Historical option data for POLYCAB
22 Jun 2026 01:16 PM IST
| POLYCAB 28-Jul-2026 (36d) 10000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.12
Theta: -5.03
Gamma: 0.00048
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 10048.50 | 380 | -15.3 (-3.87%) | 25.86 | 97 | 5 | 338 | |||||||||
| 19 Jun | 10083.00 | 403 | 92.75 (29.90%) | 23.94 | 247 | 16 | 334 | |||||||||
| 18 Jun | 9952.50 | 304.5 | -18.55 (-5.74%) | 22.85 | 69 | -2 | 318 | |||||||||
| 17 Jun | 9926.50 | 320.55 | 123.15 (62.39%) | 24.72 | 659 | 245 | 321 | |||||||||
| 16 Jun | 9591.50 | 195.2 | 14.75 (8.17%) | 25.79 | 16 | 5 | 74 | |||||||||
| 15 Jun | 9556.00 | 178.45 | -19.2 (-9.71%) | 24.95 | 20 | 7 | 67 | |||||||||
| 12 Jun | 9554.00 | 197.5 | 35.15 (21.65%) | 25.87 | 51 | 27 | 60 | |||||||||
| 11 Jun | 9372.00 | 160 | -54 (-25.23%) | 27.11 | 23 | -7 | 32 | |||||||||
| 10 Jun | 9523.50 | 214 | -36 (-14.40%) | 27.17 | 13 | 1 | 41 | |||||||||
| 9 Jun | 9615.50 | 250 | 35 (16.28%) | 26.75 | 11 | 7 | 39 | |||||||||
| 8 Jun | 9495.00 | 202 | -106 (-34.42%) | 27.4 | 37 | 25 | 32 | |||||||||
| 5 Jun | 9699.00 | 308.2 | 107.2 (53.33%) | 28.23 | 11 | 6 | 6 | |||||||||
For Polycab India Limited - strike price 10000 expiring on 28JUL2026
Delta for 10000 CE is 0.57
Historical price for 10000 CE is as follows
On 22 Jun POLYCAB was trading at 10048.50. The strike last trading price was 380, which was -15.3 lower than the previous day. The implied volatity was 25.86, the open interest changed by 5 which increased total open position to 338
On 19 Jun POLYCAB was trading at 10083.00. The strike last trading price was 403, which was 92.75 higher than the previous day. The implied volatity was 23.94, the open interest changed by 16 which increased total open position to 334
On 18 Jun POLYCAB was trading at 9952.50. The strike last trading price was 304.5, which was -18.55 lower than the previous day. The implied volatity was 22.85, the open interest changed by -2 which decreased total open position to 318
On 17 Jun POLYCAB was trading at 9926.50. The strike last trading price was 320.55, which was 123.15 higher than the previous day. The implied volatity was 24.72, the open interest changed by 245 which increased total open position to 321
On 16 Jun POLYCAB was trading at 9591.50. The strike last trading price was 195.2, which was 14.75 higher than the previous day. The implied volatity was 25.79, the open interest changed by 5 which increased total open position to 74
On 15 Jun POLYCAB was trading at 9556.00. The strike last trading price was 178.45, which was -19.2 lower than the previous day. The implied volatity was 24.95, the open interest changed by 7 which increased total open position to 67
On 12 Jun POLYCAB was trading at 9554.00. The strike last trading price was 197.5, which was 35.15 higher than the previous day. The implied volatity was 25.87, the open interest changed by 27 which increased total open position to 60
On 11 Jun POLYCAB was trading at 9372.00. The strike last trading price was 160, which was -54 lower than the previous day. The implied volatity was 27.11, the open interest changed by -7 which decreased total open position to 32
On 10 Jun POLYCAB was trading at 9523.50. The strike last trading price was 214, which was -36 lower than the previous day. The implied volatity was 27.17, the open interest changed by 1 which increased total open position to 41
On 9 Jun POLYCAB was trading at 9615.50. The strike last trading price was 250, which was 35 higher than the previous day. The implied volatity was 26.75, the open interest changed by 7 which increased total open position to 39
On 8 Jun POLYCAB was trading at 9495.00. The strike last trading price was 202, which was -106 lower than the previous day. The implied volatity was 27.4, the open interest changed by 25 which increased total open position to 32
On 5 Jun POLYCAB was trading at 9699.00. The strike last trading price was 308.2, which was 107.2 higher than the previous day. The implied volatity was 28.23, the open interest changed by 6 which increased total open position to 6
| POLYCAB 28-Jul-2026 (36d) 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.12
Theta: -4.2
Gamma: 0.00042
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 10048.50 | 325.85 | 20.35 (6.66%) | 29.74 | 203 | 15 | 235 |
| 19 Jun | 10083.00 | 305.5 | -69.8 (-18.60%) | 28.54 | 121 | -14 | 220 |
| 18 Jun | 9952.50 | 361 | -9 (-2.43%) | 27.6 | 200 | 18 | 233 |
| 17 Jun | 9926.50 | 363.55 | -236.45 (-39.41%) | 26.57 | 347 | 214 | 215 |
| 16 Jun | 9591.50 | 600 | -1203.05 (-66.72%) | 30.91 | 1 | 1 | 1 |
| 15 Jun | 9556.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 9554.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 9372.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 9523.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 9615.50 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 9495.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 9699.00 | 0 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 10000 expiring on 28JUL2026
Delta for 10000 PE is -0.44
Historical price for 10000 PE is as follows
On 22 Jun POLYCAB was trading at 10048.50. The strike last trading price was 325.85, which was 20.35 higher than the previous day. The implied volatity was 29.74, the open interest changed by 15 which increased total open position to 235
On 19 Jun POLYCAB was trading at 10083.00. The strike last trading price was 305.5, which was -69.8 lower than the previous day. The implied volatity was 28.54, the open interest changed by -14 which decreased total open position to 220
On 18 Jun POLYCAB was trading at 9952.50. The strike last trading price was 361, which was -9 lower than the previous day. The implied volatity was 27.6, the open interest changed by 18 which increased total open position to 233
On 17 Jun POLYCAB was trading at 9926.50. The strike last trading price was 363.55, which was -236.45 lower than the previous day. The implied volatity was 26.57, the open interest changed by 214 which increased total open position to 215
On 16 Jun POLYCAB was trading at 9591.50. The strike last trading price was 600, which was -1203.05 lower than the previous day. The implied volatity was 30.91, the open interest changed by 1 which increased total open position to 1
On 15 Jun POLYCAB was trading at 9556.00. The strike last trading price was 0, 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 12 Jun POLYCAB was trading at 9554.00. The strike last trading price was 0, 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 11 Jun POLYCAB was trading at 9372.00. The strike last trading price was 0, 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 10 Jun POLYCAB was trading at 9523.50. The strike last trading price was 0, 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 9 Jun POLYCAB was trading at 9615.50. The strike last trading price was 0, 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 8 Jun POLYCAB was trading at 9495.00. The strike last trading price was 0, 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 5 Jun POLYCAB was trading at 9699.00. The strike last trading price was 0, 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
