POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 7500 CE | ||||||||||
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Delta: 0.15
Vega: 2.20
Theta: -5.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 20 | -72.00 | 27.23 | 7,087 | -32 | 1,232 | |||
| 19 Dec | 7493.50 | 92 | 17.15 | 23.41 | 5,459 | 96 | 1,259 | |||
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| 18 Dec | 7413.35 | 74.85 | -37.80 | 24.48 | 1,685 | 74 | 1,163 | |||
| 17 Dec | 7483.05 | 112.65 | -50.65 | 23.66 | 2,047 | 37 | 1,083 | |||
| 16 Dec | 7541.35 | 163.3 | 3.30 | 26.83 | 3,610 | -52 | 1,043 | |||
| 13 Dec | 7522.15 | 160 | 10.00 | 23.03 | 5,850 | -110 | 1,114 | |||
| 12 Dec | 7486.40 | 150 | 22.50 | 26.50 | 6,596 | 64 | 1,235 | |||
| 11 Dec | 7401.25 | 127.5 | -8.25 | 24.67 | 1,903 | 204 | 1,186 | |||
| 10 Dec | 7442.85 | 135.75 | -26.00 | 23.15 | 2,687 | 140 | 975 | |||
| 9 Dec | 7438.40 | 161.75 | 49.75 | 27.58 | 3,658 | 103 | 834 | |||
| 6 Dec | 7317.95 | 112 | -12.50 | 24.79 | 597 | -3 | 732 | |||
| 5 Dec | 7341.60 | 124.5 | 4.00 | 25.83 | 1,470 | -25 | 735 | |||
| 4 Dec | 7300.10 | 120.5 | -54.50 | 26.57 | 2,451 | 107 | 763 | |||
| 3 Dec | 7412.50 | 175 | 21.00 | 25.59 | 2,276 | 80 | 674 | |||
| 2 Dec | 7351.95 | 154 | -1.50 | 27.00 | 1,667 | -29 | 593 | |||
| 29 Nov | 7297.90 | 155.5 | 57.50 | 27.01 | 4,237 | 57 | 612 | |||
| 28 Nov | 7149.20 | 98 | 18.15 | 26.59 | 2,327 | 126 | 557 | |||
| 27 Nov | 7044.00 | 79.85 | 32.85 | 27.76 | 1,571 | 363 | 431 | |||
| 26 Nov | 6872.65 | 47 | 5.00 | 28.18 | 62 | 48 | 65 | |||
| 25 Nov | 6766.15 | 42 | 30.04 | 24 | 16 | 16 | ||||
For Polycab India Limited - strike price 7500 expiring on 26DEC2024
Delta for 7500 CE is 0.15
Historical price for 7500 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 20, which was -72.00 lower than the previous day. The implied volatity was 27.23, the open interest changed by -32 which decreased total open position to 1232
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 92, which was 17.15 higher than the previous day. The implied volatity was 23.41, the open interest changed by 96 which increased total open position to 1259
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 74.85, which was -37.80 lower than the previous day. The implied volatity was 24.48, the open interest changed by 74 which increased total open position to 1163
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 112.65, which was -50.65 lower than the previous day. The implied volatity was 23.66, the open interest changed by 37 which increased total open position to 1083
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 163.3, which was 3.30 higher than the previous day. The implied volatity was 26.83, the open interest changed by -52 which decreased total open position to 1043
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 160, which was 10.00 higher than the previous day. The implied volatity was 23.03, the open interest changed by -110 which decreased total open position to 1114
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 150, which was 22.50 higher than the previous day. The implied volatity was 26.50, the open interest changed by 64 which increased total open position to 1235
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 127.5, which was -8.25 lower than the previous day. The implied volatity was 24.67, the open interest changed by 204 which increased total open position to 1186
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 135.75, which was -26.00 lower than the previous day. The implied volatity was 23.15, the open interest changed by 140 which increased total open position to 975
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 161.75, which was 49.75 higher than the previous day. The implied volatity was 27.58, the open interest changed by 103 which increased total open position to 834
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 112, which was -12.50 lower than the previous day. The implied volatity was 24.79, the open interest changed by -3 which decreased total open position to 732
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 124.5, which was 4.00 higher than the previous day. The implied volatity was 25.83, the open interest changed by -25 which decreased total open position to 735
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 120.5, which was -54.50 lower than the previous day. The implied volatity was 26.57, the open interest changed by 107 which increased total open position to 763
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 175, which was 21.00 higher than the previous day. The implied volatity was 25.59, the open interest changed by 80 which increased total open position to 674
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 154, which was -1.50 lower than the previous day. The implied volatity was 27.00, the open interest changed by -29 which decreased total open position to 593
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 155.5, which was 57.50 higher than the previous day. The implied volatity was 27.01, the open interest changed by 57 which increased total open position to 612
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 98, which was 18.15 higher than the previous day. The implied volatity was 26.59, the open interest changed by 126 which increased total open position to 557
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 79.85, which was 32.85 higher than the previous day. The implied volatity was 27.76, the open interest changed by 363 which increased total open position to 431
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 47, which was 5.00 higher than the previous day. The implied volatity was 28.18, the open interest changed by 48 which increased total open position to 65
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 42, which was lower than the previous day. The implied volatity was 30.04, the open interest changed by 16 which increased total open position to 16
| POLYCAB 26DEC2024 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 2.69
Theta: -6.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 319.8 | 213.50 | 36.41 | 2,015 | -108 | 305 |
| 19 Dec | 7493.50 | 106.3 | -43.40 | 24.54 | 836 | -12 | 413 |
| 18 Dec | 7413.35 | 149.7 | 26.75 | 24.78 | 942 | -83 | 427 |
| 17 Dec | 7483.05 | 122.95 | 29.00 | 26.60 | 1,671 | -53 | 511 |
| 16 Dec | 7541.35 | 93.95 | -11.10 | 24.24 | 1,342 | 55 | 569 |
| 13 Dec | 7522.15 | 105.05 | -39.95 | 23.23 | 1,577 | 99 | 515 |
| 12 Dec | 7486.40 | 145 | -32.95 | 24.05 | 1,142 | 92 | 412 |
| 11 Dec | 7401.25 | 177.95 | -13.65 | 25.71 | 412 | 46 | 319 |
| 10 Dec | 7442.85 | 191.6 | -2.55 | 29.35 | 297 | -29 | 274 |
| 9 Dec | 7438.40 | 194.15 | -65.85 | 26.93 | 226 | 23 | 298 |
| 6 Dec | 7317.95 | 260 | 5.45 | 26.76 | 19 | -8 | 275 |
| 5 Dec | 7341.60 | 254.55 | -27.65 | 25.66 | 194 | 7 | 282 |
| 4 Dec | 7300.10 | 282.2 | 74.55 | 26.09 | 458 | 22 | 275 |
| 3 Dec | 7412.50 | 207.65 | -48.75 | 25.69 | 282 | 107 | 248 |
| 2 Dec | 7351.95 | 256.4 | -35.50 | 25.99 | 288 | 38 | 142 |
| 29 Nov | 7297.90 | 291.9 | -122.55 | 27.24 | 387 | -57 | 106 |
| 28 Nov | 7149.20 | 414.45 | -95.50 | 29.50 | 203 | 157 | 163 |
| 27 Nov | 7044.00 | 509.95 | -130.05 | 32.25 | 6 | 2 | 5 |
| 26 Nov | 6872.65 | 640 | -424.85 | 30.04 | 4 | 3 | 3 |
| 25 Nov | 6766.15 | 1064.85 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 7500 expiring on 26DEC2024
Delta for 7500 PE is -0.79
Historical price for 7500 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 319.8, which was 213.50 higher than the previous day. The implied volatity was 36.41, the open interest changed by -108 which decreased total open position to 305
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 106.3, which was -43.40 lower than the previous day. The implied volatity was 24.54, the open interest changed by -12 which decreased total open position to 413
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 149.7, which was 26.75 higher than the previous day. The implied volatity was 24.78, the open interest changed by -83 which decreased total open position to 427
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 122.95, which was 29.00 higher than the previous day. The implied volatity was 26.60, the open interest changed by -53 which decreased total open position to 511
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 93.95, which was -11.10 lower than the previous day. The implied volatity was 24.24, the open interest changed by 55 which increased total open position to 569
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 105.05, which was -39.95 lower than the previous day. The implied volatity was 23.23, the open interest changed by 99 which increased total open position to 515
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 145, which was -32.95 lower than the previous day. The implied volatity was 24.05, the open interest changed by 92 which increased total open position to 412
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 177.95, which was -13.65 lower than the previous day. The implied volatity was 25.71, the open interest changed by 46 which increased total open position to 319
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 191.6, which was -2.55 lower than the previous day. The implied volatity was 29.35, the open interest changed by -29 which decreased total open position to 274
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 194.15, which was -65.85 lower than the previous day. The implied volatity was 26.93, the open interest changed by 23 which increased total open position to 298
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 260, which was 5.45 higher than the previous day. The implied volatity was 26.76, the open interest changed by -8 which decreased total open position to 275
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 254.55, which was -27.65 lower than the previous day. The implied volatity was 25.66, the open interest changed by 7 which increased total open position to 282
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 282.2, which was 74.55 higher than the previous day. The implied volatity was 26.09, the open interest changed by 22 which increased total open position to 275
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 207.65, which was -48.75 lower than the previous day. The implied volatity was 25.69, the open interest changed by 107 which increased total open position to 248
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 256.4, which was -35.50 lower than the previous day. The implied volatity was 25.99, the open interest changed by 38 which increased total open position to 142
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 291.9, which was -122.55 lower than the previous day. The implied volatity was 27.24, the open interest changed by -57 which decreased total open position to 106
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 414.45, which was -95.50 lower than the previous day. The implied volatity was 29.50, the open interest changed by 157 which increased total open position to 163
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 509.95, which was -130.05 lower than the previous day. The implied volatity was 32.25, the open interest changed by 2 which increased total open position to 5
On 26 Nov POLYCAB was trading at 6872.65. The strike last trading price was 640, which was -424.85 lower than the previous day. The implied volatity was 30.04, the open interest changed by 3 which increased total open position to 3
On 25 Nov POLYCAB was trading at 6766.15. The strike last trading price was 1064.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
