POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 7400 CE | ||||||||||||||||
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Delta: 0.92
Vega: 1.67
Theta: -3.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 7657.00 | 279.4 | 63.1 | 17.51 | 548 | -79 | 365 | |||||||||
| 21 Sept | 7549.00 | 212.5 | 59.35 | 19.49 | 2,315 | -259 | 449 | |||||||||
| 18 Sept | 7440.50 | 160.95 | 35.45 | 22.41 | 3,151 | -456 | 720 | |||||||||
| 14 Sept | 7254.50 | 91 | 3.35 | 21.72 | 763 | -32 | 490 | |||||||||
For Polycab India Limited - strike price 7400 expiring on 30SEP2025
Delta for 7400 CE is 0.92
Historical price for 7400 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 279.4, which was 63.1 higher than the previous day. The implied volatity was 17.51, the open interest changed by -79 which decreased total open position to 365
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 212.5, which was 59.35 higher than the previous day. The implied volatity was 19.49, the open interest changed by -259 which decreased total open position to 449
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 160.95, which was 35.45 higher than the previous day. The implied volatity was 22.41, the open interest changed by -456 which decreased total open position to 720
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 91, which was 3.35 higher than the previous day. The implied volatity was 21.72, the open interest changed by -32 which decreased total open position to 490
| POLYCAB 30SEP2025 7400 PE | |||||||
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Delta: -0.19
Vega: 3.08
Theta: -5.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 34.5 | -25.35 | 28.54 | 2,117 | 35 | 600 |
| 21 Sept | 7549.00 | 58 | -40.65 | 24.60 | 1,255 | 220 | 563 |
| 18 Sept | 7440.50 | 91.9 | -60.25 | 23.42 | 884 | 208 | 340 |
| 14 Sept | 7254.50 | 197 | -25.3 | 20.48 | 84 | 29 | 76 |
For Polycab India Limited - strike price 7400 expiring on 30SEP2025
Delta for 7400 PE is -0.19
Historical price for 7400 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 34.5, which was -25.35 lower than the previous day. The implied volatity was 28.54, the open interest changed by 35 which increased total open position to 600
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 58, which was -40.65 lower than the previous day. The implied volatity was 24.60, the open interest changed by 220 which increased total open position to 563
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 91.9, which was -60.25 lower than the previous day. The implied volatity was 23.42, the open interest changed by 208 which increased total open position to 340
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 197, which was -25.3 lower than the previous day. The implied volatity was 20.48, the open interest changed by 29 which increased total open position to 76
