POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 7900 CE | ||||||||||||||||
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Delta: 0.22
Vega: 3.33
Theta: -5.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7657.00 | 34.05 | -143.55 | 24.64 | 1,667 | 359 | 359 | |||||||||
| 21 Sept | 7549.00 | 177.6 | 0 | 6.16 | 0 | 0 | 0 | |||||||||
| 18 Sept | 7440.50 | 177.6 | 0 | 7.59 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 7254.50 | 177.6 | 0 | 8.89 | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7900 expiring on 30SEP2025
Delta for 7900 CE is 0.22
Historical price for 7900 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 34.05, which was -143.55 lower than the previous day. The implied volatity was 24.64, the open interest changed by 359 which increased total open position to 359
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 177.6, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 177.6, which was 0 lower than the previous day. The implied volatity was 7.59, 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 177.6, which was 0 lower than the previous day. The implied volatity was 8.89, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 30SEP2025 7900 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 1176.5 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 7549.00 | 1176.5 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 7440.50 | 1176.5 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 7254.50 | 1176.5 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 7900 expiring on 30SEP2025
Delta for 7900 PE is -
Historical price for 7900 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 1176.5, 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 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 1176.5, 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 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 1176.5, 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 1176.5, 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
