POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 6900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 313.8 | -244.35 | - | 84 | -4 | 106 | |||
| 19 Dec | 7493.50 | 558.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 7413.35 | 558.15 | -66.85 | 45.27 | 2 | -1 | 109 | |||
| 17 Dec | 7483.05 | 625 | 85.00 | 42.06 | 5 | 0 | 111 | |||
| 16 Dec | 7541.35 | 540 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7522.15 | 540 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7486.40 | 540 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7401.25 | 540 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 7442.85 | 540 | -40.10 | - | 3 | 0 | 110 | |||
| 9 Dec | 7438.40 | 580.1 | 100.10 | 29.51 | 6 | -2 | 111 | |||
| 6 Dec | 7317.95 | 480 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 7341.60 | 480 | 0.00 | 0.00 | 0 | -12 | 0 | |||
| 4 Dec | 7300.10 | 480 | -48.65 | 27.70 | 42 | -10 | 115 | |||
|
|
||||||||||
| 3 Dec | 7412.50 | 528.65 | -16.35 | - | 3 | -1 | 127 | |||
| 2 Dec | 7351.95 | 545 | 27.40 | 30.62 | 13 | 2 | 127 | |||
| 29 Nov | 7297.90 | 517.6 | 136.60 | 27.62 | 85 | 19 | 121 | |||
| 28 Nov | 7149.20 | 381 | 67.00 | 25.36 | 125 | -3 | 102 | |||
| 27 Nov | 7044.00 | 314 | 95.65 | 25.88 | 1,146 | 36 | 102 | |||
| 26 Nov | 6872.65 | 218.35 | 50.35 | 27.14 | 215 | 28 | 67 | |||
| 25 Nov | 6766.15 | 168 | 51.00 | 24.09 | 48 | 4 | 40 | |||
| 22 Nov | 6620.50 | 117 | 37.10 | 25.77 | 46 | -3 | 33 | |||
| 21 Nov | 6408.35 | 79.9 | -40.10 | 28.36 | 8 | 3 | 34 | |||
| 20 Nov | 6517.05 | 120 | 0.00 | 28.33 | 30 | 23 | 31 | |||
| 19 Nov | 6517.05 | 120 | 30.00 | 28.33 | 30 | 23 | 31 | |||
| 18 Nov | 6444.65 | 90 | 15.80 | 27.10 | 2 | 0 | 6 | |||
| 14 Nov | 6301.90 | 74.2 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Nov | 6328.25 | 74.2 | -110.50 | 26.39 | 5 | 2 | 5 | |||
| 12 Nov | 6502.75 | 184.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6708.40 | 184.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6725.80 | 184.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6816.75 | 184.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6883.95 | 184.7 | -96.40 | 0.00 | 0 | 3 | 0 | |||
| 4 Nov | 6522.95 | 281.1 | 281.10 | 2.78 | 0 | 0 | 0 | |||
| 1 Nov | 6501.80 | 0 | 2.78 | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 6900 expiring on 26DEC2024
Delta for 6900 CE is -
Historical price for 6900 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 313.8, which was -244.35 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 106
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 558.15, 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 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 558.15, which was -66.85 lower than the previous day. The implied volatity was 45.27, the open interest changed by -1 which decreased total open position to 109
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 625, which was 85.00 higher than the previous day. The implied volatity was 42.06, the open interest changed by 0 which decreased total open position to 111
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 540, 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 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 540, 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 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 540, 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 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 540, 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 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 540, which was -40.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 580.1, which was 100.10 higher than the previous day. The implied volatity was 29.51, the open interest changed by -2 which decreased total open position to 111
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 480, 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 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 480, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 480, which was -48.65 lower than the previous day. The implied volatity was 27.70, the open interest changed by -10 which decreased total open position to 115
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 528.65, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 127
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 545, which was 27.40 higher than the previous day. The implied volatity was 30.62, the open interest changed by 2 which increased total open position to 127
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 517.6, which was 136.60 higher than the previous day. The implied volatity was 27.62, the open interest changed by 19 which increased total open position to 121
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 381, which was 67.00 higher than the previous day. The implied volatity was 25.36, the open interest changed by -3 which decreased total open position to 102
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 314, which was 95.65 higher than the previous day. The implied volatity was 25.88, the open interest changed by 36 which increased total open position to 102
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 218.35, which was 50.35 higher than the previous day. The implied volatity was 27.14, the open interest changed by 28 which increased total open position to 67
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 168, which was 51.00 higher than the previous day. The implied volatity was 24.09, the open interest changed by 4 which increased total open position to 40
On 22 Nov POLYCAB was trading at 6620.50. The strike last trading price was 117, which was 37.10 higher than the previous day. The implied volatity was 25.77, the open interest changed by -3 which decreased total open position to 33
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 79.9, which was -40.10 lower than the previous day. The implied volatity was 28.36, the open interest changed by 3 which increased total open position to 34
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 120, which was 0.00 lower than the previous day. The implied volatity was 28.33, the open interest changed by 23 which increased total open position to 31
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 120, which was 30.00 higher than the previous day. The implied volatity was 28.33, the open interest changed by 23 which increased total open position to 31
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 90, which was 15.80 higher than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 6
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 74.2, 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 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 74.2, which was -110.50 lower than the previous day. The implied volatity was 26.39, the open interest changed by 2 which increased total open position to 5
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 184.7, 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 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 184.7, 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 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 184.7, 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 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 184.7, 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 Nov POLYCAB was trading at 6883.95. The strike last trading price was 184.7, which was -96.40 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 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 281.1, which was 281.10 higher than the previous day. The implied volatity was 2.78, 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 2.78, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 26DEC2024 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 1.94
Theta: -4.86
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 19.1 | 13.05 | 31.71 | 977 | 143 | 362 |
| 19 Dec | 7493.50 | 6.05 | -2.95 | 34.56 | 323 | 44 | 219 |
| 18 Dec | 7413.35 | 9 | -0.45 | 32.15 | 323 | -39 | 173 |
| 17 Dec | 7483.05 | 9.45 | 0.85 | 33.93 | 310 | -26 | 212 |
| 16 Dec | 7541.35 | 8.6 | -1.95 | 33.63 | 280 | 11 | 242 |
| 13 Dec | 7522.15 | 10.55 | -3.30 | 30.77 | 657 | -3 | 232 |
| 12 Dec | 7486.40 | 13.85 | -3.15 | 29.20 | 276 | -34 | 236 |
| 11 Dec | 7401.25 | 17 | -6.40 | 28.40 | 97 | -13 | 270 |
| 10 Dec | 7442.85 | 23.4 | -4.10 | 30.95 | 207 | 12 | 283 |
| 9 Dec | 7438.40 | 27.5 | -9.30 | 30.93 | 218 | 36 | 270 |
| 6 Dec | 7317.95 | 36.8 | -3.55 | 27.40 | 94 | 11 | 232 |
| 5 Dec | 7341.60 | 40.35 | -12.15 | 27.75 | 258 | 31 | 222 |
| 4 Dec | 7300.10 | 52.5 | 15.90 | 28.55 | 457 | -63 | 194 |
| 3 Dec | 7412.50 | 36.6 | -12.40 | 29.01 | 378 | -48 | 254 |
| 2 Dec | 7351.95 | 49 | -10.50 | 28.60 | 402 | 51 | 328 |
| 29 Nov | 7297.90 | 59.5 | -43.65 | 28.16 | 597 | 79 | 282 |
| 28 Nov | 7149.20 | 103.15 | -39.85 | 28.65 | 432 | 42 | 202 |
| 27 Nov | 7044.00 | 143 | -65.90 | 29.11 | 477 | 142 | 161 |
| 26 Nov | 6872.65 | 208.9 | -36.50 | 27.40 | 40 | 8 | 17 |
| 25 Nov | 6766.15 | 245.4 | -124.60 | 25.98 | 13 | 7 | 7 |
| 22 Nov | 6620.50 | 370 | -254.05 | 29.40 | 2 | 1 | 1 |
| 21 Nov | 6408.35 | 624.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6517.05 | 624.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6517.05 | 624.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6444.65 | 624.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6301.90 | 624.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6328.25 | 624.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6502.75 | 624.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 6708.40 | 624.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 6725.80 | 624.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6816.75 | 624.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 6883.95 | 624.05 | 0.00 | 1.15 | 0 | 0 | 0 |
| 4 Nov | 6522.95 | 624.05 | 624.05 | - | 0 | 0 | 0 |
| 1 Nov | 6501.80 | 0 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 6900 expiring on 26DEC2024
Delta for 6900 PE is -0.13
Historical price for 6900 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 19.1, which was 13.05 higher than the previous day. The implied volatity was 31.71, the open interest changed by 143 which increased total open position to 362
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 6.05, which was -2.95 lower than the previous day. The implied volatity was 34.56, the open interest changed by 44 which increased total open position to 219
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 9, which was -0.45 lower than the previous day. The implied volatity was 32.15, the open interest changed by -39 which decreased total open position to 173
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 9.45, which was 0.85 higher than the previous day. The implied volatity was 33.93, the open interest changed by -26 which decreased total open position to 212
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 8.6, which was -1.95 lower than the previous day. The implied volatity was 33.63, the open interest changed by 11 which increased total open position to 242
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 10.55, which was -3.30 lower than the previous day. The implied volatity was 30.77, the open interest changed by -3 which decreased total open position to 232
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 13.85, which was -3.15 lower than the previous day. The implied volatity was 29.20, the open interest changed by -34 which decreased total open position to 236
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 17, which was -6.40 lower than the previous day. The implied volatity was 28.40, the open interest changed by -13 which decreased total open position to 270
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 23.4, which was -4.10 lower than the previous day. The implied volatity was 30.95, the open interest changed by 12 which increased total open position to 283
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 27.5, which was -9.30 lower than the previous day. The implied volatity was 30.93, the open interest changed by 36 which increased total open position to 270
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 36.8, which was -3.55 lower than the previous day. The implied volatity was 27.40, the open interest changed by 11 which increased total open position to 232
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 40.35, which was -12.15 lower than the previous day. The implied volatity was 27.75, the open interest changed by 31 which increased total open position to 222
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 52.5, which was 15.90 higher than the previous day. The implied volatity was 28.55, the open interest changed by -63 which decreased total open position to 194
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 36.6, which was -12.40 lower than the previous day. The implied volatity was 29.01, the open interest changed by -48 which decreased total open position to 254
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 49, which was -10.50 lower than the previous day. The implied volatity was 28.60, the open interest changed by 51 which increased total open position to 328
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 59.5, which was -43.65 lower than the previous day. The implied volatity was 28.16, the open interest changed by 79 which increased total open position to 282
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 103.15, which was -39.85 lower than the previous day. The implied volatity was 28.65, the open interest changed by 42 which increased total open position to 202
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 143, which was -65.90 lower than the previous day. The implied volatity was 29.11, the open interest changed by 142 which increased total open position to 161
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 208.9, which was -36.50 lower than the previous day. The implied volatity was 27.40, the open interest changed by 8 which increased total open position to 17
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 245.4, which was -124.60 lower than the previous day. The implied volatity was 25.98, the open interest changed by 7 which increased total open position to 7
On 22 Nov POLYCAB was trading at 6620.50. The strike last trading price was 370, which was -254.05 lower than the previous day. The implied volatity was 29.40, the open interest changed by 1 which increased total open position to 1
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 624.05, 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 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 624.05, 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 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 624.05, 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 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 624.05, 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 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 624.05, 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 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 624.05, 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 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 624.05, 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 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 624.05, 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 624.05, 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 624.05, 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 Nov POLYCAB was trading at 6883.95. The strike last trading price was 624.05, which was 0.00 lower than the previous day. The implied volatity was 1.15, 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 624.05, which was 624.05 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
