POLYCAB
Polycab India Limited
Historical option data for POLYCAB
16 Dec 2025 04:10 PM IST
| POLYCAB 30-DEC-2025 8100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 1.16
Theta: -1.22
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 7361.50 | 5.75 | -0.35 | 27.78 | 214 | 46 | 252 | |||||||||
| 15 Dec | 7339.50 | 6 | 0.75 | 26.22 | 93 | 18 | 206 | |||||||||
|
|
||||||||||||||||
| 12 Dec | 7276.50 | 5.25 | -1.35 | 24.43 | 21 | 4 | 181 | |||||||||
| 11 Dec | 7218.50 | 6.6 | 0.4 | 26.79 | 23 | 4 | 179 | |||||||||
| 10 Dec | 7139.00 | 6.2 | -2.8 | 27.88 | 41 | 3 | 175 | |||||||||
| 9 Dec | 7194.00 | 7.9 | 1.45 | 27.38 | 240 | -38 | 172 | |||||||||
| 8 Dec | 7025.00 | 6.45 | -0.55 | 29.55 | 120 | -10 | 208 | |||||||||
| 5 Dec | 7257.00 | 6.7 | -3.7 | 21.84 | 138 | -19 | 219 | |||||||||
| 4 Dec | 7348.50 | 10.2 | -0.75 | 22.16 | 172 | 26 | 238 | |||||||||
| 3 Dec | 7227.00 | 11.1 | -5.25 | 24.12 | 117 | -8 | 212 | |||||||||
| 2 Dec | 7347.00 | 16.35 | -3.6 | 22.86 | 199 | 10 | 219 | |||||||||
| 1 Dec | 7401.00 | 19.4 | -3.75 | 21.71 | 193 | 64 | 208 | |||||||||
| 28 Nov | 7470.00 | 22.6 | -4.7 | 19.77 | 261 | 39 | 144 | |||||||||
| 27 Nov | 7479.00 | 27.75 | -57.7 | 19.77 | 257 | 102 | 104 | |||||||||
| 26 Nov | 7539.00 | 85.45 | -13.55 | 27.21 | 1 | 0 | 1 | |||||||||
| 31 Oct | 7704.00 | 305.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 7845.00 | 305.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 7735.50 | 305.95 | 0 | 1.81 | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 8100 expiring on 30DEC2025
Delta for 8100 CE is 0.04
Historical price for 8100 CE is as follows
On 16 Dec POLYCAB was trading at 7361.50. The strike last trading price was 5.75, which was -0.35 lower than the previous day. The implied volatity was 27.78, the open interest changed by 46 which increased total open position to 252
On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 6, which was 0.75 higher than the previous day. The implied volatity was 26.22, the open interest changed by 18 which increased total open position to 206
On 12 Dec POLYCAB was trading at 7276.50. The strike last trading price was 5.25, which was -1.35 lower than the previous day. The implied volatity was 24.43, the open interest changed by 4 which increased total open position to 181
On 11 Dec POLYCAB was trading at 7218.50. The strike last trading price was 6.6, which was 0.4 higher than the previous day. The implied volatity was 26.79, the open interest changed by 4 which increased total open position to 179
On 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 6.2, which was -2.8 lower than the previous day. The implied volatity was 27.88, the open interest changed by 3 which increased total open position to 175
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 7.9, which was 1.45 higher than the previous day. The implied volatity was 27.38, the open interest changed by -38 which decreased total open position to 172
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 6.45, which was -0.55 lower than the previous day. The implied volatity was 29.55, the open interest changed by -10 which decreased total open position to 208
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 6.7, which was -3.7 lower than the previous day. The implied volatity was 21.84, the open interest changed by -19 which decreased total open position to 219
On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 10.2, which was -0.75 lower than the previous day. The implied volatity was 22.16, the open interest changed by 26 which increased total open position to 238
On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 11.1, which was -5.25 lower than the previous day. The implied volatity was 24.12, the open interest changed by -8 which decreased total open position to 212
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 16.35, which was -3.6 lower than the previous day. The implied volatity was 22.86, the open interest changed by 10 which increased total open position to 219
On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 19.4, which was -3.75 lower than the previous day. The implied volatity was 21.71, the open interest changed by 64 which increased total open position to 208
On 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 22.6, which was -4.7 lower than the previous day. The implied volatity was 19.77, the open interest changed by 39 which increased total open position to 144
On 27 Nov POLYCAB was trading at 7479.00. The strike last trading price was 27.75, which was -57.7 lower than the previous day. The implied volatity was 19.77, the open interest changed by 102 which increased total open position to 104
On 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 85.45, which was -13.55 lower than the previous day. The implied volatity was 27.21, the open interest changed by 0 which decreased total open position to 1
On 31 Oct POLYCAB was trading at 7704.00. The strike last trading price was 305.95, 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 30 Oct POLYCAB was trading at 7845.00. The strike last trading price was 305.95, 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 29 Oct POLYCAB was trading at 7735.50. The strike last trading price was 305.95, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 30DEC2025 8100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 7361.50 | 658 | 36 | - | 0 | 0 | 7 |
| 15 Dec | 7339.50 | 658 | 36 | - | 0 | 0 | 0 |
| 12 Dec | 7276.50 | 658 | 36 | - | 0 | 0 | 7 |
| 11 Dec | 7218.50 | 658 | 36 | - | 0 | 0 | 7 |
| 10 Dec | 7139.00 | 658 | 36 | - | 0 | 0 | 7 |
| 9 Dec | 7194.00 | 658 | 36 | - | 0 | 0 | 0 |
| 8 Dec | 7025.00 | 658 | 36 | - | 0 | 0 | 7 |
| 5 Dec | 7257.00 | 658 | 36 | - | 0 | 0 | 0 |
| 4 Dec | 7348.50 | 658 | 36 | - | 0 | 0 | 0 |
| 3 Dec | 7227.00 | 658 | 36 | - | 0 | 0 | 0 |
| 2 Dec | 7347.00 | 658 | 36 | - | 0 | 1 | 0 |
| 1 Dec | 7401.00 | 658 | 36 | 22.46 | 7 | 1 | 7 |
| 28 Nov | 7470.00 | 622 | 12.15 | 25.78 | 4 | 2 | 8 |
| 27 Nov | 7479.00 | 609.85 | -201.1 | 27.60 | 17 | 6 | 6 |
| 26 Nov | 7539.00 | 810.95 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 7704.00 | 810.95 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 7845.00 | 810.95 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 7735.50 | 810.95 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 8100 expiring on 30DEC2025
Delta for 8100 PE is -
Historical price for 8100 PE is as follows
On 16 Dec POLYCAB was trading at 7361.50. The strike last trading price was 658, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Dec POLYCAB was trading at 7339.50. The strike last trading price was 658, which was 36 higher 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 658, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Dec POLYCAB was trading at 7218.50. The strike last trading price was 658, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Dec POLYCAB was trading at 7139.00. The strike last trading price was 658, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Dec POLYCAB was trading at 7194.00. The strike last trading price was 658, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec POLYCAB was trading at 7025.00. The strike last trading price was 658, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Dec POLYCAB was trading at 7257.00. The strike last trading price was 658, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec POLYCAB was trading at 7348.50. The strike last trading price was 658, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec POLYCAB was trading at 7227.00. The strike last trading price was 658, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec POLYCAB was trading at 7347.00. The strike last trading price was 658, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec POLYCAB was trading at 7401.00. The strike last trading price was 658, which was 36 higher than the previous day. The implied volatity was 22.46, the open interest changed by 1 which increased total open position to 7
On 28 Nov POLYCAB was trading at 7470.00. The strike last trading price was 622, which was 12.15 higher than the previous day. The implied volatity was 25.78, the open interest changed by 2 which increased total open position to 8
On 27 Nov POLYCAB was trading at 7479.00. The strike last trading price was 609.85, which was -201.1 lower than the previous day. The implied volatity was 27.60, the open interest changed by 6 which increased total open position to 6
On 26 Nov POLYCAB was trading at 7539.00. The strike last trading price was 810.95, 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 31 Oct POLYCAB was trading at 7704.00. The strike last trading price was 810.95, 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 30 Oct POLYCAB was trading at 7845.00. The strike last trading price was 810.95, 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 29 Oct POLYCAB was trading at 7735.50. The strike last trading price was 810.95, 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































































































































































































































