POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 6800 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.99
Theta: -4.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7657.00 | 880 | 82 | 47.73 | 7 | -5 | 167 | |||||||||
| 21 Sept | 7549.00 | 798 | 186 | 46.21 | 1 | -1 | 173 | |||||||||
| 18 Sept | 7440.50 | 612 | 106.65 | - | 5 | -3 | 175 | |||||||||
| 14 Sept | 7254.50 | 431.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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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 0.96
Historical price for 6800 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 880, which was 82 higher than the previous day. The implied volatity was 47.73, the open interest changed by -5 which decreased total open position to 167
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 798, which was 186 higher than the previous day. The implied volatity was 46.21, the open interest changed by -1 which decreased total open position to 173
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 612, which was 106.65 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 175
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 431.05, 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 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: -0.03
Vega: 0.73
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 5.45 | -1.15 | 43.47 | 98 | -44 | 199 |
| 21 Sept | 7549.00 | 6.45 | -1.7 | 34.93 | 185 | 35 | 245 |
| 18 Sept | 7440.50 | 7.9 | -4.6 | 31.22 | 133 | 0 | 211 |
| 14 Sept | 7254.50 | 24 | -4.5 | 26.36 | 233 | -17 | 285 |
| 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 -0.03
Historical price for 6800 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 5.45, which was -1.15 lower than the previous day. The implied volatity was 43.47, the open interest changed by -44 which decreased total open position to 199
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 6.45, which was -1.7 lower than the previous day. The implied volatity was 34.93, the open interest changed by 35 which increased total open position to 245
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 7.9, which was -4.6 lower than the previous day. The implied volatity was 31.22, the open interest changed by 0 which decreased total open position to 211
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 24, which was -4.5 lower than the previous day. The implied volatity was 26.36, the open interest changed by -17 which decreased total open position to 285
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
