[--[65.84.65.76]--]

POLYCAB

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

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Historical option data for POLYCAB

09 Dec 2025 04:10 PM IST
POLYCAB 30-DEC-2025 6900 CE
Delta: 0.78
Vega: 5.14
Theta: -4.56
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 7194.00 373.05 -77.3 25.60 39 1 11
8 Dec 7025.00 450.35 -186.45 - 0 0 10
5 Dec 7257.00 450.35 -186.45 22.24 6 0 10
4 Dec 7348.50 636.8 -6.35 - 0 0 0
3 Dec 7227.00 636.8 -6.35 - 0 0 0
2 Dec 7347.00 636.8 -6.35 - 0 3 0
1 Dec 7401.00 636.8 -6.35 34.50 3 0 7
25 Nov 7439.00 647.45 -248.9 29.58 7 4 4


For Polycab India Limited - strike price 6900 expiring on 30DEC2025

Delta for 6900 CE is 0.78

Historical price for 6900 CE is as follows

On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 373.05, which was -77.3 lower than the previous day. The implied volatity was 25.60, the open interest changed by 1 which increased total open position to 11


On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 450.35, which was -186.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 450.35, which was -186.45 lower than the previous day. The implied volatity was 22.24, the open interest changed by 0 which decreased total open position to 10


On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 636.8, which was -6.35 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 636.8, which was -6.35 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 636.8, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 636.8, which was -6.35 lower than the previous day. The implied volatity was 34.50, the open interest changed by 0 which decreased total open position to 7


On 25 Nov POLYCAB was trading at 7439.00. The strike last trading price was 647.45, which was -248.9 lower than the previous day. The implied volatity was 29.58, the open interest changed by 4 which increased total open position to 4


POLYCAB 30DEC2025 6900 PE
Delta: -0.22
Vega: 5.08
Theta: -2.58
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 7194.00 55.6 -53.65 25.04 796 97 135
8 Dec 7025.00 110.4 -103.55 26.88 72 36 36
5 Dec 7257.00 213.95 0 5.43 0 0 0
4 Dec 7348.50 213.95 0 6.03 0 0 0
3 Dec 7227.00 213.95 0 4.82 0 0 0
2 Dec 7347.00 213.95 0 5.99 0 0 0
1 Dec 7401.00 213.95 0 6.56 0 0 0
25 Nov 7439.00 213.95 0 6.28 0 0 0


For Polycab India Limited - strike price 6900 expiring on 30DEC2025

Delta for 6900 PE is -0.22

Historical price for 6900 PE is as follows

On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 55.6, which was -53.65 lower than the previous day. The implied volatity was 25.04, the open interest changed by 97 which increased total open position to 135


On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 110.4, which was -103.55 lower than the previous day. The implied volatity was 26.88, the open interest changed by 36 which increased total open position to 36


On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 213.95, which was 0 lower than the previous day. The implied volatity was 5.43, 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 213.95, which was 0 lower than the previous day. The implied volatity was 6.03, 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 213.95, which was 0 lower than the previous day. The implied volatity was 4.82, 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 213.95, which was 0 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0


On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 213.95, which was 0 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0


On 25 Nov POLYCAB was trading at 7439.00. The strike last trading price was 213.95, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0