POLYCAB
Polycab India Limited
Historical option data for POLYCAB
09 Dec 2025 04:10 PM IST
| POLYCAB 30-DEC-2025 6900 CE | ||||||||||||||||
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Delta: 0.78
Vega: 5.14
Theta: -4.56
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.22
Vega: 5.08
Theta: -2.58
Gamma: 0.00
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| 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































































































































































































































