POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 6500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7657.00 | 890 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 7549.00 | 890 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 7440.50 | 890 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 7254.50 | 890 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 6500 expiring on 30SEP2025
Delta for 6500 CE is 0.00
Historical price for 6500 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 890, which was 0 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 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 890, which was 0 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 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 890, which was 0 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 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 890, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 30SEP2025 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.53
Theta: -1.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 4.5 | 2.4 | 55.18 | 11 | -1 | 16 |
| 21 Sept | 7549.00 | 2.1 | -1.35 | 39.46 | 1 | -1 | 18 |
| 18 Sept | 7440.50 | 3.45 | -2.2 | 37.48 | 5 | 0 | 19 |
| 14 Sept | 7254.50 | 315.45 | 0 | 12.47 | 0 | 0 | 0 |
For Polycab India Limited - strike price 6500 expiring on 30SEP2025
Delta for 6500 PE is -0.02
Historical price for 6500 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 4.5, which was 2.4 higher than the previous day. The implied volatity was 55.18, the open interest changed by -1 which decreased total open position to 16
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 2.1, which was -1.35 lower than the previous day. The implied volatity was 39.46, the open interest changed by -1 which decreased total open position to 18
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 3.45, which was -2.2 lower than the previous day. The implied volatity was 37.48, the open interest changed by 0 which decreased total open position to 19
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 315.45, which was 0 lower than the previous day. The implied volatity was 12.47, the open interest changed by 0 which decreased total open position to 0
