POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 7600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 1.63
Theta: -4.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 13.35 | -43.65 | 30.82 | 10,626 | -115 | 1,203 | |||
| 19 Dec | 7493.50 | 57 | 11.65 | 24.65 | 3,478 | 162 | 1,320 | |||
| 18 Dec | 7413.35 | 45.35 | -26.30 | 25.11 | 1,661 | 4 | 1,161 | |||
| 17 Dec | 7483.05 | 71.65 | -37.85 | 24.02 | 1,892 | -33 | 1,183 | |||
| 16 Dec | 7541.35 | 109.5 | -0.85 | 26.03 | 4,616 | 188 | 1,221 | |||
| 13 Dec | 7522.15 | 110.35 | 3.55 | 23.04 | 4,726 | -26 | 1,034 | |||
| 12 Dec | 7486.40 | 106.8 | 18.85 | 26.43 | 4,911 | 517 | 1,058 | |||
| 11 Dec | 7401.25 | 87.95 | -8.05 | 24.57 | 671 | 18 | 543 | |||
| 10 Dec | 7442.85 | 96 | -21.00 | 23.46 | 1,035 | 30 | 525 | |||
| 9 Dec | 7438.40 | 117 | 37.30 | 27.05 | 1,333 | 105 | 493 | |||
| 6 Dec | 7317.95 | 79.7 | -12.70 | 24.78 | 340 | 6 | 388 | |||
| 5 Dec | 7341.60 | 92.4 | 4.35 | 26.04 | 701 | -11 | 381 | |||
| 4 Dec | 7300.10 | 88.05 | -42.80 | 26.41 | 880 | -33 | 393 | |||
| 3 Dec | 7412.50 | 130.85 | 13.85 | 25.25 | 1,216 | 99 | 427 | |||
| 2 Dec | 7351.95 | 117 | -0.95 | 26.90 | 940 | -41 | 329 | |||
| 29 Nov | 7297.90 | 117.95 | 43.30 | 26.68 | 1,354 | 105 | 375 | |||
| 28 Nov | 7149.20 | 74.65 | 14.60 | 26.81 | 1,082 | 33 | 274 | |||
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| 27 Nov | 7044.00 | 60.05 | -235.70 | 27.82 | 717 | 240 | 241 | |||
| 23 Oct | 6661.70 | 295.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 6651.45 | 295.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6849.75 | 295.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7120.40 | 295.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 7120.55 | 295.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7181.50 | 295.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7489.30 | 295.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7483.40 | 295.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 7446.85 | 295.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7452.85 | 295.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7396.65 | 295.75 | 295.75 | - | 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 7600 expiring on 26DEC2024
Delta for 7600 CE is 0.10
Historical price for 7600 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 13.35, which was -43.65 lower than the previous day. The implied volatity was 30.82, the open interest changed by -115 which decreased total open position to 1203
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 57, which was 11.65 higher than the previous day. The implied volatity was 24.65, the open interest changed by 162 which increased total open position to 1320
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 45.35, which was -26.30 lower than the previous day. The implied volatity was 25.11, the open interest changed by 4 which increased total open position to 1161
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 71.65, which was -37.85 lower than the previous day. The implied volatity was 24.02, the open interest changed by -33 which decreased total open position to 1183
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 109.5, which was -0.85 lower than the previous day. The implied volatity was 26.03, the open interest changed by 188 which increased total open position to 1221
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 110.35, which was 3.55 higher than the previous day. The implied volatity was 23.04, the open interest changed by -26 which decreased total open position to 1034
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 106.8, which was 18.85 higher than the previous day. The implied volatity was 26.43, the open interest changed by 517 which increased total open position to 1058
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 87.95, which was -8.05 lower than the previous day. The implied volatity was 24.57, the open interest changed by 18 which increased total open position to 543
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 96, which was -21.00 lower than the previous day. The implied volatity was 23.46, the open interest changed by 30 which increased total open position to 525
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 117, which was 37.30 higher than the previous day. The implied volatity was 27.05, the open interest changed by 105 which increased total open position to 493
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 79.7, which was -12.70 lower than the previous day. The implied volatity was 24.78, the open interest changed by 6 which increased total open position to 388
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 92.4, which was 4.35 higher than the previous day. The implied volatity was 26.04, the open interest changed by -11 which decreased total open position to 381
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 88.05, which was -42.80 lower than the previous day. The implied volatity was 26.41, the open interest changed by -33 which decreased total open position to 393
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 130.85, which was 13.85 higher than the previous day. The implied volatity was 25.25, the open interest changed by 99 which increased total open position to 427
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 117, which was -0.95 lower than the previous day. The implied volatity was 26.90, the open interest changed by -41 which decreased total open position to 329
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 117.95, which was 43.30 higher than the previous day. The implied volatity was 26.68, the open interest changed by 105 which increased total open position to 375
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 74.65, which was 14.60 higher than the previous day. The implied volatity was 26.81, the open interest changed by 33 which increased total open position to 274
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 60.05, which was -235.70 lower than the previous day. The implied volatity was 27.82, the open interest changed by 240 which increased total open position to 241
On 23 Oct POLYCAB was trading at 6661.70. The strike last trading price was 295.75, 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 295.75, 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 295.75, 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 295.75, 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 295.75, 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 295.75, 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 295.75, 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 295.75, 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 295.75, 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 295.75, 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 295.75, which was 295.75 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 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 7600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 2.41
Theta: -6.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 416.25 | 246.70 | 42.20 | 653 | 20 | 259 |
| 19 Dec | 7493.50 | 169.55 | -50.45 | 25.47 | 148 | 14 | 239 |
| 18 Dec | 7413.35 | 220 | 40.10 | 25.47 | 66 | -8 | 224 |
| 17 Dec | 7483.05 | 179.9 | 38.05 | 26.69 | 688 | -90 | 235 |
| 16 Dec | 7541.35 | 141.85 | -14.65 | 23.87 | 682 | 137 | 328 |
| 13 Dec | 7522.15 | 156.5 | -43.65 | 23.50 | 309 | 77 | 192 |
| 12 Dec | 7486.40 | 200.15 | -54.40 | 23.66 | 187 | 70 | 113 |
| 11 Dec | 7401.25 | 254.55 | 9.40 | 28.57 | 5 | 2 | 42 |
| 10 Dec | 7442.85 | 245.15 | -6.30 | 28.83 | 5 | 0 | 39 |
| 9 Dec | 7438.40 | 251.45 | -59.40 | 27.66 | 28 | 11 | 38 |
| 6 Dec | 7317.95 | 310.85 | -4.30 | 24.22 | 1 | 0 | 27 |
| 5 Dec | 7341.60 | 315.15 | -48.65 | 24.77 | 2 | 0 | 26 |
| 4 Dec | 7300.10 | 363.8 | 100.15 | 28.22 | 45 | 20 | 25 |
| 3 Dec | 7412.50 | 263.65 | -40.35 | 25.46 | 3 | 0 | 3 |
| 2 Dec | 7351.95 | 304 | -707.30 | 23.70 | 3 | 2 | 2 |
| 29 Nov | 7297.90 | 1011.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 7149.20 | 1011.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 7044.00 | 1011.3 | 1011.30 | - | 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 7600 expiring on 26DEC2024
Delta for 7600 PE is -0.82
Historical price for 7600 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 416.25, which was 246.70 higher than the previous day. The implied volatity was 42.20, the open interest changed by 20 which increased total open position to 259
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 169.55, which was -50.45 lower than the previous day. The implied volatity was 25.47, the open interest changed by 14 which increased total open position to 239
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 220, which was 40.10 higher than the previous day. The implied volatity was 25.47, the open interest changed by -8 which decreased total open position to 224
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 179.9, which was 38.05 higher than the previous day. The implied volatity was 26.69, the open interest changed by -90 which decreased total open position to 235
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 141.85, which was -14.65 lower than the previous day. The implied volatity was 23.87, the open interest changed by 137 which increased total open position to 328
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 156.5, which was -43.65 lower than the previous day. The implied volatity was 23.50, the open interest changed by 77 which increased total open position to 192
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 200.15, which was -54.40 lower than the previous day. The implied volatity was 23.66, the open interest changed by 70 which increased total open position to 113
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 254.55, which was 9.40 higher than the previous day. The implied volatity was 28.57, the open interest changed by 2 which increased total open position to 42
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 245.15, which was -6.30 lower than the previous day. The implied volatity was 28.83, the open interest changed by 0 which decreased total open position to 39
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 251.45, which was -59.40 lower than the previous day. The implied volatity was 27.66, the open interest changed by 11 which increased total open position to 38
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 310.85, which was -4.30 lower than the previous day. The implied volatity was 24.22, the open interest changed by 0 which decreased total open position to 27
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 315.15, which was -48.65 lower than the previous day. The implied volatity was 24.77, the open interest changed by 0 which decreased total open position to 26
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 363.8, which was 100.15 higher than the previous day. The implied volatity was 28.22, the open interest changed by 20 which increased total open position to 25
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 263.65, which was -40.35 lower than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 3
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 304, which was -707.30 lower than the previous day. The implied volatity was 23.70, the open interest changed by 2 which increased total open position to 2
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 1011.3, 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 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 1011.3, 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 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 1011.3, which was 1011.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
