POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 7200 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 | 459.35 | 81.2 | - | 114 | -23 | 456 | |||||||||
| 21 Sept | 7549.00 | 375.45 | 82.2 | - | 140 | -10 | 476 | |||||||||
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| 18 Sept | 7440.50 | 299.2 | 58.95 | 21.49 | 222 | -18 | 499 | |||||||||
| 14 Sept | 7254.50 | 185.55 | 10.95 | 21.72 | 1,003 | -143 | 567 | |||||||||
For Polycab India Limited - strike price 7200 expiring on 30SEP2025
Delta for 7200 CE is -
Historical price for 7200 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 459.35, which was 81.2 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 456
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 375.45, which was 82.2 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 476
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 299.2, which was 58.95 higher than the previous day. The implied volatity was 21.49, the open interest changed by -18 which decreased total open position to 499
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 185.55, which was 10.95 higher than the previous day. The implied volatity was 21.72, the open interest changed by -143 which decreased total open position to 567
| POLYCAB 30SEP2025 7200 PE | |||||||
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Delta: -0.09
Vega: 1.91
Theta: -3.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 17 | -6.6 | 33.30 | 1,410 | 94 | 684 |
| 21 Sept | 7549.00 | 23.3 | -16.85 | 26.67 | 926 | -5 | 600 |
| 18 Sept | 7440.50 | 35.5 | -32.65 | 24.31 | 703 | 28 | 588 |
| 14 Sept | 7254.50 | 97.85 | -25 | 21.35 | 699 | 6 | 425 |
For Polycab India Limited - strike price 7200 expiring on 30SEP2025
Delta for 7200 PE is -0.09
Historical price for 7200 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 17, which was -6.6 lower than the previous day. The implied volatity was 33.30, the open interest changed by 94 which increased total open position to 684
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 23.3, which was -16.85 lower than the previous day. The implied volatity was 26.67, the open interest changed by -5 which decreased total open position to 600
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 35.5, which was -32.65 lower than the previous day. The implied volatity was 24.31, the open interest changed by 28 which increased total open position to 588
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 97.85, which was -25 lower than the previous day. The implied volatity was 21.35, the open interest changed by 6 which increased total open position to 425
