POLYCAB
Polycab India Limited
Historical option data for POLYCAB
30 Mar 2026 04:10 PM IST
| POLYCAB 28-Apr-2026 (28d) 7100 CE | ||||||||||||||||
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Delta: 0.38
Vega: 7.3
Theta: -4.48
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 6843.50 | 144.9 | -93.6 | 30.32 | 216 | 66 | 113 | |||||||||
| 27 Mar | 7067.00 | 241.05 | -63.85 | 27.01 | 161 | 18 | 46 | |||||||||
| 25 Mar | 7145.00 | 302.85 | 18.8 | 26.91 | 40 | -10 | 26 | |||||||||
| 24 Mar | 7064.50 | 284.05 | 63.05 | 30.53 | 26 | 10 | 33 | |||||||||
| 23 Mar | 6795.00 | 221 | -149 | 37.33 | 26 | 14 | 22 | |||||||||
| 20 Mar | 7171.00 | 370 | 5.6 | 32.82 | 13 | 0 | 9 | |||||||||
| 19 Mar | 7180.00 | 395.95 | -829.2 | 31.51 | 14 | 8 | 8 | |||||||||
| 18 Mar | 7374.50 | 1225.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 7166.50 | 1225.15 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Mar | 7127.00 | 1225.15 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 13 Mar | 7193.50 | 1225.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 7455.00 | 1225.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 7429.50 | 1225.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7100 expiring on 28APR2026
Delta for 7100 CE is 0.38
Historical price for 7100 CE is as follows
On 30 Mar POLYCAB was trading at 6843.50. The strike last trading price was 144.9, which was -93.6 lower than the previous day. The implied volatity was 30.32, the open interest changed by 66 which increased total open position to 113
On 27 Mar POLYCAB was trading at 7067.00. The strike last trading price was 241.05, which was -63.85 lower than the previous day. The implied volatity was 27.01, the open interest changed by 18 which increased total open position to 46
On 25 Mar POLYCAB was trading at 7145.00. The strike last trading price was 302.85, which was 18.8 higher than the previous day. The implied volatity was 26.91, the open interest changed by -10 which decreased total open position to 26
On 24 Mar POLYCAB was trading at 7064.50. The strike last trading price was 284.05, which was 63.05 higher than the previous day. The implied volatity was 30.53, the open interest changed by 10 which increased total open position to 33
On 23 Mar POLYCAB was trading at 6795.00. The strike last trading price was 221, which was -149 lower than the previous day. The implied volatity was 37.33, the open interest changed by 14 which increased total open position to 22
On 20 Mar POLYCAB was trading at 7171.00. The strike last trading price was 370, which was 5.6 higher than the previous day. The implied volatity was 32.82, the open interest changed by 0 which decreased total open position to 9
On 19 Mar POLYCAB was trading at 7180.00. The strike last trading price was 395.95, which was -829.2 lower than the previous day. The implied volatity was 31.51, the open interest changed by 8 which increased total open position to 8
On 18 Mar POLYCAB was trading at 7374.50. The strike last trading price was 1225.15, 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 1225.15, 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 1225.15, which was 0 lower than the previous day. The implied volatity was 0.03, 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 1225.15, 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 12 Mar POLYCAB was trading at 7455.00. The strike last trading price was 1225.15, 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 1225.15, 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 (28d) 7100 PE | |||||||
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Delta: -0.58
Vega: 7.52
Theta: -4.15
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 6843.50 | 440 | 64.85 | 41.33 | 11 | 5 | 47 |
| 27 Mar | 7067.00 | 379.25 | 78.25 | 47.42 | 81 | 21 | 42 |
| 25 Mar | 7145.00 | 300.75 | -22.8 | 41.88 | 32 | 13 | 21 |
| 24 Mar | 7064.50 | 323.55 | -172.35 | 39.19 | 11 | 4 | 8 |
| 23 Mar | 6795.00 | 495.9 | 291.05 | 42.67 | 5 | 2 | 5 |
| 20 Mar | 7171.00 | 204.85 | -65.15 | - | 0 | 0 | 0 |
| 19 Mar | 7180.00 | 204.85 | -65.15 | 30.55 | 4 | 1 | 4 |
| 18 Mar | 7374.50 | 270 | -10 | - | 0 | 0 | 3 |
| 17 Mar | 7166.50 | 270 | -10 | 35.47 | 3 | 0 | 3 |
| 16 Mar | 7127.00 | 280 | 69.95 | 33.97 | 3 | 0 | 3 |
| 13 Mar | 7193.50 | 210.05 | 86.55 | - | 0 | 0 | 0 |
| 12 Mar | 7455.00 | 210.05 | 86.55 | - | 4 | 3 | 3 |
| 11 Mar | 7429.50 | 210.05 | 86.55 | 36.09 | 4 | 3 | 3 |
For Polycab India Limited - strike price 7100 expiring on 28APR2026
Delta for 7100 PE is -0.58
Historical price for 7100 PE is as follows
On 30 Mar POLYCAB was trading at 6843.50. The strike last trading price was 440, which was 64.85 higher than the previous day. The implied volatity was 41.33, the open interest changed by 5 which increased total open position to 47
On 27 Mar POLYCAB was trading at 7067.00. The strike last trading price was 379.25, which was 78.25 higher than the previous day. The implied volatity was 47.42, the open interest changed by 21 which increased total open position to 42
On 25 Mar POLYCAB was trading at 7145.00. The strike last trading price was 300.75, which was -22.8 lower than the previous day. The implied volatity was 41.88, the open interest changed by 13 which increased total open position to 21
On 24 Mar POLYCAB was trading at 7064.50. The strike last trading price was 323.55, which was -172.35 lower than the previous day. The implied volatity was 39.19, the open interest changed by 4 which increased total open position to 8
On 23 Mar POLYCAB was trading at 6795.00. The strike last trading price was 495.9, which was 291.05 higher than the previous day. The implied volatity was 42.67, the open interest changed by 2 which increased total open position to 5
On 20 Mar POLYCAB was trading at 7171.00. The strike last trading price was 204.85, which was -65.15 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 204.85, which was -65.15 lower than the previous day. The implied volatity was 30.55, the open interest changed by 1 which increased total open position to 4
On 18 Mar POLYCAB was trading at 7374.50. The strike last trading price was 270, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar POLYCAB was trading at 7166.50. The strike last trading price was 270, which was -10 lower than the previous day. The implied volatity was 35.47, the open interest changed by 0 which decreased total open position to 3
On 16 Mar POLYCAB was trading at 7127.00. The strike last trading price was 280, which was 69.95 higher than the previous day. The implied volatity was 33.97, the open interest changed by 0 which decreased total open position to 3
On 13 Mar POLYCAB was trading at 7193.50. The strike last trading price was 210.05, which was 86.55 higher 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 210.05, which was 86.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 11 Mar POLYCAB was trading at 7429.50. The strike last trading price was 210.05, which was 86.55 higher than the previous day. The implied volatity was 36.09, the open interest changed by 3 which increased total open position to 3
