POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 7300 CE | ||||||||||
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Delta: 0.36
Vega: 3.47
Theta: -7.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 54 | -167.95 | 23.82 | 2,420 | 48 | 373 | |||
| 19 Dec | 7493.50 | 221.95 | 43.30 | 24.37 | 774 | 8 | 327 | |||
| 18 Dec | 7413.35 | 178.65 | -56.35 | 23.90 | 86 | 0 | 322 | |||
| 17 Dec | 7483.05 | 235 | -68.05 | 22.34 | 79 | -1 | 323 | |||
| 16 Dec | 7541.35 | 303.05 | 8.20 | 28.42 | 51 | 2 | 323 | |||
| 13 Dec | 7522.15 | 294.85 | 25.80 | 23.13 | 209 | -25 | 322 | |||
| 12 Dec | 7486.40 | 269.05 | 28.75 | 27.11 | 224 | -33 | 349 | |||
| 11 Dec | 7401.25 | 240.3 | -0.70 | 25.30 | 161 | 17 | 384 | |||
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| 10 Dec | 7442.85 | 241 | -29.00 | 21.21 | 455 | -1 | 365 | |||
| 9 Dec | 7438.40 | 270 | 67.40 | 27.38 | 1,146 | -53 | 368 | |||
| 6 Dec | 7317.95 | 202.6 | -13.40 | 24.78 | 531 | 40 | 423 | |||
| 5 Dec | 7341.60 | 216 | 9.50 | 25.82 | 1,272 | 26 | 386 | |||
| 4 Dec | 7300.10 | 206.5 | -79.35 | 26.55 | 1,032 | 71 | 357 | |||
| 3 Dec | 7412.50 | 285.85 | 31.60 | 25.99 | 921 | -29 | 291 | |||
| 2 Dec | 7351.95 | 254.25 | 4.30 | 27.71 | 1,262 | 20 | 321 | |||
| 29 Nov | 7297.90 | 249.95 | 86.85 | 27.42 | 2,679 | 123 | 294 | |||
| 28 Nov | 7149.20 | 163.1 | 33.35 | 26.20 | 1,024 | -13 | 171 | |||
| 27 Nov | 7044.00 | 129.75 | 52.35 | 26.90 | 650 | 174 | 185 | |||
| 26 Nov | 6872.65 | 77.4 | -91.65 | 27.06 | 12 | 7 | 7 | |||
| 25 Nov | 6766.15 | 169.05 | 5.58 | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 7300 expiring on 26DEC2024
Delta for 7300 CE is 0.36
Historical price for 7300 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 54, which was -167.95 lower than the previous day. The implied volatity was 23.82, the open interest changed by 48 which increased total open position to 373
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 221.95, which was 43.30 higher than the previous day. The implied volatity was 24.37, the open interest changed by 8 which increased total open position to 327
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 178.65, which was -56.35 lower than the previous day. The implied volatity was 23.90, the open interest changed by 0 which decreased total open position to 322
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 235, which was -68.05 lower than the previous day. The implied volatity was 22.34, the open interest changed by -1 which decreased total open position to 323
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 303.05, which was 8.20 higher than the previous day. The implied volatity was 28.42, the open interest changed by 2 which increased total open position to 323
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 294.85, which was 25.80 higher than the previous day. The implied volatity was 23.13, the open interest changed by -25 which decreased total open position to 322
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 269.05, which was 28.75 higher than the previous day. The implied volatity was 27.11, the open interest changed by -33 which decreased total open position to 349
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 240.3, which was -0.70 lower than the previous day. The implied volatity was 25.30, the open interest changed by 17 which increased total open position to 384
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 241, which was -29.00 lower than the previous day. The implied volatity was 21.21, the open interest changed by -1 which decreased total open position to 365
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 270, which was 67.40 higher than the previous day. The implied volatity was 27.38, the open interest changed by -53 which decreased total open position to 368
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 202.6, which was -13.40 lower than the previous day. The implied volatity was 24.78, the open interest changed by 40 which increased total open position to 423
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 216, which was 9.50 higher than the previous day. The implied volatity was 25.82, the open interest changed by 26 which increased total open position to 386
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 206.5, which was -79.35 lower than the previous day. The implied volatity was 26.55, the open interest changed by 71 which increased total open position to 357
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 285.85, which was 31.60 higher than the previous day. The implied volatity was 25.99, the open interest changed by -29 which decreased total open position to 291
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 254.25, which was 4.30 higher than the previous day. The implied volatity was 27.71, the open interest changed by 20 which increased total open position to 321
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 249.95, which was 86.85 higher than the previous day. The implied volatity was 27.42, the open interest changed by 123 which increased total open position to 294
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 163.1, which was 33.35 higher than the previous day. The implied volatity was 26.20, the open interest changed by -13 which decreased total open position to 171
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 129.75, which was 52.35 higher than the previous day. The implied volatity was 26.90, the open interest changed by 174 which increased total open position to 185
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 77.4, which was -91.65 lower than the previous day. The implied volatity was 27.06, the open interest changed by 7 which increased total open position to 7
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 169.05, which was lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 26DEC2024 7300 PE | |||||||
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Delta: -0.61
Vega: 3.54
Theta: -7.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 150 | 113.75 | 28.38 | 2,515 | -203 | 306 |
| 19 Dec | 7493.50 | 36.25 | -20.95 | 25.76 | 1,821 | 78 | 511 |
| 18 Dec | 7413.35 | 57.2 | 11.20 | 25.07 | 977 | -44 | 432 |
| 17 Dec | 7483.05 | 46 | 8.95 | 26.26 | 624 | -4 | 474 |
| 16 Dec | 7541.35 | 37.05 | -6.95 | 25.71 | 511 | 3 | 475 |
| 13 Dec | 7522.15 | 44 | -22.55 | 24.22 | 1,548 | 34 | 474 |
| 12 Dec | 7486.40 | 66.55 | -20.00 | 24.63 | 849 | -34 | 439 |
| 11 Dec | 7401.25 | 86.55 | -16.35 | 25.51 | 541 | -7 | 470 |
| 10 Dec | 7442.85 | 102.9 | -1.55 | 29.19 | 940 | -15 | 476 |
| 9 Dec | 7438.40 | 104.45 | -42.55 | 27.18 | 1,045 | 28 | 492 |
| 6 Dec | 7317.95 | 147 | -4.60 | 26.01 | 672 | 59 | 465 |
| 5 Dec | 7341.60 | 151.6 | -24.85 | 26.29 | 1,496 | -7 | 406 |
| 4 Dec | 7300.10 | 176.45 | 54.25 | 27.09 | 1,858 | 3 | 414 |
| 3 Dec | 7412.50 | 122.2 | -35.80 | 26.45 | 1,292 | 72 | 408 |
| 2 Dec | 7351.95 | 158 | -24.30 | 26.70 | 873 | 109 | 337 |
| 29 Nov | 7297.90 | 182.3 | -117.90 | 26.94 | 809 | 202 | 218 |
| 28 Nov | 7149.20 | 300.2 | -607.35 | 31.25 | 20 | 16 | 16 |
| 27 Nov | 7044.00 | 907.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 6872.65 | 907.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 6766.15 | 907.55 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 7300 expiring on 26DEC2024
Delta for 7300 PE is -0.61
Historical price for 7300 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 150, which was 113.75 higher than the previous day. The implied volatity was 28.38, the open interest changed by -203 which decreased total open position to 306
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 36.25, which was -20.95 lower than the previous day. The implied volatity was 25.76, the open interest changed by 78 which increased total open position to 511
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 57.2, which was 11.20 higher than the previous day. The implied volatity was 25.07, the open interest changed by -44 which decreased total open position to 432
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 46, which was 8.95 higher than the previous day. The implied volatity was 26.26, the open interest changed by -4 which decreased total open position to 474
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 37.05, which was -6.95 lower than the previous day. The implied volatity was 25.71, the open interest changed by 3 which increased total open position to 475
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 44, which was -22.55 lower than the previous day. The implied volatity was 24.22, the open interest changed by 34 which increased total open position to 474
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 66.55, which was -20.00 lower than the previous day. The implied volatity was 24.63, the open interest changed by -34 which decreased total open position to 439
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 86.55, which was -16.35 lower than the previous day. The implied volatity was 25.51, the open interest changed by -7 which decreased total open position to 470
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 102.9, which was -1.55 lower than the previous day. The implied volatity was 29.19, the open interest changed by -15 which decreased total open position to 476
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 104.45, which was -42.55 lower than the previous day. The implied volatity was 27.18, the open interest changed by 28 which increased total open position to 492
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 147, which was -4.60 lower than the previous day. The implied volatity was 26.01, the open interest changed by 59 which increased total open position to 465
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 151.6, which was -24.85 lower than the previous day. The implied volatity was 26.29, the open interest changed by -7 which decreased total open position to 406
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 176.45, which was 54.25 higher than the previous day. The implied volatity was 27.09, the open interest changed by 3 which increased total open position to 414
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 122.2, which was -35.80 lower than the previous day. The implied volatity was 26.45, the open interest changed by 72 which increased total open position to 408
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 158, which was -24.30 lower than the previous day. The implied volatity was 26.70, the open interest changed by 109 which increased total open position to 337
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 182.3, which was -117.90 lower than the previous day. The implied volatity was 26.94, the open interest changed by 202 which increased total open position to 218
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 300.2, which was -607.35 lower than the previous day. The implied volatity was 31.25, the open interest changed by 16 which increased total open position to 16
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 907.55, 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 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 907.55, 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 907.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
