POLYCAB
Polycab India Limited
Historical option data for POLYCAB
14 Nov 2024 09:20 AM IST
| POLYCAB 28NOV2024 6700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 3.26
Theta: -3.56
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6325.30 | 33.5 | -6.00 | 28.56 | 38.75 | 0 | 756.25 | |||
| 13 Nov | 6328.25 | 39.5 | -33.35 | 27.92 | 1,478.75 | 78.75 | 760 | |||
| 12 Nov | 6502.75 | 72.85 | -82.15 | 26.19 | 1,541.25 | 58.75 | 681.25 | |||
| 11 Nov | 6708.40 | 155 | -17.30 | 24.04 | 1,261.25 | 70 | 613.75 | |||
| 8 Nov | 6725.80 | 172.3 | -79.20 | 24.67 | 376.25 | 42.5 | 545 | |||
| 7 Nov | 6816.75 | 251.5 | -77.25 | 26.11 | 261.25 | -12.5 | 502.5 | |||
| 6 Nov | 6883.95 | 328.75 | 177.70 | 25.85 | 3,297.5 | -161.25 | 508.75 | |||
| 5 Nov | 6632.55 | 151.05 | 27.65 | 26.19 | 2,042.5 | -58.75 | 673.75 | |||
| 4 Nov | 6522.95 | 123.4 | -1.30 | 27.23 | 967.5 | 195 | 730 | |||
| 1 Nov | 6501.80 | 124.7 | -5.35 | 26.81 | 125 | 30 | 535 | |||
| 31 Oct | 6480.40 | 130.05 | 13.45 | - | 720 | 108.75 | 502.5 | |||
| 30 Oct | 6394.35 | 116.6 | -13.95 | - | 740 | 197.5 | 387.5 | |||
| 29 Oct | 6398.00 | 130.55 | 12.80 | - | 133.75 | 18.75 | 191.25 | |||
| 28 Oct | 6369.25 | 117.75 | -57.15 | - | 142.5 | 63.75 | 173.75 | |||
| 25 Oct | 6455.40 | 174.9 | -25.10 | - | 82.5 | 7.5 | 110 | |||
| 24 Oct | 6502.35 | 200 | -90.10 | - | 76.25 | 57.5 | 101.25 | |||
| 23 Oct | 6661.70 | 290.1 | 2.15 | - | 50 | 23.75 | 45 | |||
| 22 Oct | 6651.45 | 287.95 | -138.00 | - | 23.75 | 8.75 | 18.75 | |||
| 21 Oct | 6849.75 | 425.95 | -126.30 | - | 11.25 | 5 | 10 | |||
| 18 Oct | 7120.40 | 552.25 | 25.00 | - | 35 | 5 | 5 | |||
| 17 Oct | 7120.55 | 527.25 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 16 Oct | 7181.50 | 527.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7489.30 | 527.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 6955.20 | 527.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 7054.80 | 527.25 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 6700 expiring on 28NOV2024
Delta for 6700 CE is 0.18
Historical price for 6700 CE is as follows
On 14 Nov POLYCAB was trading at 6325.30. The strike last trading price was 33.5, which was -6.00 lower than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 605
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 39.5, which was -33.35 lower than the previous day. The implied volatity was 27.92, the open interest changed by 63 which increased total open position to 608
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 72.85, which was -82.15 lower than the previous day. The implied volatity was 26.19, the open interest changed by 47 which increased total open position to 545
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 155, which was -17.30 lower than the previous day. The implied volatity was 24.04, the open interest changed by 56 which increased total open position to 491
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 172.3, which was -79.20 lower than the previous day. The implied volatity was 24.67, the open interest changed by 34 which increased total open position to 436
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 251.5, which was -77.25 lower than the previous day. The implied volatity was 26.11, the open interest changed by -10 which decreased total open position to 402
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 328.75, which was 177.70 higher than the previous day. The implied volatity was 25.85, the open interest changed by -129 which decreased total open position to 407
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 151.05, which was 27.65 higher than the previous day. The implied volatity was 26.19, the open interest changed by -47 which decreased total open position to 539
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 123.4, which was -1.30 lower than the previous day. The implied volatity was 27.23, the open interest changed by 156 which increased total open position to 584
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 124.7, which was -5.35 lower than the previous day. The implied volatity was 26.81, the open interest changed by 24 which increased total open position to 428
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 130.05, which was 13.45 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 116.6, which was -13.95 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 130.55, which was 12.80 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 117.75, which was -57.15 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 174.9, which was -25.10 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 200, which was -90.10 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 290.1, which was 2.15 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 287.95, which was -138.00 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 425.95, which was -126.30 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 552.25, which was 25.00 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 527.25, 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 527.25, 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 527.25, 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 527.25, 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 27 Sept POLYCAB was trading at 7054.80. The strike last trading price was 527.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 28NOV2024 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 3.06
Theta: -1.35
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6325.30 | 381 | 17.05 | 27.08 | 2.5 | 0 | 628.75 |
| 13 Nov | 6328.25 | 363.95 | 93.70 | 29.52 | 270 | -85 | 630 |
| 12 Nov | 6502.75 | 270.25 | 129.55 | 30.55 | 956.25 | -138.75 | 731.25 |
| 11 Nov | 6708.40 | 140.7 | -3.10 | 27.15 | 678.75 | 33.75 | 871.25 |
| 8 Nov | 6725.80 | 143.8 | 31.55 | 25.80 | 1,023.75 | 11.25 | 837.5 |
| 7 Nov | 6816.75 | 112.25 | 33.95 | 27.29 | 701.25 | 47.5 | 830 |
| 6 Nov | 6883.95 | 78.3 | -144.45 | 26.71 | 2,615 | -350 | 775 |
| 5 Nov | 6632.55 | 222.75 | -70.00 | 29.79 | 322.5 | 6.25 | 1,125 |
| 4 Nov | 6522.95 | 292.75 | -23.10 | 32.35 | 115 | 7.5 | 1,118.75 |
| 1 Nov | 6501.80 | 315.85 | 0.00 | 32.71 | 1.25 | 0 | 1,110 |
| 31 Oct | 6480.40 | 315.85 | -50.90 | - | 167.5 | 47.5 | 1,111.25 |
| 30 Oct | 6394.35 | 366.75 | -8.25 | - | 1,236.25 | 975 | 1,066.25 |
| 29 Oct | 6398.00 | 375 | -3.80 | - | 12.5 | 3.75 | 91.25 |
| 28 Oct | 6369.25 | 378.8 | 28.70 | - | 13.75 | 8.75 | 86.25 |
| 25 Oct | 6455.40 | 350.1 | 17.30 | - | 5 | 2.5 | 77.5 |
| 24 Oct | 6502.35 | 332.8 | 92.80 | - | 13.75 | 8.75 | 75 |
| 23 Oct | 6661.70 | 240 | -55.55 | - | 26.25 | 3.75 | 56.25 |
| 22 Oct | 6651.45 | 295.55 | 96.75 | - | 112.5 | 26.25 | 52.5 |
| 21 Oct | 6849.75 | 198.8 | 38.80 | - | 36.25 | 13.75 | 26.25 |
| 18 Oct | 7120.40 | 160 | -235.95 | - | 16.25 | 10 | 10 |
| 17 Oct | 7120.55 | 395.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 7181.50 | 395.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7489.30 | 395.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 6955.20 | 395.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 7054.80 | 395.95 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 6700 expiring on 28NOV2024
Delta for 6700 PE is -0.84
Historical price for 6700 PE is as follows
On 14 Nov POLYCAB was trading at 6325.30. The strike last trading price was 381, which was 17.05 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 503
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 363.95, which was 93.70 higher than the previous day. The implied volatity was 29.52, the open interest changed by -68 which decreased total open position to 504
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 270.25, which was 129.55 higher than the previous day. The implied volatity was 30.55, the open interest changed by -111 which decreased total open position to 585
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 140.7, which was -3.10 lower than the previous day. The implied volatity was 27.15, the open interest changed by 27 which increased total open position to 697
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 143.8, which was 31.55 higher than the previous day. The implied volatity was 25.80, the open interest changed by 9 which increased total open position to 670
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 112.25, which was 33.95 higher than the previous day. The implied volatity was 27.29, the open interest changed by 38 which increased total open position to 664
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 78.3, which was -144.45 lower than the previous day. The implied volatity was 26.71, the open interest changed by -280 which decreased total open position to 620
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 222.75, which was -70.00 lower than the previous day. The implied volatity was 29.79, the open interest changed by 5 which increased total open position to 900
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 292.75, which was -23.10 lower than the previous day. The implied volatity was 32.35, the open interest changed by 6 which increased total open position to 895
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 315.85, which was 0.00 lower than the previous day. The implied volatity was 32.71, the open interest changed by 0 which decreased total open position to 888
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 315.85, which was -50.90 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 366.75, which was -8.25 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 375, which was -3.80 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 378.8, which was 28.70 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 350.1, which was 17.30 higher 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 332.8, which was 92.80 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 240, which was -55.55 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 295.55, which was 96.75 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 198.8, which was 38.80 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 160, which was -235.95 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 395.95, 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 395.95, 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 395.95, 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 395.95, 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 27 Sept POLYCAB was trading at 7054.80. The strike last trading price was 395.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
