POLYCAB
Polycab India Limited
Historical option data for POLYCAB
17 Apr 2026 04:11 PM IST
| POLYCAB 28-Apr-2026 (10d) 7700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.02
Theta: -2.66
Gamma: 0.00039
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 8182.50 | 520.05 | 192.39999999999998 | 26.16 | 183 | -13 | 370 | |||||||||
| 16 Apr | 7903.50 | 344.35 | 69.60000000000002 | 35.68 | 347 | -46 | 380 | |||||||||
| 15 Apr | 7791.00 | 269.4 | 108.49999999999997 | 37.35 | 1,034 | -20 | 424 | |||||||||
| 13 Apr | 7548.00 | 161.5 | -68.15 | 35.28 | 1,085 | 18 | 447 | |||||||||
| 10 Apr | 7728.00 | 215 | 35.650000000000006 | 29.71 | 2,467 | 82 | 435 | |||||||||
| 9 Apr | 7607.00 | 178.6 | -10.45 | 29.78 | 597 | 91 | 351 | |||||||||
| 8 Apr | 7600.50 | 188 | 107.05 | 29.89 | 830 | 79 | 266 | |||||||||
| 7 Apr | 7227.00 | 79.7 | 27.2 | 32.6 | 446 | 40 | 187 | |||||||||
| 6 Apr | 7047.00 | 53.15 | 16.1 | 34.52 | 155 | 37 | 147 | |||||||||
| 2 Apr | 6878.00 | 39 | -7.85 | 33.89 | 225 | -56 | 110 | |||||||||
| 1 Apr | 6925.00 | 47 | 10.75 | 32.73 | 298 | 60 | 165 | |||||||||
|
|
||||||||||||||||
| 30 Mar | 6843.50 | 33.45 | -36.65 | 31.96 | 96 | 17 | 105 | |||||||||
| 27 Mar | 7067.00 | 70 | -20.35 | 29.99 | 69 | 17 | 85 | |||||||||
| 25 Mar | 7145.00 | 95.85 | 4.15 | 29.58 | 97 | 60 | 68 | |||||||||
| 24 Mar | 7064.50 | 92 | -48 | 31.92 | 5 | 0 | 6 | |||||||||
| 23 Mar | 6795.00 | 140 | 12 | - | 0 | 0 | 6 | |||||||||
| 20 Mar | 7171.00 | 140 | 12 | 33.39 | 3 | 2 | 6 | |||||||||
| 19 Mar | 7180.00 | 128 | -62.3 | 29.6 | 1 | 0 | 3 | |||||||||
| 18 Mar | 7374.50 | 190.3 | -612.55 | 29.69 | 4 | 3 | 3 | |||||||||
| 17 Mar | 7166.50 | 802.85 | 0 | 4.3 | 0 | 0 | 0 | |||||||||
| 16 Mar | 7127.00 | 802.85 | 0 | 4.73 | 0 | 0 | 0 | |||||||||
| 13 Mar | 7193.50 | 802.85 | 0 | 3.72 | 0 | 0 | 0 | |||||||||
| 12 Mar | 7455.00 | 802.85 | 0 | 1.57 | 0 | 0 | 0 | |||||||||
| 11 Mar | 7429.50 | 802.85 | 0 | 1.79 | 0 | 0 | 0 | |||||||||
| 10 Mar | 7723.00 | 802.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 8228.50 | 802.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 8552.00 | 802.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 8564.00 | 802.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 8284.00 | 802.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 8548.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 8610.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 8506.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 8348.50 | 802.85 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7700 expiring on 28APR2026
Delta for 7700 CE is 0.92
Historical price for 7700 CE is as follows
On 17 Apr POLYCAB was trading at 8182.50. The strike last trading price was 520.05, which was 192.39999999999998 higher than the previous day. The implied volatity was 26.16, the open interest changed by -13 which decreased total open position to 370
On 16 Apr POLYCAB was trading at 7903.50. The strike last trading price was 344.35, which was 69.60000000000002 higher than the previous day. The implied volatity was 35.68, the open interest changed by -46 which decreased total open position to 380
On 15 Apr POLYCAB was trading at 7791.00. The strike last trading price was 269.4, which was 108.49999999999997 higher than the previous day. The implied volatity was 37.35, the open interest changed by -20 which decreased total open position to 424
On 13 Apr POLYCAB was trading at 7548.00. The strike last trading price was 161.5, which was -68.15 lower than the previous day. The implied volatity was 35.28, the open interest changed by 18 which increased total open position to 447
On 10 Apr POLYCAB was trading at 7728.00. The strike last trading price was 215, which was 35.650000000000006 higher than the previous day. The implied volatity was 29.71, the open interest changed by 82 which increased total open position to 435
On 9 Apr POLYCAB was trading at 7607.00. The strike last trading price was 178.6, which was -10.45 lower than the previous day. The implied volatity was 29.78, the open interest changed by 91 which increased total open position to 351
On 8 Apr POLYCAB was trading at 7600.50. The strike last trading price was 188, which was 107.05 higher than the previous day. The implied volatity was 29.89, the open interest changed by 79 which increased total open position to 266
On 7 Apr POLYCAB was trading at 7227.00. The strike last trading price was 79.7, which was 27.2 higher than the previous day. The implied volatity was 32.6, the open interest changed by 40 which increased total open position to 187
On 6 Apr POLYCAB was trading at 7047.00. The strike last trading price was 53.15, which was 16.1 higher than the previous day. The implied volatity was 34.52, the open interest changed by 37 which increased total open position to 147
On 2 Apr POLYCAB was trading at 6878.00. The strike last trading price was 39, which was -7.85 lower than the previous day. The implied volatity was 33.89, the open interest changed by -56 which decreased total open position to 110
On 1 Apr POLYCAB was trading at 6925.00. The strike last trading price was 47, which was 10.75 higher than the previous day. The implied volatity was 32.73, the open interest changed by 60 which increased total open position to 165
On 30 Mar POLYCAB was trading at 6843.50. The strike last trading price was 33.45, which was -36.65 lower than the previous day. The implied volatity was 31.96, the open interest changed by 17 which increased total open position to 105
On 27 Mar POLYCAB was trading at 7067.00. The strike last trading price was 70, which was -20.35 lower than the previous day. The implied volatity was 29.99, the open interest changed by 17 which increased total open position to 85
On 25 Mar POLYCAB was trading at 7145.00. The strike last trading price was 95.85, which was 4.15 higher than the previous day. The implied volatity was 29.58, the open interest changed by 60 which increased total open position to 68
On 24 Mar POLYCAB was trading at 7064.50. The strike last trading price was 92, which was -48 lower than the previous day. The implied volatity was 31.92, the open interest changed by 0 which decreased total open position to 6
On 23 Mar POLYCAB was trading at 6795.00. The strike last trading price was 140, which was 12 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Mar POLYCAB was trading at 7171.00. The strike last trading price was 140, which was 12 higher than the previous day. The implied volatity was 33.39, the open interest changed by 2 which increased total open position to 6
On 19 Mar POLYCAB was trading at 7180.00. The strike last trading price was 128, which was -62.3 lower than the previous day. The implied volatity was 29.6, the open interest changed by 0 which decreased total open position to 3
On 18 Mar POLYCAB was trading at 7374.50. The strike last trading price was 190.3, which was -612.55 lower than the previous day. The implied volatity was 29.69, the open interest changed by 3 which increased total open position to 3
On 17 Mar POLYCAB was trading at 7166.50. The strike last trading price was 802.85, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0
On 16 Mar POLYCAB was trading at 7127.00. The strike last trading price was 802.85, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 13 Mar POLYCAB was trading at 7193.50. The strike last trading price was 802.85, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 12 Mar POLYCAB was trading at 7455.00. The strike last trading price was 802.85, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 11 Mar POLYCAB was trading at 7429.50. The strike last trading price was 802.85, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 10 Mar POLYCAB was trading at 7723.00. The strike last trading price was 802.85, 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 Mar POLYCAB was trading at 8228.50. The strike last trading price was 802.85, 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 Mar POLYCAB was trading at 8552.00. The strike last trading price was 802.85, 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 Mar POLYCAB was trading at 8564.00. The strike last trading price was 802.85, 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 Mar POLYCAB was trading at 8284.00. The strike last trading price was 802.85, 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 Mar POLYCAB was trading at 8548.50. 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 27 Feb POLYCAB was trading at 8610.50. 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 26 Feb POLYCAB was trading at 8506.00. 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 25 Feb POLYCAB was trading at 8348.50. The strike last trading price was 802.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 28-Apr-2026 (10d) 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.04
Theta: -5.96
Gamma: 0.00044
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 8182.50 | 58.9 | -50.65 | 40.87 | 1,669 | 51 | 678 |
| 16 Apr | 7903.50 | 107.75 | -53 | 35.93 | 826 | 13 | 626 |
| 15 Apr | 7791.00 | 167.4 | -122.85 | 35.7 | 1,269 | 66 | 615 |
| 13 Apr | 7548.00 | 283 | 66.55000000000001 | 33.48 | 231 | -2 | 549 |
| 10 Apr | 7728.00 | 232 | -52.94999999999999 | 35.28 | 852 | 139 | 557 |
| 9 Apr | 7607.00 | 284.6 | 14.95 | 36.58 | 110 | 0 | 418 |
| 8 Apr | 7600.50 | 272.95 | -556.25 | 34.54 | 496 | 12 | 418 |
| 7 Apr | 7227.00 | 826.6 | 30.5 | - | 0 | 0 | 406 |
| 6 Apr | 7047.00 | 826.6 | 30.5 | - | 0 | 0 | 406 |
| 2 Apr | 6878.00 | 826.6 | 30.5 | 38.45 | 32 | 1 | 408 |
| 1 Apr | 6925.00 | 796.1 | -135.75 | 43.15 | 27 | 1 | 407 |
| 30 Mar | 6843.50 | 931.85 | 139.9 | 49.96 | 4 | 1 | 405 |
| 27 Mar | 7067.00 | 791.95 | 109.65 | 52.6 | 13 | 1 | 404 |
| 25 Mar | 7145.00 | 681.5 | -243.5 | 45.29 | 427 | 384 | 403 |
| 24 Mar | 7064.50 | 925 | 340.7 | - | 0 | 0 | 19 |
| 23 Mar | 6795.00 | 925 | 340.7 | 41.92 | 3 | 0 | 21 |
| 20 Mar | 7171.00 | 584.3 | -34.75 | 30.4 | 2 | -1 | 0 |
| 19 Mar | 7180.00 | 619.05 | 144.35 | 38.42 | 2 | 0 | 22 |
| 18 Mar | 7374.50 | 474.7 | 4.7 | 34.21 | 33 | -10 | 20 |
| 17 Mar | 7166.50 | 470 | 118.25 | - | 0 | 0 | 30 |
| 16 Mar | 7127.00 | 470 | 118.25 | - | 0 | 0 | 0 |
| 13 Mar | 7193.50 | 470 | 118.25 | - | 0 | 0 | 0 |
| 12 Mar | 7455.00 | 470 | 118.25 | - | 0 | 3 | 0 |
| 11 Mar | 7429.50 | 470 | 118.25 | 33.61 | 16 | 0 | 27 |
| 10 Mar | 7723.00 | 351.75 | 238.65 | 36.86 | 32 | 24 | 27 |
| 9 Mar | 8228.50 | 113.1 | -181.25 | - | 0 | 0 | 3 |
| 6 Mar | 8552.00 | 113.1 | -181.25 | - | 0 | 0 | 3 |
| 5 Mar | 8564.00 | 113.1 | -181.25 | 35.37 | 8 | 2 | 2 |
| 4 Mar | 8284.00 | 294.35 | 0 | 5.48 | 0 | 0 | 0 |
| 2 Mar | 8548.50 | - | - | - | 0 | 0 | 0 |
| 27 Feb | 8610.50 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 8506.00 | - | - | - | 0 | 0 | 0 |
| 25 Feb | 8348.50 | 0 | 0 | 4.15 | 0 | 0 | 0 |
For Polycab India Limited - strike price 7700 expiring on 28APR2026
Delta for 7700 PE is -0.18
Historical price for 7700 PE is as follows
On 17 Apr POLYCAB was trading at 8182.50. The strike last trading price was 58.9, which was -50.65 lower than the previous day. The implied volatity was 40.87, the open interest changed by 51 which increased total open position to 678
On 16 Apr POLYCAB was trading at 7903.50. The strike last trading price was 107.75, which was -53 lower than the previous day. The implied volatity was 35.93, the open interest changed by 13 which increased total open position to 626
On 15 Apr POLYCAB was trading at 7791.00. The strike last trading price was 167.4, which was -122.85 lower than the previous day. The implied volatity was 35.7, the open interest changed by 66 which increased total open position to 615
On 13 Apr POLYCAB was trading at 7548.00. The strike last trading price was 283, which was 66.55000000000001 higher than the previous day. The implied volatity was 33.48, the open interest changed by -2 which decreased total open position to 549
On 10 Apr POLYCAB was trading at 7728.00. The strike last trading price was 232, which was -52.94999999999999 lower than the previous day. The implied volatity was 35.28, the open interest changed by 139 which increased total open position to 557
On 9 Apr POLYCAB was trading at 7607.00. The strike last trading price was 284.6, which was 14.95 higher than the previous day. The implied volatity was 36.58, the open interest changed by 0 which decreased total open position to 418
On 8 Apr POLYCAB was trading at 7600.50. The strike last trading price was 272.95, which was -556.25 lower than the previous day. The implied volatity was 34.54, the open interest changed by 12 which increased total open position to 418
On 7 Apr POLYCAB was trading at 7227.00. The strike last trading price was 826.6, which was 30.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 406
On 6 Apr POLYCAB was trading at 7047.00. The strike last trading price was 826.6, which was 30.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 406
On 2 Apr POLYCAB was trading at 6878.00. The strike last trading price was 826.6, which was 30.5 higher than the previous day. The implied volatity was 38.45, the open interest changed by 1 which increased total open position to 408
On 1 Apr POLYCAB was trading at 6925.00. The strike last trading price was 796.1, which was -135.75 lower than the previous day. The implied volatity was 43.15, the open interest changed by 1 which increased total open position to 407
On 30 Mar POLYCAB was trading at 6843.50. The strike last trading price was 931.85, which was 139.9 higher than the previous day. The implied volatity was 49.96, the open interest changed by 1 which increased total open position to 405
On 27 Mar POLYCAB was trading at 7067.00. The strike last trading price was 791.95, which was 109.65 higher than the previous day. The implied volatity was 52.6, the open interest changed by 1 which increased total open position to 404
On 25 Mar POLYCAB was trading at 7145.00. The strike last trading price was 681.5, which was -243.5 lower than the previous day. The implied volatity was 45.29, the open interest changed by 384 which increased total open position to 403
On 24 Mar POLYCAB was trading at 7064.50. The strike last trading price was 925, which was 340.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 23 Mar POLYCAB was trading at 6795.00. The strike last trading price was 925, which was 340.7 higher than the previous day. The implied volatity was 41.92, the open interest changed by 0 which decreased total open position to 21
On 20 Mar POLYCAB was trading at 7171.00. The strike last trading price was 584.3, which was -34.75 lower than the previous day. The implied volatity was 30.4, the open interest changed by -1 which decreased total open position to 0
On 19 Mar POLYCAB was trading at 7180.00. The strike last trading price was 619.05, which was 144.35 higher than the previous day. The implied volatity was 38.42, the open interest changed by 0 which decreased total open position to 22
On 18 Mar POLYCAB was trading at 7374.50. The strike last trading price was 474.7, which was 4.7 higher than the previous day. The implied volatity was 34.21, the open interest changed by -10 which decreased total open position to 20
On 17 Mar POLYCAB was trading at 7166.50. The strike last trading price was 470, which was 118.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 16 Mar POLYCAB was trading at 7127.00. The strike last trading price was 470, which was 118.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar POLYCAB was trading at 7193.50. The strike last trading price was 470, which was 118.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar POLYCAB was trading at 7455.00. The strike last trading price was 470, which was 118.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 11 Mar POLYCAB was trading at 7429.50. The strike last trading price was 470, which was 118.25 higher than the previous day. The implied volatity was 33.61, the open interest changed by 0 which decreased total open position to 27
On 10 Mar POLYCAB was trading at 7723.00. The strike last trading price was 351.75, which was 238.65 higher than the previous day. The implied volatity was 36.86, the open interest changed by 24 which increased total open position to 27
On 9 Mar POLYCAB was trading at 8228.50. The strike last trading price was 113.1, which was -181.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Mar POLYCAB was trading at 8552.00. The strike last trading price was 113.1, which was -181.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Mar POLYCAB was trading at 8564.00. The strike last trading price was 113.1, which was -181.25 lower than the previous day. The implied volatity was 35.37, the open interest changed by 2 which increased total open position to 2
On 4 Mar POLYCAB was trading at 8284.00. The strike last trading price was 294.35, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0
On 2 Mar POLYCAB was trading at 8548.50. 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 27 Feb POLYCAB was trading at 8610.50. 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 26 Feb POLYCAB was trading at 8506.00. 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 25 Feb POLYCAB was trading at 8348.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
