POLYCAB
Polycab India Limited
Historical option data for POLYCAB
13 Mar 2026 04:10 PM IST
| POLYCAB 30-MAR-2026 7700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 4.46
Theta: -4.87
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 7193.50 | 60.25 | -73.35 | 34.11 | 1,761 | 90 | 737 | |||||||||
| 12 Mar | 7455.00 | 135 | -32.65 | 34.15 | 1,856 | -34 | 630 | |||||||||
| 11 Mar | 7429.50 | 162 | -162.8 | 38.03 | 3,821 | 446 | 626 | |||||||||
| 10 Mar | 7723.00 | 323 | -310.95 | 40.14 | 661 | 129 | 179 | |||||||||
| 9 Mar | 8228.50 | 633.95 | -269.3 | 30.06 | 5 | -1 | 51 | |||||||||
| 6 Mar | 8552.00 | 903.25 | -131.75 | - | 1 | 0 | 52 | |||||||||
| 5 Mar | 8564.00 | 1035 | 297.85 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 8284.00 | 1035 | 297.85 | - | 0 | 0 | 52 | |||||||||
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| 2 Mar | 8548.50 | 1035 | 297.85 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 8610.50 | 1035 | 297.85 | 37.92 | 2 | 0 | 52 | |||||||||
| 26 Feb | 8506.00 | 734.8 | 183.8 | - | 0 | 0 | 52 | |||||||||
| 25 Feb | 8348.50 | 734.8 | 183.8 | 20.98 | 77 | 39 | 52 | |||||||||
| 24 Feb | 8120.50 | 551 | 103 | 22.9 | 3 | -1 | 13 | |||||||||
| 23 Feb | 7974.00 | 448 | 68.05 | 22.64 | 14 | 4 | 13 | |||||||||
| 20 Feb | 7869.00 | 379.95 | 68.5 | 26.41 | 70 | 4 | 9 | |||||||||
| 19 Feb | 7778.00 | 305.9 | -19.1 | 23.03 | 9 | 0 | 5 | |||||||||
| 18 Feb | 7830.00 | 325 | 17 | 19.37 | 12 | 2 | 4 | |||||||||
| 17 Feb | 7742.00 | 308 | 36.3 | 23.72 | 2 | -1 | 3 | |||||||||
| 16 Feb | 7636.00 | 270.35 | 11.85 | 25 | 2 | 0 | 5 | |||||||||
| 13 Feb | 7587.50 | 258.5 | 104.35 | 25.64 | 12 | 6 | 6 | |||||||||
| 12 Feb | 7768.00 | 154.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 7814.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 7742.50 | 154.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 7788.00 | 154.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 7623.50 | 154.15 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 5 Feb | 7536.50 | 154.15 | 0 | 0.5 | 0 | 0 | 0 | |||||||||
| 4 Feb | 7630.00 | 154.15 | 0 | 0.18 | 0 | 0 | 0 | |||||||||
| 3 Feb | 7505.00 | 154.15 | 0 | 0.78 | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7700 expiring on 30MAR2026
Delta for 7700 CE is 0.21
Historical price for 7700 CE is as follows
On 13 Mar POLYCAB was trading at 7193.50. The strike last trading price was 60.25, which was -73.35 lower than the previous day. The implied volatity was 34.11, the open interest changed by 90 which increased total open position to 737
On 12 Mar POLYCAB was trading at 7455.00. The strike last trading price was 135, which was -32.65 lower than the previous day. The implied volatity was 34.15, the open interest changed by -34 which decreased total open position to 630
On 11 Mar POLYCAB was trading at 7429.50. The strike last trading price was 162, which was -162.8 lower than the previous day. The implied volatity was 38.03, the open interest changed by 446 which increased total open position to 626
On 10 Mar POLYCAB was trading at 7723.00. The strike last trading price was 323, which was -310.95 lower than the previous day. The implied volatity was 40.14, the open interest changed by 129 which increased total open position to 179
On 9 Mar POLYCAB was trading at 8228.50. The strike last trading price was 633.95, which was -269.3 lower than the previous day. The implied volatity was 30.06, the open interest changed by -1 which decreased total open position to 51
On 6 Mar POLYCAB was trading at 8552.00. The strike last trading price was 903.25, which was -131.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 5 Mar POLYCAB was trading at 8564.00. The strike last trading price was 1035, which was 297.85 higher 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 1035, which was 297.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 2 Mar POLYCAB was trading at 8548.50. The strike last trading price was 1035, which was 297.85 higher 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 1035, which was 297.85 higher than the previous day. The implied volatity was 37.92, the open interest changed by 0 which decreased total open position to 52
On 26 Feb POLYCAB was trading at 8506.00. The strike last trading price was 734.8, which was 183.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 25 Feb POLYCAB was trading at 8348.50. The strike last trading price was 734.8, which was 183.8 higher than the previous day. The implied volatity was 20.98, the open interest changed by 39 which increased total open position to 52
On 24 Feb POLYCAB was trading at 8120.50. The strike last trading price was 551, which was 103 higher than the previous day. The implied volatity was 22.9, the open interest changed by -1 which decreased total open position to 13
On 23 Feb POLYCAB was trading at 7974.00. The strike last trading price was 448, which was 68.05 higher than the previous day. The implied volatity was 22.64, the open interest changed by 4 which increased total open position to 13
On 20 Feb POLYCAB was trading at 7869.00. The strike last trading price was 379.95, which was 68.5 higher than the previous day. The implied volatity was 26.41, the open interest changed by 4 which increased total open position to 9
On 19 Feb POLYCAB was trading at 7778.00. The strike last trading price was 305.9, which was -19.1 lower than the previous day. The implied volatity was 23.03, the open interest changed by 0 which decreased total open position to 5
On 18 Feb POLYCAB was trading at 7830.00. The strike last trading price was 325, which was 17 higher than the previous day. The implied volatity was 19.37, the open interest changed by 2 which increased total open position to 4
On 17 Feb POLYCAB was trading at 7742.00. The strike last trading price was 308, which was 36.3 higher than the previous day. The implied volatity was 23.72, the open interest changed by -1 which decreased total open position to 3
On 16 Feb POLYCAB was trading at 7636.00. The strike last trading price was 270.35, which was 11.85 higher than the previous day. The implied volatity was 25, the open interest changed by 0 which decreased total open position to 5
On 13 Feb POLYCAB was trading at 7587.50. The strike last trading price was 258.5, which was 104.35 higher than the previous day. The implied volatity was 25.64, the open interest changed by 6 which increased total open position to 6
On 12 Feb POLYCAB was trading at 7768.00. The strike last trading price was 154.15, 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 Feb POLYCAB was trading at 7814.00. 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 10 Feb POLYCAB was trading at 7742.50. The strike last trading price was 154.15, 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 Feb POLYCAB was trading at 7788.00. The strike last trading price was 154.15, 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 Feb POLYCAB was trading at 7623.50. The strike last trading price was 154.15, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 5 Feb POLYCAB was trading at 7536.50. The strike last trading price was 154.15, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
On 4 Feb POLYCAB was trading at 7630.00. The strike last trading price was 154.15, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 3 Feb POLYCAB was trading at 7505.00. The strike last trading price was 154.15, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 30MAR2026 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 5.09
Theta: -4.82
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 7193.50 | 566.9 | 192.2 | 42.94 | 96 | -32 | 288 |
| 12 Mar | 7455.00 | 374.7 | -38.9 | 37.28 | 118 | -20 | 321 |
| 11 Mar | 7429.50 | 417.45 | 147.85 | 39.55 | 1,382 | -98 | 342 |
| 10 Mar | 7723.00 | 275 | 160.25 | 42.81 | 3,459 | 125 | 462 |
| 9 Mar | 8228.50 | 115.2 | 51.5 | 43.3 | 426 | -36 | 336 |
| 6 Mar | 8552.00 | 63 | -2 | 41.29 | 134 | 8 | 372 |
| 5 Mar | 8564.00 | 67.6 | -28.4 | 41.71 | 212 | 3 | 363 |
| 4 Mar | 8284.00 | 97 | 51.6 | 37.6 | 1,299 | 71 | 358 |
| 2 Mar | 8548.50 | 42.6 | 2.45 | 33.85 | 340 | -69 | 287 |
| 27 Feb | 8610.50 | 39.7 | -4.15 | 32.98 | 319 | 75 | 357 |
| 26 Feb | 8506.00 | 45 | -22.8 | 31.33 | 242 | 9 | 284 |
| 25 Feb | 8348.50 | 68.2 | -47.45 | 31.31 | 515 | 108 | 265 |
| 24 Feb | 8120.50 | 110.6 | -32 | 30.59 | 118 | 63 | 158 |
| 23 Feb | 7974.00 | 142.65 | -34.7 | 30.02 | 94 | 55 | 88 |
| 20 Feb | 7869.00 | 181.35 | -24.55 | 27.48 | 79 | 33 | 34 |
| 19 Feb | 7778.00 | 205.9 | -801.7 | 26.85 | 1 | 0 | 0 |
| 18 Feb | 7830.00 | 1007.6 | 0 | 1.94 | 0 | 0 | 0 |
| 17 Feb | 7742.00 | 1007.6 | 0 | 1.25 | 0 | 0 | 0 |
| 16 Feb | 7636.00 | 1007.6 | 0 | 0.27 | 0 | 0 | 0 |
| 13 Feb | 7587.50 | 1007.6 | 0 | 0.09 | 0 | 0 | 0 |
| 12 Feb | 7768.00 | 1007.6 | 0 | 1.57 | 0 | 0 | 0 |
| 11 Feb | 7814.00 | - | - | - | 0 | 0 | 0 |
| 10 Feb | 7742.50 | 1007.6 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 7788.00 | 1007.6 | 0 | 2.02 | 0 | 0 | 0 |
| 6 Feb | 7623.50 | 1007.6 | 0 | 0.13 | 0 | 0 | 0 |
| 5 Feb | 7536.50 | 1007.6 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 7630.00 | 1007.6 | 0 | 0.34 | 0 | 0 | 0 |
| 3 Feb | 7505.00 | 1007.6 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 7700 expiring on 30MAR2026
Delta for 7700 PE is -0.73
Historical price for 7700 PE is as follows
On 13 Mar POLYCAB was trading at 7193.50. The strike last trading price was 566.9, which was 192.2 higher than the previous day. The implied volatity was 42.94, the open interest changed by -32 which decreased total open position to 288
On 12 Mar POLYCAB was trading at 7455.00. The strike last trading price was 374.7, which was -38.9 lower than the previous day. The implied volatity was 37.28, the open interest changed by -20 which decreased total open position to 321
On 11 Mar POLYCAB was trading at 7429.50. The strike last trading price was 417.45, which was 147.85 higher than the previous day. The implied volatity was 39.55, the open interest changed by -98 which decreased total open position to 342
On 10 Mar POLYCAB was trading at 7723.00. The strike last trading price was 275, which was 160.25 higher than the previous day. The implied volatity was 42.81, the open interest changed by 125 which increased total open position to 462
On 9 Mar POLYCAB was trading at 8228.50. The strike last trading price was 115.2, which was 51.5 higher than the previous day. The implied volatity was 43.3, the open interest changed by -36 which decreased total open position to 336
On 6 Mar POLYCAB was trading at 8552.00. The strike last trading price was 63, which was -2 lower than the previous day. The implied volatity was 41.29, the open interest changed by 8 which increased total open position to 372
On 5 Mar POLYCAB was trading at 8564.00. The strike last trading price was 67.6, which was -28.4 lower than the previous day. The implied volatity was 41.71, the open interest changed by 3 which increased total open position to 363
On 4 Mar POLYCAB was trading at 8284.00. The strike last trading price was 97, which was 51.6 higher than the previous day. The implied volatity was 37.6, the open interest changed by 71 which increased total open position to 358
On 2 Mar POLYCAB was trading at 8548.50. The strike last trading price was 42.6, which was 2.45 higher than the previous day. The implied volatity was 33.85, the open interest changed by -69 which decreased total open position to 287
On 27 Feb POLYCAB was trading at 8610.50. The strike last trading price was 39.7, which was -4.15 lower than the previous day. The implied volatity was 32.98, the open interest changed by 75 which increased total open position to 357
On 26 Feb POLYCAB was trading at 8506.00. The strike last trading price was 45, which was -22.8 lower than the previous day. The implied volatity was 31.33, the open interest changed by 9 which increased total open position to 284
On 25 Feb POLYCAB was trading at 8348.50. The strike last trading price was 68.2, which was -47.45 lower than the previous day. The implied volatity was 31.31, the open interest changed by 108 which increased total open position to 265
On 24 Feb POLYCAB was trading at 8120.50. The strike last trading price was 110.6, which was -32 lower than the previous day. The implied volatity was 30.59, the open interest changed by 63 which increased total open position to 158
On 23 Feb POLYCAB was trading at 7974.00. The strike last trading price was 142.65, which was -34.7 lower than the previous day. The implied volatity was 30.02, the open interest changed by 55 which increased total open position to 88
On 20 Feb POLYCAB was trading at 7869.00. The strike last trading price was 181.35, which was -24.55 lower than the previous day. The implied volatity was 27.48, the open interest changed by 33 which increased total open position to 34
On 19 Feb POLYCAB was trading at 7778.00. The strike last trading price was 205.9, which was -801.7 lower than the previous day. The implied volatity was 26.85, the open interest changed by 0 which decreased total open position to 0
On 18 Feb POLYCAB was trading at 7830.00. The strike last trading price was 1007.6, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 17 Feb POLYCAB was trading at 7742.00. The strike last trading price was 1007.6, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 16 Feb POLYCAB was trading at 7636.00. The strike last trading price was 1007.6, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 13 Feb POLYCAB was trading at 7587.50. The strike last trading price was 1007.6, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 12 Feb POLYCAB was trading at 7768.00. The strike last trading price was 1007.6, 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 Feb POLYCAB was trading at 7814.00. 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 10 Feb POLYCAB was trading at 7742.50. The strike last trading price was 1007.6, 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 Feb POLYCAB was trading at 7788.00. The strike last trading price was 1007.6, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 6 Feb POLYCAB was trading at 7623.50. The strike last trading price was 1007.6, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 5 Feb POLYCAB was trading at 7536.50. The strike last trading price was 1007.6, 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 Feb POLYCAB was trading at 7630.00. The strike last trading price was 1007.6, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 3 Feb POLYCAB was trading at 7505.00. The strike last trading price was 1007.6, 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
