open position to 254
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 20.15, which was -2.55 lower than the previous day. The implied volatity was 29.97, the open interest changed by -15 which decreased total open position to 250
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 22.7, which was -6.35 lower than the previous day. The implied volatity was 30.29, the open interest changed by -9 which decreased total open position to 264
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 29.05, which was 7.90 higher than the previous day. The implied volatity was 30.57, the open interest changed by -11 which decreased total open position to 276
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 21.15, which was -7.00 lower than the previous day. The implied volatity was 31.32, the open interest changed by 19 which increased total open position to 287
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 28.15, which was -6.45 lower than the previous day. The implied volatity was 30.70, the open interest changed by -6 which decreased total open position to 269
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 34.6, which was -24.70 lower than the previous day. The implied volatity was 29.98, the open interest changed by -29 which decreased total open position to 278
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 59.3, which was -19.45 lower than the previous day. The implied volatity was 29.71, the open interest changed by -14 which decreased total open position to 313
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 78.75, which was -43.50 lower than the previous day. The implied volatity was 28.88, the open interest changed by 156 which increased total open position to 326
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 122.25, which was -37.15 lower than the previous day. The implied volatity was 27.31, the open interest changed by 89 which increased total open position to 157
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 159.4, which was -57.00 lower than the previous day. The implied volatity was 29.05, the open interest changed by 68 which increased total open position to 68
On 22 Nov POLYCAB was trading at 6620.50. The strike last trading price was 216.4, which was -284.85 lower than the previous day. The implied volatity was 25.10, the open interest changed by 2 which increased total open position to 2
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 501.25, 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 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 501.25, 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 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 501.25, 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 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 501.25, 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 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 501.25, 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 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 501.25, 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 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 501.25, 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 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 501.25, which was 0.00 lower than the previous day. The implied volatity was 0.95, 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 501.25, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 501.25, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 501.25, which was 0.00 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 501.25, which was 501.25 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
