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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 7300 CE
Delta: 0.42
Vega: 6.74
Theta: -4.31
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 7194.00 112.9 35.3 21.84 1,717 -96 686
8 Dec 7025.00 74 -78.15 23.36 1,190 248 781
5 Dec 7257.00 154.9 -45.15 19.10 1,838 43 536
4 Dec 7348.50 189.1 34.85 20.13 1,519 94 492
3 Dec 7227.00 157 -69.1 21.01 800 127 397
2 Dec 7347.00 227.35 -27.15 21.91 416 106 271
1 Dec 7401.00 254.5 -101 19.88 8 0 165
28 Nov 7470.00 355.5 91.85 - 0 0 0
27 Nov 7479.00 355.5 91.85 - 0 0 0
26 Nov 7539.00 355.5 91.85 16.69 2 0 165
25 Nov 7439.00 265.05 -23.9 17.20 10 -3 165
24 Nov 7427.00 334.7 -155.3 26.03 185 165 168
21 Nov 7521.00 490 15 - 0 0 0
18 Nov 7661.00 490 15 19.15 1 0 2
17 Nov 7683.00 475 -175 13.49 2 1 1
6 Nov 7591.50 650 0 - 0 0 0
4 Nov 7560.00 650 0 - 0 0 0
31 Oct 7704.00 650 0 - 0 0 0
29 Oct 7735.50 650 0 - 0 0 0


For Polycab India Limited - strike price 7300 expiring on 30DEC2025

Delta for 7300 CE is 0.42

Historical price for 7300 CE is as follows

On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 112.9, which was 35.3 higher than the previous day. The implied volatity was 21.84, the open interest changed by -96 which decreased total open position to 686


On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 74, which was -78.15 lower than the previous day. The implied volatity was 23.36, the open interest changed by 248 which increased total open position to 781


On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 154.9, which was -45.15 lower than the previous day. The implied volatity was 19.10, the open interest changed by 43 which increased total open position to 536


On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 189.1, which was 34.85 higher than the previous day. The implied volatity was 20.13, the open interest changed by 94 which increased total open position to 492


On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 157, which was -69.1 lower than the previous day. The implied volatity was 21.01, the open interest changed by 127 which increased total open position to 397


On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 227.35, which was -27.15 lower than the previous day. The implied volatity was 21.91, the open interest changed by 106 which increased total open position to 271


On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 254.5, which was -101 lower than the previous day. The implied volatity was 19.88, the open interest changed by 0 which decreased total open position to 165


On 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 355.5, which was 91.85 higher 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 355.5, which was 91.85 higher 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 355.5, which was 91.85 higher than the previous day. The implied volatity was 16.69, the open interest changed by 0 which decreased total open position to 165


On 25 Nov POLYCAB was trading at 7439.00. The strike last trading price was 265.05, which was -23.9 lower than the previous day. The implied volatity was 17.20, the open interest changed by -3 which decreased total open position to 165


On 24 Nov POLYCAB was trading at 7427.00. The strike last trading price was 334.7, which was -155.3 lower than the previous day. The implied volatity was 26.03, the open interest changed by 165 which increased total open position to 168


On 21 Nov POLYCAB was trading at 7521.00. The strike last trading price was 490, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov POLYCAB was trading at 7661.00. The strike last trading price was 490, which was 15 higher than the previous day. The implied volatity was 19.15, the open interest changed by 0 which decreased total open position to 2


On 17 Nov POLYCAB was trading at 7683.00. The strike last trading price was 475, which was -175 lower than the previous day. The implied volatity was 13.49, the open interest changed by 1 which increased total open position to 1


On 6 Nov POLYCAB was trading at 7591.50. The strike last trading price was 650, 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 650, 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 31 Oct POLYCAB was trading at 7704.00. The strike last trading price was 650, 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 29 Oct POLYCAB was trading at 7735.50. The strike last trading price was 650, 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 7300 PE
Delta: -0.57
Vega: 6.76
Theta: -2.55
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 7194.00 205 -103.05 23.18 80 -3 239
8 Dec 7025.00 309.05 157.75 24.50 380 -40 243
5 Dec 7257.00 149.45 24.85 21.00 924 25 296
4 Dec 7348.50 127.55 -54 20.23 1,011 36 275
3 Dec 7227.00 176.8 52.5 21.47 1,221 42 239
2 Dec 7347.00 126.05 8.05 20.96 571 116 207
1 Dec 7401.00 119.3 29.2 22.81 108 39 90
28 Nov 7470.00 90.95 0.25 20.89 93 39 53
27 Nov 7479.00 90.7 -272.7 21.76 21 11 11
26 Nov 7539.00 363.4 0 3.40 0 0 0
25 Nov 7439.00 363.4 0 2.16 0 0 0
24 Nov 7427.00 363.4 0 1.99 0 0 0
21 Nov 7521.00 363.4 0 - 0 0 0
18 Nov 7661.00 363.4 0 4.28 0 0 0
17 Nov 7683.00 363.4 0 4.39 0 0 0
6 Nov 7591.50 363.4 0 - 0 0 0
4 Nov 7560.00 363.4 0 - 0 0 0
31 Oct 7704.00 363.4 0 - 0 0 0
29 Oct 7735.50 363.4 0 4.38 0 0 0


For Polycab India Limited - strike price 7300 expiring on 30DEC2025

Delta for 7300 PE is -0.57

Historical price for 7300 PE is as follows

On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 205, which was -103.05 lower than the previous day. The implied volatity was 23.18, the open interest changed by -3 which decreased total open position to 239


On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 309.05, which was 157.75 higher than the previous day. The implied volatity was 24.50, the open interest changed by -40 which decreased total open position to 243


On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 149.45, which was 24.85 higher than the previous day. The implied volatity was 21.00, the open interest changed by 25 which increased total open position to 296


On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 127.55, which was -54 lower than the previous day. The implied volatity was 20.23, the open interest changed by 36 which increased total open position to 275


On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 176.8, which was 52.5 higher than the previous day. The implied volatity was 21.47, the open interest changed by 42 which increased total open position to 239


On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 126.05, which was 8.05 higher than the previous day. The implied volatity was 20.96, the open interest changed by 116 which increased total open position to 207


On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 119.3, which was 29.2 higher than the previous day. The implied volatity was 22.81, the open interest changed by 39 which increased total open position to 90


On 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 90.95, which was 0.25 higher than the previous day. The implied volatity was 20.89, the open interest changed by 39 which increased total open position to 53


On 27 Nov POLYCAB was trading at 7479.00. The strike last trading price was 90.7, which was -272.7 lower than the previous day. The implied volatity was 21.76, the open interest changed by 11 which increased total open position to 11


On 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 363.4, which was 0 lower than the previous day. The implied volatity was 3.40, 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 363.4, which was 0 lower than the previous day. The implied volatity was 2.16, 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 363.4, which was 0 lower than the previous day. The implied volatity was 1.99, 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 363.4, 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 18 Nov POLYCAB was trading at 7661.00. The strike last trading price was 363.4, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0


On 17 Nov POLYCAB was trading at 7683.00. The strike last trading price was 363.4, which was 0 lower than the previous day. The implied volatity was 4.39, 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 363.4, 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 4 Nov POLYCAB was trading at 7560.00. The strike last trading price was 363.4, 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 31 Oct POLYCAB was trading at 7704.00. The strike last trading price was 363.4, 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 29 Oct POLYCAB was trading at 7735.50. The strike last trading price was 363.4, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0