POLYCAB
Polycab India Limited
Historical option data for POLYCAB
28 Sep 2025 10:07 PM IST
| POLYCAB 28-OCT-2025 7400 CE | ||||||||||||||||
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Delta: 0.51
Vega: 8.65
Theta: -4.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 7322.50 | 236 | -60.95 | 27.98 | 283 | 33 | 90 | |||||||||
| 22 Sept | 7657.00 | 435.8 | 93.3 | 25.15 | 7 | 4 | 19 | |||||||||
| 21 Sept | 7549.00 | 342.5 | 55.5 | 21.43 | 13 | 1 | 15 | |||||||||
| 18 Sept | 7440.50 | 297 | 51 | 23.46 | 25 | 0 | 14 | |||||||||
| 17 Aug | 6970.00 | 0 | 0 | 2.14 | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7400 expiring on 28OCT2025
Delta for 7400 CE is 0.51
Historical price for 7400 CE is as follows
On 28 Sept POLYCAB was trading at 7322.50. The strike last trading price was 236, which was -60.95 lower than the previous day. The implied volatity was 27.98, the open interest changed by 33 which increased total open position to 90
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 435.8, which was 93.3 higher than the previous day. The implied volatity was 25.15, the open interest changed by 4 which increased total open position to 19
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 342.5, which was 55.5 higher than the previous day. The implied volatity was 21.43, the open interest changed by 1 which increased total open position to 15
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 297, which was 51 higher than the previous day. The implied volatity was 23.46, the open interest changed by 0 which decreased total open position to 14
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 2.14, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 28OCT2025 7400 PE | |||||||
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Delta: -0.49
Vega: 8.65
Theta: -3.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 7322.50 | 270 | 40.9 | 30.45 | 371 | -25 | 148 |
| 22 Sept | 7657.00 | 140.5 | -8.2 | 29.21 | 124 | 68 | 111 |
| 21 Sept | 7549.00 | 157 | -38 | 26.48 | 47 | 28 | 43 |
| 18 Sept | 7440.50 | 195 | -58.6 | 25.95 | 2 | 0 | 16 |
| 17 Aug | 6970.00 | 0 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 7400 expiring on 28OCT2025
Delta for 7400 PE is -0.49
Historical price for 7400 PE is as follows
On 28 Sept POLYCAB was trading at 7322.50. The strike last trading price was 270, which was 40.9 higher than the previous day. The implied volatity was 30.45, the open interest changed by -25 which decreased total open position to 148
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 140.5, which was -8.2 lower than the previous day. The implied volatity was 29.21, the open interest changed by 68 which increased total open position to 111
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 157, which was -38 lower than the previous day. The implied volatity was 26.48, the open interest changed by 28 which increased total open position to 43
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 195, which was -58.6 lower than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 16
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
