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POLYCAB

Polycab India Limited
7361.5 +22.00 (0.30%)
L: 7264.5 H: 7402.5

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Historical option data for POLYCAB

16 Dec 2025 04:10 PM IST
POLYCAB 30-DEC-2025 6700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 7361.50 1038.4 0 - 0 0 0
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
Delta: -0.05
Vega: 1.51
Theta: -1.46
Gamma: 0.00
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