POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Dec 2024 04:10 PM IST
| POLYCAB 26DEC2024 8400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.34
Theta: -1.55
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7178.25 | 2.5 | -0.95 | 53.35 | 168 | -31 | 92 | |||
| 19 Dec | 7493.50 | 3.45 | 0.05 | 40.68 | 123 | 52 | 122 | |||
| 18 Dec | 7413.35 | 3.4 | 0.10 | 40.40 | 16 | 4 | 71 | |||
| 17 Dec | 7483.05 | 3.3 | -0.85 | 35.17 | 37 | -10 | 66 | |||
| 16 Dec | 7541.35 | 4.15 | -0.15 | 32.73 | 72 | 14 | 76 | |||
|
|
||||||||||
| 13 Dec | 7522.15 | 4.3 | -1.85 | 28.90 | 88 | 18 | 61 | |||
| 12 Dec | 7486.40 | 6.15 | 2.15 | 31.62 | 31 | 6 | 44 | |||
| 11 Dec | 7401.25 | 4 | -2.00 | 29.43 | 35 | 0 | 38 | |||
| 10 Dec | 7442.85 | 6 | 0.80 | 29.68 | 33 | 3 | 39 | |||
| 9 Dec | 7438.40 | 5.2 | -2.35 | 28.49 | 75 | 36 | 38 | |||
| 5 Dec | 7341.60 | 7.55 | 1.25 | 29.96 | 2 | 0 | 1 | |||
| 4 Dec | 7300.10 | 6.3 | 6.30 | 29.20 | 3 | 1 | 1 | |||
| 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 | 0 | 0 | ||||
For Polycab India Limited - strike price 8400 expiring on 26DEC2024
Delta for 8400 CE is 0.01
Historical price for 8400 CE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 2.5, which was -0.95 lower than the previous day. The implied volatity was 53.35, the open interest changed by -31 which decreased total open position to 92
On 19 Dec POLYCAB was trading at 7493.50. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 40.68, the open interest changed by 52 which increased total open position to 122
On 18 Dec POLYCAB was trading at 7413.35. The strike last trading price was 3.4, which was 0.10 higher than the previous day. The implied volatity was 40.40, the open interest changed by 4 which increased total open position to 71
On 17 Dec POLYCAB was trading at 7483.05. The strike last trading price was 3.3, which was -0.85 lower than the previous day. The implied volatity was 35.17, the open interest changed by -10 which decreased total open position to 66
On 16 Dec POLYCAB was trading at 7541.35. The strike last trading price was 4.15, which was -0.15 lower than the previous day. The implied volatity was 32.73, the open interest changed by 14 which increased total open position to 76
On 13 Dec POLYCAB was trading at 7522.15. The strike last trading price was 4.3, which was -1.85 lower than the previous day. The implied volatity was 28.90, the open interest changed by 18 which increased total open position to 61
On 12 Dec POLYCAB was trading at 7486.40. The strike last trading price was 6.15, which was 2.15 higher than the previous day. The implied volatity was 31.62, the open interest changed by 6 which increased total open position to 44
On 11 Dec POLYCAB was trading at 7401.25. The strike last trading price was 4, which was -2.00 lower than the previous day. The implied volatity was 29.43, the open interest changed by 0 which decreased total open position to 38
On 10 Dec POLYCAB was trading at 7442.85. The strike last trading price was 6, which was 0.80 higher than the previous day. The implied volatity was 29.68, the open interest changed by 3 which increased total open position to 39
On 9 Dec POLYCAB was trading at 7438.40. The strike last trading price was 5.2, which was -2.35 lower than the previous day. The implied volatity was 28.49, the open interest changed by 36 which increased total open position to 38
On 5 Dec POLYCAB was trading at 7341.60. The strike last trading price was 7.55, which was 1.25 higher than the previous day. The implied volatity was 29.96, the open interest changed by 0 which decreased total open position to 1
On 4 Dec POLYCAB was trading at 7300.10. The strike last trading price was 6.3, which was 6.30 higher than the previous day. The implied volatity was 29.20, the open interest changed by 1 which increased total open position to 1
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POLYCAB 26DEC2024 8400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7178.25 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 7493.50 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7413.35 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7483.05 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7541.35 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 7522.15 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7486.40 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 7401.25 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 7442.85 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 7438.40 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 7341.60 | 1637.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 7300.10 | 1637.1 | 1637.10 | - | 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 | 0 | 0 | |
For Polycab India Limited - strike price 8400 expiring on 26DEC2024
Delta for 8400 PE is -
Historical price for 8400 PE is as follows
On 20 Dec POLYCAB was trading at 7178.25. The strike last trading price was 1637.1, 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 1637.1, 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 1637.1, 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 1637.1, 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 1637.1, 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 1637.1, 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 1637.1, 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 1637.1, 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 1637.1, 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 1637.1, 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 1637.1, 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 1637.1, which was 1637.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
