[--[65.84.65.76]--]

POLYCAB

Polycab India Limited
7194 +169.00 (2.41%)
L: 6932 H: 7214.5

Back to Option Chain


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