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POLYCAB

Polycab India Limited
7630.5 -14.50 (-0.19%)
L: 7611 H: 7678

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Historical option data for POLYCAB

24 Dec 2025 04:10 PM IST
POLYCAB 27-JAN-2026 7500 CE
Delta: 0.67
Vega: 8.40
Theta: -4.00
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 7630.50 320 -20 21.65 106 68 99
23 Dec 7645.00 340 6.9 23.59 16 -1 31
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 0.67

Historical price for 7500 CE is as follows

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
Delta: -0.33
Vega: 8.46
Theta: -2.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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 -0.33

Historical price for 7500 PE is as follows

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