POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 6900 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7657.00 | 522.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 7549.00 | 522.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 7440.50 | 522.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 7254.50 | 452.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 6970.00 | 494.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 6900 expiring on 30SEP2025
Delta for 6900 CE is 0.00
Historical price for 6900 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 522.15, 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 522.15, 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 522.15, 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 452.95, 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 494.65, 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 6900 PE | |||||||
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Delta: -0.04
Vega: 0.97
Theta: -2.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 7.75 | -0.9 | 41.64 | 25 | 1 | 19 |
| 21 Sept | 7549.00 | 8.65 | -2.9 | 32.83 | 58 | 13 | 17 |
| 18 Sept | 7440.50 | 11.25 | -492.4 | 29.26 | 18 | 5 | 5 |
| 14 Sept | 7254.50 | 503.65 | 0 | 6.21 | 0 | 0 | 0 |
| 17 Aug | 6970.00 | 503.65 | 0 | 1.55 | 0 | 0 | 0 |
For Polycab India Limited - strike price 6900 expiring on 30SEP2025
Delta for 6900 PE is -0.04
Historical price for 6900 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 7.75, which was -0.9 lower than the previous day. The implied volatity was 41.64, the open interest changed by 1 which increased total open position to 19
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 8.65, which was -2.9 lower than the previous day. The implied volatity was 32.83, the open interest changed by 13 which increased total open position to 17
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 11.25, which was -492.4 lower than the previous day. The implied volatity was 29.26, the open interest changed by 5 which increased total open position to 5
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 503.65, which was 0 lower than the previous day. The implied volatity was 6.21, 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 503.65, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
