POLICYBZR
Pb Fintech Limited
Historical option data for POLICYBZR
21 Sep 2025 04:15 PM IST
| POLICYBZR 30SEP2025 1950 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.58
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1809.60 | 5.15 | 0.6 | 32.62 | 417 | 34 | 631 | |||||||||
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| 14 Sept | 1803.80 | 10.55 | -1 | 31.78 | 282 | 7 | 560 | |||||||||
For Pb Fintech Limited - strike price 1950 expiring on 30SEP2025
Delta for 1950 CE is 0.11
Historical price for 1950 CE is as follows
On 21 Sept POLICYBZR was trading at 1809.60. The strike last trading price was 5.15, which was 0.6 higher than the previous day. The implied volatity was 32.62, the open interest changed by 34 which increased total open position to 631
On 14 Sept POLICYBZR was trading at 1803.80. The strike last trading price was 10.55, which was -1 lower than the previous day. The implied volatity was 31.78, the open interest changed by 7 which increased total open position to 560
| POLICYBZR 30SEP2025 1950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.78
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1809.60 | 145.75 | -14.7 | 40.90 | 16 | 3 | 54 |
| 14 Sept | 1803.80 | 151.85 | -0.1 | 37.67 | 16 | -5 | 58 |
For Pb Fintech Limited - strike price 1950 expiring on 30SEP2025
Delta for 1950 PE is -0.84
Historical price for 1950 PE is as follows
On 21 Sept POLICYBZR was trading at 1809.60. The strike last trading price was 145.75, which was -14.7 lower than the previous day. The implied volatity was 40.90, the open interest changed by 3 which increased total open position to 54
On 14 Sept POLICYBZR was trading at 1803.80. The strike last trading price was 151.85, which was -0.1 lower than the previous day. The implied volatity was 37.67, the open interest changed by -5 which decreased total open position to 58
