POLYCAB
Polycab India Limited
Historical option data for POLYCAB
21 Nov 2024 04:10 PM IST
| POLYCAB 28NOV2024 6900 CE | ||||||||||
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Delta: 0.06
Vega: 1.01
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6408.35 | 6.75 | -8.90 | 31.93 | 918.75 | -80 | 846.25 | |||
| 20 Nov | 6517.05 | 15.65 | 0.00 | 27.40 | 1,158.75 | -1.25 | 927.5 | |||
| 19 Nov | 6517.05 | 15.65 | 0.10 | 27.40 | 1,158.75 | 0 | 927.5 | |||
| 18 Nov | 6444.65 | 15.55 | 3.05 | 30.04 | 1,217.5 | -131.25 | 926.25 | |||
| 14 Nov | 6301.90 | 12.5 | -7.10 | 30.12 | 815 | 22.5 | 1,057.5 | |||
| 13 Nov | 6328.25 | 19.6 | -14.15 | 30.36 | 1,607.5 | 155 | 1,040 | |||
| 12 Nov | 6502.75 | 33.75 | -44.30 | 27.54 | 1,193.75 | 47.5 | 890 | |||
| 11 Nov | 6708.40 | 78.05 | -12.95 | 25.11 | 1,056.25 | 51.25 | 852.5 | |||
| 8 Nov | 6725.80 | 91 | -55.25 | 25.20 | 962.5 | 36.25 | 802.5 | |||
| 7 Nov | 6816.75 | 146.25 | -52.60 | 26.18 | 2,357.5 | 195 | 768.75 | |||
| 6 Nov | 6883.95 | 198.85 | 114.35 | 25.08 | 6,612.5 | 342.5 | 571.25 | |||
| 5 Nov | 6632.55 | 84.5 | 16.45 | 26.97 | 681.25 | 28.75 | 230 | |||
| 4 Nov | 6522.95 | 68.05 | 1.10 | 27.85 | 308.75 | 66.25 | 200 | |||
| 1 Nov | 6501.80 | 66.95 | -13.05 | 26.80 | 17.5 | 2.5 | 135 | |||
| 31 Oct | 6480.40 | 80 | 12.55 | - | 111.25 | 20 | 131.25 | |||
| 30 Oct | 6394.35 | 67.45 | -7.55 | - | 68.75 | 13.75 | 111.25 | |||
| 29 Oct | 6398.00 | 75 | -1.75 | - | 28.75 | 11.25 | 97.5 | |||
| 28 Oct | 6369.25 | 76.75 | -33.00 | - | 33.75 | 6.25 | 88.75 | |||
| 25 Oct | 6455.40 | 109.75 | -19.25 | - | 61.25 | 8.75 | 82.5 | |||
| 24 Oct | 6502.35 | 129 | -70.85 | - | 63.75 | 17.5 | 73.75 | |||
| 23 Oct | 6661.70 | 199.85 | 12.85 | - | 36.25 | 5 | 55 | |||
| 22 Oct | 6651.45 | 187 | -110.70 | - | 30 | 11.25 | 48.75 | |||
| 21 Oct | 6849.75 | 297.7 | -175.05 | - | 57.5 | 30 | 35 | |||
| 18 Oct | 7120.40 | 472.75 | 39.75 | - | 21.25 | 5 | 5 | |||
| 17 Oct | 7120.55 | 433 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7181.50 | 433 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7489.30 | 433 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7326.55 | 433 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 6955.20 | 433 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 7054.80 | 433 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 6900 expiring on 28NOV2024
Delta for 6900 CE is 0.06
Historical price for 6900 CE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 6.75, which was -8.90 lower than the previous day. The implied volatity was 31.93, the open interest changed by -64 which decreased total open position to 677
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 15.65, which was 0.00 lower than the previous day. The implied volatity was 27.40, the open interest changed by -1 which decreased total open position to 742
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 15.65, which was 0.10 higher than the previous day. The implied volatity was 27.40, the open interest changed by 0 which decreased total open position to 742
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 15.55, which was 3.05 higher than the previous day. The implied volatity was 30.04, the open interest changed by -105 which decreased total open position to 741
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 12.5, which was -7.10 lower than the previous day. The implied volatity was 30.12, the open interest changed by 18 which increased total open position to 846
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 19.6, which was -14.15 lower than the previous day. The implied volatity was 30.36, the open interest changed by 124 which increased total open position to 832
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 33.75, which was -44.30 lower than the previous day. The implied volatity was 27.54, the open interest changed by 38 which increased total open position to 712
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 78.05, which was -12.95 lower than the previous day. The implied volatity was 25.11, the open interest changed by 41 which increased total open position to 682
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 91, which was -55.25 lower than the previous day. The implied volatity was 25.20, the open interest changed by 29 which increased total open position to 642
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 146.25, which was -52.60 lower than the previous day. The implied volatity was 26.18, the open interest changed by 156 which increased total open position to 615
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 198.85, which was 114.35 higher than the previous day. The implied volatity was 25.08, the open interest changed by 274 which increased total open position to 457
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 84.5, which was 16.45 higher than the previous day. The implied volatity was 26.97, the open interest changed by 23 which increased total open position to 184
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 68.05, which was 1.10 higher than the previous day. The implied volatity was 27.85, the open interest changed by 53 which increased total open position to 160
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 66.95, which was -13.05 lower than the previous day. The implied volatity was 26.80, the open interest changed by 2 which increased total open position to 108
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 80, which was 12.55 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 67.45, which was -7.55 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 75, which was -1.75 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 76.75, which was -33.00 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 109.75, which was -19.25 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 129, which was -70.85 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 199.85, which was 12.85 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 187, which was -110.70 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 297.7, which was -175.05 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 472.75, which was 39.75 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 433, 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 433, 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 433, 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 1 Oct POLYCAB was trading at 7326.55. The strike last trading price was 433, 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 433, 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 433, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 28NOV2024 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6408.35 | 465.8 | 108.15 | - | 5 | -2.5 | 351.25 |
| 20 Nov | 6517.05 | 357.65 | 0.00 | 22.06 | 27.5 | -16.25 | 357.5 |
| 19 Nov | 6517.05 | 357.65 | -106.15 | 22.06 | 27.5 | -12.5 | 357.5 |
| 18 Nov | 6444.65 | 463.8 | -114.50 | 39.44 | 8.75 | -2.5 | 371.25 |
| 14 Nov | 6301.90 | 578.3 | 39.00 | 29.67 | 3.75 | 0 | 373.75 |
| 13 Nov | 6328.25 | 539.3 | 124.75 | 31.18 | 22.5 | -3.75 | 375 |
| 12 Nov | 6502.75 | 414.55 | 152.70 | 29.20 | 71.25 | -15 | 392.5 |
| 11 Nov | 6708.40 | 261.85 | 0.20 | 28.28 | 96.25 | 22.5 | 410 |
| 8 Nov | 6725.80 | 261.65 | 55.75 | 26.45 | 385 | -7.5 | 388.75 |
| 7 Nov | 6816.75 | 205.9 | 55.05 | 27.29 | 893.75 | -18.75 | 396.25 |
| 6 Nov | 6883.95 | 150.85 | -200.40 | 26.34 | 1,541.25 | 353.75 | 396.25 |
| 5 Nov | 6632.55 | 351.25 | -151.40 | 30.37 | 28.75 | 16.25 | 40 |
| 4 Nov | 6522.95 | 502.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 6501.80 | 502.65 | 0.00 | 0.00 | 0 | 5 | 0 |
| 31 Oct | 6480.40 | 502.65 | -4.80 | - | 5 | 3.75 | 22.5 |
| 30 Oct | 6394.35 | 507.45 | -5.95 | - | 10 | 8.75 | 17.5 |
| 29 Oct | 6398.00 | 513.4 | 32.50 | - | 7.5 | 3.75 | 7.5 |
| 28 Oct | 6369.25 | 480.9 | 92.50 | - | 6.25 | 6.25 | 6.25 |
| 25 Oct | 6455.40 | 388.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6502.35 | 388.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6661.70 | 388.4 | 0.00 | - | 0 | -1.25 | 0 |
| 22 Oct | 6651.45 | 388.4 | 100.40 | - | 5 | 0 | 3.75 |
| 21 Oct | 6849.75 | 288 | -211.20 | - | 3.75 | 2.5 | 2.5 |
| 18 Oct | 7120.40 | 499.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7120.55 | 499.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 7181.50 | 499.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7489.30 | 499.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7326.55 | 499.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 6955.20 | 499.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 7054.80 | 499.2 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 6900 expiring on 28NOV2024
Delta for 6900 PE is -
Historical price for 6900 PE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 465.8, which was 108.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 281
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 357.65, which was 0.00 lower than the previous day. The implied volatity was 22.06, the open interest changed by -13 which decreased total open position to 286
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 357.65, which was -106.15 lower than the previous day. The implied volatity was 22.06, the open interest changed by -10 which decreased total open position to 286
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 463.8, which was -114.50 lower than the previous day. The implied volatity was 39.44, the open interest changed by -2 which decreased total open position to 297
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 578.3, which was 39.00 higher than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 299
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 539.3, which was 124.75 higher than the previous day. The implied volatity was 31.18, the open interest changed by -3 which decreased total open position to 300
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 414.55, which was 152.70 higher than the previous day. The implied volatity was 29.20, the open interest changed by -12 which decreased total open position to 314
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 261.85, which was 0.20 higher than the previous day. The implied volatity was 28.28, the open interest changed by 18 which increased total open position to 328
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 261.65, which was 55.75 higher than the previous day. The implied volatity was 26.45, the open interest changed by -6 which decreased total open position to 311
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 205.9, which was 55.05 higher than the previous day. The implied volatity was 27.29, the open interest changed by -15 which decreased total open position to 317
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 150.85, which was -200.40 lower than the previous day. The implied volatity was 26.34, the open interest changed by 283 which increased total open position to 317
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 351.25, which was -151.40 lower than the previous day. The implied volatity was 30.37, the open interest changed by 13 which increased total open position to 32
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 502.65, 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 Nov POLYCAB was trading at 6501.80. The strike last trading price was 502.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 502.65, which was -4.80 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 507.45, which was -5.95 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 513.4, which was 32.50 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 480.9, which was 92.50 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 388.4, 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 24 Oct POLYCAB was trading at 6502.35. The strike last trading price was 388.4, 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 23 Oct POLYCAB was trading at 6661.70. The strike last trading price was 388.4, 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 22 Oct POLYCAB was trading at 6651.45. The strike last trading price was 388.4, which was 100.40 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 288, which was -211.20 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 499.2, 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 17 Oct POLYCAB was trading at 7120.55. The strike last trading price was 499.2, 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 499.2, 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 499.2, 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 1 Oct POLYCAB was trading at 7326.55. The strike last trading price was 499.2, 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 499.2, 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 499.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
