[--[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 7100 CE
Delta: 0.63
Vega: 6.52
Theta: -4.76
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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
Delta: -0.38
Vega: 6.53
Theta: -2.88
Gamma: 0.00
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