POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 7300 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.27
Theta: -2.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7657.00 | 372.45 | 75.85 | 14.20 | 109 | -35 | 147 | |||||||||
| 21 Sept | 7549.00 | 290 | 75.7 | 18.31 | 375 | -49 | 185 | |||||||||
| 18 Sept | 7440.50 | 223.25 | 46.95 | 22.61 | 1,048 | -115 | 234 | |||||||||
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| 14 Sept | 7254.50 | 132.5 | 6.35 | 21.69 | 1,789 | -63 | 608 | |||||||||
For Polycab India Limited - strike price 7300 expiring on 30SEP2025
Delta for 7300 CE is 0.99
Historical price for 7300 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 372.45, which was 75.85 higher than the previous day. The implied volatity was 14.20, the open interest changed by -35 which decreased total open position to 147
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 290, which was 75.7 higher than the previous day. The implied volatity was 18.31, the open interest changed by -49 which decreased total open position to 185
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 223.25, which was 46.95 higher than the previous day. The implied volatity was 22.61, the open interest changed by -115 which decreased total open position to 234
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 132.5, which was 6.35 higher than the previous day. The implied volatity was 21.69, the open interest changed by -63 which decreased total open position to 608
| POLYCAB 30SEP2025 7300 PE | |||||||
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Delta: -0.13
Vega: 2.42
Theta: -4.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 23.55 | -13.8 | 30.73 | 1,482 | -29 | 436 |
| 21 Sept | 7549.00 | 34.45 | -28.25 | 24.87 | 1,037 | 57 | 466 |
| 18 Sept | 7440.50 | 58.35 | -44.85 | 23.81 | 957 | 132 | 412 |
| 14 Sept | 7254.50 | 139 | -32.3 | 20.51 | 415 | 34 | 243 |
For Polycab India Limited - strike price 7300 expiring on 30SEP2025
Delta for 7300 PE is -0.13
Historical price for 7300 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 23.55, which was -13.8 lower than the previous day. The implied volatity was 30.73, the open interest changed by -29 which decreased total open position to 436
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 34.45, which was -28.25 lower than the previous day. The implied volatity was 24.87, the open interest changed by 57 which increased total open position to 466
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 58.35, which was -44.85 lower than the previous day. The implied volatity was 23.81, the open interest changed by 132 which increased total open position to 412
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 139, which was -32.3 lower than the previous day. The implied volatity was 20.51, the open interest changed by 34 which increased total open position to 243
