POLYCAB
Polycab India Limited
Historical option data for POLYCAB
20 Feb 2026 04:10 PM IST
| POLYCAB 24-FEB-2026 7500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.8
Vega: 2.31
Theta: -16.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 7869.00 | 386.7 | 109.05 | 52.07 | 63 | 0 | 225 | |||||||||
| 19 Feb | 7778.00 | 281.4 | -59.1 | 26.59 | 169 | -48 | 232 | |||||||||
| 18 Feb | 7830.00 | 332.5 | 52.95 | 21.24 | 506 | -284 | 280 | |||||||||
| 17 Feb | 7742.00 | 280 | 65.95 | 27.56 | 68 | -4 | 568 | |||||||||
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| 16 Feb | 7636.00 | 213.95 | 14.85 | 27.46 | 112 | -16 | 573 | |||||||||
| 13 Feb | 7587.50 | 201.7 | -154.3 | 25.9 | 256 | 22 | 601 | |||||||||
| 12 Feb | 7768.00 | 356 | -13.8 | 31.79 | 41 | -3 | 579 | |||||||||
| 11 Feb | 7814.00 | 364.3 | 32.75 | 23.95 | 23 | 8 | 583 | |||||||||
| 10 Feb | 7742.50 | 328.25 | -27.95 | 27.56 | 334 | -61 | 576 | |||||||||
| 9 Feb | 7788.00 | 352.85 | 105.6 | 25.86 | 309 | -15 | 637 | |||||||||
| 6 Feb | 7623.50 | 236.5 | 23.25 | 22.64 | 740 | -96 | 666 | |||||||||
| 5 Feb | 7536.50 | 213.55 | -49.95 | 23.75 | 611 | -35 | 769 | |||||||||
| 4 Feb | 7630.00 | 256.85 | 52.65 | 23.99 | 1,446 | -149 | 823 | |||||||||
| 3 Feb | 7505.00 | 199.8 | 155.2 | 24.49 | 4,482 | 419 | 988 | |||||||||
| 2 Feb | 7036.50 | 46 | 12.15 | 25.23 | 744 | 33 | 567 | |||||||||
| 1 Feb | 6819.00 | 36 | -23.65 | 31.6 | 672 | 13 | 536 | |||||||||
| 30 Jan | 7013.50 | 55 | -3.75 | 27.12 | 845 | -27 | 519 | |||||||||
| 29 Jan | 7017.50 | 57.5 | 10.85 | 26.42 | 980 | -67 | 546 | |||||||||
| 28 Jan | 6928.00 | 41.4 | -4.75 | 28.13 | 758 | 108 | 612 | |||||||||
| 27 Jan | 6766.00 | 45 | -17.9 | 31.94 | 404 | 77 | 501 | |||||||||
| 23 Jan | 6722.00 | 64 | -29.65 | 34.64 | 613 | 98 | 427 | |||||||||
| 22 Jan | 6999.00 | 92 | 14.45 | 29.08 | 306 | 27 | 329 | |||||||||
| 21 Jan | 6975.00 | 75 | -17.7 | 27.83 | 514 | 73 | 302 | |||||||||
| 20 Jan | 7074.50 | 92.7 | -135 | 25.65 | 464 | 25 | 221 | |||||||||
| 19 Jan | 7418.00 | 227 | 29.4 | 25 | 735 | 146 | 201 | |||||||||
| 16 Jan | 7121.50 | 179.25 | -304 | 35.24 | 72 | 50 | 50 | |||||||||
| 14 Jan | 7323.50 | 483.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 7555.00 | 483.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 7629.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 7685.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 7750.50 | 483.25 | - | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 7897.00 | 483.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 7795.50 | 483.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 7762.00 | 483.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 7798.00 | 483.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 7673.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 7619.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7500 expiring on 24FEB2026
Delta for 7500 CE is 0.8
Historical price for 7500 CE is as follows
On 20 Feb POLYCAB was trading at 7869.00. The strike last trading price was 386.7, which was 109.05 higher than the previous day. The implied volatity was 52.07, the open interest changed by 0 which decreased total open position to 225
On 19 Feb POLYCAB was trading at 7778.00. The strike last trading price was 281.4, which was -59.1 lower than the previous day. The implied volatity was 26.59, the open interest changed by -48 which decreased total open position to 232
On 18 Feb POLYCAB was trading at 7830.00. The strike last trading price was 332.5, which was 52.95 higher than the previous day. The implied volatity was 21.24, the open interest changed by -284 which decreased total open position to 280
On 17 Feb POLYCAB was trading at 7742.00. The strike last trading price was 280, which was 65.95 higher than the previous day. The implied volatity was 27.56, the open interest changed by -4 which decreased total open position to 568
On 16 Feb POLYCAB was trading at 7636.00. The strike last trading price was 213.95, which was 14.85 higher than the previous day. The implied volatity was 27.46, the open interest changed by -16 which decreased total open position to 573
On 13 Feb POLYCAB was trading at 7587.50. The strike last trading price was 201.7, which was -154.3 lower than the previous day. The implied volatity was 25.9, the open interest changed by 22 which increased total open position to 601
On 12 Feb POLYCAB was trading at 7768.00. The strike last trading price was 356, which was -13.8 lower than the previous day. The implied volatity was 31.79, the open interest changed by -3 which decreased total open position to 579
On 11 Feb POLYCAB was trading at 7814.00. The strike last trading price was 364.3, which was 32.75 higher than the previous day. The implied volatity was 23.95, the open interest changed by 8 which increased total open position to 583
On 10 Feb POLYCAB was trading at 7742.50. The strike last trading price was 328.25, which was -27.95 lower than the previous day. The implied volatity was 27.56, the open interest changed by -61 which decreased total open position to 576
On 9 Feb POLYCAB was trading at 7788.00. The strike last trading price was 352.85, which was 105.6 higher than the previous day. The implied volatity was 25.86, the open interest changed by -15 which decreased total open position to 637
On 6 Feb POLYCAB was trading at 7623.50. The strike last trading price was 236.5, which was 23.25 higher than the previous day. The implied volatity was 22.64, the open interest changed by -96 which decreased total open position to 666
On 5 Feb POLYCAB was trading at 7536.50. The strike last trading price was 213.55, which was -49.95 lower than the previous day. The implied volatity was 23.75, the open interest changed by -35 which decreased total open position to 769
On 4 Feb POLYCAB was trading at 7630.00. The strike last trading price was 256.85, which was 52.65 higher than the previous day. The implied volatity was 23.99, the open interest changed by -149 which decreased total open position to 823
On 3 Feb POLYCAB was trading at 7505.00. The strike last trading price was 199.8, which was 155.2 higher than the previous day. The implied volatity was 24.49, the open interest changed by 419 which increased total open position to 988
On 2 Feb POLYCAB was trading at 7036.50. The strike last trading price was 46, which was 12.15 higher than the previous day. The implied volatity was 25.23, the open interest changed by 33 which increased total open position to 567
On 1 Feb POLYCAB was trading at 6819.00. The strike last trading price was 36, which was -23.65 lower than the previous day. The implied volatity was 31.6, the open interest changed by 13 which increased total open position to 536
On 30 Jan POLYCAB was trading at 7013.50. The strike last trading price was 55, which was -3.75 lower than the previous day. The implied volatity was 27.12, the open interest changed by -27 which decreased total open position to 519
On 29 Jan POLYCAB was trading at 7017.50. The strike last trading price was 57.5, which was 10.85 higher than the previous day. The implied volatity was 26.42, the open interest changed by -67 which decreased total open position to 546
On 28 Jan POLYCAB was trading at 6928.00. The strike last trading price was 41.4, which was -4.75 lower than the previous day. The implied volatity was 28.13, the open interest changed by 108 which increased total open position to 612
On 27 Jan POLYCAB was trading at 6766.00. The strike last trading price was 45, which was -17.9 lower than the previous day. The implied volatity was 31.94, the open interest changed by 77 which increased total open position to 501
On 23 Jan POLYCAB was trading at 6722.00. The strike last trading price was 64, which was -29.65 lower than the previous day. The implied volatity was 34.64, the open interest changed by 98 which increased total open position to 427
On 22 Jan POLYCAB was trading at 6999.00. The strike last trading price was 92, which was 14.45 higher than the previous day. The implied volatity was 29.08, the open interest changed by 27 which increased total open position to 329
On 21 Jan POLYCAB was trading at 6975.00. The strike last trading price was 75, which was -17.7 lower than the previous day. The implied volatity was 27.83, the open interest changed by 73 which increased total open position to 302
On 20 Jan POLYCAB was trading at 7074.50. The strike last trading price was 92.7, which was -135 lower than the previous day. The implied volatity was 25.65, the open interest changed by 25 which increased total open position to 221
On 19 Jan POLYCAB was trading at 7418.00. The strike last trading price was 227, which was 29.4 higher than the previous day. The implied volatity was 25, the open interest changed by 146 which increased total open position to 201
On 16 Jan POLYCAB was trading at 7121.50. The strike last trading price was 179.25, which was -304 lower than the previous day. The implied volatity was 35.24, the open interest changed by 50 which increased total open position to 50
On 14 Jan POLYCAB was trading at 7323.50. The strike last trading price was 483.25, 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 13 Jan POLYCAB was trading at 7555.00. The strike last trading price was 483.25, 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 Jan POLYCAB was trading at 7629.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan POLYCAB was trading at 7685.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan POLYCAB was trading at 7750.50. The strike last trading price was 483.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan POLYCAB was trading at 7897.00. The strike last trading price was 483.25, 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 Jan POLYCAB was trading at 7795.50. The strike last trading price was 483.25, 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 5 Jan POLYCAB was trading at 7762.00. The strike last trading price was 483.25, 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 2 Jan POLYCAB was trading at 7798.00. The strike last trading price was 483.25, 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 1 Jan POLYCAB was trading at 7673.00. The strike last trading price was 0, 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 Dec POLYCAB was trading at 7619.00. The strike last trading price was 0, 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 24FEB2026 7500 PE | |||||||
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Delta: -0.11
Vega: 1.59
Theta: -6.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 7869.00 | 16.5 | -4.6 | 35.52 | 1,391 | -96 | 543 |
| 19 Feb | 7778.00 | 20.8 | 4.4 | 29.17 | 2,274 | 81 | 649 |
| 18 Feb | 7830.00 | 16.7 | -10.9 | 28.53 | 1,420 | -192 | 572 |
| 17 Feb | 7742.00 | 29 | -30.9 | 26.65 | 761 | -40 | 785 |
| 16 Feb | 7636.00 | 61 | -30.4 | 27.46 | 582 | 12 | 822 |
| 13 Feb | 7587.50 | 88.95 | 36.3 | 26.78 | 1,485 | -83 | 807 |
| 12 Feb | 7768.00 | 53.85 | 2.6 | 28.66 | 623 | 9 | 891 |
| 11 Feb | 7814.00 | 51.25 | -15.2 | 29.2 | 642 | -15 | 883 |
| 10 Feb | 7742.50 | 63.65 | -3.55 | 27.38 | 942 | -78 | 901 |
| 9 Feb | 7788.00 | 67.1 | -33.9 | 29 | 1,315 | 132 | 974 |
| 6 Feb | 7623.50 | 103.35 | -35.9 | 25.01 | 1,107 | 26 | 848 |
| 5 Feb | 7536.50 | 136.1 | 13.7 | 25.92 | 1,264 | -1 | 825 |
| 4 Feb | 7630.00 | 128 | -48.35 | 27.77 | 1,387 | 85 | 827 |
| 3 Feb | 7505.00 | 178 | -310.25 | 28.03 | 2,567 | 643 | 741 |
| 2 Feb | 7036.50 | 480 | -120 | 31.88 | 12 | -2 | 97 |
| 1 Feb | 6819.00 | 600 | 60 | 23.52 | 22 | -6 | 99 |
| 30 Jan | 7013.50 | 540 | 24.75 | 34.61 | 4 | 1 | 104 |
| 29 Jan | 7017.50 | 515.25 | -67.5 | 31.89 | 33 | 7 | 102 |
| 28 Jan | 6928.00 | 582.75 | -207.25 | 18.31 | 20 | -10 | 94 |
| 27 Jan | 6766.00 | 790 | -10.05 | 48.63 | 37 | 36 | 105 |
| 23 Jan | 6722.00 | 800 | 263.9 | 40.45 | 14 | 8 | 70 |
| 22 Jan | 6999.00 | 538 | -22 | 30.88 | 43 | 24 | 57 |
| 21 Jan | 6975.00 | 560 | 95.85 | 28.53 | 16 | 7 | 32 |
| 20 Jan | 7074.50 | 464.15 | 218.65 | 27 | 18 | 9 | 26 |
| 19 Jan | 7418.00 | 245.5 | -171.45 | 25.82 | 22 | 17 | 17 |
| 16 Jan | 7121.50 | 416.95 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 7323.50 | 416.95 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 7555.00 | 416.95 | 0 | 0.87 | 0 | 0 | 0 |
| 12 Jan | 7629.00 | - | - | - | 0 | 0 | 0 |
| 9 Jan | 7685.00 | - | - | - | 0 | 0 | 0 |
| 8 Jan | 7750.50 | 0 | - | - | 0 | 0 | 0 |
| 7 Jan | 7897.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 7795.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 7762.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 7798.00 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 7673.00 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 7619.00 | 0 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 7500 expiring on 24FEB2026
Delta for 7500 PE is -0.11
Historical price for 7500 PE is as follows
On 20 Feb POLYCAB was trading at 7869.00. The strike last trading price was 16.5, which was -4.6 lower than the previous day. The implied volatity was 35.52, the open interest changed by -96 which decreased total open position to 543
On 19 Feb POLYCAB was trading at 7778.00. The strike last trading price was 20.8, which was 4.4 higher than the previous day. The implied volatity was 29.17, the open interest changed by 81 which increased total open position to 649
On 18 Feb POLYCAB was trading at 7830.00. The strike last trading price was 16.7, which was -10.9 lower than the previous day. The implied volatity was 28.53, the open interest changed by -192 which decreased total open position to 572
On 17 Feb POLYCAB was trading at 7742.00. The strike last trading price was 29, which was -30.9 lower than the previous day. The implied volatity was 26.65, the open interest changed by -40 which decreased total open position to 785
On 16 Feb POLYCAB was trading at 7636.00. The strike last trading price was 61, which was -30.4 lower than the previous day. The implied volatity was 27.46, the open interest changed by 12 which increased total open position to 822
On 13 Feb POLYCAB was trading at 7587.50. The strike last trading price was 88.95, which was 36.3 higher than the previous day. The implied volatity was 26.78, the open interest changed by -83 which decreased total open position to 807
On 12 Feb POLYCAB was trading at 7768.00. The strike last trading price was 53.85, which was 2.6 higher than the previous day. The implied volatity was 28.66, the open interest changed by 9 which increased total open position to 891
On 11 Feb POLYCAB was trading at 7814.00. The strike last trading price was 51.25, which was -15.2 lower than the previous day. The implied volatity was 29.2, the open interest changed by -15 which decreased total open position to 883
On 10 Feb POLYCAB was trading at 7742.50. The strike last trading price was 63.65, which was -3.55 lower than the previous day. The implied volatity was 27.38, the open interest changed by -78 which decreased total open position to 901
On 9 Feb POLYCAB was trading at 7788.00. The strike last trading price was 67.1, which was -33.9 lower than the previous day. The implied volatity was 29, the open interest changed by 132 which increased total open position to 974
On 6 Feb POLYCAB was trading at 7623.50. The strike last trading price was 103.35, which was -35.9 lower than the previous day. The implied volatity was 25.01, the open interest changed by 26 which increased total open position to 848
On 5 Feb POLYCAB was trading at 7536.50. The strike last trading price was 136.1, which was 13.7 higher than the previous day. The implied volatity was 25.92, the open interest changed by -1 which decreased total open position to 825
On 4 Feb POLYCAB was trading at 7630.00. The strike last trading price was 128, which was -48.35 lower than the previous day. The implied volatity was 27.77, the open interest changed by 85 which increased total open position to 827
On 3 Feb POLYCAB was trading at 7505.00. The strike last trading price was 178, which was -310.25 lower than the previous day. The implied volatity was 28.03, the open interest changed by 643 which increased total open position to 741
On 2 Feb POLYCAB was trading at 7036.50. The strike last trading price was 480, which was -120 lower than the previous day. The implied volatity was 31.88, the open interest changed by -2 which decreased total open position to 97
On 1 Feb POLYCAB was trading at 6819.00. The strike last trading price was 600, which was 60 higher than the previous day. The implied volatity was 23.52, the open interest changed by -6 which decreased total open position to 99
On 30 Jan POLYCAB was trading at 7013.50. The strike last trading price was 540, which was 24.75 higher than the previous day. The implied volatity was 34.61, the open interest changed by 1 which increased total open position to 104
On 29 Jan POLYCAB was trading at 7017.50. The strike last trading price was 515.25, which was -67.5 lower than the previous day. The implied volatity was 31.89, the open interest changed by 7 which increased total open position to 102
On 28 Jan POLYCAB was trading at 6928.00. The strike last trading price was 582.75, which was -207.25 lower than the previous day. The implied volatity was 18.31, the open interest changed by -10 which decreased total open position to 94
On 27 Jan POLYCAB was trading at 6766.00. The strike last trading price was 790, which was -10.05 lower than the previous day. The implied volatity was 48.63, the open interest changed by 36 which increased total open position to 105
On 23 Jan POLYCAB was trading at 6722.00. The strike last trading price was 800, which was 263.9 higher than the previous day. The implied volatity was 40.45, the open interest changed by 8 which increased total open position to 70
On 22 Jan POLYCAB was trading at 6999.00. The strike last trading price was 538, which was -22 lower than the previous day. The implied volatity was 30.88, the open interest changed by 24 which increased total open position to 57
On 21 Jan POLYCAB was trading at 6975.00. The strike last trading price was 560, which was 95.85 higher than the previous day. The implied volatity was 28.53, the open interest changed by 7 which increased total open position to 32
On 20 Jan POLYCAB was trading at 7074.50. The strike last trading price was 464.15, which was 218.65 higher than the previous day. The implied volatity was 27, the open interest changed by 9 which increased total open position to 26
On 19 Jan POLYCAB was trading at 7418.00. The strike last trading price was 245.5, which was -171.45 lower than the previous day. The implied volatity was 25.82, the open interest changed by 17 which increased total open position to 17
On 16 Jan POLYCAB was trading at 7121.50. The strike last trading price was 416.95, 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 14 Jan POLYCAB was trading at 7323.50. The strike last trading price was 416.95, 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 13 Jan POLYCAB was trading at 7555.00. The strike last trading price was 416.95, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 12 Jan POLYCAB was trading at 7629.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan POLYCAB was trading at 7685.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan POLYCAB was trading at 7750.50. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan POLYCAB was trading at 7897.00. The strike last trading price was 0, 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 Jan POLYCAB was trading at 7795.50. The strike last trading price was 0, 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 5 Jan POLYCAB was trading at 7762.00. The strike last trading price was 0, 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 2 Jan POLYCAB was trading at 7798.00. The strike last trading price was 0, 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 1 Jan POLYCAB was trading at 7673.00. The strike last trading price was 0, 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 Dec POLYCAB was trading at 7619.00. The strike last trading price was 0, 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
