[--[65.84.65.76]--]

POLYCAB

Polycab India Limited
7630.5 -14.50 (-0.19%)
L: 7611 H: 7678

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Historical option data for POLYCAB

24 Dec 2025 04:10 PM IST
POLYCAB 27-JAN-2026 7300 CE
Delta: 0.84
Vega: 5.62
Theta: -3.16
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 7630.50 443 -12.1 18.37 9 2 40
23 Dec 7645.00 455.1 0.1 20.00 6 -1 39
22 Dec 7603.00 455 119.35 23.31 12 1 40
19 Dec 7439.00 327.05 156.15 21.28 149 -28 39
18 Dec 7099.00 170.9 -7.1 23.96 43 6 67
17 Dec 7079.50 178 -119.55 26.12 56 43 60
16 Dec 7361.50 280 26.8 23.40 17 7 15
15 Dec 7339.50 250.05 -340.3 - 0 0 0
12 Dec 7276.50 250.05 -340.3 - 0 0 8
11 Dec 7218.50 250.05 -340.3 - 0 0 8
10 Dec 7139.00 250.05 -340.3 - 0 0 8
9 Dec 7194.00 250.05 -340.3 24.50 9 8 8
8 Dec 7025.00 590.35 0 1.74 0 0 0
4 Dec 7348.50 590.35 0 - 0 0 0
3 Dec 7227.00 590.35 0 - 0 0 0
28 Nov 7470.00 590.35 0 - 0 0 0
27 Nov 7479.00 590.35 0 - 0 0 0
26 Nov 7539.00 81.2 0 - 249.6 0 0


For Polycab India Limited - strike price 7300 expiring on 27JAN2026

Delta for 7300 CE is 0.84

Historical price for 7300 CE is as follows

On 24 Dec POLYCAB was trading at 7630.50. The strike last trading price was 443, which was -12.1 lower than the previous day. The implied volatity was 18.37, the open interest changed by 2 which increased total open position to 40


On 23 Dec POLYCAB was trading at 7645.00. The strike last trading price was 455.1, which was 0.1 higher than the previous day. The implied volatity was 20.00, the open interest changed by -1 which decreased total open position to 39


On 22 Dec POLYCAB was trading at 7603.00. The strike last trading price was 455, which was 119.35 higher than the previous day. The implied volatity was 23.31, the open interest changed by 1 which increased total open position to 40


On 19 Dec POLYCAB was trading at 7439.00. The strike last trading price was 327.05, which was 156.15 higher than the previous day. The implied volatity was 21.28, the open interest changed by -28 which decreased total open position to 39


On 18 Dec POLYCAB was trading at 7099.00. The strike last trading price was 170.9, which was -7.1 lower than the previous day. The implied volatity was 23.96, the open interest changed by 6 which increased total open position to 67


On 17 Dec POLYCAB was trading at 7079.50. The strike last trading price was 178, which was -119.55 lower than the previous day. The implied volatity was 26.12, the open interest changed by 43 which increased total open position to 60


On 16 Dec POLYCAB was trading at 7361.50. The strike last trading price was 280, which was 26.8 higher than the previous day. The implied volatity was 23.40, the open interest changed by 7 which increased total open position to 15


On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 250.05, which was -340.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec POLYCAB was trading at 7276.50. The strike last trading price was 250.05, which was -340.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 11 Dec POLYCAB was trading at 7218.50. The strike last trading price was 250.05, which was -340.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 250.05, which was -340.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 250.05, which was -340.3 lower than the previous day. The implied volatity was 24.50, the open interest changed by 8 which increased total open position to 8


On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 590.35, which was 0 lower than the previous day. The implied volatity was 1.74, 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 590.35, 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 Dec POLYCAB was trading at 7227.00. The strike last trading price was 590.35, 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 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 590.35, 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 Nov POLYCAB was trading at 7479.00. The strike last trading price was 590.35, 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 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 81.2, 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 27JAN2026 7300 PE
Delta: -0.22
Vega: 6.82
Theta: -1.93
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 7630.50 71 7.45 23.89 35 -1 169
23 Dec 7645.00 55 -27.55 21.19 78 25 158
22 Dec 7603.00 83 -53.2 23.95 167 107 133
19 Dec 7439.00 136.5 -183.5 23.77 33 23 25
18 Dec 7099.00 320 -2 26.94 1 0 3
17 Dec 7079.50 322 70 24.55 1 0 2
16 Dec 7361.50 252 0 - 0 0 2
15 Dec 7339.50 252 0 - 0 0 0
12 Dec 7276.50 252 0 - 0 0 2
11 Dec 7218.50 252 0 - 0 0 2
10 Dec 7139.00 252 0 - 0 0 2
9 Dec 7194.00 252 0 - 0 0 2
8 Dec 7025.00 252 0 - 0 0 2
4 Dec 7348.50 252 0 - 0 1 0
3 Dec 7227.00 252 0 - 1 0 1
28 Nov 7470.00 375.05 0 2.41 0 0 0
27 Nov 7479.00 0.15 0 - 7,558.4 0 0
26 Nov 7539.00 0.15 0 - 7,558.4 0 0


For Polycab India Limited - strike price 7300 expiring on 27JAN2026

Delta for 7300 PE is -0.22

Historical price for 7300 PE is as follows

On 24 Dec POLYCAB was trading at 7630.50. The strike last trading price was 71, which was 7.45 higher than the previous day. The implied volatity was 23.89, the open interest changed by -1 which decreased total open position to 169


On 23 Dec POLYCAB was trading at 7645.00. The strike last trading price was 55, which was -27.55 lower than the previous day. The implied volatity was 21.19, the open interest changed by 25 which increased total open position to 158


On 22 Dec POLYCAB was trading at 7603.00. The strike last trading price was 83, which was -53.2 lower than the previous day. The implied volatity was 23.95, the open interest changed by 107 which increased total open position to 133


On 19 Dec POLYCAB was trading at 7439.00. The strike last trading price was 136.5, which was -183.5 lower than the previous day. The implied volatity was 23.77, the open interest changed by 23 which increased total open position to 25


On 18 Dec POLYCAB was trading at 7099.00. The strike last trading price was 320, which was -2 lower than the previous day. The implied volatity was 26.94, the open interest changed by 0 which decreased total open position to 3


On 17 Dec POLYCAB was trading at 7079.50. The strike last trading price was 322, which was 70 higher than the previous day. The implied volatity was 24.55, the open interest changed by 0 which decreased total open position to 2


On 16 Dec POLYCAB was trading at 7361.50. The strike last trading price was 252, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 252, 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 Dec POLYCAB was trading at 7276.50. The strike last trading price was 252, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec POLYCAB was trading at 7218.50. The strike last trading price was 252, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 252, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 252, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 252, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 252, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 252, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 375.05, which was 0 lower than the previous day. The implied volatity was 2.41, 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 0.15, 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 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 0.15, 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