POLYCAB
Polycab India Limited
Historical option data for POLYCAB
09 Dec 2025 04:10 PM IST
| POLYCAB 30-DEC-2025 6600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 7194.00 | 836.7 | -113.3 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 7025.00 | 836.7 | -113.3 | - | 0 | 0 | 2 | |||||||||
| 5 Dec | 7257.00 | 836.7 | -113.3 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 7347.00 | 836.7 | -113.3 | 36.02 | 1 | 0 | 1 | |||||||||
| 28 Oct | 7510.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 7513.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 23 Oct | 7518.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 7439.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 7578.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 7588.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 7595.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 7393.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 6600 expiring on 30DEC2025
Delta for 6600 CE is -
Historical price for 6600 CE is as follows
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 836.7, which was -113.3 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 836.7, which was -113.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 836.7, which was -113.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 836.7, which was -113.3 lower than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 1
On 28 Oct POLYCAB was trading at 7510.00. 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 24 Oct POLYCAB was trading at 7513.00. 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 23 Oct POLYCAB was trading at 7518.50. 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 17 Oct POLYCAB was trading at 7439.50. 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 16 Oct POLYCAB was trading at 7578.00. 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 8 Oct POLYCAB was trading at 7588.00. 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 7 Oct POLYCAB was trading at 7595.50. 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 3 Oct POLYCAB was trading at 7393.00. 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
| POLYCAB 30DEC2025 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 2.75
Theta: -1.67
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 7194.00 | 20.3 | -18.65 | 28.22 | 826 | -92 | 237 |
| 8 Dec | 7025.00 | 41 | 30.35 | 28.55 | 867 | 192 | 322 |
| 5 Dec | 7257.00 | 11.6 | -247.8 | 25.32 | 183 | 127 | 127 |
| 2 Dec | 7347.00 | 259.4 | 0 | 9.89 | 0 | 0 | 0 |
| 28 Oct | 7510.00 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 7513.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 7518.50 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 7439.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 7578.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 7588.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 7595.50 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 7393.00 | 0 | 0 | 6.62 | 0 | 0 | 0 |
For Polycab India Limited - strike price 6600 expiring on 30DEC2025
Delta for 6600 PE is -0.09
Historical price for 6600 PE is as follows
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 20.3, which was -18.65 lower than the previous day. The implied volatity was 28.22, the open interest changed by -92 which decreased total open position to 237
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 41, which was 30.35 higher than the previous day. The implied volatity was 28.55, the open interest changed by 192 which increased total open position to 322
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 11.6, which was -247.8 lower than the previous day. The implied volatity was 25.32, the open interest changed by 127 which increased total open position to 127
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 259.4, which was 0 lower than the previous day. The implied volatity was 9.89, the open interest changed by 0 which decreased total open position to 0
On 28 Oct POLYCAB was trading at 7510.00. 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 24 Oct POLYCAB was trading at 7513.00. 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 23 Oct POLYCAB was trading at 7518.50. 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 17 Oct POLYCAB was trading at 7439.50. 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 16 Oct POLYCAB was trading at 7578.00. 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 8 Oct POLYCAB was trading at 7588.00. 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 7 Oct POLYCAB was trading at 7595.50. 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 3 Oct POLYCAB was trading at 7393.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.62, the open interest changed by 0 which decreased total open position to 0































































































































































































































