POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 7500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 3.51
Theta: -6.40
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 7657.00 | 208.2 | 56.3 | 22.15 | 2,288 | -339 | 272 | |||||||||
| 21 Sept | 7549.00 | 148.95 | 45.4 | 20.42 | 6,811 | 95 | 622 | |||||||||
| 18 Sept | 7440.50 | 107 | 21.2 | 22.53 | 2,245 | -135 | 513 | |||||||||
| 14 Sept | 7254.50 | 60 | 1.35 | 21.76 | 515 | 42 | 406 | |||||||||
For Polycab India Limited - strike price 7500 expiring on 30SEP2025
Delta for 7500 CE is 0.76
Historical price for 7500 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 208.2, which was 56.3 higher than the previous day. The implied volatity was 22.15, the open interest changed by -339 which decreased total open position to 272
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 148.95, which was 45.4 higher than the previous day. The implied volatity was 20.42, the open interest changed by 95 which increased total open position to 622
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 107, which was 21.2 higher than the previous day. The implied volatity was 22.53, the open interest changed by -135 which decreased total open position to 513
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 60, which was 1.35 higher than the previous day. The implied volatity was 21.76, the open interest changed by 42 which increased total open position to 406
| POLYCAB 30SEP2025 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 3.82
Theta: -5.93
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 55 | -38.15 | 27.37 | 2,210 | 117 | 522 |
| 21 Sept | 7549.00 | 92.85 | -53.45 | 24.50 | 1,773 | 207 | 406 |
| 18 Sept | 7440.50 | 140.05 | -72.85 | 23.03 | 601 | 88 | 198 |
| 14 Sept | 7254.50 | 272.5 | -27.3 | 21.65 | 36 | 5 | 80 |
For Polycab India Limited - strike price 7500 expiring on 30SEP2025
Delta for 7500 PE is -0.28
Historical price for 7500 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 55, which was -38.15 lower than the previous day. The implied volatity was 27.37, the open interest changed by 117 which increased total open position to 522
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 92.85, which was -53.45 lower than the previous day. The implied volatity was 24.50, the open interest changed by 207 which increased total open position to 406
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 140.05, which was -72.85 lower than the previous day. The implied volatity was 23.03, the open interest changed by 88 which increased total open position to 198
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 272.5, which was -27.3 lower than the previous day. The implied volatity was 21.65, the open interest changed by 5 which increased total open position to 80
