POLYCAB
Polycab India Limited
Historical option data for POLYCAB
11 Mar 2026 04:10 PM IST
| POLYCAB 30-MAR-2026 7900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 5.54
Theta: -6.18
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 7429.50 | 101.6 | -122.65 | 38.9 | 1,999 | 119 | 347 | |||||||||
| 10 Mar | 7723.00 | 224 | -294.7 | 39.32 | 790 | 106 | 226 | |||||||||
| 9 Mar | 8228.50 | 518.7 | -229.9 | 36.62 | 7 | -1 | 126 | |||||||||
| 6 Mar | 8552.00 | 748.55 | 208.55 | 28.64 | 6 | -1 | 128 | |||||||||
| 5 Mar | 8564.00 | 540 | -195.65 | - | 6 | 1 | 0 | |||||||||
| 4 Mar | 8284.00 | 540 | -195.65 | 31.26 | 6 | 1 | 129 | |||||||||
| 2 Mar | 8548.50 | 735.65 | -81.35 | 24.2 | 3 | -1 | 128 | |||||||||
| 27 Feb | 8610.50 | 817 | 117.75 | 28.49 | 60 | -8 | 131 | |||||||||
| 26 Feb | 8506.00 | 695.5 | 130.3 | 21.17 | 24 | 3 | 140 | |||||||||
| 25 Feb | 8348.50 | 575.35 | 151 | 23.47 | 95 | 1 | 138 | |||||||||
| 24 Feb | 8120.50 | 430 | 108 | 26.51 | 173 | -36 | 137 | |||||||||
| 23 Feb | 7974.00 | 325 | 58.7 | 23.73 | 670 | 127 | 176 | |||||||||
| 20 Feb | 7869.00 | 254.75 | 137.35 | 24.76 | 83 | 48 | 48 | |||||||||
| 19 Feb | 7778.00 | 117.4 | 0 | 0.64 | 0 | 0 | 0 | |||||||||
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| 18 Feb | 7830.00 | 117.4 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 17 Feb | 7742.00 | 117.4 | 0 | 0.8 | 0 | 0 | 0 | |||||||||
| 16 Feb | 7636.00 | 117.4 | 0 | 1.76 | 0 | 0 | 0 | |||||||||
| 13 Feb | 7587.50 | 117.4 | 0 | 1.93 | 0 | 0 | 0 | |||||||||
| 12 Feb | 7768.00 | 117.4 | 0 | 0.39 | 0 | 0 | 0 | |||||||||
| 11 Feb | 7814.00 | 117.4 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 10 Feb | 7742.50 | 117.4 | 0 | 0.59 | 0 | 0 | 0 | |||||||||
| 9 Feb | 7788.00 | 117.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 7623.50 | 117.4 | 0 | 1.59 | 0 | 0 | 0 | |||||||||
| 5 Feb | 7536.50 | 117.4 | 0 | 2.11 | 0 | 0 | 0 | |||||||||
| 4 Feb | 7630.00 | 117.4 | 0 | 1.48 | 0 | 0 | 0 | |||||||||
| 3 Feb | 7505.00 | 117.4 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 7900 expiring on 30MAR2026
Delta for 7900 CE is 0.27
Historical price for 7900 CE is as follows
On 11 Mar POLYCAB was trading at 7429.50. The strike last trading price was 101.6, which was -122.65 lower than the previous day. The implied volatity was 38.9, the open interest changed by 119 which increased total open position to 347
On 10 Mar POLYCAB was trading at 7723.00. The strike last trading price was 224, which was -294.7 lower than the previous day. The implied volatity was 39.32, the open interest changed by 106 which increased total open position to 226
On 9 Mar POLYCAB was trading at 8228.50. The strike last trading price was 518.7, which was -229.9 lower than the previous day. The implied volatity was 36.62, the open interest changed by -1 which decreased total open position to 126
On 6 Mar POLYCAB was trading at 8552.00. The strike last trading price was 748.55, which was 208.55 higher than the previous day. The implied volatity was 28.64, the open interest changed by -1 which decreased total open position to 128
On 5 Mar POLYCAB was trading at 8564.00. The strike last trading price was 540, which was -195.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar POLYCAB was trading at 8284.00. The strike last trading price was 540, which was -195.65 lower than the previous day. The implied volatity was 31.26, the open interest changed by 1 which increased total open position to 129
On 2 Mar POLYCAB was trading at 8548.50. The strike last trading price was 735.65, which was -81.35 lower than the previous day. The implied volatity was 24.2, the open interest changed by -1 which decreased total open position to 128
On 27 Feb POLYCAB was trading at 8610.50. The strike last trading price was 817, which was 117.75 higher than the previous day. The implied volatity was 28.49, the open interest changed by -8 which decreased total open position to 131
On 26 Feb POLYCAB was trading at 8506.00. The strike last trading price was 695.5, which was 130.3 higher than the previous day. The implied volatity was 21.17, the open interest changed by 3 which increased total open position to 140
On 25 Feb POLYCAB was trading at 8348.50. The strike last trading price was 575.35, which was 151 higher than the previous day. The implied volatity was 23.47, the open interest changed by 1 which increased total open position to 138
On 24 Feb POLYCAB was trading at 8120.50. The strike last trading price was 430, which was 108 higher than the previous day. The implied volatity was 26.51, the open interest changed by -36 which decreased total open position to 137
On 23 Feb POLYCAB was trading at 7974.00. The strike last trading price was 325, which was 58.7 higher than the previous day. The implied volatity was 23.73, the open interest changed by 127 which increased total open position to 176
On 20 Feb POLYCAB was trading at 7869.00. The strike last trading price was 254.75, which was 137.35 higher than the previous day. The implied volatity was 24.76, the open interest changed by 48 which increased total open position to 48
On 19 Feb POLYCAB was trading at 7778.00. The strike last trading price was 117.4, which was 0 lower than the previous day. The implied volatity was 0.64, 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 117.4, which was 0 lower than the previous day. The implied volatity was 0.03, 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 117.4, which was 0 lower than the previous day. The implied volatity was 0.8, 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 117.4, 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 13 Feb POLYCAB was trading at 7587.50. The strike last trading price was 117.4, which was 0 lower than the previous day. The implied volatity was 1.93, 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 117.4, which was 0 lower than the previous day. The implied volatity was 0.39, 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 117.4, which was 0 lower than the previous day. The implied volatity was 0.02, 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 117.4, which was 0 lower than the previous day. The implied volatity was 0.59, 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 117.4, 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 117.4, which was 0 lower than the previous day. The implied volatity was 1.59, 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 117.4, which was 0 lower than the previous day. The implied volatity was 2.11, 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 117.4, 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 3 Feb POLYCAB was trading at 7505.00. The strike last trading price was 117.4, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 30MAR2026 7900 PE | |||||||
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Delta: -0.73
Vega: 5.58
Theta: -4.18
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 7429.50 | 559.4 | 190.8 | 39.58 | 189 | -22 | 234 |
| 10 Mar | 7723.00 | 369.2 | 210.15 | 40.91 | 2,153 | -9 | 246 |
| 9 Mar | 8228.50 | 162.85 | 72.35 | 41.67 | 343 | -28 | 251 |
| 6 Mar | 8552.00 | 93.4 | 3 | 40.13 | 194 | 65 | 278 |
| 5 Mar | 8564.00 | 95 | -39.85 | 39.93 | 279 | 12 | 218 |
| 4 Mar | 8284.00 | 133.3 | 67.3 | 35.24 | 761 | -147 | 207 |
| 2 Mar | 8548.50 | 65.1 | 4.7 | 32.39 | 416 | 41 | 343 |
| 27 Feb | 8610.50 | 61 | -8.8 | 31.72 | 418 | 53 | 292 |
| 26 Feb | 8506.00 | 70.6 | -33.95 | 30.24 | 361 | 26 | 239 |
| 25 Feb | 8348.50 | 106 | -68.6 | 30.52 | 476 | 23 | 212 |
| 24 Feb | 8120.50 | 171.1 | -47.2 | 30.38 | 248 | 75 | 191 |
| 23 Feb | 7974.00 | 216.5 | -57 | 29.96 | 209 | 108 | 116 |
| 20 Feb | 7869.00 | 274.5 | -27.85 | 27.8 | 49 | 12 | 13 |
| 19 Feb | 7778.00 | 302.35 | -866.45 | 26.7 | 3 | 1 | 1 |
| 18 Feb | 7830.00 | 1168.8 | 0 | 0.12 | 0 | 0 | 0 |
| 17 Feb | 7742.00 | 1168.8 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 7636.00 | 1168.8 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 7587.50 | 1168.8 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 7768.00 | 1168.8 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 7814.00 | 1168.8 | 0 | 0.14 | 0 | 0 | 0 |
| 10 Feb | 7742.50 | 1168.8 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 7788.00 | 1168.8 | 0 | 0.16 | 0 | 0 | 0 |
| 6 Feb | 7623.50 | 1168.8 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 7536.50 | 1168.8 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 7630.00 | 1168.8 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 7505.00 | 1168.8 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 7900 expiring on 30MAR2026
Delta for 7900 PE is -0.73
Historical price for 7900 PE is as follows
On 11 Mar POLYCAB was trading at 7429.50. The strike last trading price was 559.4, which was 190.8 higher than the previous day. The implied volatity was 39.58, the open interest changed by -22 which decreased total open position to 234
On 10 Mar POLYCAB was trading at 7723.00. The strike last trading price was 369.2, which was 210.15 higher than the previous day. The implied volatity was 40.91, the open interest changed by -9 which decreased total open position to 246
On 9 Mar POLYCAB was trading at 8228.50. The strike last trading price was 162.85, which was 72.35 higher than the previous day. The implied volatity was 41.67, the open interest changed by -28 which decreased total open position to 251
On 6 Mar POLYCAB was trading at 8552.00. The strike last trading price was 93.4, which was 3 higher than the previous day. The implied volatity was 40.13, the open interest changed by 65 which increased total open position to 278
On 5 Mar POLYCAB was trading at 8564.00. The strike last trading price was 95, which was -39.85 lower than the previous day. The implied volatity was 39.93, the open interest changed by 12 which increased total open position to 218
On 4 Mar POLYCAB was trading at 8284.00. The strike last trading price was 133.3, which was 67.3 higher than the previous day. The implied volatity was 35.24, the open interest changed by -147 which decreased total open position to 207
On 2 Mar POLYCAB was trading at 8548.50. The strike last trading price was 65.1, which was 4.7 higher than the previous day. The implied volatity was 32.39, the open interest changed by 41 which increased total open position to 343
On 27 Feb POLYCAB was trading at 8610.50. The strike last trading price was 61, which was -8.8 lower than the previous day. The implied volatity was 31.72, the open interest changed by 53 which increased total open position to 292
On 26 Feb POLYCAB was trading at 8506.00. The strike last trading price was 70.6, which was -33.95 lower than the previous day. The implied volatity was 30.24, the open interest changed by 26 which increased total open position to 239
On 25 Feb POLYCAB was trading at 8348.50. The strike last trading price was 106, which was -68.6 lower than the previous day. The implied volatity was 30.52, the open interest changed by 23 which increased total open position to 212
On 24 Feb POLYCAB was trading at 8120.50. The strike last trading price was 171.1, which was -47.2 lower than the previous day. The implied volatity was 30.38, the open interest changed by 75 which increased total open position to 191
On 23 Feb POLYCAB was trading at 7974.00. The strike last trading price was 216.5, which was -57 lower than the previous day. The implied volatity was 29.96, the open interest changed by 108 which increased total open position to 116
On 20 Feb POLYCAB was trading at 7869.00. The strike last trading price was 274.5, which was -27.85 lower than the previous day. The implied volatity was 27.8, the open interest changed by 12 which increased total open position to 13
On 19 Feb POLYCAB was trading at 7778.00. The strike last trading price was 302.35, which was -866.45 lower than the previous day. The implied volatity was 26.7, the open interest changed by 1 which increased total open position to 1
On 18 Feb POLYCAB was trading at 7830.00. The strike last trading price was 1168.8, which was 0 lower than the previous day. The implied volatity was 0.12, 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 1168.8, 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 16 Feb POLYCAB was trading at 7636.00. The strike last trading price was 1168.8, 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 13 Feb POLYCAB was trading at 7587.50. The strike last trading price was 1168.8, 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 Feb POLYCAB was trading at 7768.00. The strike last trading price was 1168.8, 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 11 Feb POLYCAB was trading at 7814.00. The strike last trading price was 1168.8, 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 10 Feb POLYCAB was trading at 7742.50. The strike last trading price was 1168.8, 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 Feb POLYCAB was trading at 7788.00. The strike last trading price was 1168.8, which was 0 lower than the previous day. The implied volatity was 0.16, 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 1168.8, 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 5 Feb POLYCAB was trading at 7536.50. The strike last trading price was 1168.8, 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 4 Feb POLYCAB was trading at 7630.00. The strike last trading price was 1168.8, 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 3 Feb POLYCAB was trading at 7505.00. The strike last trading price was 1168.8, 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
