POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 7100 CE | ||||||||||
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Delta: 0.73
Vega: 3.06
Theta: -7.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 153.95 | -241.05 | 21.97 | 281 | -6 | 123 | |||
| 19 Dec | 7493.50 | 395 | 71.45 | 23.92 | 41 | 2 | 129 | |||
| 18 Dec | 7413.35 | 323.55 | -132.15 | - | 22 | -7 | 127 | |||
| 17 Dec | 7483.05 | 455.7 | -31.85 | 41.78 | 2 | -1 | 135 | |||
| 16 Dec | 7541.35 | 487.55 | 0.00 | 0.00 | 0 | -9 | 0 | |||
| 13 Dec | 7522.15 | 487.55 | 48.80 | 31.48 | 16 | -10 | 135 | |||
| 12 Dec | 7486.40 | 438.75 | 58.75 | 31.97 | 14 | -10 | 146 | |||
| 11 Dec | 7401.25 | 380 | -10.30 | 23.07 | 6 | 0 | 157 | |||
| 10 Dec | 7442.85 | 390.3 | -29.70 | 17.60 | 5 | -3 | 158 | |||
| 9 Dec | 7438.40 | 420 | 90.00 | 28.85 | 21 | -9 | 162 | |||
| 6 Dec | 7317.95 | 330 | -25.65 | 24.82 | 9 | -4 | 172 | |||
| 5 Dec | 7341.60 | 355.65 | 29.65 | 28.19 | 33 | -3 | 179 | |||
| 4 Dec | 7300.10 | 326 | -106.00 | 26.64 | 131 | -28 | 183 | |||
| 3 Dec | 7412.50 | 432 | 44.25 | 27.29 | 40 | -3 | 210 | |||
| 2 Dec | 7351.95 | 387.75 | 20.15 | 29.07 | 176 | 5 | 213 | |||
| 29 Nov | 7297.90 | 367.6 | 110.60 | 27.09 | 1,582 | -140 | 207 | |||
| 28 Nov | 7149.20 | 257 | 48.05 | 25.84 | 3,159 | -85 | 349 | |||
| 27 Nov | 7044.00 | 208.95 | 76.15 | 26.63 | 2,792 | 396 | 434 | |||
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| 26 Nov | 6872.65 | 132.8 | 41.80 | 26.85 | 47 | 27 | 38 | |||
| 25 Nov | 6766.15 | 91 | -159.00 | 23.52 | 20 | 11 | 12 | |||
| 22 Nov | 6620.50 | 250 | 0.00 | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 7100 expiring on 26DEC2024
Delta for 7100 CE is 0.73
Historical price for 7100 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 153.95, which was -241.05 lower than the previous day. The implied volatity was 21.97, the open interest changed by -6 which decreased total open position to 123
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 395, which was 71.45 higher than the previous day. The implied volatity was 23.92, the open interest changed by 2 which increased total open position to 129
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 323.55, which was -132.15 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 127
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 455.7, which was -31.85 lower than the previous day. The implied volatity was 41.78, the open interest changed by -1 which decreased total open position to 135
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 487.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 487.55, which was 48.80 higher than the previous day. The implied volatity was 31.48, the open interest changed by -10 which decreased total open position to 135
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 438.75, which was 58.75 higher than the previous day. The implied volatity was 31.97, the open interest changed by -10 which decreased total open position to 146
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 380, which was -10.30 lower than the previous day. The implied volatity was 23.07, the open interest changed by 0 which decreased total open position to 157
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 390.3, which was -29.70 lower than the previous day. The implied volatity was 17.60, the open interest changed by -3 which decreased total open position to 158
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 420, which was 90.00 higher than the previous day. The implied volatity was 28.85, the open interest changed by -9 which decreased total open position to 162
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 330, which was -25.65 lower than the previous day. The implied volatity was 24.82, the open interest changed by -4 which decreased total open position to 172
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 355.65, which was 29.65 higher than the previous day. The implied volatity was 28.19, the open interest changed by -3 which decreased total open position to 179
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 326, which was -106.00 lower than the previous day. The implied volatity was 26.64, the open interest changed by -28 which decreased total open position to 183
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 432, which was 44.25 higher than the previous day. The implied volatity was 27.29, the open interest changed by -3 which decreased total open position to 210
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 387.75, which was 20.15 higher than the previous day. The implied volatity was 29.07, the open interest changed by 5 which increased total open position to 213
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 367.6, which was 110.60 higher than the previous day. The implied volatity was 27.09, the open interest changed by -140 which decreased total open position to 207
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 257, which was 48.05 higher than the previous day. The implied volatity was 25.84, the open interest changed by -85 which decreased total open position to 349
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 208.95, which was 76.15 higher than the previous day. The implied volatity was 26.63, the open interest changed by 396 which increased total open position to 434
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 132.8, which was 41.80 higher than the previous day. The implied volatity was 26.85, the open interest changed by 27 which increased total open position to 38
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 91, which was -159.00 lower than the previous day. The implied volatity was 23.52, the open interest changed by 11 which increased total open position to 12
On 22 Nov POLYCAB was trading at 6620.50. The strike last trading price was 250, 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
| POLYCAB 26DEC2024 7100 PE | |||||||
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Delta: -0.32
Vega: 3.30
Theta: -7.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 57 | 43.95 | 29.07 | 2,594 | 121 | 406 |
| 19 Dec | 7493.50 | 13.05 | -7.80 | 29.38 | 838 | -8 | 284 |
| 18 Dec | 7413.35 | 20.85 | 2.55 | 27.82 | 482 | -2 | 292 |
| 17 Dec | 7483.05 | 18.3 | 2.30 | 29.10 | 227 | 6 | 294 |
| 16 Dec | 7541.35 | 16 | -3.90 | 29.01 | 296 | -52 | 290 |
| 13 Dec | 7522.15 | 19.9 | -9.00 | 26.99 | 832 | -5 | 337 |
| 12 Dec | 7486.40 | 28.9 | -13.50 | 26.31 | 382 | 17 | 344 |
| 11 Dec | 7401.25 | 42.4 | -6.10 | 27.52 | 263 | 3 | 327 |
| 10 Dec | 7442.85 | 48.5 | -5.00 | 29.31 | 324 | -21 | 328 |
| 9 Dec | 7438.40 | 53.5 | -21.50 | 28.96 | 340 | 20 | 350 |
| 6 Dec | 7317.95 | 75 | -5.55 | 26.22 | 278 | -19 | 330 |
| 5 Dec | 7341.60 | 80.55 | -17.25 | 26.73 | 528 | 39 | 348 |
| 4 Dec | 7300.10 | 97.8 | 30.95 | 27.98 | 793 | -9 | 309 |
| 3 Dec | 7412.50 | 66.85 | -23.15 | 27.37 | 609 | 4 | 314 |
| 2 Dec | 7351.95 | 90 | -17.35 | 27.45 | 543 | 59 | 309 |
| 29 Nov | 7297.90 | 107.35 | -73.65 | 27.40 | 792 | 59 | 246 |
| 28 Nov | 7149.20 | 181 | -54.00 | 29.08 | 1,095 | 96 | 187 |
| 27 Nov | 7044.00 | 235 | -524.80 | 29.44 | 354 | 97 | 97 |
| 26 Nov | 6872.65 | 759.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 6766.15 | 759.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6620.50 | 759.8 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 7100 expiring on 26DEC2024
Delta for 7100 PE is -0.32
Historical price for 7100 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 57, which was 43.95 higher than the previous day. The implied volatity was 29.07, the open interest changed by 121 which increased total open position to 406
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 13.05, which was -7.80 lower than the previous day. The implied volatity was 29.38, the open interest changed by -8 which decreased total open position to 284
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 20.85, which was 2.55 higher than the previous day. The implied volatity was 27.82, the open interest changed by -2 which decreased total open position to 292
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 18.3, which was 2.30 higher than the previous day. The implied volatity was 29.10, the open interest changed by 6 which increased total open position to 294
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 16, which was -3.90 lower than the previous day. The implied volatity was 29.01, the open interest changed by -52 which decreased total open position to 290
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 19.9, which was -9.00 lower than the previous day. The implied volatity was 26.99, the open interest changed by -5 which decreased total open position to 337
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 28.9, which was -13.50 lower than the previous day. The implied volatity was 26.31, the open interest changed by 17 which increased total open position to 344
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 42.4, which was -6.10 lower than the previous day. The implied volatity was 27.52, the open interest changed by 3 which increased total open position to 327
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 48.5, which was -5.00 lower than the previous day. The implied volatity was 29.31, the open interest changed by -21 which decreased total open position to 328
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 53.5, which was -21.50 lower than the previous day. The implied volatity was 28.96, the open interest changed by 20 which increased total open position to 350
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 75, which was -5.55 lower than the previous day. The implied volatity was 26.22, the open interest changed by -19 which decreased total open position to 330
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 80.55, which was -17.25 lower than the previous day. The implied volatity was 26.73, the open interest changed by 39 which increased total open position to 348
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 97.8, which was 30.95 higher than the previous day. The implied volatity was 27.98, the open interest changed by -9 which decreased total open position to 309
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 66.85, which was -23.15 lower than the previous day. The implied volatity was 27.37, the open interest changed by 4 which increased total open position to 314
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 90, which was -17.35 lower than the previous day. The implied volatity was 27.45, the open interest changed by 59 which increased total open position to 309
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 107.35, which was -73.65 lower than the previous day. The implied volatity was 27.40, the open interest changed by 59 which increased total open position to 246
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 181, which was -54.00 lower than the previous day. The implied volatity was 29.08, the open interest changed by 96 which increased total open position to 187
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 235, which was -524.80 lower than the previous day. The implied volatity was 29.44, the open interest changed by 97 which increased total open position to 97
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 759.8, 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 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 759.8, 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 22 Nov POLYCAB was trading at 6620.50. The strike last trading price was 759.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
