POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 8600 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.44
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 7657.00 | 2.15 | -153.45 | 35.25 | 30 | 15 | 15 | |||||||||
For Polycab India Limited - strike price 8600 expiring on 30SEP2025
Delta for 8600 CE is 0.02
Historical price for 8600 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 2.15, which was -153.45 lower than the previous day. The implied volatity was 35.25, the open interest changed by 15 which increased total open position to 15
| POLYCAB 30SEP2025 8600 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 | 1858.4 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 8600 expiring on 30SEP2025
Delta for 8600 PE is -
Historical price for 8600 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 1858.4, 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
