POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 8100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.49
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 3.35 | -1.25 | 44.12 | 319 | -11 | 167 | |||
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| 19 Dec | 7493.50 | 4.6 | -1.90 | 31.12 | 284 | 21 | 178 | |||
| 18 Dec | 7413.35 | 6.5 | -2.05 | 33.81 | 119 | -5 | 158 | |||
| 17 Dec | 7483.05 | 8.55 | -2.80 | 30.38 | 226 | 47 | 156 | |||
| 16 Dec | 7541.35 | 11.35 | -2.35 | 28.41 | 263 | -21 | 111 | |||
| 13 Dec | 7522.15 | 13.7 | -1.00 | 26.08 | 365 | 21 | 132 | |||
| 12 Dec | 7486.40 | 14.7 | 2.00 | 27.99 | 147 | 39 | 111 | |||
| 11 Dec | 7401.25 | 12.7 | -2.45 | 27.35 | 39 | 5 | 71 | |||
| 10 Dec | 7442.85 | 15.15 | -4.90 | 26.65 | 98 | 26 | 65 | |||
| 9 Dec | 7438.40 | 20.05 | -33.05 | 28.23 | 48 | 35 | 35 | |||
| 6 Dec | 7317.95 | 53.1 | 0.00 | 9.77 | 0 | 0 | 0 | |||
| 5 Dec | 7341.60 | 53.1 | 0.00 | 9.52 | 0 | 0 | 0 | |||
| 4 Dec | 7300.10 | 53.1 | 0.00 | 9.72 | 0 | 0 | 0 | |||
| 3 Dec | 7412.50 | 53.1 | 8.00 | 0 | 0 | 0 | ||||
For Polycab India Limited - strike price 8100 expiring on 26DEC2024
Delta for 8100 CE is 0.02
Historical price for 8100 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 3.35, which was -1.25 lower than the previous day. The implied volatity was 44.12, the open interest changed by -11 which decreased total open position to 167
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 4.6, which was -1.90 lower than the previous day. The implied volatity was 31.12, the open interest changed by 21 which increased total open position to 178
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 6.5, which was -2.05 lower than the previous day. The implied volatity was 33.81, the open interest changed by -5 which decreased total open position to 158
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 8.55, which was -2.80 lower than the previous day. The implied volatity was 30.38, the open interest changed by 47 which increased total open position to 156
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 11.35, which was -2.35 lower than the previous day. The implied volatity was 28.41, the open interest changed by -21 which decreased total open position to 111
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 13.7, which was -1.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 21 which increased total open position to 132
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 14.7, which was 2.00 higher than the previous day. The implied volatity was 27.99, the open interest changed by 39 which increased total open position to 111
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 12.7, which was -2.45 lower than the previous day. The implied volatity was 27.35, the open interest changed by 5 which increased total open position to 71
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 15.15, which was -4.90 lower than the previous day. The implied volatity was 26.65, the open interest changed by 26 which increased total open position to 65
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 20.05, which was -33.05 lower than the previous day. The implied volatity was 28.23, the open interest changed by 35 which increased total open position to 35
On 6 Dec POLYCAB was trading at 7317.95. The strike last trading price was 53.1, which was 0.00 lower than the previous day. The implied volatity was 9.77, 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 53.1, which was 0.00 lower than the previous day. The implied volatity was 9.52, 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 53.1, which was 0.00 lower than the previous day. The implied volatity was 9.72, 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 53.1, which was lower than the previous day. The implied volatity was 8.00, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 26DEC2024 8100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 7493.50 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7413.35 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7483.05 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7541.35 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 7522.15 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7486.40 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 7401.25 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 7442.85 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 7438.40 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 7317.95 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 7341.60 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 7300.10 | 1582.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 7412.50 | 1582.75 | - | 0 | 0 | 0 | |
For Polycab India Limited - strike price 8100 expiring on 26DEC2024
Delta for 8100 PE is -
Historical price for 8100 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 1582.75, 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 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 1582.75, 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 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 1582.75, 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 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 1582.75, 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 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 1582.75, 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 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 1582.75, 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 1582.75, 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 1582.75, 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 1582.75, 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 1582.75, 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 1582.75, 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 1582.75, 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 1582.75, 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 1582.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
