POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 7700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 4.50
Theta: -7.35
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 7657.00 | 89.9 | 24.55 | 22.72 | 12,329 | 275 | 800 | |||||||||
| 21 Sept | 7549.00 | 56.4 | 15.4 | 20.24 | 2,701 | 116 | 531 | |||||||||
| 18 Sept | 7440.50 | 46.05 | 8.3 | 23.46 | 709 | 24 | 410 | |||||||||
| 14 Sept | 7254.50 | 25.5 | -0.35 | 22.58 | 470 | 161 | 323 | |||||||||
For Polycab India Limited - strike price 7700 expiring on 30SEP2025
Delta for 7700 CE is 0.46
Historical price for 7700 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 89.9, which was 24.55 higher than the previous day. The implied volatity was 22.72, the open interest changed by 275 which increased total open position to 800
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 56.4, which was 15.4 higher than the previous day. The implied volatity was 20.24, the open interest changed by 116 which increased total open position to 531
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 46.05, which was 8.3 higher than the previous day. The implied volatity was 23.46, the open interest changed by 24 which increased total open position to 410
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 25.5, which was -0.35 lower than the previous day. The implied volatity was 22.58, the open interest changed by 161 which increased total open position to 323
| POLYCAB 30SEP2025 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 4.51
Theta: -6.80
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 141.55 | -66.95 | 28.15 | 2,463 | 221 | 279 |
| 21 Sept | 7549.00 | 200.95 | -88.55 | 24.73 | 73 | 32 | 58 |
| 18 Sept | 7440.50 | 283.2 | -77.4 | 26.28 | 38 | 15 | 25 |
| 14 Sept | 7254.50 | 1022.25 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 7700 expiring on 30SEP2025
Delta for 7700 PE is -0.53
Historical price for 7700 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 141.55, which was -66.95 lower than the previous day. The implied volatity was 28.15, the open interest changed by 221 which increased total open position to 279
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 200.95, which was -88.55 lower than the previous day. The implied volatity was 24.73, the open interest changed by 32 which increased total open position to 58
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 283.2, which was -77.4 lower than the previous day. The implied volatity was 26.28, the open interest changed by 15 which increased total open position to 25
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 1022.25, 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
