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[--[65.84.65.76]--]
POLYCAB
Polycab India Limited

5915.8 -335.10 (-5.36%)

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Historical option data for POLYCAB

24 Jan 2025 04:10 PM IST
POLYCAB 30JAN2025 6700 CE
Delta: 0.03
Vega: 0.58
Theta: -2.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 5915.80 5.25 -12.6 51.67 5,100 -35 1,215
23 Jan 6250.90 17.4 -4.00 39.29 10,591 -41 1,256
22 Jan 6164.35 21.4 -152.75 46.57 16,341 576 1,290
21 Jan 6559.65 174.15 -93.85 56.48 4,671 344 712
20 Jan 6807.55 268 21.65 45.70 787 47 373
17 Jan 6779.70 246.35 38.35 40.81 2,877 -172 334
16 Jan 6665.35 208 85.75 40.82 2,444 64 509
15 Jan 6450.80 122.25 2.25 39.02 1,886 61 447
14 Jan 6474.70 120 51.55 37.06 1,541 16 382
13 Jan 6251.80 68.45 -103.30 38.71 743 74 367
10 Jan 6538.95 171.75 -100.30 35.68 1,124 234 292
9 Jan 6749.30 272.05 -98.95 33.41 109 31 55
8 Jan 6904.60 371 -278.60 32.56 58 19 23
7 Jan 7162.85 649.6 0.00 0.00 0 0 0
6 Jan 6948.35 649.6 0.00 0.00 0 0 0
3 Jan 7208.00 649.6 0.00 0.00 0 0 0
2 Jan 7390.65 649.6 0.00 0.00 0 0 0
1 Jan 7341.40 649.6 0.00 0.00 0 0 0
31 Dec 7272.35 649.6 0.00 0.00 0 3 0
30 Dec 7283.65 649.6 122.45 22.72 4 1 2
27 Dec 7149.25 527.15 0.00 0.00 0 1 0
26 Dec 7144.60 527.15 -255.90 22.47 1 0 0
24 Dec 7091.85 783.05 0.00 - 0 0 0
23 Dec 7118.35 783.05 - 0 0 0


For Polycab India Limited - strike price 6700 expiring on 30JAN2025

Delta for 6700 CE is 0.03

Historical price for 6700 CE is as follows

On 24 Jan POLYCAB was trading at 5915.80. The strike last trading price was 5.25, which was -12.6 lower than the previous day. The implied volatity was 51.67, the open interest changed by -35 which decreased total open position to 1215


On 23 Jan POLYCAB was trading at 6250.90. The strike last trading price was 17.4, which was -4.00 lower than the previous day. The implied volatity was 39.29, the open interest changed by -41 which decreased total open position to 1256


On 22 Jan POLYCAB was trading at 6164.35. The strike last trading price was 21.4, which was -152.75 lower than the previous day. The implied volatity was 46.57, the open interest changed by 576 which increased total open position to 1290


On 21 Jan POLYCAB was trading at 6559.65. The strike last trading price was 174.15, which was -93.85 lower than the previous day. The implied volatity was 56.48, the open interest changed by 344 which increased total open position to 712


On 20 Jan POLYCAB was trading at 6807.55. The strike last trading price was 268, which was 21.65 higher than the previous day. The implied volatity was 45.70, the open interest changed by 47 which increased total open position to 373


On 17 Jan POLYCAB was trading at 6779.70. The strike last trading price was 246.35, which was 38.35 higher than the previous day. The implied volatity was 40.81, the open interest changed by -172 which decreased total open position to 334


On 16 Jan POLYCAB was trading at 6665.35. The strike last trading price was 208, which was 85.75 higher than the previous day. The implied volatity was 40.82, the open interest changed by 64 which increased total open position to 509


On 15 Jan POLYCAB was trading at 6450.80. The strike last trading price was 122.25, which was 2.25 higher than the previous day. The implied volatity was 39.02, the open interest changed by 61 which increased total open position to 447


On 14 Jan POLYCAB was trading at 6474.70. The strike last trading price was 120, which was 51.55 higher than the previous day. The implied volatity was 37.06, the open interest changed by 16 which increased total open position to 382


On 13 Jan POLYCAB was trading at 6251.80. The strike last trading price was 68.45, which was -103.30 lower than the previous day. The implied volatity was 38.71, the open interest changed by 74 which increased total open position to 367


On 10 Jan POLYCAB was trading at 6538.95. The strike last trading price was 171.75, which was -100.30 lower than the previous day. The implied volatity was 35.68, the open interest changed by 234 which increased total open position to 292


On 9 Jan POLYCAB was trading at 6749.30. The strike last trading price was 272.05, which was -98.95 lower than the previous day. The implied volatity was 33.41, the open interest changed by 31 which increased total open position to 55


On 8 Jan POLYCAB was trading at 6904.60. The strike last trading price was 371, which was -278.60 lower than the previous day. The implied volatity was 32.56, the open interest changed by 19 which increased total open position to 23


On 7 Jan POLYCAB was trading at 7162.85. The strike last trading price was 649.6, 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 Jan POLYCAB was trading at 6948.35. The strike last trading price was 649.6, 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 3 Jan POLYCAB was trading at 7208.00. The strike last trading price was 649.6, 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 Jan POLYCAB was trading at 7390.65. The strike last trading price was 649.6, 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 1 Jan POLYCAB was trading at 7341.40. The strike last trading price was 649.6, 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 31 Dec POLYCAB was trading at 7272.35. The strike last trading price was 649.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 30 Dec POLYCAB was trading at 7283.65. The strike last trading price was 649.6, which was 122.45 higher than the previous day. The implied volatity was 22.72, the open interest changed by 1 which increased total open position to 2


On 27 Dec POLYCAB was trading at 7149.25. The strike last trading price was 527.15, 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 26 Dec POLYCAB was trading at 7144.60. The strike last trading price was 527.15, which was -255.90 lower than the previous day. The implied volatity was 22.47, the open interest changed by 0 which decreased total open position to 0


On 24 Dec POLYCAB was trading at 7091.85. The strike last trading price was 783.05, 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 23 Dec POLYCAB was trading at 7118.35. The strike last trading price was 783.05, 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 30JAN2025 6700 PE
Delta: -1.00
Vega: 0.05
Theta: 1.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 5915.80 771.35 323.7 33.15 27 0 467
23 Jan 6250.90 457.65 -145.70 37.38 198 -12 466
22 Jan 6164.35 603.35 308.35 57.52 1,329 -51 474
21 Jan 6559.65 295 124.00 53.84 4,424 -94 523
20 Jan 6807.55 171 -27.00 50.62 1,667 121 618
17 Jan 6779.70 198 -16.00 45.85 1,698 128 492
16 Jan 6665.35 214 -109.85 40.17 1,079 47 365
15 Jan 6450.80 323.85 -16.05 39.21 286 20 318
14 Jan 6474.70 339.9 -148.95 41.58 116 1 296
13 Jan 6251.80 488.85 202.45 40.04 328 -10 318
10 Jan 6538.95 286.4 98.35 37.30 826 -7 334
9 Jan 6749.30 188.05 56.40 36.98 670 69 341
8 Jan 6904.60 131.65 54.70 36.05 717 61 274
7 Jan 7162.85 76.95 -52.80 35.31 233 -4 214
6 Jan 6948.35 129.75 67.20 35.88 300 8 216
3 Jan 7208.00 62.55 28.20 31.85 113 9 208
2 Jan 7390.65 34.35 -11.45 31.99 78 -4 199
1 Jan 7341.40 45.8 -6.95 32.81 58 10 199
31 Dec 7272.35 52.75 4.75 31.65 61 -1 189
30 Dec 7283.65 48 -19.35 30.22 185 86 187
27 Dec 7149.25 67.35 -0.40 29.01 141 57 100
26 Dec 7144.60 67.75 -22.25 27.77 84 40 43
24 Dec 7091.85 90 40.00 29.01 3 1 2
23 Dec 7118.35 50 0.00 0 0 0


For Polycab India Limited - strike price 6700 expiring on 30JAN2025

Delta for 6700 PE is -1.00

Historical price for 6700 PE is as follows

On 24 Jan POLYCAB was trading at 5915.80. The strike last trading price was 771.35, which was 323.7 higher than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 467


On 23 Jan POLYCAB was trading at 6250.90. The strike last trading price was 457.65, which was -145.70 lower than the previous day. The implied volatity was 37.38, the open interest changed by -12 which decreased total open position to 466


On 22 Jan POLYCAB was trading at 6164.35. The strike last trading price was 603.35, which was 308.35 higher than the previous day. The implied volatity was 57.52, the open interest changed by -51 which decreased total open position to 474


On 21 Jan POLYCAB was trading at 6559.65. The strike last trading price was 295, which was 124.00 higher than the previous day. The implied volatity was 53.84, the open interest changed by -94 which decreased total open position to 523


On 20 Jan POLYCAB was trading at 6807.55. The strike last trading price was 171, which was -27.00 lower than the previous day. The implied volatity was 50.62, the open interest changed by 121 which increased total open position to 618


On 17 Jan POLYCAB was trading at 6779.70. The strike last trading price was 198, which was -16.00 lower than the previous day. The implied volatity was 45.85, the open interest changed by 128 which increased total open position to 492


On 16 Jan POLYCAB was trading at 6665.35. The strike last trading price was 214, which was -109.85 lower than the previous day. The implied volatity was 40.17, the open interest changed by 47 which increased total open position to 365


On 15 Jan POLYCAB was trading at 6450.80. The strike last trading price was 323.85, which was -16.05 lower than the previous day. The implied volatity was 39.21, the open interest changed by 20 which increased total open position to 318


On 14 Jan POLYCAB was trading at 6474.70. The strike last trading price was 339.9, which was -148.95 lower than the previous day. The implied volatity was 41.58, the open interest changed by 1 which increased total open position to 296


On 13 Jan POLYCAB was trading at 6251.80. The strike last trading price was 488.85, which was 202.45 higher than the previous day. The implied volatity was 40.04, the open interest changed by -10 which decreased total open position to 318


On 10 Jan POLYCAB was trading at 6538.95. The strike last trading price was 286.4, which was 98.35 higher than the previous day. The implied volatity was 37.30, the open interest changed by -7 which decreased total open position to 334


On 9 Jan POLYCAB was trading at 6749.30. The strike last trading price was 188.05, which was 56.40 higher than the previous day. The implied volatity was 36.98, the open interest changed by 69 which increased total open position to 341


On 8 Jan POLYCAB was trading at 6904.60. The strike last trading price was 131.65, which was 54.70 higher than the previous day. The implied volatity was 36.05, the open interest changed by 61 which increased total open position to 274


On 7 Jan POLYCAB was trading at 7162.85. The strike last trading price was 76.95, which was -52.80 lower than the previous day. The implied volatity was 35.31, the open interest changed by -4 which decreased total open position to 214


On 6 Jan POLYCAB was trading at 6948.35. The strike last trading price was 129.75, which was 67.20 higher than the previous day. The implied volatity was 35.88, the open interest changed by 8 which increased total open position to 216


On 3 Jan POLYCAB was trading at 7208.00. The strike last trading price was 62.55, which was 28.20 higher than the previous day. The implied volatity was 31.85, the open interest changed by 9 which increased total open position to 208


On 2 Jan POLYCAB was trading at 7390.65. The strike last trading price was 34.35, which was -11.45 lower than the previous day. The implied volatity was 31.99, the open interest changed by -4 which decreased total open position to 199


On 1 Jan POLYCAB was trading at 7341.40. The strike last trading price was 45.8, which was -6.95 lower than the previous day. The implied volatity was 32.81, the open interest changed by 10 which increased total open position to 199


On 31 Dec POLYCAB was trading at 7272.35. The strike last trading price was 52.75, which was 4.75 higher than the previous day. The implied volatity was 31.65, the open interest changed by -1 which decreased total open position to 189


On 30 Dec POLYCAB was trading at 7283.65. The strike last trading price was 48, which was -19.35 lower than the previous day. The implied volatity was 30.22, the open interest changed by 86 which increased total open position to 187


On 27 Dec POLYCAB was trading at 7149.25. The strike last trading price was 67.35, which was -0.40 lower than the previous day. The implied volatity was 29.01, the open interest changed by 57 which increased total open position to 100


On 26 Dec POLYCAB was trading at 7144.60. The strike last trading price was 67.75, which was -22.25 lower than the previous day. The implied volatity was 27.77, the open interest changed by 40 which increased total open position to 43


On 24 Dec POLYCAB was trading at 7091.85. The strike last trading price was 90, which was 40.00 higher than the previous day. The implied volatity was 29.01, the open interest changed by 1 which increased total open position to 2


On 23 Dec POLYCAB was trading at 7118.35. The strike last trading price was 50, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0