POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 7000 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 | 666 | 112.35 | - | 35 | -8 | 162 | |||||||||
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| 21 Sept | 7549.00 | 553.65 | 80.25 | - | 27 | 4 | 170 | |||||||||
| 18 Sept | 7440.50 | 478.85 | 79.1 | 21.89 | 30 | -1 | 166 | |||||||||
| 14 Sept | 7254.50 | 336.55 | 41.55 | 24.53 | 8 | 0 | 155 | |||||||||
| 17 Aug | 6970.00 | 256 | -0.2 | 23.49 | 18 | 9 | 21 | |||||||||
For Polycab India Limited - strike price 7000 expiring on 30SEP2025
Delta for 7000 CE is -
Historical price for 7000 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 666, which was 112.35 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 162
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 553.65, which was 80.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 170
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 478.85, which was 79.1 higher than the previous day. The implied volatity was 21.89, the open interest changed by -1 which decreased total open position to 166
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 336.55, which was 41.55 higher than the previous day. The implied volatity was 24.53, the open interest changed by 0 which decreased total open position to 155
On 17 Aug POLYCAB was trading at 6970.00. The strike last trading price was 256, which was -0.2 lower than the previous day. The implied volatity was 23.49, the open interest changed by 9 which increased total open position to 21
| POLYCAB 30SEP2025 7000 PE | |||||||
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Delta: -0.05
Vega: 1.16
Theta: -2.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 9.2 | -2.85 | 38.28 | 1,061 | -20 | 732 |
| 21 Sept | 7549.00 | 11.7 | -5.5 | 30.69 | 739 | 54 | 741 |
| 18 Sept | 7440.50 | 16.05 | -12.3 | 27.60 | 601 | 39 | 684 |
| 14 Sept | 7254.50 | 45.85 | -11.6 | 23.21 | 465 | 44 | 507 |
| 17 Aug | 6970.00 | 260 | -613.05 | 29.10 | 1 | 1 | 0 |
For Polycab India Limited - strike price 7000 expiring on 30SEP2025
Delta for 7000 PE is -0.05
Historical price for 7000 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 9.2, which was -2.85 lower than the previous day. The implied volatity was 38.28, the open interest changed by -20 which decreased total open position to 732
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 11.7, which was -5.5 lower than the previous day. The implied volatity was 30.69, the open interest changed by 54 which increased total open position to 741
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 16.05, which was -12.3 lower than the previous day. The implied volatity was 27.60, the open interest changed by 39 which increased total open position to 684
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 45.85, which was -11.6 lower than the previous day. The implied volatity was 23.21, the open interest changed by 44 which increased total open position to 507
On 17 Aug POLYCAB was trading at 6970.00. The strike last trading price was 260, which was -613.05 lower than the previous day. The implied volatity was 29.10, the open interest changed by 1 which increased total open position to 0
