[--[65.84.65.76]--]

POLYCAB

Polycab India Limited
7685 -65.50 (-0.85%)
L: 7629 H: 7775.5

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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