POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 8000 CE | ||||||||||||||||
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Delta: 0.15
Vega: 2.61
Theta: -4.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 7657.00 | 22.25 | 6.35 | 26.38 | 6,899 | 269 | 969 | |||||||||
| 21 Sept | 7549.00 | 13.4 | 2 | 23.48 | 2,439 | 28 | 670 | |||||||||
| 18 Sept | 7440.50 | 13 | 1.35 | 26.42 | 780 | 72 | 657 | |||||||||
| 14 Sept | 7254.50 | 9.25 | -0.25 | 25.73 | 358 | 1 | 638 | |||||||||
For Polycab India Limited - strike price 8000 expiring on 30SEP2025
Delta for 8000 CE is 0.15
Historical price for 8000 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 22.25, which was 6.35 higher than the previous day. The implied volatity was 26.38, the open interest changed by 269 which increased total open position to 969
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 13.4, which was 2 higher than the previous day. The implied volatity was 23.48, the open interest changed by 28 which increased total open position to 670
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 13, which was 1.35 higher than the previous day. The implied volatity was 26.42, the open interest changed by 72 which increased total open position to 657
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 9.25, which was -0.25 lower than the previous day. The implied volatity was 25.73, the open interest changed by 1 which increased total open position to 638
| POLYCAB 30SEP2025 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 460.4 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Sept | 7549.00 | 460.4 | -1144.9 | 32.31 | 4 | 1 | 0 |
| 18 Sept | 7440.50 | 1605.3 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 7254.50 | 1605.3 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 8000 expiring on 30SEP2025
Delta for 8000 PE is 0.00
Historical price for 8000 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 460.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 460.4, which was -1144.9 lower than the previous day. The implied volatity was 32.31, the open interest changed by 1 which increased total open position to 0
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 1605.3, 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 1605.3, 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
