POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 28OCT2025 7200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 5.57
Theta: -3.37
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7657.00 | 569.5 | 69.5 | 22.51 | 161 | 152 | 161 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 7549.00 | 500 | 12.7 | 23.46 | 9 | 9 | 5 | |||||||||
| 18 Sept | 7440.50 | 487.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 6970.00 | 0 | 0 | 0.68 | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7200 expiring on 28OCT2025
Delta for 7200 CE is 0.85
Historical price for 7200 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 569.5, which was 69.5 higher than the previous day. The implied volatity was 22.51, the open interest changed by 152 which increased total open position to 161
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 500, which was 12.7 higher than the previous day. The implied volatity was 23.46, the open interest changed by 9 which increased total open position to 5
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 487.3, 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
On 17 Aug POLYCAB was trading at 6970.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 28OCT2025 7200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 6.65
Theta: -2.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 76.4 | -26.1 | 27.97 | 49 | 16 | 38 |
| 21 Sept | 7549.00 | 101 | -25 | 27.38 | 27 | 8 | 23 |
| 18 Sept | 7440.50 | 122 | -48.55 | 26.14 | 9 | 4 | 13 |
| 17 Aug | 6970.00 | 0 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 7200 expiring on 28OCT2025
Delta for 7200 PE is -0.20
Historical price for 7200 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 76.4, which was -26.1 lower than the previous day. The implied volatity was 27.97, the open interest changed by 16 which increased total open position to 38
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 101, which was -25 lower than the previous day. The implied volatity was 27.38, the open interest changed by 8 which increased total open position to 23
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 122, which was -48.55 lower than the previous day. The implied volatity was 26.14, the open interest changed by 4 which increased total open position to 13
On 17 Aug POLYCAB was trading at 6970.00. The strike last trading price was 0, 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
