POLYCAB
Polycab India Limited
Historical option data for POLYCAB
15 Dec 2025 04:10 PM IST
| POLYCAB 30-DEC-2025 6500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 7339.50 | 1190.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 7276.50 | 1190.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 7218.50 | 1190.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 7139.00 | 1190.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 7194.00 | 1190.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 8 Dec | 7025.00 | 1190.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 6500 expiring on 30DEC2025
Delta for 6500 CE is -
Historical price for 6500 CE is as follows
On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 1190.95, 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 Dec POLYCAB was trading at 7276.50. The strike last trading price was 1190.95, 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 Dec POLYCAB was trading at 7218.50. The strike last trading price was 1190.95, 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 Dec POLYCAB was trading at 7139.00. The strike last trading price was 1190.95, 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 Dec POLYCAB was trading at 7194.00. The strike last trading price was 1190.95, 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 Dec POLYCAB was trading at 7025.00. The strike last trading price was 1190.95, 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
| POLYCAB 30DEC2025 6500 PE | |||||||
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Delta: -0.03
Vega: 1.02
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 7339.50 | 6 | -2.45 | 33.47 | 91 | -42 | 198 |
| 12 Dec | 7276.50 | 8.35 | -3.85 | 30.96 | 269 | -31 | 240 |
| 11 Dec | 7218.50 | 12.5 | -6.3 | 30.98 | 446 | 3 | 273 |
| 10 Dec | 7139.00 | 20 | 5.2 | 31.24 | 418 | 49 | 272 |
| 9 Dec | 7194.00 | 13.7 | -14.3 | 28.96 | 1,520 | -6 | 216 |
| 8 Dec | 7025.00 | 30.45 | -82.35 | 29.75 | 554 | 220 | 220 |
For Polycab India Limited - strike price 6500 expiring on 30DEC2025
Delta for 6500 PE is -0.03
Historical price for 6500 PE is as follows
On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 6, which was -2.45 lower than the previous day. The implied volatity was 33.47, the open interest changed by -42 which decreased total open position to 198
On 12 Dec POLYCAB was trading at 7276.50. The strike last trading price was 8.35, which was -3.85 lower than the previous day. The implied volatity was 30.96, the open interest changed by -31 which decreased total open position to 240
On 11 Dec POLYCAB was trading at 7218.50. The strike last trading price was 12.5, which was -6.3 lower than the previous day. The implied volatity was 30.98, the open interest changed by 3 which increased total open position to 273
On 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 20, which was 5.2 higher than the previous day. The implied volatity was 31.24, the open interest changed by 49 which increased total open position to 272
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 13.7, which was -14.3 lower than the previous day. The implied volatity was 28.96, the open interest changed by -6 which decreased total open position to 216
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 30.45, which was -82.35 lower than the previous day. The implied volatity was 29.75, the open interest changed by 220 which increased total open position to 220































































































































































































































