[--[65.84.65.76]--]

POLYCAB

Polycab India Limited
7361.5 +22.00 (0.30%)
L: 7264.5 H: 7402.5

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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