POLYCAB
Polycab India Limited
Historical option data for POLYCAB
07 Jan 2025 04:10 PM IST
POLYCAB 30JAN2025 8200 CE | ||||||||||
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Delta: 0.07
Vega: 2.36
Theta: -1.91
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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7 Jan | 7162.85 | 18.15 | 7.45 | 34.75 | 87 | 9 | 163 | |||
6 Jan | 6948.35 | 10.7 | -8.15 | 35.20 | 62 | 15 | 154 | |||
3 Jan | 7208.00 | 18.85 | -11.15 | 30.90 | 359 | 31 | 139 | |||
2 Jan | 7390.65 | 30 | 3.65 | 27.51 | 70 | 3 | 108 | |||
1 Jan | 7341.40 | 26.35 | 4.25 | 27.47 | 37 | 15 | 106 | |||
31 Dec | 7272.35 | 22.1 | -0.65 | 27.67 | 98 | 51 | 90 | |||
30 Dec | 7283.65 | 22.75 | -47.25 | 27.36 | 63 | 36 | 38 | |||
27 Dec | 7149.25 | 70 | 0.00 | 0.00 | 0 | 0 | 0 | |||
26 Dec | 7144.60 | 70 | 0.00 | 0.00 | 0 | 0 | 0 | |||
24 Dec | 7091.85 | 70 | 0.00 | 0.00 | 0 | 1 | 0 | |||
23 Dec | 7118.35 | 70 | 0.00 | 38.54 | 1 | 0 | 1 | |||
20 Dec | 7178.25 | 70 | 0.00 | 0.00 | 0 | 1 | 0 | |||
19 Dec | 7493.50 | 70 | -43.80 | 26.47 | 1 | 0 | 0 | |||
18 Dec | 7413.35 | 113.8 | 0.00 | 6.22 | 0 | 0 | 0 | |||
17 Dec | 7483.05 | 113.8 | 0.00 | 5.59 | 0 | 0 | 0 | |||
16 Dec | 7541.35 | 113.8 | 0.00 | 4.90 | 0 | 0 | 0 | |||
13 Dec | 7522.15 | 113.8 | 4.90 | 0 | 0 | 0 |
For Polycab India Limited - strike price 8200 expiring on 30JAN2025
Delta for 8200 CE is 0.07
Historical price for 8200 CE is as follows
On 7 Jan POLYCAB was trading at 7162.85. The strike last trading price was 18.15, which was 7.45 higher than the previous day. The implied volatity was 34.75, the open interest changed by 9 which increased total open position to 163
On 6 Jan POLYCAB was trading at 6948.35. The strike last trading price was 10.7, which was -8.15 lower than the previous day. The implied volatity was 35.20, the open interest changed by 15 which increased total open position to 154
On 3 Jan POLYCAB was trading at 7208.00. The strike last trading price was 18.85, which was -11.15 lower than the previous day. The implied volatity was 30.90, the open interest changed by 31 which increased total open position to 139
On 2 Jan POLYCAB was trading at 7390.65. The strike last trading price was 30, which was 3.65 higher than the previous day. The implied volatity was 27.51, the open interest changed by 3 which increased total open position to 108
On 1 Jan POLYCAB was trading at 7341.40. The strike last trading price was 26.35, which was 4.25 higher than the previous day. The implied volatity was 27.47, the open interest changed by 15 which increased total open position to 106
On 31 Dec POLYCAB was trading at 7272.35. The strike last trading price was 22.1, which was -0.65 lower than the previous day. The implied volatity was 27.67, the open interest changed by 51 which increased total open position to 90
On 30 Dec POLYCAB was trading at 7283.65. The strike last trading price was 22.75, which was -47.25 lower than the previous day. The implied volatity was 27.36, the open interest changed by 36 which increased total open position to 38
On 27 Dec POLYCAB was trading at 7149.25. The strike last trading price was 70, 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 26 Dec POLYCAB was trading at 7144.60. The strike last trading price was 70, 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 24 Dec POLYCAB was trading at 7091.85. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 23 Dec POLYCAB was trading at 7118.35. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 38.54, the open interest changed by 0 which decreased total open position to 1
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 70, which was -43.80 lower than the previous day. The implied volatity was 26.47, 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 113.8, which was 0.00 lower than the previous day. The implied volatity was 6.22, 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 113.8, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 113.8, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 113.8, which was lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
POLYCAB 30JAN2025 8200 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 7162.85 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
6 Jan | 6948.35 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
3 Jan | 7208.00 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
2 Jan | 7390.65 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
1 Jan | 7341.40 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
31 Dec | 7272.35 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
30 Dec | 7283.65 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
27 Dec | 7149.25 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
26 Dec | 7144.60 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
24 Dec | 7091.85 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
23 Dec | 7118.35 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 7178.25 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 7493.50 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 7413.35 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 7483.05 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 7541.35 | 1685.9 | 0.00 | - | 0 | 0 | 0 |
13 Dec | 7522.15 | 1685.9 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 8200 expiring on 30JAN2025
Delta for 8200 PE is -
Historical price for 8200 PE is as follows
On 7 Jan POLYCAB was trading at 7162.85. The strike last trading price was 1685.9, 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 Jan POLYCAB was trading at 6948.35. The strike last trading price was 1685.9, 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 Jan POLYCAB was trading at 7208.00. The strike last trading price was 1685.9, 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 Jan POLYCAB was trading at 7390.65. The strike last trading price was 1685.9, 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 1 Jan POLYCAB was trading at 7341.40. The strike last trading price was 1685.9, 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 31 Dec POLYCAB was trading at 7272.35. The strike last trading price was 1685.9, 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 30 Dec POLYCAB was trading at 7283.65. The strike last trading price was 1685.9, 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 27 Dec POLYCAB was trading at 7149.25. The strike last trading price was 1685.9, 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 26 Dec POLYCAB was trading at 7144.60. The strike last trading price was 1685.9, 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 24 Dec POLYCAB was trading at 7091.85. The strike last trading price was 1685.9, 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 23 Dec POLYCAB was trading at 7118.35. The strike last trading price was 1685.9, 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 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 1685.9, 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 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 1685.9, 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 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 1685.9, 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 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 1685.9, 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 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 1685.9, 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 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 1685.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0