POLYCAB
Polycab India Limited
Historical option data for POLYCAB
17 Aug 2025 12:55 AM IST
| POLYCAB 30SEP2025 6800 CE | ||||||||||||||||
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Delta: 0.68
Vega: 8.91
Theta: -3.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 6970.00 | 366.35 | -14.8 | 23.00 | 11 | 2 | 41 | |||||||||
For Polycab India Limited - strike price 6800 expiring on 30SEP2025
Delta for 6800 CE is 0.68
Historical price for 6800 CE is as follows
On 17 Aug POLYCAB was trading at 6970.00. The strike last trading price was 366.35, which was -14.8 lower than the previous day. The implied volatity was 23.00, the open interest changed by 2 which increased total open position to 41
| POLYCAB 30SEP2025 6800 PE | |||||||
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Delta: -0.34
Vega: 9.13
Theta: -1.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 6970.00 | 159 | -4.3 | 26.84 | 26 | 10 | 26 |
For Polycab India Limited - strike price 6800 expiring on 30SEP2025
Delta for 6800 PE is -0.34
Historical price for 6800 PE is as follows
On 17 Aug POLYCAB was trading at 6970.00. The strike last trading price was 159, which was -4.3 lower than the previous day. The implied volatity was 26.84, the open interest changed by 10 which increased total open position to 26
