POLYCAB
Polycab India Limited
Historical option data for POLYCAB
09 Dec 2025 04:10 PM IST
| POLYCAB 30-DEC-2025 7100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 6.52
Theta: -4.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 9 Dec | 7194.00 | 222 | 72.6 | 23.12 | 1,643 | -111 | 146 | |||||||||
| 8 Dec | 7025.00 | 151.95 | -123.9 | 25.00 | 801 | 237 | 260 | |||||||||
| 5 Dec | 7257.00 | 282 | -288 | 19.77 | 63 | 23 | 27 | |||||||||
| 4 Dec | 7348.50 | 570 | -50 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 7227.00 | 570 | -50 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 7347.00 | 570 | -50 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 7401.00 | 570 | -50 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 7470.00 | 570 | -50 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 7479.00 | 570 | -50 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 7539.00 | 570 | -50 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 7439.00 | 570 | -50 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 7427.00 | 570 | -50 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 7521.00 | 570 | -50 | 24.38 | 1 | 0 | 3 | |||||||||
| 6 Nov | 7591.50 | 766.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 7560.00 | 766.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7100 expiring on 30DEC2025
Delta for 7100 CE is 0.63
Historical price for 7100 CE is as follows
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 222, which was 72.6 higher than the previous day. The implied volatity was 23.12, the open interest changed by -111 which decreased total open position to 146
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 151.95, which was -123.9 lower than the previous day. The implied volatity was 25.00, the open interest changed by 237 which increased total open position to 260
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 282, which was -288 lower than the previous day. The implied volatity was 19.77, the open interest changed by 23 which increased total open position to 27
On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 570, which was -50 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 570, which was -50 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 570, which was -50 lower than the previous day. The implied volatity was -, 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 570, which was -50 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 570, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov POLYCAB was trading at 7479.00. The strike last trading price was 570, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 570, which was -50 lower than the previous day. The implied volatity was -, 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 570, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov POLYCAB was trading at 7427.00. The strike last trading price was 570, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov POLYCAB was trading at 7521.00. The strike last trading price was 570, which was -50 lower than the previous day. The implied volatity was 24.38, the open interest changed by 0 which decreased total open position to 3
On 6 Nov POLYCAB was trading at 7591.50. The strike last trading price was 766.9, 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 Nov POLYCAB was trading at 7560.00. The strike last trading price was 766.9, 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 7100 PE | |||||||
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Delta: -0.38
Vega: 6.53
Theta: -2.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 7194.00 | 108.7 | -80.05 | 23.49 | 993 | 76 | 284 |
| 8 Dec | 7025.00 | 196.35 | 119.05 | 25.31 | 1,060 | 84 | 210 |
| 5 Dec | 7257.00 | 74 | 10.3 | 21.42 | 256 | 16 | 125 |
| 4 Dec | 7348.50 | 64.35 | -32.1 | 21.27 | 211 | 20 | 112 |
| 3 Dec | 7227.00 | 95 | 27.25 | 22.07 | 208 | 71 | 91 |
| 2 Dec | 7347.00 | 70.2 | -212.2 | 22.63 | 38 | 15 | 15 |
| 1 Dec | 7401.00 | 282.4 | 0 | 4.27 | 0 | 0 | 0 |
| 28 Nov | 7470.00 | 282.4 | 0 | 4.85 | 0 | 0 | 0 |
| 27 Nov | 7479.00 | 282.4 | 0 | 5.05 | 0 | 0 | 0 |
| 26 Nov | 7539.00 | 282.4 | 0 | 5.51 | 0 | 0 | 0 |
| 25 Nov | 7439.00 | 282.4 | 0 | 4.18 | 0 | 0 | 0 |
| 24 Nov | 7427.00 | 282.4 | 0 | 4.00 | 0 | 0 | 0 |
| 21 Nov | 7521.00 | 282.4 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 7591.50 | 282.4 | 0 | 5.14 | 0 | 0 | 0 |
| 4 Nov | 7560.00 | 282.4 | 0 | 4.95 | 0 | 0 | 0 |
For Polycab India Limited - strike price 7100 expiring on 30DEC2025
Delta for 7100 PE is -0.38
Historical price for 7100 PE is as follows
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 108.7, which was -80.05 lower than the previous day. The implied volatity was 23.49, the open interest changed by 76 which increased total open position to 284
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 196.35, which was 119.05 higher than the previous day. The implied volatity was 25.31, the open interest changed by 84 which increased total open position to 210
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 74, which was 10.3 higher than the previous day. The implied volatity was 21.42, the open interest changed by 16 which increased total open position to 125
On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 64.35, which was -32.1 lower than the previous day. The implied volatity was 21.27, the open interest changed by 20 which increased total open position to 112
On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 95, which was 27.25 higher than the previous day. The implied volatity was 22.07, the open interest changed by 71 which increased total open position to 91
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 70.2, which was -212.2 lower than the previous day. The implied volatity was 22.63, the open interest changed by 15 which increased total open position to 15
On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 282.4, which was 0 lower than the previous day. The implied volatity was 4.27, 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 282.4, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
On 27 Nov POLYCAB was trading at 7479.00. The strike last trading price was 282.4, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
On 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 282.4, which was 0 lower than the previous day. The implied volatity was 5.51, 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 282.4, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0
On 24 Nov POLYCAB was trading at 7427.00. The strike last trading price was 282.4, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov POLYCAB was trading at 7521.00. The strike last trading price was 282.4, 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 6 Nov POLYCAB was trading at 7591.50. The strike last trading price was 282.4, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
On 4 Nov POLYCAB was trading at 7560.00. The strike last trading price was 282.4, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0































































































































































































































