POLYCAB
Polycab India Limited
Historical option data for POLYCAB
09 Jan 2026 04:10 PM IST
| POLYCAB 27-JAN-2026 7700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 6.79
Theta: -7.14
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 7685.00 | 233.35 | -55.75 | 32.23 | 1,001 | 74 | 326 | |||||||||
| 8 Jan | 7750.50 | 286.05 | -73.8 | 32.65 | 158 | 27 | 252 | |||||||||
| 7 Jan | 7897.00 | 355 | 65.75 | 29.56 | 450 | -8 | 228 | |||||||||
|
|
||||||||||||||||
| 6 Jan | 7795.50 | 287.7 | 29.15 | 28.48 | 434 | -23 | 241 | |||||||||
| 5 Jan | 7762.00 | 250 | -16.5 | 25.71 | 2,527 | 56 | 260 | |||||||||
| 2 Jan | 7798.00 | 271.3 | 80.85 | 22.79 | 1,256 | -89 | 206 | |||||||||
| 1 Jan | 7673.00 | 189.25 | 23.65 | 21.34 | 1,235 | 45 | 295 | |||||||||
| 31 Dec | 7619.00 | 156 | 28.3 | 21.61 | 1,111 | 34 | 251 | |||||||||
| 30 Dec | 7497.00 | 126.9 | -6.9 | 23.01 | 599 | 75 | 217 | |||||||||
| 29 Dec | 7493.50 | 133 | -33.4 | 23.36 | 191 | 38 | 141 | |||||||||
| 26 Dec | 7556.50 | 164 | -36.8 | 23.22 | 195 | 34 | 102 | |||||||||
| 24 Dec | 7630.50 | 204 | -17.15 | 21.39 | 66 | 3 | 66 | |||||||||
| 23 Dec | 7645.00 | 220 | 15 | 22.72 | 78 | 37 | 61 | |||||||||
| 22 Dec | 7603.00 | 205 | -197.8 | 22.50 | 45 | 23 | 23 | |||||||||
| 19 Dec | 7439.00 | 402.8 | 0 | 1.98 | 0 | 0 | 0 | |||||||||
| 18 Dec | 7099.00 | 402.8 | 0 | 5.16 | 0 | 0 | 0 | |||||||||
| 17 Dec | 7079.50 | 402.8 | 0 | 5.33 | 0 | 0 | 0 | |||||||||
| 16 Dec | 7361.50 | 402.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 7276.50 | 402.8 | 0 | 2.92 | 0 | 0 | 0 | |||||||||
| 11 Dec | 7218.50 | 402.8 | 0 | 3.49 | 0 | 0 | 0 | |||||||||
| 10 Dec | 7139.00 | 402.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 7194.00 | 402.8 | 0 | 3.72 | 0 | 0 | 0 | |||||||||
| 28 Nov | 7470.00 | 402.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 7479.00 | 402.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 7539.00 | 402.8 | 0 | - | 0 | -2,169.6 | 0 | |||||||||
For Polycab India Limited - strike price 7700 expiring on 27JAN2026
Delta for 7700 CE is 0.53
Historical price for 7700 CE is as follows
On 9 Jan POLYCAB was trading at 7685.00. The strike last trading price was 233.35, which was -55.75 lower than the previous day. The implied volatity was 32.23, the open interest changed by 74 which increased total open position to 326
On 8 Jan POLYCAB was trading at 7750.50. The strike last trading price was 286.05, which was -73.8 lower than the previous day. The implied volatity was 32.65, the open interest changed by 27 which increased total open position to 252
On 7 Jan POLYCAB was trading at 7897.00. The strike last trading price was 355, which was 65.75 higher than the previous day. The implied volatity was 29.56, the open interest changed by -8 which decreased total open position to 228
On 6 Jan POLYCAB was trading at 7795.50. The strike last trading price was 287.7, which was 29.15 higher than the previous day. The implied volatity was 28.48, the open interest changed by -23 which decreased total open position to 241
On 5 Jan POLYCAB was trading at 7762.00. The strike last trading price was 250, which was -16.5 lower than the previous day. The implied volatity was 25.71, the open interest changed by 56 which increased total open position to 260
On 2 Jan POLYCAB was trading at 7798.00. The strike last trading price was 271.3, which was 80.85 higher than the previous day. The implied volatity was 22.79, the open interest changed by -89 which decreased total open position to 206
On 1 Jan POLYCAB was trading at 7673.00. The strike last trading price was 189.25, which was 23.65 higher than the previous day. The implied volatity was 21.34, the open interest changed by 45 which increased total open position to 295
On 31 Dec POLYCAB was trading at 7619.00. The strike last trading price was 156, which was 28.3 higher than the previous day. The implied volatity was 21.61, the open interest changed by 34 which increased total open position to 251
On 30 Dec POLYCAB was trading at 7497.00. The strike last trading price was 126.9, which was -6.9 lower than the previous day. The implied volatity was 23.01, the open interest changed by 75 which increased total open position to 217
On 29 Dec POLYCAB was trading at 7493.50. The strike last trading price was 133, which was -33.4 lower than the previous day. The implied volatity was 23.36, the open interest changed by 38 which increased total open position to 141
On 26 Dec POLYCAB was trading at 7556.50. The strike last trading price was 164, which was -36.8 lower than the previous day. The implied volatity was 23.22, the open interest changed by 34 which increased total open position to 102
On 24 Dec POLYCAB was trading at 7630.50. The strike last trading price was 204, which was -17.15 lower than the previous day. The implied volatity was 21.39, the open interest changed by 3 which increased total open position to 66
On 23 Dec POLYCAB was trading at 7645.00. The strike last trading price was 220, which was 15 higher than the previous day. The implied volatity was 22.72, the open interest changed by 37 which increased total open position to 61
On 22 Dec POLYCAB was trading at 7603.00. The strike last trading price was 205, which was -197.8 lower than the previous day. The implied volatity was 22.50, the open interest changed by 23 which increased total open position to 23
On 19 Dec POLYCAB was trading at 7439.00. The strike last trading price was 402.8, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 18 Dec POLYCAB was trading at 7099.00. The strike last trading price was 402.8, which was 0 lower than the previous day. The implied volatity was 5.16, 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 402.8, which was 0 lower than the previous day. The implied volatity was 5.33, 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 402.8, 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 Dec POLYCAB was trading at 7276.50. The strike last trading price was 402.8, which was 0 lower than the previous day. The implied volatity was 2.92, 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 402.8, which was 0 lower than the previous day. The implied volatity was 3.49, 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 402.8, 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 402.8, 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 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 402.8, 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 402.8, 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 402.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2169.6 which decreased total open position to 0
| POLYCAB 27JAN2026 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 6.79
Theta: -5.49
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 7685.00 | 222 | 16.55 | 34.66 | 3,841 | 15 | 381 |
| 8 Jan | 7750.50 | 202.2 | 75.55 | 35.86 | 1,567 | -60 | 368 |
| 7 Jan | 7897.00 | 127 | -23.65 | 31.23 | 814 | 15 | 428 |
| 6 Jan | 7795.50 | 158 | -9.95 | 29.88 | 723 | 24 | 415 |
| 5 Jan | 7762.00 | 168 | 44.75 | 28.59 | 2,347 | 136 | 394 |
| 2 Jan | 7798.00 | 120.55 | -53.95 | 23.66 | 787 | 115 | 267 |
| 1 Jan | 7673.00 | 168.25 | -21.2 | 22.40 | 184 | 7 | 150 |
| 31 Dec | 7619.00 | 201 | -74 | 21.34 | 289 | 122 | 149 |
| 30 Dec | 7497.00 | 275 | -25 | 22.88 | 23 | 8 | 28 |
| 29 Dec | 7493.50 | 300 | 60 | 25.56 | 27 | 2 | 21 |
| 26 Dec | 7556.50 | 240 | 30 | 21.62 | 20 | 5 | 19 |
| 24 Dec | 7630.50 | 210 | -373.3 | 23.15 | 18 | 13 | 13 |
| 23 Dec | 7645.00 | 583.3 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 7603.00 | 583.3 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 7439.00 | 583.3 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 7099.00 | 583.3 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 7079.50 | 583.3 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 7361.50 | 583.3 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 7276.50 | 583.3 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 7218.50 | 583.3 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 7139.00 | 583.3 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 7194.00 | 583.3 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 7470.00 | 583.3 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 7479.00 | 583.3 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 7539.00 | 0.05 | 0 | - | 403.2 | 0 | 0 |
For Polycab India Limited - strike price 7700 expiring on 27JAN2026
Delta for 7700 PE is -0.47
Historical price for 7700 PE is as follows
On 9 Jan POLYCAB was trading at 7685.00. The strike last trading price was 222, which was 16.55 higher than the previous day. The implied volatity was 34.66, the open interest changed by 15 which increased total open position to 381
On 8 Jan POLYCAB was trading at 7750.50. The strike last trading price was 202.2, which was 75.55 higher than the previous day. The implied volatity was 35.86, the open interest changed by -60 which decreased total open position to 368
On 7 Jan POLYCAB was trading at 7897.00. The strike last trading price was 127, which was -23.65 lower than the previous day. The implied volatity was 31.23, the open interest changed by 15 which increased total open position to 428
On 6 Jan POLYCAB was trading at 7795.50. The strike last trading price was 158, which was -9.95 lower than the previous day. The implied volatity was 29.88, the open interest changed by 24 which increased total open position to 415
On 5 Jan POLYCAB was trading at 7762.00. The strike last trading price was 168, which was 44.75 higher than the previous day. The implied volatity was 28.59, the open interest changed by 136 which increased total open position to 394
On 2 Jan POLYCAB was trading at 7798.00. The strike last trading price was 120.55, which was -53.95 lower than the previous day. The implied volatity was 23.66, the open interest changed by 115 which increased total open position to 267
On 1 Jan POLYCAB was trading at 7673.00. The strike last trading price was 168.25, which was -21.2 lower than the previous day. The implied volatity was 22.40, the open interest changed by 7 which increased total open position to 150
On 31 Dec POLYCAB was trading at 7619.00. The strike last trading price was 201, which was -74 lower than the previous day. The implied volatity was 21.34, the open interest changed by 122 which increased total open position to 149
On 30 Dec POLYCAB was trading at 7497.00. The strike last trading price was 275, which was -25 lower than the previous day. The implied volatity was 22.88, the open interest changed by 8 which increased total open position to 28
On 29 Dec POLYCAB was trading at 7493.50. The strike last trading price was 300, which was 60 higher than the previous day. The implied volatity was 25.56, the open interest changed by 2 which increased total open position to 21
On 26 Dec POLYCAB was trading at 7556.50. The strike last trading price was 240, which was 30 higher than the previous day. The implied volatity was 21.62, the open interest changed by 5 which increased total open position to 19
On 24 Dec POLYCAB was trading at 7630.50. The strike last trading price was 210, which was -373.3 lower than the previous day. The implied volatity was 23.15, the open interest changed by 13 which increased total open position to 13
On 23 Dec POLYCAB was trading at 7645.00. The strike last trading price was 583.3, 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 22 Dec POLYCAB was trading at 7603.00. The strike last trading price was 583.3, 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 19 Dec POLYCAB was trading at 7439.00. The strike last trading price was 583.3, 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 18 Dec POLYCAB was trading at 7099.00. The strike last trading price was 583.3, 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 Dec POLYCAB was trading at 7079.50. The strike last trading price was 583.3, 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 583.3, 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 Dec POLYCAB was trading at 7276.50. The strike last trading price was 583.3, 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 583.3, 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 583.3, 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 583.3, 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 583.3, 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 583.3, 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 0.05, 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































































































































































































































