POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 7700 CE | ||||||||||
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Delta: 0.07
Vega: 1.19
Theta: -3.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 7178.25 | 8.75 | -25.95 | 32.97 | 3,532 | 74 | 625 | |||
| 19 Dec | 7493.50 | 34.7 | 6.35 | 25.98 | 1,640 | 192 | 549 | |||
| 18 Dec | 7413.35 | 28.35 | -16.40 | 26.44 | 919 | -51 | 362 | |||
| 17 Dec | 7483.05 | 44.75 | -25.55 | 24.78 | 946 | -50 | 413 | |||
| 16 Dec | 7541.35 | 70.3 | -3.70 | 25.75 | 2,075 | 64 | 463 | |||
| 13 Dec | 7522.15 | 74 | 1.35 | 23.34 | 1,574 | -35 | 399 | |||
| 12 Dec | 7486.40 | 72.65 | 13.25 | 26.25 | 1,542 | 24 | 440 | |||
| 11 Dec | 7401.25 | 59.4 | -7.65 | 24.73 | 379 | 5 | 418 | |||
| 10 Dec | 7442.85 | 67.05 | -17.95 | 23.96 | 751 | 34 | 413 | |||
| 9 Dec | 7438.40 | 85 | 27.05 | 27.20 | 834 | 11 | 379 | |||
| 6 Dec | 7317.95 | 57.95 | -5.50 | 25.31 | 138 | -15 | 368 | |||
| 5 Dec | 7341.60 | 63.45 | 1.05 | 25.55 | 561 | 19 | 384 | |||
| 4 Dec | 7300.10 | 62.4 | -19.65 | 26.23 | 690 | 10 | 362 | |||
| 3 Dec | 7412.50 | 82.05 | -5.90 | 23.00 | 598 | 33 | 352 | |||
| 2 Dec | 7351.95 | 87.95 | -2.85 | 26.95 | 699 | 61 | 319 | |||
| 29 Nov | 7297.90 | 90.8 | 33.80 | 26.89 | 847 | 226 | 258 | |||
| 28 Nov | 7149.20 | 57 | 57.00 | 27.11 | 53 | 32 | 32 | |||
| 27 Nov | 7044.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 7700 expiring on 26DEC2024
Delta for 7700 CE is 0.07
Historical price for 7700 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 8.75, which was -25.95 lower than the previous day. The implied volatity was 32.97, the open interest changed by 74 which increased total open position to 625
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 34.7, which was 6.35 higher than the previous day. The implied volatity was 25.98, the open interest changed by 192 which increased total open position to 549
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 28.35, which was -16.40 lower than the previous day. The implied volatity was 26.44, the open interest changed by -51 which decreased total open position to 362
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 44.75, which was -25.55 lower than the previous day. The implied volatity was 24.78, the open interest changed by -50 which decreased total open position to 413
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 70.3, which was -3.70 lower than the previous day. The implied volatity was 25.75, the open interest changed by 64 which increased total open position to 463
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 74, which was 1.35 higher than the previous day. The implied volatity was 23.34, the open interest changed by -35 which decreased total open position to 399
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 72.65, which was 13.25 higher than the previous day. The implied volatity was 26.25, the open interest changed by 24 which increased total open position to 440
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 59.4, which was -7.65 lower than the previous day. The implied volatity was 24.73, the open interest changed by 5 which increased total open position to 418
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 67.05, which was -17.95 lower than the previous day. The implied volatity was 23.96, the open interest changed by 34 which increased total open position to 413
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 85, which was 27.05 higher than the previous day. The implied volatity was 27.20, the open interest changed by 11 which increased total open position to 379
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 57.95, which was -5.50 lower than the previous day. The implied volatity was 25.31, the open interest changed by -15 which decreased total open position to 368
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 63.45, which was 1.05 higher than the previous day. The implied volatity was 25.55, the open interest changed by 19 which increased total open position to 384
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 62.4, which was -19.65 lower than the previous day. The implied volatity was 26.23, the open interest changed by 10 which increased total open position to 362
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 82.05, which was -5.90 lower than the previous day. The implied volatity was 23.00, the open interest changed by 33 which increased total open position to 352
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 87.95, which was -2.85 lower than the previous day. The implied volatity was 26.95, the open interest changed by 61 which increased total open position to 319
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 90.8, which was 33.80 higher than the previous day. The implied volatity was 26.89, the open interest changed by 226 which increased total open position to 258
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 57, which was 57.00 higher than the previous day. The implied volatity was 27.11, the open interest changed by 32 which increased total open position to 32
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 26DEC2024 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 339.25 | 4.25 | - | 5 | 1 | 54 |
| 19 Dec | 7493.50 | 335 | 70.00 | 51.19 | 5 | 1 | 52 |
| 18 Dec | 7413.35 | 265 | 12.00 | - | 2 | 0 | 51 |
| 17 Dec | 7483.05 | 253 | 49.85 | 27.91 | 14 | 0 | 51 |
| 16 Dec | 7541.35 | 203.15 | -17.50 | 23.56 | 43 | 14 | 50 |
| 13 Dec | 7522.15 | 220.65 | -41.35 | 24.00 | 56 | 12 | 36 |
| 12 Dec | 7486.40 | 262 | -57.55 | 22.41 | 28 | 16 | 24 |
| 11 Dec | 7401.25 | 319.55 | -27.45 | 28.02 | 1 | 0 | 7 |
| 10 Dec | 7442.85 | 347 | -46.75 | 35.22 | 2 | 0 | 5 |
| 9 Dec | 7438.40 | 393.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 7317.95 | 393.75 | 0.00 | 0.00 | 0 | 5 | 0 |
| 5 Dec | 7341.60 | 393.75 | -837.10 | 25.59 | 6 | 3 | 3 |
| 4 Dec | 7300.10 | 1230.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 7412.50 | 1230.85 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 7351.95 | 1230.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 7297.90 | 1230.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 7149.20 | 1230.85 | 1230.85 | - | 0 | 0 | 0 |
| 27 Nov | 7044.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Polycab India Limited - strike price 7700 expiring on 26DEC2024
Delta for 7700 PE is -
Historical price for 7700 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 339.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 54
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 335, which was 70.00 higher than the previous day. The implied volatity was 51.19, the open interest changed by 1 which increased total open position to 52
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 265, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 253, which was 49.85 higher than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 51
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 203.15, which was -17.50 lower than the previous day. The implied volatity was 23.56, the open interest changed by 14 which increased total open position to 50
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 220.65, which was -41.35 lower than the previous day. The implied volatity was 24.00, the open interest changed by 12 which increased total open position to 36
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 262, which was -57.55 lower than the previous day. The implied volatity was 22.41, the open interest changed by 16 which increased total open position to 24
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 319.55, which was -27.45 lower than the previous day. The implied volatity was 28.02, the open interest changed by 0 which decreased total open position to 7
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 347, which was -46.75 lower than the previous day. The implied volatity was 35.22, the open interest changed by 0 which decreased total open position to 5
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 393.75, 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 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 393.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 393.75, which was -837.10 lower than the previous day. The implied volatity was 25.59, the open interest changed by 3 which increased total open position to 3
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 1230.85, 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 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 1230.85, 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 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 1230.85, 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 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 1230.85, 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 1230.85, which was 1230.85 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
