POLYCAB
Polycab India Limited
Historical option data for POLYCAB
15 Dec 2025 04:10 PM IST
| POLYCAB 30-DEC-2025 7000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 3.21
Theta: -4.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 7339.50 | 387.5 | 24.55 | 23.15 | 20 | -11 | 145 | |||||||||
| 12 Dec | 7276.50 | 365.85 | 49.85 | 23.81 | 31 | -1 | 151 | |||||||||
| 11 Dec | 7218.50 | 321.65 | 64.4 | 25.57 | 69 | -12 | 154 | |||||||||
| 10 Dec | 7139.00 | 252 | -45.2 | 24.43 | 34 | -2 | 167 | |||||||||
| 9 Dec | 7194.00 | 282.6 | 76.95 | 22.38 | 1,012 | 57 | 169 | |||||||||
| 8 Dec | 7025.00 | 201.4 | -158.15 | 25.05 | 253 | 96 | 113 | |||||||||
| 5 Dec | 7257.00 | 359.55 | 25.15 | 20.22 | 7 | 0 | 17 | |||||||||
| 4 Dec | 7348.50 | 334.55 | -69.7 | - | 0 | 4 | 0 | |||||||||
| 3 Dec | 7227.00 | 334.55 | -69.7 | 20.11 | 5 | 0 | 13 | |||||||||
| 2 Dec | 7347.00 | 404.25 | -135.75 | 14.94 | 4 | 2 | 11 | |||||||||
| 1 Dec | 7401.00 | 540 | -25.5 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 7470.00 | 540 | -25.5 | - | 0 | 1 | 0 | |||||||||
| 27 Nov | 7479.00 | 540 | -25.5 | - | 1 | 0 | 8 | |||||||||
| 26 Nov | 7539.00 | 565.5 | 25.5 | - | 0 | 4 | 0 | |||||||||
| 25 Nov | 7439.00 | 565.5 | 25.5 | 28.85 | 10 | 1 | 5 | |||||||||
| 24 Nov | 7427.00 | 540 | -100 | 26.06 | 1 | 0 | 3 | |||||||||
| 21 Nov | 7521.00 | 640 | -161.45 | 24.19 | 3 | 2 | 2 | |||||||||
| 28 Oct | 7510.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 7666.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 7513.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 7518.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 7605.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 7673.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 7439.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 7578.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 7670.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 7608.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 7685.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 7730.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 7631.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 7588.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 7595.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 7615.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Oct | 7393.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7000 expiring on 30DEC2025
Delta for 7000 CE is 0.87
Historical price for 7000 CE is as follows
On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 387.5, which was 24.55 higher than the previous day. The implied volatity was 23.15, the open interest changed by -11 which decreased total open position to 145
On 12 Dec POLYCAB was trading at 7276.50. The strike last trading price was 365.85, which was 49.85 higher than the previous day. The implied volatity was 23.81, the open interest changed by -1 which decreased total open position to 151
On 11 Dec POLYCAB was trading at 7218.50. The strike last trading price was 321.65, which was 64.4 higher than the previous day. The implied volatity was 25.57, the open interest changed by -12 which decreased total open position to 154
On 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 252, which was -45.2 lower than the previous day. The implied volatity was 24.43, the open interest changed by -2 which decreased total open position to 167
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 282.6, which was 76.95 higher than the previous day. The implied volatity was 22.38, the open interest changed by 57 which increased total open position to 169
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 201.4, which was -158.15 lower than the previous day. The implied volatity was 25.05, the open interest changed by 96 which increased total open position to 113
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 359.55, which was 25.15 higher than the previous day. The implied volatity was 20.22, the open interest changed by 0 which decreased total open position to 17
On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 334.55, which was -69.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 334.55, which was -69.7 lower than the previous day. The implied volatity was 20.11, the open interest changed by 0 which decreased total open position to 13
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 404.25, which was -135.75 lower than the previous day. The implied volatity was 14.94, the open interest changed by 2 which increased total open position to 11
On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 540, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 540, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov POLYCAB was trading at 7479.00. The strike last trading price was 540, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 565.5, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov POLYCAB was trading at 7439.00. The strike last trading price was 565.5, which was 25.5 higher than the previous day. The implied volatity was 28.85, the open interest changed by 1 which increased total open position to 5
On 24 Nov POLYCAB was trading at 7427.00. The strike last trading price was 540, which was -100 lower than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 3
On 21 Nov POLYCAB was trading at 7521.00. The strike last trading price was 640, which was -161.45 lower than the previous day. The implied volatity was 24.19, the open interest changed by 2 which increased total open position to 2
On 28 Oct POLYCAB was trading at 7510.00. The strike last trading price was 0, 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 27 Oct POLYCAB was trading at 7666.50. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7513.00. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7518.50. The strike last trading price was 0, 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 21 Oct POLYCAB was trading at 7605.00. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7673.50. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7439.50. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7578.00. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7670.00. The strike last trading price was 0, 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 14 Oct POLYCAB was trading at 7608.00. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7685.50. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7730.00. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7631.00. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7588.00. The strike last trading price was 0, 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 7 Oct POLYCAB was trading at 7595.50. The strike last trading price was 0, 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 6 Oct POLYCAB was trading at 7615.50. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7393.00. The strike last trading price was 0, 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 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 3.43
Theta: -2.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 7339.50 | 28.55 | -13.55 | 24.59 | 586 | 10 | 694 |
| 12 Dec | 7276.50 | 40.5 | -24.3 | 23.83 | 883 | 7 | 694 |
| 11 Dec | 7218.50 | 61.9 | -36.3 | 24.36 | 1,601 | -7 | 688 |
| 10 Dec | 7139.00 | 100.4 | 23.05 | 25.52 | 1,264 | 47 | 700 |
| 9 Dec | 7194.00 | 80 | -61.7 | 24.53 | 2,081 | 20 | 655 |
| 8 Dec | 7025.00 | 138.1 | 86.05 | 24.13 | 1,822 | 37 | 640 |
| 5 Dec | 7257.00 | 51.95 | 6.95 | 22.12 | 1,612 | 91 | 594 |
| 4 Dec | 7348.50 | 45.95 | -22.3 | 22.15 | 1,051 | -90 | 500 |
| 3 Dec | 7227.00 | 65 | 17.05 | 22.10 | 1,587 | 200 | 604 |
| 2 Dec | 7347.00 | 47.5 | -0.1 | 22.71 | 1,458 | -131 | 404 |
| 1 Dec | 7401.00 | 47.2 | 11.35 | 24.36 | 1,312 | -18 | 535 |
| 28 Nov | 7470.00 | 36.35 | 4.1 | 23.05 | 707 | 240 | 554 |
| 27 Nov | 7479.00 | 27.95 | 2.9 | 21.75 | 537 | 80 | 314 |
| 26 Nov | 7539.00 | 24.95 | -12.75 | 22.16 | 441 | 96 | 233 |
| 25 Nov | 7439.00 | 39 | -7.8 | 21.49 | 139 | 37 | 138 |
| 24 Nov | 7427.00 | 46.1 | 2.95 | 22.13 | 232 | 73 | 99 |
| 21 Nov | 7521.00 | 42 | -58 | 23.89 | 58 | 26 | 27 |
| 28 Oct | 7510.00 | 409.45 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 7666.50 | 409.45 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 7513.00 | 409.45 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 7518.50 | 409.45 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 7605.00 | 409.45 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 7673.50 | 409.45 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 7439.50 | 409.45 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 7578.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 7670.00 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 7608.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 7685.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 7730.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 7631.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 7588.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 7595.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 7615.50 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 7393.00 | 0 | 0 | 3.90 | 0 | 0 | 0 |
For Polycab India Limited - strike price 7000 expiring on 30DEC2025
Delta for 7000 PE is -0.15
Historical price for 7000 PE is as follows
On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 28.55, which was -13.55 lower than the previous day. The implied volatity was 24.59, the open interest changed by 10 which increased total open position to 694
On 12 Dec POLYCAB was trading at 7276.50. The strike last trading price was 40.5, which was -24.3 lower than the previous day. The implied volatity was 23.83, the open interest changed by 7 which increased total open position to 694
On 11 Dec POLYCAB was trading at 7218.50. The strike last trading price was 61.9, which was -36.3 lower than the previous day. The implied volatity was 24.36, the open interest changed by -7 which decreased total open position to 688
On 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 100.4, which was 23.05 higher than the previous day. The implied volatity was 25.52, the open interest changed by 47 which increased total open position to 700
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 80, which was -61.7 lower than the previous day. The implied volatity was 24.53, the open interest changed by 20 which increased total open position to 655
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 138.1, which was 86.05 higher than the previous day. The implied volatity was 24.13, the open interest changed by 37 which increased total open position to 640
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 51.95, which was 6.95 higher than the previous day. The implied volatity was 22.12, the open interest changed by 91 which increased total open position to 594
On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 45.95, which was -22.3 lower than the previous day. The implied volatity was 22.15, the open interest changed by -90 which decreased total open position to 500
On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 65, which was 17.05 higher than the previous day. The implied volatity was 22.10, the open interest changed by 200 which increased total open position to 604
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 47.5, which was -0.1 lower than the previous day. The implied volatity was 22.71, the open interest changed by -131 which decreased total open position to 404
On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 47.2, which was 11.35 higher than the previous day. The implied volatity was 24.36, the open interest changed by -18 which decreased total open position to 535
On 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 36.35, which was 4.1 higher than the previous day. The implied volatity was 23.05, the open interest changed by 240 which increased total open position to 554
On 27 Nov POLYCAB was trading at 7479.00. The strike last trading price was 27.95, which was 2.9 higher than the previous day. The implied volatity was 21.75, the open interest changed by 80 which increased total open position to 314
On 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 24.95, which was -12.75 lower than the previous day. The implied volatity was 22.16, the open interest changed by 96 which increased total open position to 233
On 25 Nov POLYCAB was trading at 7439.00. The strike last trading price was 39, which was -7.8 lower than the previous day. The implied volatity was 21.49, the open interest changed by 37 which increased total open position to 138
On 24 Nov POLYCAB was trading at 7427.00. The strike last trading price was 46.1, which was 2.95 higher than the previous day. The implied volatity was 22.13, the open interest changed by 73 which increased total open position to 99
On 21 Nov POLYCAB was trading at 7521.00. The strike last trading price was 42, which was -58 lower than the previous day. The implied volatity was 23.89, the open interest changed by 26 which increased total open position to 27
On 28 Oct POLYCAB was trading at 7510.00. The strike last trading price was 409.45, 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 27 Oct POLYCAB was trading at 7666.50. The strike last trading price was 409.45, 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 Oct POLYCAB was trading at 7513.00. The strike last trading price was 409.45, 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 Oct POLYCAB was trading at 7518.50. The strike last trading price was 409.45, 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 21 Oct POLYCAB was trading at 7605.00. The strike last trading price was 409.45, 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 Oct POLYCAB was trading at 7673.50. The strike last trading price was 409.45, 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 Oct POLYCAB was trading at 7439.50. The strike last trading price was 409.45, 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 Oct POLYCAB was trading at 7578.00. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7670.00. The strike last trading price was 0, 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 14 Oct POLYCAB was trading at 7608.00. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7685.50. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7730.00. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7631.00. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7588.00. The strike last trading price was 0, 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 7 Oct POLYCAB was trading at 7595.50. The strike last trading price was 0, 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 6 Oct POLYCAB was trading at 7615.50. The strike last trading price was 0, 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 Oct POLYCAB was trading at 7393.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0































































































































































































































