POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 8000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.61
Theta: -2.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 4.2 | -3.00 | 41.59 | 2,217 | -150 | 844 | |||
| 19 Dec | 7493.50 | 7.2 | -1.40 | 29.55 | 1,771 | 74 | 995 | |||
| 18 Dec | 7413.35 | 8.6 | -3.45 | 31.64 | 1,151 | -187 | 920 | |||
| 17 Dec | 7483.05 | 12.05 | -6.25 | 28.63 | 919 | -1 | 1,116 | |||
| 16 Dec | 7541.35 | 18.3 | -2.40 | 27.72 | 2,310 | 109 | 1,119 | |||
| 13 Dec | 7522.15 | 20.7 | -1.40 | 25.21 | 1,739 | 2 | 1,000 | |||
| 12 Dec | 7486.40 | 22.1 | 4.15 | 27.43 | 1,616 | 87 | 995 | |||
| 11 Dec | 7401.25 | 17.95 | -3.10 | 26.35 | 573 | 67 | 919 | |||
| 10 Dec | 7442.85 | 21.05 | -7.95 | 25.62 | 1,466 | 91 | 850 | |||
| 9 Dec | 7438.40 | 29 | 10.05 | 27.82 | 1,452 | 62 | 760 | |||
| 6 Dec | 7317.95 | 18.95 | -2.55 | 26.14 | 459 | 7 | 699 | |||
| 5 Dec | 7341.60 | 21.5 | -2.10 | 26.23 | 975 | -1 | 693 | |||
| 4 Dec | 7300.10 | 23.6 | -12.40 | 27.37 | 1,376 | 6 | 692 | |||
| 3 Dec | 7412.50 | 36 | 2.60 | 25.64 | 1,278 | 93 | 694 | |||
| 2 Dec | 7351.95 | 33.4 | -2.30 | 27.09 | 1,387 | 99 | 602 | |||
| 29 Nov | 7297.90 | 35.7 | 10.75 | 26.85 | 1,770 | 405 | 507 | |||
| 28 Nov | 7149.20 | 24.95 | -177.95 | 28.40 | 237 | 102 | 102 | |||
| 18 Oct | 7120.40 | 202.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 7120.55 | 202.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7181.50 | 202.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 7489.30 | 202.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7483.40 | 202.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 7446.85 | 202.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7452.85 | 202.9 | 202.90 | - | 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 | 0 | 0 | ||||
For Polycab India Limited - strike price 8000 expiring on 26DEC2024
Delta for 8000 CE is 0.03
Historical price for 8000 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 4.2, which was -3.00 lower than the previous day. The implied volatity was 41.59, the open interest changed by -150 which decreased total open position to 844
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 7.2, which was -1.40 lower than the previous day. The implied volatity was 29.55, the open interest changed by 74 which increased total open position to 995
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 8.6, which was -3.45 lower than the previous day. The implied volatity was 31.64, the open interest changed by -187 which decreased total open position to 920
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 12.05, which was -6.25 lower than the previous day. The implied volatity was 28.63, the open interest changed by -1 which decreased total open position to 1116
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 18.3, which was -2.40 lower than the previous day. The implied volatity was 27.72, the open interest changed by 109 which increased total open position to 1119
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 20.7, which was -1.40 lower than the previous day. The implied volatity was 25.21, the open interest changed by 2 which increased total open position to 1000
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 22.1, which was 4.15 higher than the previous day. The implied volatity was 27.43, the open interest changed by 87 which increased total open position to 995
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 17.95, which was -3.10 lower than the previous day. The implied volatity was 26.35, the open interest changed by 67 which increased total open position to 919
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 21.05, which was -7.95 lower than the previous day. The implied volatity was 25.62, the open interest changed by 91 which increased total open position to 850
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 29, which was 10.05 higher than the previous day. The implied volatity was 27.82, the open interest changed by 62 which increased total open position to 760
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 18.95, which was -2.55 lower than the previous day. The implied volatity was 26.14, the open interest changed by 7 which increased total open position to 699
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 21.5, which was -2.10 lower than the previous day. The implied volatity was 26.23, the open interest changed by -1 which decreased total open position to 693
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 23.6, which was -12.40 lower than the previous day. The implied volatity was 27.37, the open interest changed by 6 which increased total open position to 692
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 36, which was 2.60 higher than the previous day. The implied volatity was 25.64, the open interest changed by 93 which increased total open position to 694
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 33.4, which was -2.30 lower than the previous day. The implied volatity was 27.09, the open interest changed by 99 which increased total open position to 602
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 35.7, which was 10.75 higher than the previous day. The implied volatity was 26.85, the open interest changed by 405 which increased total open position to 507
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 24.95, which was -177.95 lower than the previous day. The implied volatity was 28.40, the open interest changed by 102 which increased total open position to 102
On 18 Oct POLYCAB was trading at 7120.40. The strike last trading price was 202.9, 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 202.9, 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 202.9, 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 202.9, 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 202.9, 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 202.9, 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 202.9, which was 202.90 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 26DEC2024 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 572.15 | 65.95 | - | 22 | -7 | 190 |
| 19 Dec | 7493.50 | 506.2 | -104.00 | - | 4 | -2 | 197 |
| 18 Dec | 7413.35 | 610.2 | 90.20 | 46.51 | 4 | 0 | 198 |
| 17 Dec | 7483.05 | 520 | 76.30 | 34.66 | 18 | -1 | 198 |
| 16 Dec | 7541.35 | 443.7 | -6.25 | 17.08 | 30 | 14 | 199 |
| 13 Dec | 7522.15 | 449.95 | -48.90 | 19.70 | 13 | 0 | 186 |
| 12 Dec | 7486.40 | 498.85 | -72.65 | - | 20 | -1 | 185 |
| 11 Dec | 7401.25 | 571.5 | -7.50 | 30.25 | 11 | -5 | 186 |
| 10 Dec | 7442.85 | 579 | -4.75 | 36.97 | 2 | 0 | 189 |
| 9 Dec | 7438.40 | 583.75 | -69.45 | 34.45 | 6 | -5 | 189 |
| 6 Dec | 7317.95 | 653.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 7341.60 | 653.2 | 0.00 | 0.00 | 0 | 3 | 0 |
| 4 Dec | 7300.10 | 653.2 | 78.15 | - | 35 | 3 | 194 |
| 3 Dec | 7412.50 | 575.05 | -50.55 | 27.90 | 26 | 17 | 191 |
| 2 Dec | 7351.95 | 625.6 | -60.65 | 23.14 | 2 | 0 | 174 |
| 29 Nov | 7297.90 | 686.25 | -193.75 | 30.99 | 150 | 134 | 174 |
| 28 Nov | 7149.20 | 880 | 880.00 | 42.57 | 40 | 37 | 37 |
| 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 | 0 | 0 | |
For Polycab India Limited - strike price 8000 expiring on 26DEC2024
Delta for 8000 PE is -
Historical price for 8000 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 572.15, which was 65.95 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 190
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 506.2, which was -104.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 197
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 610.2, which was 90.20 higher than the previous day. The implied volatity was 46.51, the open interest changed by 0 which decreased total open position to 198
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 520, which was 76.30 higher than the previous day. The implied volatity was 34.66, the open interest changed by -1 which decreased total open position to 198
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 443.7, which was -6.25 lower than the previous day. The implied volatity was 17.08, the open interest changed by 14 which increased total open position to 199
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 449.95, which was -48.90 lower than the previous day. The implied volatity was 19.70, the open interest changed by 0 which decreased total open position to 186
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 498.85, which was -72.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 185
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 571.5, which was -7.50 lower than the previous day. The implied volatity was 30.25, the open interest changed by -5 which decreased total open position to 186
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 579, which was -4.75 lower than the previous day. The implied volatity was 36.97, the open interest changed by 0 which decreased total open position to 189
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 583.75, which was -69.45 lower than the previous day. The implied volatity was 34.45, the open interest changed by -5 which decreased total open position to 189
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 653.2, 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 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 653.2, 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 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 653.2, which was 78.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 194
On 3 Dec POLYCAB was trading at 7412.50. The strike last trading price was 575.05, which was -50.55 lower than the previous day. The implied volatity was 27.90, the open interest changed by 17 which increased total open position to 191
On 2 Dec POLYCAB was trading at 7351.95. The strike last trading price was 625.6, which was -60.65 lower than the previous day. The implied volatity was 23.14, the open interest changed by 0 which decreased total open position to 174
On 29 Nov POLYCAB was trading at 7297.90. The strike last trading price was 686.25, which was -193.75 lower than the previous day. The implied volatity was 30.99, the open interest changed by 134 which increased total open position to 174
On 28 Nov POLYCAB was trading at 7149.20. The strike last trading price was 880, which was 880.00 higher than the previous day. The implied volatity was 42.57, the open interest changed by 37 which increased total open position to 37
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
