POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 7400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 2.80
Theta: -6.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 30.75 | -116.10 | 25.38 | 2,746 | 141 | 812 | |||
| 19 Dec | 7493.50 | 146.85 | 28.90 | 23.15 | 2,430 | 11 | 670 | |||
| 18 Dec | 7413.35 | 117.95 | -49.70 | 23.88 | 1,186 | 90 | 658 | |||
| 17 Dec | 7483.05 | 167.65 | -60.85 | 23.26 | 582 | -47 | 570 | |||
| 16 Dec | 7541.35 | 228.5 | 8.25 | 27.66 | 770 | -87 | 618 | |||
| 13 Dec | 7522.15 | 220.25 | 16.80 | 22.74 | 2,324 | -115 | 705 | |||
| 12 Dec | 7486.40 | 203.45 | 27.40 | 26.59 | 3,229 | -281 | 823 | |||
| 11 Dec | 7401.25 | 176.05 | -5.95 | 24.53 | 1,602 | 111 | 1,124 | |||
| 10 Dec | 7442.85 | 182 | -29.50 | 22.13 | 3,210 | -44 | 1,013 | |||
| 9 Dec | 7438.40 | 211.5 | 60.30 | 27.50 | 4,509 | 224 | 1,064 | |||
| 6 Dec | 7317.95 | 151.2 | -11.20 | 24.56 | 758 | 5 | 841 | |||
| 5 Dec | 7341.60 | 162.4 | 4.40 | 25.32 | 2,635 | 84 | 843 | |||
| 4 Dec | 7300.10 | 158 | -67.00 | 26.35 | 1,924 | 59 | 760 | |||
| 3 Dec | 7412.50 | 225 | 26.75 | 25.60 | 2,967 | 209 | 715 | |||
| 2 Dec | 7351.95 | 198.25 | 0.30 | 27.08 | 2,081 | 177 | 507 | |||
| 29 Nov | 7297.90 | 197.95 | 69.95 | 27.07 | 1,744 | 92 | 340 | |||
| 28 Nov | 7149.20 | 128 | 26.30 | 26.49 | 864 | 80 | 247 | |||
| 27 Nov | 7044.00 | 101.7 | 39.80 | 27.27 | 597 | 132 | 168 | |||
| 26 Nov | 6872.65 | 61.9 | 16.00 | 27.89 | 13 | 9 | 35 | |||
| 25 Nov | 6766.15 | 45.9 | -308.70 | 26.54 | 41 | 25 | 25 | |||
| 31 Oct | 6480.40 | 354.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6502.35 | 354.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6661.70 | 354.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 6651.45 | 354.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6849.75 | 354.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7120.40 | 354.6 | 354.60 | - | 0 | 0 | 0 | |||
| 17 Oct | 7120.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7181.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7489.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7483.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 7446.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7452.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7396.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7262.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 7076.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 7184.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 7332.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Oct | 7326.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 6955.20 | 0 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 7400 expiring on 26DEC2024
Delta for 7400 CE is 0.23
Historical price for 7400 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 30.75, which was -116.10 lower than the previous day. The implied volatity was 25.38, the open interest changed by 141 which increased total open position to 812
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 146.85, which was 28.90 higher than the previous day. The implied volatity was 23.15, the open interest changed by 11 which increased total open position to 670
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 117.95, which was -49.70 lower than the previous day. The implied volatity was 23.88, the open interest changed by 90 which increased total open position to 658
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 167.65, which was -60.85 lower than the previous day. The implied volatity was 23.26, the open interest changed by -47 which decreased total open position to 570
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 228.5, which was 8.25 higher than the previous day. The implied volatity was 27.66, the open interest changed by -87 which decreased total open position to 618
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 220.25, which was 16.80 higher than the previous day. The implied volatity was 22.74, the open interest changed by -115 which decreased total open position to 705
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 203.45, which was 27.40 higher than the previous day. The implied volatity was 26.59, the open interest changed by -281 which decreased total open position to 823
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 176.05, which was -5.95 lower than the previous day. The implied volatity was 24.53, the open interest changed by 111 which increased total open position to 1124
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 182, which was -29.50 lower than the previous day. The implied volatity was 22.13, the open interest changed by -44 which decreased total open position to 1013
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 211.5, which was 60.30 higher than the previous day. The implied volatity was 27.50, the open interest changed by 224 which increased total open position to 1064
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 151.2, which was -11.20 lower than the previous day. The implied volatity was 24.56, the open interest changed by 5 which increased total open position to 841
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 162.4, which was 4.40 higher than the previous day. The implied volatity was 25.32, the open interest changed by 84 which increased total open position to 843
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 158, which was -67.00 lower than the previous day. The implied volatity was 26.35, the open interest changed by 59 which increased total open position to 760
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 225, which was 26.75 higher than the previous day. The implied volatity was 25.60, the open interest changed by 209 which increased total open position to 715
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 198.25, which was 0.30 higher than the previous day. The implied volatity was 27.08, the open interest changed by 177 which increased total open position to 507
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 197.95, which was 69.95 higher than the previous day. The implied volatity was 27.07, the open interest changed by 92 which increased total open position to 340
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 128, which was 26.30 higher than the previous day. The implied volatity was 26.49, the open interest changed by 80 which increased total open position to 247
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 101.7, which was 39.80 higher than the previous day. The implied volatity was 27.27, the open interest changed by 132 which increased total open position to 168
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 61.9, which was 16.00 higher than the previous day. The implied volatity was 27.89, the open interest changed by 9 which increased total open position to 35
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 45.9, which was -308.70 lower than the previous day. The implied volatity was 26.54, the open interest changed by 25 which increased total open position to 25
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 354.6, 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 24 Oct POLYCAB was trading at 6502.35. The strike last trading price was 354.6, 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 23 Oct POLYCAB was trading at 6661.70. The strike last trading price was 354.6, 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 22 Oct POLYCAB was trading at 6651.45. The strike last trading price was 354.6, 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 21 Oct POLYCAB was trading at 6849.75. The strike last trading price was 354.6, 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 18 Oct POLYCAB was trading at 7120.40. The strike last trading price was 354.6, which was 354.60 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 0, 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 0, 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 0, 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 0, 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 11 Oct POLYCAB was trading at 7446.85. The strike last trading price was 0, 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 10 Oct POLYCAB was trading at 7452.85. The strike last trading price was 0, 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 9 Oct POLYCAB was trading at 7396.65. The strike last trading price was 0, 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 8 Oct POLYCAB was trading at 7262.75. The strike last trading price was 0, 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 7 Oct POLYCAB was trading at 7076.90. The strike last trading price was 0, 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 4 Oct POLYCAB was trading at 7184.95. The strike last trading price was 0, 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 3 Oct POLYCAB was trading at 7332.20. The strike last trading price was 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 26DEC2024 7400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 3.12
Theta: -6.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 230.3 | 168.70 | 32.01 | 2,344 | -143 | 186 |
| 19 Dec | 7493.50 | 61.6 | -31.40 | 24.43 | 2,304 | 35 | 336 |
| 18 Dec | 7413.35 | 93 | 17.10 | 24.17 | 1,705 | -90 | 303 |
| 17 Dec | 7483.05 | 75.9 | 17.90 | 25.89 | 1,029 | -11 | 393 |
| 16 Dec | 7541.35 | 58 | -10.10 | 24.45 | 750 | 11 | 407 |
| 13 Dec | 7522.15 | 68.1 | -32.15 | 23.45 | 2,554 | -16 | 397 |
| 12 Dec | 7486.40 | 100.25 | -27.45 | 24.31 | 1,737 | 17 | 425 |
| 11 Dec | 7401.25 | 127.7 | -17.30 | 25.71 | 1,081 | 36 | 410 |
| 10 Dec | 7442.85 | 145 | 3.35 | 29.61 | 1,340 | -73 | 376 |
| 9 Dec | 7438.40 | 141.65 | -55.35 | 27.27 | 1,185 | 138 | 452 |
| 6 Dec | 7317.95 | 197 | -5.00 | 26.06 | 363 | 1 | 313 |
| 5 Dec | 7341.60 | 202 | -22.00 | 26.43 | 655 | 7 | 313 |
| 4 Dec | 7300.10 | 224 | 63.05 | 26.42 | 1,468 | -1 | 305 |
| 3 Dec | 7412.50 | 160.95 | -43.15 | 26.07 | 1,045 | 125 | 292 |
| 2 Dec | 7351.95 | 204.1 | -30.40 | 26.46 | 687 | 47 | 167 |
| 29 Nov | 7297.90 | 234.5 | -110.40 | 27.22 | 303 | 104 | 118 |
| 28 Nov | 7149.20 | 344.9 | -81.60 | 29.44 | 17 | 8 | 14 |
| 27 Nov | 7044.00 | 426.5 | -65.05 | 30.57 | 12 | 7 | 8 |
| 26 Nov | 6872.65 | 491.55 | -382.15 | 14.92 | 1 | 0 | 0 |
| 25 Nov | 6766.15 | 873.7 | 873.70 | - | 0 | 0 | 0 |
| 31 Oct | 6480.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6502.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6661.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 6651.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6849.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 7120.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 7120.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 7181.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7489.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7483.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 7446.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7452.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7396.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7262.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 7076.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7184.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 7332.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7326.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 6955.20 | 0 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 7400 expiring on 26DEC2024
Delta for 7400 PE is -0.72
Historical price for 7400 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 230.3, which was 168.70 higher than the previous day. The implied volatity was 32.01, the open interest changed by -143 which decreased total open position to 186
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 61.6, which was -31.40 lower than the previous day. The implied volatity was 24.43, the open interest changed by 35 which increased total open position to 336
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 93, which was 17.10 higher than the previous day. The implied volatity was 24.17, the open interest changed by -90 which decreased total open position to 303
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 75.9, which was 17.90 higher than the previous day. The implied volatity was 25.89, the open interest changed by -11 which decreased total open position to 393
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 58, which was -10.10 lower than the previous day. The implied volatity was 24.45, the open interest changed by 11 which increased total open position to 407
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 68.1, which was -32.15 lower than the previous day. The implied volatity was 23.45, the open interest changed by -16 which decreased total open position to 397
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 100.25, which was -27.45 lower than the previous day. The implied volatity was 24.31, the open interest changed by 17 which increased total open position to 425
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 127.7, which was -17.30 lower than the previous day. The implied volatity was 25.71, the open interest changed by 36 which increased total open position to 410
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 145, which was 3.35 higher than the previous day. The implied volatity was 29.61, the open interest changed by -73 which decreased total open position to 376
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 141.65, which was -55.35 lower than the previous day. The implied volatity was 27.27, the open interest changed by 138 which increased total open position to 452
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 197, which was -5.00 lower than the previous day. The implied volatity was 26.06, the open interest changed by 1 which increased total open position to 313
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 202, which was -22.00 lower than the previous day. The implied volatity was 26.43, the open interest changed by 7 which increased total open position to 313
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 224, which was 63.05 higher than the previous day. The implied volatity was 26.42, the open interest changed by -1 which decreased total open position to 305
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 160.95, which was -43.15 lower than the previous day. The implied volatity was 26.07, the open interest changed by 125 which increased total open position to 292
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 204.1, which was -30.40 lower than the previous day. The implied volatity was 26.46, the open interest changed by 47 which increased total open position to 167
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 234.5, which was -110.40 lower than the previous day. The implied volatity was 27.22, the open interest changed by 104 which increased total open position to 118
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 344.9, which was -81.60 lower than the previous day. The implied volatity was 29.44, the open interest changed by 8 which increased total open position to 14
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 426.5, which was -65.05 lower than the previous day. The implied volatity was 30.57, the open interest changed by 7 which increased total open position to 8
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 491.55, which was -382.15 lower than the previous day. The implied volatity was 14.92, 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 873.7, which was 873.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 18 Oct POLYCAB was trading at 7120.40. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 11 Oct POLYCAB was trading at 7446.85. The strike last trading price was 0, 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 10 Oct POLYCAB was trading at 7452.85. The strike last trading price was 0, 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 9 Oct POLYCAB was trading at 7396.65. The strike last trading price was 0, 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 8 Oct POLYCAB was trading at 7262.75. The strike last trading price was 0, 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 7 Oct POLYCAB was trading at 7076.90. The strike last trading price was 0, 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 4 Oct POLYCAB was trading at 7184.95. The strike last trading price was 0, 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 3 Oct POLYCAB was trading at 7332.20. The strike last trading price was 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
