POLYCAB
Polycab India Limited
Historical option data for POLYCAB
16 Dec 2025 04:10 PM IST
| POLYCAB 30-DEC-2025 6700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 7361.50 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 15 Dec | 7339.50 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 7276.50 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 7218.50 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 7139.00 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 7194.00 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 7025.00 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 7257.00 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 7348.50 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 7227.00 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 7347.00 | 1038.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 6700 expiring on 30DEC2025
Delta for 6700 CE is -
Historical price for 6700 CE is as follows
On 16 Dec POLYCAB was trading at 7361.50. The strike last trading price was 1038.4, 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
On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 1038.4, 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
On 12 Dec POLYCAB was trading at 7276.50. The strike last trading price was 1038.4, 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
On 11 Dec POLYCAB was trading at 7218.50. The strike last trading price was 1038.4, 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
On 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 1038.4, 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
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 1038.4, 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
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 1038.4, 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
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 1038.4, 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
On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 1038.4, 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
On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 1038.4, 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
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 1038.4, 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
| POLYCAB 30DEC2025 6700 PE | |||||||
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Delta: -0.05
Vega: 1.51
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 7361.50 | 9.15 | -0.8 | 29.00 | 142 | 29 | 207 |
| 15 Dec | 7339.50 | 9.95 | -4.1 | 29.39 | 77 | -24 | 172 |
| 12 Dec | 7276.50 | 13.8 | -9.2 | 27.17 | 81 | 40 | 195 |
| 11 Dec | 7218.50 | 23 | -13.5 | 28.12 | 87 | 5 | 155 |
| 10 Dec | 7139.00 | 38.4 | 11 | 29.14 | 74 | 3 | 148 |
| 9 Dec | 7194.00 | 29.2 | -24.25 | 27.35 | 280 | -26 | 144 |
| 8 Dec | 7025.00 | 58 | 42.95 | 27.95 | 213 | -16 | 168 |
| 5 Dec | 7257.00 | 15 | -1.05 | 23.74 | 180 | 21 | 186 |
| 4 Dec | 7348.50 | 15 | -6.55 | 24.42 | 279 | 16 | 165 |
| 3 Dec | 7227.00 | 20.5 | 1.85 | 23.69 | 450 | 72 | 149 |
| 2 Dec | 7347.00 | 18.5 | -139.6 | 25.60 | 120 | 77 | 77 |
For Polycab India Limited - strike price 6700 expiring on 30DEC2025
Delta for 6700 PE is -0.05
Historical price for 6700 PE is as follows
On 16 Dec POLYCAB was trading at 7361.50. The strike last trading price was 9.15, which was -0.8 lower than the previous day. The implied volatity was 29.00, the open interest changed by 29 which increased total open position to 207
On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 9.95, which was -4.1 lower than the previous day. The implied volatity was 29.39, the open interest changed by -24 which decreased total open position to 172
On 12 Dec POLYCAB was trading at 7276.50. The strike last trading price was 13.8, which was -9.2 lower than the previous day. The implied volatity was 27.17, the open interest changed by 40 which increased total open position to 195
On 11 Dec POLYCAB was trading at 7218.50. The strike last trading price was 23, which was -13.5 lower than the previous day. The implied volatity was 28.12, the open interest changed by 5 which increased total open position to 155
On 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 38.4, which was 11 higher than the previous day. The implied volatity was 29.14, the open interest changed by 3 which increased total open position to 148
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 29.2, which was -24.25 lower than the previous day. The implied volatity was 27.35, the open interest changed by -26 which decreased total open position to 144
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 58, which was 42.95 higher than the previous day. The implied volatity was 27.95, the open interest changed by -16 which decreased total open position to 168
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 15, which was -1.05 lower than the previous day. The implied volatity was 23.74, the open interest changed by 21 which increased total open position to 186
On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 15, which was -6.55 lower than the previous day. The implied volatity was 24.42, the open interest changed by 16 which increased total open position to 165
On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 20.5, which was 1.85 higher than the previous day. The implied volatity was 23.69, the open interest changed by 72 which increased total open position to 149
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 18.5, which was -139.6 lower than the previous day. The implied volatity was 25.60, the open interest changed by 77 which increased total open position to 77































































































































































































































