POLYCAB
Polycab India Limited
Historical option data for POLYCAB
21 Nov 2024 04:10 PM IST
| POLYCAB 28NOV2024 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.29
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6408.35 | 1.85 | -0.55 | 48.99 | 205 | -97.5 | 1,216.25 | |||
| 20 Nov | 6517.05 | 2.4 | 0.00 | 40.01 | 752.5 | 42.5 | 1,318.75 | |||
| 19 Nov | 6517.05 | 2.4 | -0.60 | 40.01 | 752.5 | 47.5 | 1,318.75 | |||
| 18 Nov | 6444.65 | 3 | -0.80 | 42.08 | 193.75 | -47.5 | 1,267.5 | |||
| 14 Nov | 6301.90 | 3.8 | -1.30 | 41.56 | 305 | -5 | 1,316.25 | |||
| 13 Nov | 6328.25 | 5.1 | -0.70 | 40.37 | 498.75 | -36.25 | 1,323.75 | |||
| 12 Nov | 6502.75 | 5.8 | -5.85 | 35.22 | 712.5 | 147.5 | 1,411.25 | |||
| 11 Nov | 6708.40 | 11.65 | -1.35 | 31.60 | 467.5 | -40 | 1,263.75 | |||
| 8 Nov | 6725.80 | 13 | -11.50 | 29.72 | 1,121.25 | -146.25 | 1,306.25 | |||
| 7 Nov | 6816.75 | 24.5 | -11.10 | 29.80 | 1,600 | 226.25 | 1,452.5 | |||
| 6 Nov | 6883.95 | 35.6 | 17.60 | 28.34 | 3,798.75 | 332.5 | 1,235 | |||
| 5 Nov | 6632.55 | 18 | 3.60 | 32.54 | 918.75 | 62.5 | 902.5 | |||
| 4 Nov | 6522.95 | 14.4 | -4.70 | 32.97 | 391.25 | 50 | 841.25 | |||
| 1 Nov | 6501.80 | 19.1 | -0.90 | 33.63 | 16.25 | 0 | 788.75 | |||
| 31 Oct | 6480.40 | 20 | 0.30 | - | 120 | 43.75 | 788.75 | |||
| 30 Oct | 6394.35 | 19.7 | -2.25 | - | 113.75 | -7.5 | 746.25 | |||
| 29 Oct | 6398.00 | 21.95 | -1.40 | - | 148.75 | -15 | 755 | |||
| 28 Oct | 6369.25 | 23.35 | -8.75 | - | 248.75 | 116.25 | 768.75 | |||
| 25 Oct | 6455.40 | 32.1 | -2.90 | - | 497.5 | -45 | 652.5 | |||
| 24 Oct | 6502.35 | 35 | -21.40 | - | 443.75 | 101.25 | 698.75 | |||
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| 23 Oct | 6661.70 | 56.4 | -11.10 | - | 228.75 | 30 | 597.5 | |||
| 22 Oct | 6651.45 | 67.5 | -32.50 | - | 428.75 | 107.5 | 567.5 | |||
| 21 Oct | 6849.75 | 100 | -80.95 | - | 701.25 | 188.75 | 455 | |||
| 18 Oct | 7120.40 | 180.95 | -19.05 | - | 658.75 | 103.75 | 265 | |||
| 17 Oct | 7120.55 | 200 | -20.00 | - | 228.75 | 68.75 | 155 | |||
| 16 Oct | 7181.50 | 220 | -137.65 | - | 115 | 55 | 87.5 | |||
| 15 Oct | 7489.30 | 357.65 | -6.35 | - | 5 | 0 | 32.5 | |||
| 14 Oct | 7483.40 | 364 | 24.45 | - | 20 | 5 | 32.5 | |||
| 11 Oct | 7446.85 | 339.55 | -32.35 | - | 12.5 | 2.5 | 23.75 | |||
| 10 Oct | 7452.85 | 371.9 | 16.90 | - | 17.5 | 8.75 | 21.25 | |||
| 9 Oct | 7396.65 | 355 | 60.00 | - | 7.5 | 5 | 11.25 | |||
| 8 Oct | 7262.75 | 295 | 63.00 | - | 2.5 | 1.25 | 5 | |||
| 7 Oct | 7076.90 | 232 | -90.25 | - | 1.25 | 0 | 3.75 | |||
| 4 Oct | 7184.95 | 322.25 | 0.00 | - | 0 | 2.5 | 0 | |||
| 3 Oct | 7332.20 | 322.25 | 41.25 | - | 5 | 2.5 | 3.75 | |||
| 1 Oct | 7326.55 | 281 | 55.55 | - | 1.25 | 0 | 0 | |||
| 27 Sept | 7054.80 | 225.45 | - | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 7500 expiring on 28NOV2024
Delta for 7500 CE is 0.01
Historical price for 7500 CE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 48.99, the open interest changed by -78 which decreased total open position to 973
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 40.01, the open interest changed by 34 which increased total open position to 1055
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 40.01, the open interest changed by 38 which increased total open position to 1055
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 3, which was -0.80 lower than the previous day. The implied volatity was 42.08, the open interest changed by -38 which decreased total open position to 1014
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 3.8, which was -1.30 lower than the previous day. The implied volatity was 41.56, the open interest changed by -4 which decreased total open position to 1053
On 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 5.1, which was -0.70 lower than the previous day. The implied volatity was 40.37, the open interest changed by -29 which decreased total open position to 1059
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 5.8, which was -5.85 lower than the previous day. The implied volatity was 35.22, the open interest changed by 118 which increased total open position to 1129
On 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 11.65, which was -1.35 lower than the previous day. The implied volatity was 31.60, the open interest changed by -32 which decreased total open position to 1011
On 8 Nov POLYCAB was trading at 6725.80. The strike last trading price was 13, which was -11.50 lower than the previous day. The implied volatity was 29.72, the open interest changed by -117 which decreased total open position to 1045
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 24.5, which was -11.10 lower than the previous day. The implied volatity was 29.80, the open interest changed by 181 which increased total open position to 1162
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 35.6, which was 17.60 higher than the previous day. The implied volatity was 28.34, the open interest changed by 266 which increased total open position to 988
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 18, which was 3.60 higher than the previous day. The implied volatity was 32.54, the open interest changed by 50 which increased total open position to 722
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 14.4, which was -4.70 lower than the previous day. The implied volatity was 32.97, the open interest changed by 40 which increased total open position to 673
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 19.1, which was -0.90 lower than the previous day. The implied volatity was 33.63, the open interest changed by 0 which decreased total open position to 631
On 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 20, which was 0.30 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 19.7, which was -2.25 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 21.95, which was -1.40 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 23.35, which was -8.75 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 32.1, which was -2.90 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 35, which was -21.40 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 56.4, which was -11.10 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 67.5, which was -32.50 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 100, 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 18 Oct POLYCAB was trading at 7120.40. The strike last trading price was 180.95, which was -19.05 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 200, which was -20.00 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 220, which was -137.65 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 357.65, which was -6.35 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 364, which was 24.45 higher 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 339.55, which was -32.35 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 371.9, which was 16.90 higher 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 355, which was 60.00 higher 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 295, which was 63.00 higher 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 232, which was -90.25 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 322.25, 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 322.25, which was 41.25 higher 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 281, which was 55.55 higher 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 225.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 28NOV2024 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 900 | 0.00 | 0.00 | 0 | -1.25 | 0 |
| 20 Nov | 6517.05 | 900 | 0.00 | - | 1.25 | -1.25 | 178.75 |
| 19 Nov | 6517.05 | 900 | -135.00 | - | 1.25 | 0 | 178.75 |
| 18 Nov | 6444.65 | 1035 | -98.35 | 51.90 | 1.25 | 0 | 180 |
| 14 Nov | 6301.90 | 1133.35 | 0.00 | 0.00 | 0 | 2.5 | 0 |
| 13 Nov | 6328.25 | 1133.35 | 463.35 | 51.07 | 11.25 | 2.5 | 180 |
| 12 Nov | 6502.75 | 670 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 6708.40 | 670 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 6725.80 | 670 | 0.00 | 0.00 | 0 | -30 | 0 |
| 7 Nov | 6816.75 | 670 | 63.35 | 28.61 | 42.5 | -11.25 | 196.25 |
| 6 Nov | 6883.95 | 606.65 | -248.30 | 35.39 | 85 | 35 | 208.75 |
| 5 Nov | 6632.55 | 854.95 | -95.05 | 29.80 | 52.5 | 33.75 | 161.25 |
| 4 Nov | 6522.95 | 950 | -40.00 | 35.12 | 106.25 | 81.25 | 115 |
| 1 Nov | 6501.80 | 990 | 0.00 | 0.00 | 0 | 2.5 | 0 |
| 31 Oct | 6480.40 | 990 | -65.00 | - | 5 | 3.75 | 35 |
| 30 Oct | 6394.35 | 1055 | -95.00 | - | 5 | -2.5 | 28.75 |
| 29 Oct | 6398.00 | 1150 | 75.00 | - | 7.5 | 0 | 32.5 |
| 28 Oct | 6369.25 | 1075 | 89.00 | - | 1.25 | 0 | 32.5 |
| 25 Oct | 6455.40 | 986 | 73.60 | - | 1.25 | 0 | 32.5 |
| 24 Oct | 6502.35 | 912.4 | 52.40 | - | 2.5 | 0 | 32.5 |
| 23 Oct | 6661.70 | 860 | 0.00 | - | 0 | -1.25 | 0 |
| 22 Oct | 6651.45 | 860 | 375.85 | - | 35 | -2.5 | 31.25 |
| 21 Oct | 6849.75 | 484.15 | 0.00 | - | 0 | 3.75 | 0 |
| 18 Oct | 7120.40 | 484.15 | -78.85 | - | 17.5 | 2.5 | 32.5 |
| 17 Oct | 7120.55 | 563 | -321.15 | - | 31.25 | 1.25 | 1.25 |
| 16 Oct | 7181.50 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7489.30 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7483.40 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 7446.85 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7452.85 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7396.65 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7262.75 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 7076.90 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7184.95 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 7332.20 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7326.55 | 884.15 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 7054.80 | 884.15 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 7500 expiring on 28NOV2024
Delta for 7500 PE is 0.00
Historical price for 7500 PE is as follows
On 21 Nov POLYCAB was trading at 6408.35. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov POLYCAB was trading at 6517.05. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 143
On 19 Nov POLYCAB was trading at 6517.05. The strike last trading price was 900, which was -135.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 18 Nov POLYCAB was trading at 6444.65. The strike last trading price was 1035, which was -98.35 lower than the previous day. The implied volatity was 51.90, the open interest changed by 0 which decreased total open position to 144
On 14 Nov POLYCAB was trading at 6301.90. The strike last trading price was 1133.35, 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 13 Nov POLYCAB was trading at 6328.25. The strike last trading price was 1133.35, which was 463.35 higher than the previous day. The implied volatity was 51.07, the open interest changed by 2 which increased total open position to 144
On 12 Nov POLYCAB was trading at 6502.75. The strike last trading price was 670, 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 11 Nov POLYCAB was trading at 6708.40. The strike last trading price was 670, 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 670, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -24 which decreased total open position to 0
On 7 Nov POLYCAB was trading at 6816.75. The strike last trading price was 670, which was 63.35 higher than the previous day. The implied volatity was 28.61, the open interest changed by -9 which decreased total open position to 157
On 6 Nov POLYCAB was trading at 6883.95. The strike last trading price was 606.65, which was -248.30 lower than the previous day. The implied volatity was 35.39, the open interest changed by 28 which increased total open position to 167
On 5 Nov POLYCAB was trading at 6632.55. The strike last trading price was 854.95, which was -95.05 lower than the previous day. The implied volatity was 29.80, the open interest changed by 27 which increased total open position to 129
On 4 Nov POLYCAB was trading at 6522.95. The strike last trading price was 950, which was -40.00 lower than the previous day. The implied volatity was 35.12, the open interest changed by 65 which increased total open position to 92
On 1 Nov POLYCAB was trading at 6501.80. The strike last trading price was 990, 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 31 Oct POLYCAB was trading at 6480.40. The strike last trading price was 990, which was -65.00 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 1055, which was -95.00 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 1150, 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 28 Oct POLYCAB was trading at 6369.25. The strike last trading price was 1075, which was 89.00 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 986, which was 73.60 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 912.4, which was 52.40 higher 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 860, 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 860, which was 375.85 higher 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 484.15, 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 484.15, which was -78.85 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 563, which was -321.15 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 884.15, 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 884.15, 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 884.15, 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 884.15, 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 884.15, 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 884.15, 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 884.15, 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 884.15, 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 884.15, 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 884.15, 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 884.15, 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 884.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
