POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 7800 CE | ||||||||||||||||
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Delta: 0.32
Vega: 4.03
Theta: -6.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7657.00 | 56.95 | 15.5 | 25.06 | 9,225 | 225 | 565 | |||||||||
| 21 Sept | 7549.00 | 35.05 | 8.1 | 21.29 | 1,751 | 136 | 341 | |||||||||
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| 18 Sept | 7440.50 | 28.5 | 3.75 | 23.95 | 490 | 69 | 212 | |||||||||
| 14 Sept | 7254.50 | 17.8 | 0.9 | 23.58 | 208 | -24 | 104 | |||||||||
For Polycab India Limited - strike price 7800 expiring on 30SEP2025
Delta for 7800 CE is 0.32
Historical price for 7800 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 56.95, which was 15.5 higher than the previous day. The implied volatity was 25.06, the open interest changed by 225 which increased total open position to 565
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 35.05, which was 8.1 higher than the previous day. The implied volatity was 21.29, the open interest changed by 136 which increased total open position to 341
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 28.5, which was 3.75 higher than the previous day. The implied volatity was 23.95, the open interest changed by 69 which increased total open position to 212
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 17.8, which was 0.9 higher than the previous day. The implied volatity was 23.58, the open interest changed by -24 which decreased total open position to 104
| POLYCAB 30SEP2025 7800 PE | |||||||
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Delta: -0.65
Vega: 4.22
Theta: -5.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 201.45 | -80.55 | 28.10 | 149 | 59 | 64 |
| 21 Sept | 7549.00 | 282 | -1163.85 | 27.18 | 7 | 5 | 5 |
| 18 Sept | 7440.50 | 1445.85 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 7254.50 | 1445.85 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 7800 expiring on 30SEP2025
Delta for 7800 PE is -0.65
Historical price for 7800 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 201.45, which was -80.55 lower than the previous day. The implied volatity was 28.10, the open interest changed by 59 which increased total open position to 64
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 282, which was -1163.85 lower than the previous day. The implied volatity was 27.18, the open interest changed by 5 which increased total open position to 5
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 1445.85, 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
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 1445.85, 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
