POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 7800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.93
Theta: -2.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 6.5 | -14.10 | 35.76 | 3,032 | -99 | 646 | |||
| 19 Dec | 7493.50 | 20.6 | 2.60 | 27.16 | 2,202 | -82 | 747 | |||
| 18 Dec | 7413.35 | 18 | -8.60 | 27.90 | 1,207 | -31 | 834 | |||
| 17 Dec | 7483.05 | 26.6 | -18.90 | 25.35 | 1,178 | -27 | 866 | |||
| 16 Dec | 7541.35 | 45.5 | -2.30 | 26.31 | 1,885 | 80 | 894 | |||
| 13 Dec | 7522.15 | 47.8 | -0.60 | 23.64 | 2,101 | 174 | 810 | |||
| 12 Dec | 7486.40 | 48.4 | 8.80 | 26.31 | 1,713 | -33 | 643 | |||
| 11 Dec | 7401.25 | 39.6 | -6.70 | 25.08 | 658 | 17 | 674 | |||
| 10 Dec | 7442.85 | 46.3 | -13.10 | 24.54 | 958 | 54 | 657 | |||
| 9 Dec | 7438.40 | 59.4 | 20.80 | 27.17 | 1,220 | 15 | 606 | |||
| 6 Dec | 7317.95 | 38.6 | -5.55 | 25.14 | 605 | 8 | 592 | |||
| 5 Dec | 7341.60 | 44.15 | -0.90 | 25.60 | 1,064 | 43 | 583 | |||
| 4 Dec | 7300.10 | 45.05 | -25.65 | 26.50 | 1,374 | 2 | 541 | |||
| 3 Dec | 7412.50 | 70.7 | 6.45 | 25.32 | 1,058 | 69 | 540 | |||
| 2 Dec | 7351.95 | 64.25 | -3.75 | 26.89 | 1,169 | 73 | 471 | |||
| 29 Nov | 7297.90 | 68 | 24.20 | 26.93 | 1,285 | 149 | 397 | |||
| 28 Nov | 7149.20 | 43.8 | 8.80 | 27.66 | 754 | 116 | 248 | |||
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| 27 Nov | 7044.00 | 35 | -210.70 | 28.54 | 252 | 131 | 131 | |||
| 21 Oct | 6849.75 | 245.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 7120.40 | 245.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 7120.55 | 245.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7181.50 | 245.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7489.30 | 245.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7483.40 | 245.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 7446.85 | 245.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7452.85 | 245.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7396.65 | 245.7 | 245.70 | - | 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 7800 expiring on 26DEC2024
Delta for 7800 CE is 0.05
Historical price for 7800 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 6.5, which was -14.10 lower than the previous day. The implied volatity was 35.76, the open interest changed by -99 which decreased total open position to 646
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 20.6, which was 2.60 higher than the previous day. The implied volatity was 27.16, the open interest changed by -82 which decreased total open position to 747
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 18, which was -8.60 lower than the previous day. The implied volatity was 27.90, the open interest changed by -31 which decreased total open position to 834
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 26.6, which was -18.90 lower than the previous day. The implied volatity was 25.35, the open interest changed by -27 which decreased total open position to 866
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 45.5, which was -2.30 lower than the previous day. The implied volatity was 26.31, the open interest changed by 80 which increased total open position to 894
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 47.8, which was -0.60 lower than the previous day. The implied volatity was 23.64, the open interest changed by 174 which increased total open position to 810
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 48.4, which was 8.80 higher than the previous day. The implied volatity was 26.31, the open interest changed by -33 which decreased total open position to 643
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 39.6, which was -6.70 lower than the previous day. The implied volatity was 25.08, the open interest changed by 17 which increased total open position to 674
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 46.3, which was -13.10 lower than the previous day. The implied volatity was 24.54, the open interest changed by 54 which increased total open position to 657
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 59.4, which was 20.80 higher than the previous day. The implied volatity was 27.17, the open interest changed by 15 which increased total open position to 606
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 38.6, which was -5.55 lower than the previous day. The implied volatity was 25.14, the open interest changed by 8 which increased total open position to 592
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 44.15, which was -0.90 lower than the previous day. The implied volatity was 25.60, the open interest changed by 43 which increased total open position to 583
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 45.05, which was -25.65 lower than the previous day. The implied volatity was 26.50, the open interest changed by 2 which increased total open position to 541
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 70.7, which was 6.45 higher than the previous day. The implied volatity was 25.32, the open interest changed by 69 which increased total open position to 540
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 64.25, which was -3.75 lower than the previous day. The implied volatity was 26.89, the open interest changed by 73 which increased total open position to 471
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 68, which was 24.20 higher than the previous day. The implied volatity was 26.93, the open interest changed by 149 which increased total open position to 397
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 43.8, which was 8.80 higher than the previous day. The implied volatity was 27.66, the open interest changed by 116 which increased total open position to 248
On 27 Nov POLYCAB was trading at 7044.00. The strike last trading price was 35, which was -210.70 lower than the previous day. The implied volatity was 28.54, the open interest changed by 131 which increased total open position to 131
On 21 Oct POLYCAB was trading at 6849.75. The strike last trading price was 245.7, 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 245.7, 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 245.7, 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 245.7, 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 245.7, 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 245.7, 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 245.7, 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 245.7, 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 245.7, which was 245.70 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 7800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 444.95 | 107.95 | - | 10 | -1 | 8 |
| 19 Dec | 7493.50 | 337 | -36.70 | 30.10 | 6 | 4 | 10 |
| 18 Dec | 7413.35 | 373.7 | 84.25 | 14.94 | 1 | 0 | 5 |
| 17 Dec | 7483.05 | 289.45 | 14.45 | - | 6 | 0 | 6 |
| 16 Dec | 7541.35 | 275 | -47.50 | 22.84 | 15 | 6 | 9 |
| 13 Dec | 7522.15 | 322.5 | -23.00 | 30.37 | 14 | -8 | 3 |
| 12 Dec | 7486.40 | 345.5 | -64.50 | 23.71 | 10 | 0 | 1 |
| 11 Dec | 7401.25 | 410 | -747.60 | 31.20 | 1 | 0 | 0 |
| 10 Dec | 7442.85 | 1157.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 7438.40 | 1157.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 7317.95 | 1157.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 7341.60 | 1157.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 7300.10 | 1157.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 7412.50 | 1157.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 7351.95 | 1157.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 7297.90 | 1157.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 7149.20 | 1157.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 7044.00 | 1157.6 | 1157.60 | - | 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 7800 expiring on 26DEC2024
Delta for 7800 PE is -
Historical price for 7800 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 444.95, which was 107.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 337, which was -36.70 lower than the previous day. The implied volatity was 30.10, the open interest changed by 4 which increased total open position to 10
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 373.7, which was 84.25 higher than the previous day. The implied volatity was 14.94, the open interest changed by 0 which decreased total open position to 5
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 289.45, which was 14.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 275, which was -47.50 lower than the previous day. The implied volatity was 22.84, the open interest changed by 6 which increased total open position to 9
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 322.5, which was -23.00 lower than the previous day. The implied volatity was 30.37, the open interest changed by -8 which decreased total open position to 3
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 345.5, which was -64.50 lower than the previous day. The implied volatity was 23.71, the open interest changed by 0 which decreased total open position to 1
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 410, which was -747.60 lower than the previous day. The implied volatity was 31.20, the open interest changed by 0 which decreased total open position to 0
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 1157.6, 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 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 1157.6, 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 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 1157.6, 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 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 1157.6, 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 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 1157.6, 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 1157.6, 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 1157.6, 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 1157.6, 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 1157.6, 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 1157.6, which was 1157.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
