POLYCAB
Polycab India Limited
Historical option data for POLYCAB
06 Jan 2026 02:25 PM IST
| POLYCAB 27-JAN-2026 7500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 6.33
Theta: -5.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Jan | 7747.00 | 393.75 | 5.2 | 30.05 | 27 | -3 | 291 | |||||||||
| 5 Jan | 7762.00 | 379 | -32.35 | 25.67 | 594 | 133 | 294 | |||||||||
| 2 Jan | 7798.00 | 412.8 | 102.3 | 22.16 | 77 | -5 | 161 | |||||||||
| 1 Jan | 7673.00 | 315.2 | 36.9 | 22.16 | 421 | -4 | 167 | |||||||||
| 31 Dec | 7619.00 | 266.05 | 46.9 | 22.11 | 534 | -26 | 171 | |||||||||
| 30 Dec | 7497.00 | 223.1 | 2.75 | 23.94 | 406 | 35 | 198 | |||||||||
| 29 Dec | 7493.50 | 216.95 | -51.05 | 22.79 | 159 | 58 | 164 | |||||||||
| 26 Dec | 7556.50 | 258 | -62 | 22.86 | 52 | 6 | 105 | |||||||||
| 24 Dec | 7630.50 | 320 | -20 | 21.65 | 106 | 68 | 99 | |||||||||
| 23 Dec | 7645.00 | 340 | 6.9 | 23.59 | 16 | -1 | 31 | |||||||||
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| 22 Dec | 7603.00 | 333.1 | 106.55 | 24.89 | 40 | -4 | 32 | |||||||||
| 19 Dec | 7439.00 | 222 | -268.1 | 22.16 | 58 | 34 | 34 | |||||||||
| 18 Dec | 7099.00 | 490.1 | 0 | 3.28 | 0 | 0 | 0 | |||||||||
| 17 Dec | 7079.50 | 490.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 7361.50 | 490.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 7339.50 | 490.1 | 0 | 0.73 | 0 | 0 | 0 | |||||||||
| 12 Dec | 7276.50 | 490.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 7218.50 | 490.1 | 0 | 1.76 | 0 | 0 | 0 | |||||||||
| 10 Dec | 7139.00 | 490.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 7194.00 | 490.1 | 0 | 1.99 | 0 | 0 | 0 | |||||||||
| 8 Dec | 7025.00 | 490.1 | 0 | 3.41 | 0 | 0 | 0 | |||||||||
| 4 Dec | 7348.50 | 490.1 | 0 | 0.60 | 0 | 0 | 0 | |||||||||
| 3 Dec | 7227.00 | 490.1 | 0 | 1.48 | 0 | 0 | 0 | |||||||||
| 28 Nov | 7470.00 | 490.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 7479.00 | 490.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 7539.00 | 100.75 | 0 | - | 403.2 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7500 expiring on 27JAN2026
Delta for 7500 CE is 0.71
Historical price for 7500 CE is as follows
On 6 Jan POLYCAB was trading at 7747.00. The strike last trading price was 393.75, which was 5.2 higher than the previous day. The implied volatity was 30.05, the open interest changed by -3 which decreased total open position to 291
On 5 Jan POLYCAB was trading at 7762.00. The strike last trading price was 379, which was -32.35 lower than the previous day. The implied volatity was 25.67, the open interest changed by 133 which increased total open position to 294
On 2 Jan POLYCAB was trading at 7798.00. The strike last trading price was 412.8, which was 102.3 higher than the previous day. The implied volatity was 22.16, the open interest changed by -5 which decreased total open position to 161
On 1 Jan POLYCAB was trading at 7673.00. The strike last trading price was 315.2, which was 36.9 higher than the previous day. The implied volatity was 22.16, the open interest changed by -4 which decreased total open position to 167
On 31 Dec POLYCAB was trading at 7619.00. The strike last trading price was 266.05, which was 46.9 higher than the previous day. The implied volatity was 22.11, the open interest changed by -26 which decreased total open position to 171
On 30 Dec POLYCAB was trading at 7497.00. The strike last trading price was 223.1, which was 2.75 higher than the previous day. The implied volatity was 23.94, the open interest changed by 35 which increased total open position to 198
On 29 Dec POLYCAB was trading at 7493.50. The strike last trading price was 216.95, which was -51.05 lower than the previous day. The implied volatity was 22.79, the open interest changed by 58 which increased total open position to 164
On 26 Dec POLYCAB was trading at 7556.50. The strike last trading price was 258, which was -62 lower than the previous day. The implied volatity was 22.86, the open interest changed by 6 which increased total open position to 105
On 24 Dec POLYCAB was trading at 7630.50. The strike last trading price was 320, which was -20 lower than the previous day. The implied volatity was 21.65, the open interest changed by 68 which increased total open position to 99
On 23 Dec POLYCAB was trading at 7645.00. The strike last trading price was 340, which was 6.9 higher than the previous day. The implied volatity was 23.59, the open interest changed by -1 which decreased total open position to 31
On 22 Dec POLYCAB was trading at 7603.00. The strike last trading price was 333.1, which was 106.55 higher than the previous day. The implied volatity was 24.89, the open interest changed by -4 which decreased total open position to 32
On 19 Dec POLYCAB was trading at 7439.00. The strike last trading price was 222, which was -268.1 lower than the previous day. The implied volatity was 22.16, the open interest changed by 34 which increased total open position to 34
On 18 Dec POLYCAB was trading at 7099.00. The strike last trading price was 490.1, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 17 Dec POLYCAB was trading at 7079.50. The strike last trading price was 490.1, 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 16 Dec POLYCAB was trading at 7361.50. The strike last trading price was 490.1, 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 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 490.1, which was 0 lower than the previous day. The implied volatity was 0.73, 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 490.1, 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 11 Dec POLYCAB was trading at 7218.50. The strike last trading price was 490.1, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 490.1, 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 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 490.1, 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 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 490.1, which was 0 lower than the previous day. The implied volatity was 3.41, 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 490.1, which was 0 lower than the previous day. The implied volatity was 0.60, 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 490.1, which was 0 lower than the previous day. The implied volatity was 1.48, 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 490.1, 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 27 Nov POLYCAB was trading at 7479.00. The strike last trading price was 490.1, 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 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 100.75, 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 27JAN2026 7500 PE | |||||||
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Delta: -0.29
Vega: 6.35
Theta: -3.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Jan | 7747.00 | 105.75 | 7.8 | 30.39 | 525 | -43 | 578 |
| 5 Jan | 7762.00 | 96.8 | 30.15 | 28.27 | 2,418 | 232 | 634 |
| 2 Jan | 7798.00 | 65.6 | -31.9 | 24.53 | 815 | 45 | 407 |
| 1 Jan | 7673.00 | 94 | -14.95 | 23.15 | 1,174 | 10 | 368 |
| 31 Dec | 7619.00 | 112 | -51.45 | 21.75 | 881 | 161 | 358 |
| 30 Dec | 7497.00 | 157.4 | -12.15 | 21.94 | 363 | 43 | 200 |
| 29 Dec | 7493.50 | 170 | 25.45 | 23.08 | 315 | 44 | 160 |
| 26 Dec | 7556.50 | 151.85 | 31.65 | 22.54 | 150 | 36 | 105 |
| 24 Dec | 7630.50 | 119.05 | -4.7 | 22.55 | 55 | 20 | 67 |
| 23 Dec | 7645.00 | 120 | -24.25 | 22.38 | 54 | 23 | 46 |
| 22 Dec | 7603.00 | 144.05 | -255.95 | 23.58 | 28 | 19 | 22 |
| 19 Dec | 7439.00 | 400 | 100 | - | 0 | 0 | 3 |
| 18 Dec | 7099.00 | 400 | 100 | - | 0 | 0 | 3 |
| 17 Dec | 7079.50 | 400 | 100 | 17.81 | 2 | 0 | 1 |
| 16 Dec | 7361.50 | 300 | -172.7 | - | 0 | 0 | 1 |
| 15 Dec | 7339.50 | 300 | -172.7 | 25.56 | 1 | 0 | 0 |
| 12 Dec | 7276.50 | 472.7 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 7218.50 | 472.7 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 7139.00 | 472.7 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 7194.00 | 472.7 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 7025.00 | 472.7 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 7348.50 | 472.7 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 7227.00 | 472.7 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 7470.00 | 472.7 | 0 | 0.82 | 0 | 0 | 0 |
| 27 Nov | 7479.00 | 0.1 | 0 | - | 17,158.4 | 0 | 0 |
| 26 Nov | 7539.00 | 0.1 | 0 | - | 17,158.4 | 0 | 0 |
For Polycab India Limited - strike price 7500 expiring on 27JAN2026
Delta for 7500 PE is -0.29
Historical price for 7500 PE is as follows
On 6 Jan POLYCAB was trading at 7747.00. The strike last trading price was 105.75, which was 7.8 higher than the previous day. The implied volatity was 30.39, the open interest changed by -43 which decreased total open position to 578
On 5 Jan POLYCAB was trading at 7762.00. The strike last trading price was 96.8, which was 30.15 higher than the previous day. The implied volatity was 28.27, the open interest changed by 232 which increased total open position to 634
On 2 Jan POLYCAB was trading at 7798.00. The strike last trading price was 65.6, which was -31.9 lower than the previous day. The implied volatity was 24.53, the open interest changed by 45 which increased total open position to 407
On 1 Jan POLYCAB was trading at 7673.00. The strike last trading price was 94, which was -14.95 lower than the previous day. The implied volatity was 23.15, the open interest changed by 10 which increased total open position to 368
On 31 Dec POLYCAB was trading at 7619.00. The strike last trading price was 112, which was -51.45 lower than the previous day. The implied volatity was 21.75, the open interest changed by 161 which increased total open position to 358
On 30 Dec POLYCAB was trading at 7497.00. The strike last trading price was 157.4, which was -12.15 lower than the previous day. The implied volatity was 21.94, the open interest changed by 43 which increased total open position to 200
On 29 Dec POLYCAB was trading at 7493.50. The strike last trading price was 170, which was 25.45 higher than the previous day. The implied volatity was 23.08, the open interest changed by 44 which increased total open position to 160
On 26 Dec POLYCAB was trading at 7556.50. The strike last trading price was 151.85, which was 31.65 higher than the previous day. The implied volatity was 22.54, the open interest changed by 36 which increased total open position to 105
On 24 Dec POLYCAB was trading at 7630.50. The strike last trading price was 119.05, which was -4.7 lower than the previous day. The implied volatity was 22.55, the open interest changed by 20 which increased total open position to 67
On 23 Dec POLYCAB was trading at 7645.00. The strike last trading price was 120, which was -24.25 lower than the previous day. The implied volatity was 22.38, the open interest changed by 23 which increased total open position to 46
On 22 Dec POLYCAB was trading at 7603.00. The strike last trading price was 144.05, which was -255.95 lower than the previous day. The implied volatity was 23.58, the open interest changed by 19 which increased total open position to 22
On 19 Dec POLYCAB was trading at 7439.00. The strike last trading price was 400, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Dec POLYCAB was trading at 7099.00. The strike last trading price was 400, which was 100 higher than the previous day. The implied volatity was -, 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 400, which was 100 higher than the previous day. The implied volatity was 17.81, the open interest changed by 0 which decreased total open position to 1
On 16 Dec POLYCAB was trading at 7361.50. The strike last trading price was 300, which was -172.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 300, which was -172.7 lower than the previous day. The implied volatity was 25.56, 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 472.7, 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 Dec POLYCAB was trading at 7218.50. The strike last trading price was 472.7, 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 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 472.7, 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 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 472.7, 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 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 472.7, 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 Dec POLYCAB was trading at 7348.50. The strike last trading price was 472.7, 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 472.7, 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 472.7, which was 0 lower than the previous day. The implied volatity was 0.82, 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 0.1, 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 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 0.1, 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































































































































































































































