POLYCAB
Polycab India Limited
Historical option data for POLYCAB
24 Apr 2026 01:30 PM IST
| POLYCAB 28-Apr-2026 (4d) 6700 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0
Theta: -0.94
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 7927.00 | 1216.5 | 596.45 | 59.84 | 12 | -11 | 76 | |||||||||
| 23 Apr | 7963.50 | 614.2 | -5.849999999999909 | - | 0 | 0 | 87 | |||||||||
| 22 Apr | 8038.00 | 614.2 | -5.849999999999909 | - | 0 | 0 | 87 | |||||||||
| 21 Apr | 7955.50 | 614.2 | -5.849999999999909 | - | 0 | 0 | 87 | |||||||||
| 20 Apr | 8198.50 | 614.2 | -5.849999999999909 | - | 0 | 0 | 87 | |||||||||
| 17 Apr | 8182.50 | 614.2 | -5.849999999999909 | - | 0 | 0 | 87 | |||||||||
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| 16 Apr | 7903.50 | 614.2 | -5.849999999999909 | - | 0 | 0 | 87 | |||||||||
| 15 Apr | 7791.00 | 614.2 | -5.849999999999909 | - | 0 | 0 | 87 | |||||||||
| 13 Apr | 7548.00 | 614.2 | -5.849999999999909 | - | 0 | 0 | 87 | |||||||||
| 10 Apr | 7728.00 | 614.2 | -5.849999999999909 | - | 0 | 0 | 87 | |||||||||
| 9 Apr | 7607.00 | 614.2 | 118.05 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 7600.50 | 614.2 | 118.05 | - | 0 | 0 | 87 | |||||||||
| 7 Apr | 7227.00 | 614.2 | 118.05 | 32.87 | 72 | 0 | 87 | |||||||||
| 6 Apr | 7047.00 | 486.25 | 107.5 | 37.55 | 104 | 32 | 88 | |||||||||
| 2 Apr | 6878.00 | 372.9 | -33.05 | 33.94 | 347 | 41 | 56 | |||||||||
| 1 Apr | 6925.00 | 409.4 | 92.2 | 31.37 | 25 | 3 | 15 | |||||||||
| 30 Mar | 6843.50 | 317.25 | -1239.45 | 28.12 | 26 | 13 | 13 | |||||||||
| 27 Mar | 7067.00 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 7145.00 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 7064.50 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 6795.00 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 7171.00 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 7180.00 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 7374.50 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 7166.50 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 7127.00 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 7193.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 7455.00 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 7429.50 | 1556.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 6700 expiring on 28APR2026
Delta for 6700 CE is 0.99
Historical price for 6700 CE is as follows
On 24 Apr POLYCAB was trading at 7927.00. The strike last trading price was 1216.5, which was 596.45 higher than the previous day. The implied volatity was 59.84, the open interest changed by -11 which decreased total open position to 76
On 23 Apr POLYCAB was trading at 7963.50. The strike last trading price was 614.2, which was -5.849999999999909 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 22 Apr POLYCAB was trading at 8038.00. The strike last trading price was 614.2, which was -5.849999999999909 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 21 Apr POLYCAB was trading at 7955.50. The strike last trading price was 614.2, which was -5.849999999999909 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 20 Apr POLYCAB was trading at 8198.50. The strike last trading price was 614.2, which was -5.849999999999909 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 17 Apr POLYCAB was trading at 8182.50. The strike last trading price was 614.2, which was -5.849999999999909 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 16 Apr POLYCAB was trading at 7903.50. The strike last trading price was 614.2, which was -5.849999999999909 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 15 Apr POLYCAB was trading at 7791.00. The strike last trading price was 614.2, which was -5.849999999999909 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 13 Apr POLYCAB was trading at 7548.00. The strike last trading price was 614.2, which was -5.849999999999909 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 10 Apr POLYCAB was trading at 7728.00. The strike last trading price was 614.2, which was -5.849999999999909 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 9 Apr POLYCAB was trading at 7607.00. The strike last trading price was 614.2, which was 118.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr POLYCAB was trading at 7600.50. The strike last trading price was 614.2, which was 118.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 7 Apr POLYCAB was trading at 7227.00. The strike last trading price was 614.2, which was 118.05 higher than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 87
On 6 Apr POLYCAB was trading at 7047.00. The strike last trading price was 486.25, which was 107.5 higher than the previous day. The implied volatity was 37.55, the open interest changed by 32 which increased total open position to 88
On 2 Apr POLYCAB was trading at 6878.00. The strike last trading price was 372.9, which was -33.05 lower than the previous day. The implied volatity was 33.94, the open interest changed by 41 which increased total open position to 56
On 1 Apr POLYCAB was trading at 6925.00. The strike last trading price was 409.4, which was 92.2 higher than the previous day. The implied volatity was 31.37, the open interest changed by 3 which increased total open position to 15
On 30 Mar POLYCAB was trading at 6843.50. The strike last trading price was 317.25, which was -1239.45 lower than the previous day. The implied volatity was 28.12, the open interest changed by 13 which increased total open position to 13
On 27 Mar POLYCAB was trading at 7067.00. The strike last trading price was 1556.7, 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 25 Mar POLYCAB was trading at 7145.00. The strike last trading price was 1556.7, 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 Mar POLYCAB was trading at 7064.50. The strike last trading price was 1556.7, 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 Mar POLYCAB was trading at 6795.00. The strike last trading price was 1556.7, 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 20 Mar POLYCAB was trading at 7171.00. The strike last trading price was 1556.7, 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 19 Mar POLYCAB was trading at 7180.00. The strike last trading price was 1556.7, 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 18 Mar POLYCAB was trading at 7374.50. The strike last trading price was 1556.7, 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 Mar POLYCAB was trading at 7166.50. The strike last trading price was 1556.7, 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 Mar POLYCAB was trading at 7127.00. The strike last trading price was 1556.7, 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 13 Mar POLYCAB was trading at 7193.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar POLYCAB was trading at 7455.00. The strike last trading price was 1556.7, 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 Mar POLYCAB was trading at 7429.50. The strike last trading price was 1556.7, 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 28-Apr-2026 (4d) 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: -0.69
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 7927.00 | 1.9 | 0.1499999999999999 | 67.25 | 486 | 11 | 118 |
| 23 Apr | 7963.50 | 1.75 | -0.7000000000000002 | 61.01 | 142 | -10 | 107 |
| 22 Apr | 8038.00 | 3.15 | -1.35 | 63.72 | 2,131 | 1 | 118 |
| 21 Apr | 7955.50 | 4.5 | 0.8500000000000001 | 60.5 | 39 | -15 | 118 |
| 20 Apr | 8198.50 | 3.75 | -2.6500000000000004 | 62.99 | 81 | 14 | 133 |
| 17 Apr | 8182.50 | 6.2 | -7.8 | 57.32 | 649 | -24 | 122 |
| 16 Apr | 7903.50 | 14 | -12.95 | 54.1 | 72 | -53 | 145 |
| 15 Apr | 7791.00 | 27.3 | -12.900000000000002 | 56.09 | 123 | -8 | 197 |
| 13 Apr | 7548.00 | 40.3 | 9.649999999999999 | 49.03 | 320 | -69 | 206 |
| 10 Apr | 7728.00 | 32 | -3.950000000000003 | 47.35 | 172 | 32 | 283 |
| 9 Apr | 7607.00 | 36.45 | 1.75 | 45.6 | 81 | -22 | 251 |
| 8 Apr | 7600.50 | 36 | -64.2 | 44.52 | 361 | 31 | 274 |
| 7 Apr | 7227.00 | 99.55 | -20.7 | 45.74 | 425 | 41 | 238 |
| 6 Apr | 7047.00 | 124.1 | -61.6 | 40.74 | 292 | 6 | 198 |
| 2 Apr | 6878.00 | 186.7 | 16.55 | 39.59 | 901 | 57 | 191 |
| 1 Apr | 6925.00 | 164.95 | -78.7 | 39.27 | 255 | 20 | 137 |
| 30 Mar | 6843.50 | 260.85 | 60.15 | 45.54 | 303 | 48 | 117 |
| 27 Mar | 7067.00 | 200 | 46.55 | 46.47 | 57 | 20 | 70 |
| 25 Mar | 7145.00 | 151.9 | -9.85 | 42.23 | 28 | 10 | 50 |
| 24 Mar | 7064.50 | 161.75 | -131.3 | 39.53 | 44 | 23 | 39 |
| 23 Mar | 6795.00 | 298 | 159.8 | 44.61 | 25 | 6 | 15 |
| 20 Mar | 7171.00 | 138.2 | 16.2 | - | 0 | 4 | 0 |
| 19 Mar | 7180.00 | 138.2 | 16.2 | 38.9 | 6 | 3 | 8 |
| 18 Mar | 7374.50 | 122 | -78 | - | 0 | 0 | 5 |
| 17 Mar | 7166.50 | 122 | -78 | 34.83 | 7 | -2 | 6 |
| 16 Mar | 7127.00 | 200 | 64.1 | 42.55 | 1 | 0 | 7 |
| 13 Mar | 7193.50 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 7455.00 | 135.9 | 76.25 | - | 14 | 7 | 7 |
| 11 Mar | 7429.50 | 135.9 | 76.25 | 41.3 | 14 | 7 | 7 |
For Polycab India Limited - strike price 6700 expiring on 28APR2026
Delta for 6700 PE is -0.01
Historical price for 6700 PE is as follows
On 24 Apr POLYCAB was trading at 7927.00. The strike last trading price was 1.9, which was 0.1499999999999999 higher than the previous day. The implied volatity was 67.25, the open interest changed by 11 which increased total open position to 118
On 23 Apr POLYCAB was trading at 7963.50. The strike last trading price was 1.75, which was -0.7000000000000002 lower than the previous day. The implied volatity was 61.01, the open interest changed by -10 which decreased total open position to 107
On 22 Apr POLYCAB was trading at 8038.00. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 63.72, the open interest changed by 1 which increased total open position to 118
On 21 Apr POLYCAB was trading at 7955.50. The strike last trading price was 4.5, which was 0.8500000000000001 higher than the previous day. The implied volatity was 60.5, the open interest changed by -15 which decreased total open position to 118
On 20 Apr POLYCAB was trading at 8198.50. The strike last trading price was 3.75, which was -2.6500000000000004 lower than the previous day. The implied volatity was 62.99, the open interest changed by 14 which increased total open position to 133
On 17 Apr POLYCAB was trading at 8182.50. The strike last trading price was 6.2, which was -7.8 lower than the previous day. The implied volatity was 57.32, the open interest changed by -24 which decreased total open position to 122
On 16 Apr POLYCAB was trading at 7903.50. The strike last trading price was 14, which was -12.95 lower than the previous day. The implied volatity was 54.1, the open interest changed by -53 which decreased total open position to 145
On 15 Apr POLYCAB was trading at 7791.00. The strike last trading price was 27.3, which was -12.900000000000002 lower than the previous day. The implied volatity was 56.09, the open interest changed by -8 which decreased total open position to 197
On 13 Apr POLYCAB was trading at 7548.00. The strike last trading price was 40.3, which was 9.649999999999999 higher than the previous day. The implied volatity was 49.03, the open interest changed by -69 which decreased total open position to 206
On 10 Apr POLYCAB was trading at 7728.00. The strike last trading price was 32, which was -3.950000000000003 lower than the previous day. The implied volatity was 47.35, the open interest changed by 32 which increased total open position to 283
On 9 Apr POLYCAB was trading at 7607.00. The strike last trading price was 36.45, which was 1.75 higher than the previous day. The implied volatity was 45.6, the open interest changed by -22 which decreased total open position to 251
On 8 Apr POLYCAB was trading at 7600.50. The strike last trading price was 36, which was -64.2 lower than the previous day. The implied volatity was 44.52, the open interest changed by 31 which increased total open position to 274
On 7 Apr POLYCAB was trading at 7227.00. The strike last trading price was 99.55, which was -20.7 lower than the previous day. The implied volatity was 45.74, the open interest changed by 41 which increased total open position to 238
On 6 Apr POLYCAB was trading at 7047.00. The strike last trading price was 124.1, which was -61.6 lower than the previous day. The implied volatity was 40.74, the open interest changed by 6 which increased total open position to 198
On 2 Apr POLYCAB was trading at 6878.00. The strike last trading price was 186.7, which was 16.55 higher than the previous day. The implied volatity was 39.59, the open interest changed by 57 which increased total open position to 191
On 1 Apr POLYCAB was trading at 6925.00. The strike last trading price was 164.95, which was -78.7 lower than the previous day. The implied volatity was 39.27, the open interest changed by 20 which increased total open position to 137
On 30 Mar POLYCAB was trading at 6843.50. The strike last trading price was 260.85, which was 60.15 higher than the previous day. The implied volatity was 45.54, the open interest changed by 48 which increased total open position to 117
On 27 Mar POLYCAB was trading at 7067.00. The strike last trading price was 200, which was 46.55 higher than the previous day. The implied volatity was 46.47, the open interest changed by 20 which increased total open position to 70
On 25 Mar POLYCAB was trading at 7145.00. The strike last trading price was 151.9, which was -9.85 lower than the previous day. The implied volatity was 42.23, the open interest changed by 10 which increased total open position to 50
On 24 Mar POLYCAB was trading at 7064.50. The strike last trading price was 161.75, which was -131.3 lower than the previous day. The implied volatity was 39.53, the open interest changed by 23 which increased total open position to 39
On 23 Mar POLYCAB was trading at 6795.00. The strike last trading price was 298, which was 159.8 higher than the previous day. The implied volatity was 44.61, the open interest changed by 6 which increased total open position to 15
On 20 Mar POLYCAB was trading at 7171.00. The strike last trading price was 138.2, which was 16.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 19 Mar POLYCAB was trading at 7180.00. The strike last trading price was 138.2, which was 16.2 higher than the previous day. The implied volatity was 38.9, the open interest changed by 3 which increased total open position to 8
On 18 Mar POLYCAB was trading at 7374.50. The strike last trading price was 122, which was -78 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Mar POLYCAB was trading at 7166.50. The strike last trading price was 122, which was -78 lower than the previous day. The implied volatity was 34.83, the open interest changed by -2 which decreased total open position to 6
On 16 Mar POLYCAB was trading at 7127.00. The strike last trading price was 200, which was 64.1 higher than the previous day. The implied volatity was 42.55, the open interest changed by 0 which decreased total open position to 7
On 13 Mar POLYCAB was trading at 7193.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar POLYCAB was trading at 7455.00. The strike last trading price was 135.9, which was 76.25 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 11 Mar POLYCAB was trading at 7429.50. The strike last trading price was 135.9, which was 76.25 higher than the previous day. The implied volatity was 41.3, the open interest changed by 7 which increased total open position to 7
