POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 7100 CE | ||||||||||||||||
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Delta: 0.95
Vega: 1.20
Theta: -4.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7657.00 | 579.75 | 102.35 | 32.68 | 25 | -4 | 129 | |||||||||
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| 21 Sept | 7549.00 | 471.8 | 115.1 | - | 15 | -5 | 134 | |||||||||
| 18 Sept | 7440.50 | 356.7 | 38.35 | - | 10 | -5 | 139 | |||||||||
| 14 Sept | 7254.50 | 255.6 | 14.75 | 22.83 | 41 | -8 | 159 | |||||||||
For Polycab India Limited - strike price 7100 expiring on 30SEP2025
Delta for 7100 CE is 0.95
Historical price for 7100 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 579.75, which was 102.35 higher than the previous day. The implied volatity was 32.68, the open interest changed by -4 which decreased total open position to 129
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 471.8, which was 115.1 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 134
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 356.7, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 139
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 255.6, which was 14.75 higher than the previous day. The implied volatity was 22.83, the open interest changed by -8 which decreased total open position to 159
| POLYCAB 30SEP2025 7100 PE | |||||||
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Delta: -0.07
Vega: 1.48
Theta: -3.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 12.25 | -4.6 | 35.69 | 627 | -126 | 312 |
| 21 Sept | 7549.00 | 17.45 | -8.55 | 29.17 | 511 | 10 | 441 |
| 18 Sept | 7440.50 | 24.7 | -19.35 | 26.03 | 403 | 73 | 432 |
| 14 Sept | 7254.50 | 68.25 | -18.05 | 22.39 | 414 | 77 | 339 |
For Polycab India Limited - strike price 7100 expiring on 30SEP2025
Delta for 7100 PE is -0.07
Historical price for 7100 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 12.25, which was -4.6 lower than the previous day. The implied volatity was 35.69, the open interest changed by -126 which decreased total open position to 312
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 17.45, which was -8.55 lower than the previous day. The implied volatity was 29.17, the open interest changed by 10 which increased total open position to 441
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 24.7, which was -19.35 lower than the previous day. The implied volatity was 26.03, the open interest changed by 73 which increased total open position to 432
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 68.25, which was -18.05 lower than the previous day. The implied volatity was 22.39, the open interest changed by 77 which increased total open position to 339
