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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 7500 CE
Delta: 0.25
Vega: 5.49
Theta: -3.50
Gamma: 0.00
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
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
Delta: -0.80
Vega: 4.89
Theta: -0.56
Gamma: 0.00
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