POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 7900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.71
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 4.75 | -7.30 | 38.15 | 1,653 | 51 | 274 | |||
| 19 Dec | 7493.50 | 12.05 | -0.05 | 28.29 | 1,101 | 63 | 223 | |||
| 18 Dec | 7413.35 | 12.1 | -5.40 | 29.67 | 447 | -61 | 160 | |||
| 17 Dec | 7483.05 | 17.5 | -11.15 | 26.90 | 411 | -17 | 228 | |||
| 16 Dec | 7541.35 | 28.65 | -2.45 | 26.88 | 514 | 58 | 246 | |||
| 13 Dec | 7522.15 | 31.1 | -1.80 | 24.29 | 791 | 62 | 189 | |||
| 12 Dec | 7486.40 | 32.9 | 7.25 | 26.87 | 403 | 53 | 131 | |||
| 11 Dec | 7401.25 | 25.65 | -5.70 | 25.38 | 48 | 0 | 78 | |||
| 10 Dec | 7442.85 | 31.35 | -9.35 | 25.07 | 127 | 9 | 78 | |||
| 9 Dec | 7438.40 | 40.7 | 13.95 | 27.23 | 207 | 25 | 73 | |||
| 6 Dec | 7317.95 | 26.75 | -4.35 | 25.53 | 61 | -2 | 49 | |||
| 5 Dec | 7341.60 | 31.1 | -2.00 | 25.94 | 152 | -1 | 50 | |||
| 4 Dec | 7300.10 | 33.1 | -38.95 | 27.03 | 95 | 50 | 50 | |||
| 3 Dec | 7412.50 | 72.05 | 0.00 | 5.40 | 0 | 0 | 0 | |||
| 2 Dec | 7351.95 | 72.05 | 72.05 | 6.08 | 0 | 0 | 0 | |||
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| 29 Nov | 7297.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 7149.20 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 7900 expiring on 26DEC2024
Delta for 7900 CE is 0.03
Historical price for 7900 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 4.75, which was -7.30 lower than the previous day. The implied volatity was 38.15, the open interest changed by 51 which increased total open position to 274
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 12.05, which was -0.05 lower than the previous day. The implied volatity was 28.29, the open interest changed by 63 which increased total open position to 223
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 12.1, which was -5.40 lower than the previous day. The implied volatity was 29.67, the open interest changed by -61 which decreased total open position to 160
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 17.5, which was -11.15 lower than the previous day. The implied volatity was 26.90, the open interest changed by -17 which decreased total open position to 228
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 28.65, which was -2.45 lower than the previous day. The implied volatity was 26.88, the open interest changed by 58 which increased total open position to 246
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 31.1, which was -1.80 lower than the previous day. The implied volatity was 24.29, the open interest changed by 62 which increased total open position to 189
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 32.9, which was 7.25 higher than the previous day. The implied volatity was 26.87, the open interest changed by 53 which increased total open position to 131
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 25.65, which was -5.70 lower than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 78
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 31.35, which was -9.35 lower than the previous day. The implied volatity was 25.07, the open interest changed by 9 which increased total open position to 78
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 40.7, which was 13.95 higher than the previous day. The implied volatity was 27.23, the open interest changed by 25 which increased total open position to 73
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 26.75, which was -4.35 lower than the previous day. The implied volatity was 25.53, the open interest changed by -2 which decreased total open position to 49
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 31.1, which was -2.00 lower than the previous day. The implied volatity was 25.94, the open interest changed by -1 which decreased total open position to 50
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 33.1, which was -38.95 lower than the previous day. The implied volatity was 27.03, the open interest changed by 50 which increased total open position to 50
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 72.05, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 72.05, which was 72.05 higher than the previous day. The implied volatity was 6.08, 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 0, 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 28 Nov POLYCAB was trading at 7149.20. 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 7900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 20 Dec | 7178.25 | 332.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 7493.50 | 332.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 7413.35 | 332.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 7483.05 | 332.85 | 0.00 | 0.00 | 0 | 3 | 0 |
| 16 Dec | 7541.35 | 332.85 | -1071.05 | - | 3 | 0 | 0 |
| 13 Dec | 7522.15 | 1403.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7486.40 | 1403.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 7401.25 | 1403.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 7442.85 | 1403.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 7438.40 | 1403.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 7317.95 | 1403.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 7341.60 | 1403.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 7300.10 | 1403.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 7412.50 | 1403.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 7351.95 | 1403.9 | 1403.90 | - | 0 | 0 | 0 |
| 29 Nov | 7297.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 7149.20 | 0 | 0.00 | 0 | 0 | 0 | |
For Polycab India Limited - strike price 7900 expiring on 26DEC2024
Delta for 7900 PE is 0.00
Historical price for 7900 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 332.85, 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 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 332.85, 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 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 332.85, 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 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 332.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 332.85, which was -1071.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 1403.9, 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 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 1403.9, 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 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 1403.9, 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 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 1403.9, 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 1403.9, 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 1403.9, 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 1403.9, 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 1403.9, 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 1403.9, 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 1403.9, which was 1403.90 higher 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 0, 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 28 Nov POLYCAB was trading at 7149.20. 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
