POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 6700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7657.00 | 961.45 | 300.7 | - | 39 | -26 | 19 | |||||||||
| 21 Sept | 7549.00 | 660.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 7440.50 | 660.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 7254.50 | 570.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 6970.00 | 592.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 6700 expiring on 30SEP2025
Delta for 6700 CE is -
Historical price for 6700 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 961.45, which was 300.7 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 19
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 660.75, 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 660.75, 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 570.2, 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 17 Aug POLYCAB was trading at 6970.00. The strike last trading price was 592.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 30SEP2025 6700 PE | |||||||
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Delta: -0.02
Vega: 0.55
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 3.9 | -1.55 | 45.40 | 136 | -27 | 180 |
| 21 Sept | 7549.00 | 5.45 | 0.15 | 37.73 | 111 | 8 | 208 |
| 18 Sept | 7440.50 | 5.25 | -3.65 | 32.62 | 70 | 9 | 201 |
| 14 Sept | 7254.50 | 15.25 | -3.1 | 26.96 | 96 | -43 | 236 |
| 17 Aug | 6970.00 | 130 | -0.1 | 27.45 | 8 | -1 | 44 |
For Polycab India Limited - strike price 6700 expiring on 30SEP2025
Delta for 6700 PE is -0.02
Historical price for 6700 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 3.9, which was -1.55 lower than the previous day. The implied volatity was 45.40, the open interest changed by -27 which decreased total open position to 180
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 5.45, which was 0.15 higher than the previous day. The implied volatity was 37.73, the open interest changed by 8 which increased total open position to 208
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 5.25, which was -3.65 lower than the previous day. The implied volatity was 32.62, the open interest changed by 9 which increased total open position to 201
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 15.25, which was -3.1 lower than the previous day. The implied volatity was 26.96, the open interest changed by -43 which decreased total open position to 236
On 17 Aug POLYCAB was trading at 6970.00. The strike last trading price was 130, which was -0.1 lower than the previous day. The implied volatity was 27.45, the open interest changed by -1 which decreased total open position to 44
