POLYCAB
Polycab India Limited
Historical option data for POLYCAB
21 Nov 2024 04:10 PM IST
| POLYCAB 28NOV2024 7100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.53
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6408.35 | 3.05 | -2.65 | 36.33 | 437.5 | -56.25 | 670 | |||
| 20 Nov | 6517.05 | 5.7 | 0.00 | 30.09 | 911.25 | 67.5 | 712.5 | |||
| 19 Nov | 6517.05 | 5.7 | -1.05 | 30.09 | 911.25 | 53.75 | 712.5 | |||
| 18 Nov | 6444.65 | 6.75 | -0.15 | 32.90 | 940 | -36.25 | 658.75 | |||
| 14 Nov | 6301.90 | 6.9 | -4.10 | 33.28 | 636.25 | -85 | 696.25 | |||
| 13 Nov | 6328.25 | 11 | -6.10 | 33.35 | 1,306.25 | 140 | 781.25 | |||
| 12 Nov | 6502.75 | 17.1 | -21.85 | 29.84 | 977.5 | 202.5 | 686.25 | |||
| 11 Nov | 6708.40 | 38.95 | -7.05 | 26.90 | 513.75 | 40 | 482.5 | |||
| 8 Nov | 6725.80 | 46 | -33.85 | 26.28 | 286.25 | -16.25 | 441.25 | |||
| 7 Nov | 6816.75 | 79.85 | -33.90 | 26.83 | 802.5 | 145 | 457.5 | |||
| 6 Nov | 6883.95 | 113.75 | 63.75 | 25.70 | 2,480 | 10 | 312.5 | |||
| 5 Nov | 6632.55 | 50 | 11.25 | 28.94 | 422.5 | 66.25 | 256.25 | |||
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| 4 Nov | 6522.95 | 38.75 | -4.35 | 29.29 | 201.25 | 42.5 | 186.25 | |||
| 1 Nov | 6501.80 | 43.1 | -4.60 | 29.27 | 13.75 | 1.25 | 138.75 | |||
| 31 Oct | 6480.40 | 47.7 | 5.05 | - | 97.5 | 22.5 | 132.5 | |||
| 30 Oct | 6394.35 | 42.65 | -6.85 | - | 78.75 | 21.25 | 108.75 | |||
| 29 Oct | 6398.00 | 49.5 | -4.45 | - | 12.5 | 3.75 | 86.25 | |||
| 28 Oct | 6369.25 | 53.95 | -29.45 | - | 33.75 | 12.5 | 81.25 | |||
| 25 Oct | 6455.40 | 83.4 | -3.20 | - | 17.5 | 7.5 | 68.75 | |||
| 24 Oct | 6502.35 | 86.6 | -48.40 | - | 33.75 | 17.5 | 60 | |||
| 23 Oct | 6661.70 | 135 | 7.00 | - | 31.25 | 12.5 | 41.25 | |||
| 22 Oct | 6651.45 | 128 | -80.95 | - | 20 | 3.75 | 27.5 | |||
| 21 Oct | 6849.75 | 208.95 | -138.15 | - | 47.5 | 13.75 | 21.25 | |||
| 18 Oct | 7120.40 | 347.1 | -4.80 | - | 16.25 | 7.5 | 7.5 | |||
| 17 Oct | 7120.55 | 351.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7181.50 | 351.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7489.30 | 351.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7483.40 | 351.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7326.55 | 351.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 6955.20 | 351.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 7054.80 | 351.9 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 7100 expiring on 28NOV2024
Delta for 7100 CE is 0.03
Historical price for 7100 CE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 3.05, which was -2.65 lower than the previous day. The implied volatity was 36.33, the open interest changed by -45 which decreased total open position to 536
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 30.09, the open interest changed by 54 which increased total open position to 570
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 5.7, which was -1.05 lower than the previous day. The implied volatity was 30.09, the open interest changed by 43 which increased total open position to 570
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 6.75, which was -0.15 lower than the previous day. The implied volatity was 32.90, the open interest changed by -29 which decreased total open position to 527
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 6.9, which was -4.10 lower than the previous day. The implied volatity was 33.28, the open interest changed by -68 which decreased total open position to 557
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 11, which was -6.10 lower than the previous day. The implied volatity was 33.35, the open interest changed by 112 which increased total open position to 625
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 17.1, which was -21.85 lower than the previous day. The implied volatity was 29.84, the open interest changed by 162 which increased total open position to 549
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 38.95, which was -7.05 lower than the previous day. The implied volatity was 26.90, the open interest changed by 32 which increased total open position to 386
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 46, which was -33.85 lower than the previous day. The implied volatity was 26.28, the open interest changed by -13 which decreased total open position to 353
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 79.85, which was -33.90 lower than the previous day. The implied volatity was 26.83, the open interest changed by 116 which increased total open position to 366
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 113.75, which was 63.75 higher than the previous day. The implied volatity was 25.70, the open interest changed by 8 which increased total open position to 250
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 50, which was 11.25 higher than the previous day. The implied volatity was 28.94, the open interest changed by 53 which increased total open position to 205
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 38.75, which was -4.35 lower than the previous day. The implied volatity was 29.29, the open interest changed by 34 which increased total open position to 149
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 43.1, which was -4.60 lower than the previous day. The implied volatity was 29.27, the open interest changed by 1 which increased total open position to 111
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 47.7, which was 5.05 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 42.65, which was -6.85 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 49.5, which was -4.45 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 53.95, which was -29.45 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 83.4, which was -3.20 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 86.6, which was -48.40 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 135, which was 7.00 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 128, which was -80.95 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 208.95, which was -138.15 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 347.1, 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 17 Oct POLYCAB was trading at 7120.55. The strike last trading price was 351.9, 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 351.9, 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 351.9, 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 14 Oct POLYCAB was trading at 7483.40. The strike last trading price was 351.9, 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 351.9, 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 351.9, 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 351.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 28NOV2024 7100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6408.35 | 525.55 | 0.00 | 0.00 | 0 | 2.5 | 0 |
| 20 Nov | 6517.05 | 525.55 | 0.00 | - | 8.75 | 2.5 | 83.75 |
| 19 Nov | 6517.05 | 525.55 | 44.05 | - | 8.75 | 3.75 | 83.75 |
| 18 Nov | 6444.65 | 481.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 6301.90 | 481.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 6328.25 | 481.5 | 0.00 | 0.00 | 0 | 1.25 | 0 |
| 12 Nov | 6502.75 | 481.5 | 181.50 | - | 1.25 | 0 | 78.75 |
| 11 Nov | 6708.40 | 300 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 6725.80 | 300 | 0.00 | 0.00 | 0 | 1.25 | 0 |
| 7 Nov | 6816.75 | 300 | 30.00 | 21.09 | 28.75 | 2.5 | 80 |
| 6 Nov | 6883.95 | 270 | -241.00 | 27.84 | 55 | 17.5 | 76.25 |
| 5 Nov | 6632.55 | 511 | -94.00 | 32.21 | 5 | 2.5 | 57.5 |
| 4 Nov | 6522.95 | 605 | -25.00 | 36.61 | 2.5 | 1.25 | 56.25 |
| 1 Nov | 6501.80 | 630 | 0.00 | 0.00 | 0 | 31.25 | 0 |
| 31 Oct | 6480.40 | 630 | -45.00 | - | 33.75 | 30 | 53.75 |
| 30 Oct | 6394.35 | 675 | -40.70 | - | 5 | 0 | 22.5 |
| 29 Oct | 6398.00 | 715.7 | 10.70 | - | 3.75 | 1.25 | 22.5 |
| 28 Oct | 6369.25 | 705 | 38.85 | - | 5 | -2.5 | 20 |
| 25 Oct | 6455.40 | 666.15 | 319.80 | - | 2.5 | 0 | 22.5 |
| 24 Oct | 6502.35 | 346.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6661.70 | 346.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 6651.45 | 346.35 | 0.00 | - | 0 | -1.25 | 0 |
| 21 Oct | 6849.75 | 346.35 | 82.60 | - | 8.75 | -2.5 | 21.25 |
| 18 Oct | 7120.40 | 263.75 | -52.80 | - | 28.75 | 16.25 | 22.5 |
| 17 Oct | 7120.55 | 316.55 | 81.55 | - | 1.25 | 0 | 5 |
| 16 Oct | 7181.50 | 235 | 75.00 | - | 8.75 | 0 | 3.75 |
| 15 Oct | 7489.30 | 160 | -41.00 | - | 2.5 | 1.25 | 3.75 |
| 14 Oct | 7483.40 | 201 | -414.60 | - | 1.25 | 0 | 1.25 |
| 1 Oct | 7326.55 | 615.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 6955.20 | 615.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 7054.80 | 615.6 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 7100 expiring on 28NOV2024
Delta for 7100 PE is 0.00
Historical price for 7100 PE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 525.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 525.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 67
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 525.55, which was 44.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 67
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 481.5, 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 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 481.5, 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 Nov POLYCAB was trading at 6328.25. The strike last trading price was 481.5, 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 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 481.5, which was 181.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 300, 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 300, 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 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 300, which was 30.00 higher than the previous day. The implied volatity was 21.09, the open interest changed by 2 which increased total open position to 64
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 270, which was -241.00 lower than the previous day. The implied volatity was 27.84, the open interest changed by 14 which increased total open position to 61
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 511, which was -94.00 lower than the previous day. The implied volatity was 32.21, the open interest changed by 2 which increased total open position to 46
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 605, which was -25.00 lower than the previous day. The implied volatity was 36.61, the open interest changed by 1 which increased total open position to 45
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 630, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 630, which was -45.00 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 675, which was -40.70 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 715.7, which was 10.70 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 705, which was 38.85 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 666.15, which was 319.80 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 346.35, 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 346.35, 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 346.35, 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 21 Oct POLYCAB was trading at 6849.75. The strike last trading price was 346.35, which was 82.60 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 263.75, which was -52.80 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 316.55, which was 81.55 higher 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 235, which was 75.00 higher 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 160, which was -41.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct POLYCAB was trading at 7483.40. The strike last trading price was 201, which was -414.60 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 615.6, 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 615.6, 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 615.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
