POLYCAB
Polycab India Limited
Historical option data for POLYCAB
09 Dec 2025 04:10 PM IST
| POLYCAB 30-DEC-2025 7500 CE | ||||||||||||||||
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Delta: 0.25
Vega: 5.49
Theta: -3.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 7194.00 | 58.25 | 18.5 | 23.09 | 1,550 | -113 | 1,145 | |||||||||
| 8 Dec | 7025.00 | 37.5 | -37.35 | 24.98 | 1,798 | 282 | 1,261 | |||||||||
| 5 Dec | 7257.00 | 70.2 | -37.05 | 18.49 | 1,361 | 131 | 980 | |||||||||
| 4 Dec | 7348.50 | 100.65 | 19.7 | 20.32 | 1,133 | -31 | 850 | |||||||||
| 3 Dec | 7227.00 | 83.5 | -42.7 | 21.32 | 986 | 101 | 886 | |||||||||
| 2 Dec | 7347.00 | 125 | -22.85 | 21.10 | 1,567 | 45 | 788 | |||||||||
| 1 Dec | 7401.00 | 147 | -25.4 | 19.96 | 1,801 | 205 | 744 | |||||||||
| 28 Nov | 7470.00 | 172 | -5.25 | 18.07 | 1,307 | 134 | 541 | |||||||||
| 27 Nov | 7479.00 | 185 | -29.55 | 17.27 | 1,280 | 158 | 416 | |||||||||
| 26 Nov | 7539.00 | 216.05 | 46.65 | 16.67 | 760 | -31 | 258 | |||||||||
| 25 Nov | 7439.00 | 157 | -8.95 | 17.85 | 1,016 | 111 | 282 | |||||||||
| 24 Nov | 7427.00 | 169.75 | -65.45 | 19.61 | 403 | 162 | 172 | |||||||||
| 21 Nov | 7521.00 | 240 | -305.75 | 18.96 | 36 | 9 | 9 | |||||||||
| 18 Nov | 7661.00 | 545.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Nov | 7683.00 | 545.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 7591.50 | 545.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 7560.00 | 545.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 7704.00 | 545.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 7845.00 | 545.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 7735.50 | 545.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7500 expiring on 30DEC2025
Delta for 7500 CE is 0.25
Historical price for 7500 CE is as follows
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 58.25, which was 18.5 higher than the previous day. The implied volatity was 23.09, the open interest changed by -113 which decreased total open position to 1145
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 37.5, which was -37.35 lower than the previous day. The implied volatity was 24.98, the open interest changed by 282 which increased total open position to 1261
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 70.2, which was -37.05 lower than the previous day. The implied volatity was 18.49, the open interest changed by 131 which increased total open position to 980
On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 100.65, which was 19.7 higher than the previous day. The implied volatity was 20.32, the open interest changed by -31 which decreased total open position to 850
On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 83.5, which was -42.7 lower than the previous day. The implied volatity was 21.32, the open interest changed by 101 which increased total open position to 886
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 125, which was -22.85 lower than the previous day. The implied volatity was 21.10, the open interest changed by 45 which increased total open position to 788
On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 147, which was -25.4 lower than the previous day. The implied volatity was 19.96, the open interest changed by 205 which increased total open position to 744
On 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 172, which was -5.25 lower than the previous day. The implied volatity was 18.07, the open interest changed by 134 which increased total open position to 541
On 27 Nov POLYCAB was trading at 7479.00. The strike last trading price was 185, which was -29.55 lower than the previous day. The implied volatity was 17.27, the open interest changed by 158 which increased total open position to 416
On 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 216.05, which was 46.65 higher than the previous day. The implied volatity was 16.67, the open interest changed by -31 which decreased total open position to 258
On 25 Nov POLYCAB was trading at 7439.00. The strike last trading price was 157, which was -8.95 lower than the previous day. The implied volatity was 17.85, the open interest changed by 111 which increased total open position to 282
On 24 Nov POLYCAB was trading at 7427.00. The strike last trading price was 169.75, which was -65.45 lower than the previous day. The implied volatity was 19.61, the open interest changed by 162 which increased total open position to 172
On 21 Nov POLYCAB was trading at 7521.00. The strike last trading price was 240, which was -305.75 lower than the previous day. The implied volatity was 18.96, the open interest changed by 9 which increased total open position to 9
On 18 Nov POLYCAB was trading at 7661.00. The strike last trading price was 545.75, 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 Nov POLYCAB was trading at 7683.00. The strike last trading price was 545.75, 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 545.75, 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 545.75, 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 545.75, 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 30 Oct POLYCAB was trading at 7845.00. The strike last trading price was 545.75, 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 545.75, 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 7500 PE | |||||||
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Delta: -0.80
Vega: 4.89
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 7194.00 | 318.75 | -156.3 | 18.97 | 63 | -5 | 342 |
| 8 Dec | 7025.00 | 504.4 | 238.8 | 30.66 | 51 | -18 | 348 |
| 5 Dec | 7257.00 | 265.6 | 38 | 20.91 | 62 | -13 | 367 |
| 4 Dec | 7348.50 | 244.7 | -60.95 | 21.37 | 125 | -16 | 381 |
| 3 Dec | 7227.00 | 307.6 | 79.95 | 22.65 | 300 | -95 | 398 |
| 2 Dec | 7347.00 | 226.9 | 22.2 | 20.75 | 583 | -110 | 494 |
| 1 Dec | 7401.00 | 210.3 | 45.6 | 22.69 | 580 | -12 | 603 |
| 28 Nov | 7470.00 | 165 | 13.55 | 20.17 | 440 | 42 | 615 |
| 27 Nov | 7479.00 | 133.55 | 7.65 | 17.95 | 1,208 | 69 | 574 |
| 26 Nov | 7539.00 | 124 | -50.5 | 19.24 | 1,012 | 64 | 508 |
| 25 Nov | 7439.00 | 180.6 | -19.55 | 18.96 | 852 | 195 | 441 |
| 24 Nov | 7427.00 | 203.7 | 38.2 | 20.54 | 760 | 174 | 235 |
| 21 Nov | 7521.00 | 156 | -301.1 | 20.82 | 128 | 62 | 62 |
| 18 Nov | 7661.00 | 457.1 | 0 | 2.39 | 0 | 0 | 0 |
| 17 Nov | 7683.00 | 457.1 | 0 | 2.52 | 0 | 0 | 0 |
| 6 Nov | 7591.50 | 457.1 | 0 | 1.81 | 0 | 0 | 0 |
| 4 Nov | 7560.00 | 457.1 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 7704.00 | 457.1 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 7845.00 | 457.1 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 7735.50 | 457.1 | 0 | 2.83 | 0 | 0 | 0 |
For Polycab India Limited - strike price 7500 expiring on 30DEC2025
Delta for 7500 PE is -0.80
Historical price for 7500 PE is as follows
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 318.75, which was -156.3 lower than the previous day. The implied volatity was 18.97, the open interest changed by -5 which decreased total open position to 342
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 504.4, which was 238.8 higher than the previous day. The implied volatity was 30.66, the open interest changed by -18 which decreased total open position to 348
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 265.6, which was 38 higher than the previous day. The implied volatity was 20.91, the open interest changed by -13 which decreased total open position to 367
On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 244.7, which was -60.95 lower than the previous day. The implied volatity was 21.37, the open interest changed by -16 which decreased total open position to 381
On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 307.6, which was 79.95 higher than the previous day. The implied volatity was 22.65, the open interest changed by -95 which decreased total open position to 398
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 226.9, which was 22.2 higher than the previous day. The implied volatity was 20.75, the open interest changed by -110 which decreased total open position to 494
On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 210.3, which was 45.6 higher than the previous day. The implied volatity was 22.69, the open interest changed by -12 which decreased total open position to 603
On 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 165, which was 13.55 higher than the previous day. The implied volatity was 20.17, the open interest changed by 42 which increased total open position to 615
On 27 Nov POLYCAB was trading at 7479.00. The strike last trading price was 133.55, which was 7.65 higher than the previous day. The implied volatity was 17.95, the open interest changed by 69 which increased total open position to 574
On 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 124, which was -50.5 lower than the previous day. The implied volatity was 19.24, the open interest changed by 64 which increased total open position to 508
On 25 Nov POLYCAB was trading at 7439.00. The strike last trading price was 180.6, which was -19.55 lower than the previous day. The implied volatity was 18.96, the open interest changed by 195 which increased total open position to 441
On 24 Nov POLYCAB was trading at 7427.00. The strike last trading price was 203.7, which was 38.2 higher than the previous day. The implied volatity was 20.54, the open interest changed by 174 which increased total open position to 235
On 21 Nov POLYCAB was trading at 7521.00. The strike last trading price was 156, which was -301.1 lower than the previous day. The implied volatity was 20.82, the open interest changed by 62 which increased total open position to 62
On 18 Nov POLYCAB was trading at 7661.00. The strike last trading price was 457.1, which was 0 lower than the previous day. The implied volatity was 2.39, 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 457.1, which was 0 lower than the previous day. The implied volatity was 2.52, 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 457.1, which was 0 lower than the previous day. The implied volatity was 1.81, 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 457.1, 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 457.1, 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 30 Oct POLYCAB was trading at 7845.00. The strike last trading price was 457.1, 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 457.1, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0































































































































































































































