POLYCAB
Polycab India Limited
Historical option data for POLYCAB
06 May 2026 04:10 PM IST
| POLYCAB 26-May-2026 (19d) 8200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 0.07
Theta: -7.19
Gamma: 0.00051
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 8415.50 | 413.35 | 12.25 (3.05%) | 36.78 | 501 | -42 | 276 | |||||||||
| 5 May | 8337.00 | 412.3 | -10.899999999999977 (-2.58%) | 38.81 | 1,626 | 53 | 331 | |||||||||
| 4 May | 8344.50 | 415.75 | 113.39999999999998 (37.51%) | 39.58 | 1,211 | -47 | 287 | |||||||||
| 30 Apr | 8110.50 | 300.05 | -24.149999999999977 (-7.45%) | 38.84 | 533 | 41 | 375 | |||||||||
| 29 Apr | 8148.50 | 321.7 | -62.900000000000034 (-16.35%) | 37.16 | 726 | -6 | 332 | |||||||||
| 28 Apr | 8254.00 | 383.35 | 87.75 (29.69%) | 35.32 | 2,193 | 121 | 356 | |||||||||
| 27 Apr | 8065.50 | 300 | 16.80000000000001 (5.93%) | 37.98 | 694 | 27 | 233 | |||||||||
| 24 Apr | 8033.00 | 285 | 17.55000000000001 (6.56%) | 35.28 | 293 | 33 | 206 | |||||||||
| 23 Apr | 7963.50 | 272.85 | -14.299999999999955 (-4.98%) | 37.5 | 241 | 61 | 171 | |||||||||
| 22 Apr | 8038.00 | 280 | 30.55000000000001 (12.25%) | 33.88 | 178 | 73 | 119 | |||||||||
| 21 Apr | 7955.50 | 251.3 | -67.80000000000001 (-21.25%) | 34.73 | 60 | 17 | 45 | |||||||||
| 20 Apr | 8198.50 | 315 | 0 (0.00%) | 29.07 | 22 | 6 | 26 | |||||||||
| 17 Apr | 8182.50 | 315 | 105 (50.00%) | 28.29 | 19 | 14 | 19 | |||||||||
| 16 Apr | 7903.50 | 210 | -79.10000000000002 (-27.36%) | 33.59 | 0 | 0 | 5 | |||||||||
| 15 Apr | 7791.00 | 210 | 70 (50.00%) | 33.59 | 3 | 1 | 5 | |||||||||
| 13 Apr | 7548.00 | 140 | -56 (-28.57%) | 33.71 | 3 | 2 | 5 | |||||||||
| 10 Apr | 7728.00 | 196 | 46 (30.67%) | 31.02 | 2 | 0 | 4 | |||||||||
| 9 Apr | 7607.00 | 150 | -507 (-77.17%) | 30.44 | 5 | 4 | 4 | |||||||||
| 27 Mar | 7067.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 7145.00 | 0 | 0 (0.00%) | 6.06 | 0 | 0 | 0 | |||||||||
| 23 Mar | 6795.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 7171.00 | 0 | 0 (0.00%) | 5.98 | 0 | 0 | 0 | |||||||||
| 19 Mar | 7180.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 7374.50 | 0 | 0 (0.00%) | 4.8 | 0 | 0 | 0 | |||||||||
| 17 Mar | 7166.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 7127.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 7193.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 7455.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 7429.50 | 0 | 0 (0.00%) | 4.02 | 0 | 0 | 0 | |||||||||
| 10 Mar | 7723.00 | 0 | 0 (0.00%) | 2.16 | 0 | 0 | 0 | |||||||||
| 9 Mar | 8228.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 8552.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 8564.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 8284.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 8548.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 27 Feb | 8610.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 8200 expiring on 26MAY2026
Delta for 8200 CE is 0.64
Historical price for 8200 CE is as follows
On 6 May POLYCAB was trading at 8415.50. The strike last trading price was 413.35, which was 12.25 higher than the previous day. The implied volatity was 36.78, the open interest changed by -42 which decreased total open position to 276
On 5 May POLYCAB was trading at 8337.00. The strike last trading price was 412.3, which was -10.899999999999977 lower than the previous day. The implied volatity was 38.81, the open interest changed by 53 which increased total open position to 331
On 4 May POLYCAB was trading at 8344.50. The strike last trading price was 415.75, which was 113.39999999999998 higher than the previous day. The implied volatity was 39.58, the open interest changed by -47 which decreased total open position to 287
On 30 Apr POLYCAB was trading at 8110.50. The strike last trading price was 300.05, which was -24.149999999999977 lower than the previous day. The implied volatity was 38.84, the open interest changed by 41 which increased total open position to 375
On 29 Apr POLYCAB was trading at 8148.50. The strike last trading price was 321.7, which was -62.900000000000034 lower than the previous day. The implied volatity was 37.16, the open interest changed by -6 which decreased total open position to 332
On 28 Apr POLYCAB was trading at 8254.00. The strike last trading price was 383.35, which was 87.75 higher than the previous day. The implied volatity was 35.32, the open interest changed by 121 which increased total open position to 356
On 27 Apr POLYCAB was trading at 8065.50. The strike last trading price was 300, which was 16.80000000000001 higher than the previous day. The implied volatity was 37.98, the open interest changed by 27 which increased total open position to 233
On 24 Apr POLYCAB was trading at 8033.00. The strike last trading price was 285, which was 17.55000000000001 higher than the previous day. The implied volatity was 35.28, the open interest changed by 33 which increased total open position to 206
On 23 Apr POLYCAB was trading at 7963.50. The strike last trading price was 272.85, which was -14.299999999999955 lower than the previous day. The implied volatity was 37.5, the open interest changed by 61 which increased total open position to 171
On 22 Apr POLYCAB was trading at 8038.00. The strike last trading price was 280, which was 30.55000000000001 higher than the previous day. The implied volatity was 33.88, the open interest changed by 73 which increased total open position to 119
On 21 Apr POLYCAB was trading at 7955.50. The strike last trading price was 251.3, which was -67.80000000000001 lower than the previous day. The implied volatity was 34.73, the open interest changed by 17 which increased total open position to 45
On 20 Apr POLYCAB was trading at 8198.50. The strike last trading price was 315, which was 0 lower than the previous day. The implied volatity was 29.07, the open interest changed by 6 which increased total open position to 26
On 17 Apr POLYCAB was trading at 8182.50. The strike last trading price was 315, which was 105 higher than the previous day. The implied volatity was 28.29, the open interest changed by 14 which increased total open position to 19
On 16 Apr POLYCAB was trading at 7903.50. The strike last trading price was 210, which was -79.10000000000002 lower than the previous day. The implied volatity was 33.59, the open interest changed by 0 which decreased total open position to 5
On 15 Apr POLYCAB was trading at 7791.00. The strike last trading price was 210, which was 70 higher than the previous day. The implied volatity was 33.59, the open interest changed by 1 which increased total open position to 5
On 13 Apr POLYCAB was trading at 7548.00. The strike last trading price was 140, which was -56 lower than the previous day. The implied volatity was 33.71, the open interest changed by 2 which increased total open position to 5
On 10 Apr POLYCAB was trading at 7728.00. The strike last trading price was 196, which was 46 higher than the previous day. The implied volatity was 31.02, the open interest changed by 0 which decreased total open position to 4
On 9 Apr POLYCAB was trading at 7607.00. The strike last trading price was 150, which was -507 lower than the previous day. The implied volatity was 30.44, the open interest changed by 4 which increased total open position to 4
On 27 Mar POLYCAB was trading at 7067.00. 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 25 Mar POLYCAB was trading at 7145.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0
On 23 Mar POLYCAB was trading at 6795.00. 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 20 Mar POLYCAB was trading at 7171.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0
On 19 Mar POLYCAB was trading at 7180.00. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7374.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.8, the open interest changed by 0 which decreased total open position to 0
On 17 Mar POLYCAB was trading at 7166.50. 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 16 Mar POLYCAB was trading at 7127.00. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7193.50. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7455.00. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7429.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
On 10 Mar POLYCAB was trading at 7723.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 9 Mar POLYCAB was trading at 8228.50. The strike last trading price was 0, 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 Mar POLYCAB was trading at 8552.00. The strike last trading price was 0, 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 Mar POLYCAB was trading at 8564.00. The strike last trading price was 0, 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 Mar POLYCAB was trading at 8284.00. The strike last trading price was 0, 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 2 Mar POLYCAB was trading at 8548.50. The strike last trading price was 0, 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 Feb POLYCAB was trading at 8610.50. The strike last trading price was 0, 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
| POLYCAB 26-May-2026 (19d) 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.07
Theta: -4.98
Gamma: 0.00058
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 8415.50 | 152.7 | -84.9 (-35.73%) | 31.95 | 1,558 | 166 | 426 |
| 5 May | 8337.00 | 226.25 | -9.300000000000011 (-3.95%) | 39.11 | 835 | 5 | 257 |
| 4 May | 8344.50 | 238.1 | -103.79999999999998 (-30.36%) | 39.4 | 658 | 53 | 252 |
| 30 Apr | 8110.50 | 348.85 | 5.850000000000023 (1.71%) | 35.91 | 282 | 31 | 230 |
| 29 Apr | 8148.50 | 340.8 | 31.25 (10.10%) | 37.08 | 578 | -4 | 197 |
| 28 Apr | 8254.00 | 307.9 | -89.10000000000002 (-22.44%) | 39.68 | 629 | 131 | 200 |
| 27 Apr | 8065.50 | 391.2 | -43.650000000000034 (-10.04%) | 37.04 | 186 | 53 | 67 |
| 24 Apr | 8033.00 | 440 | 15 (3.53%) | 36.75 | 4 | 2 | 14 |
| 23 Apr | 7963.50 | 425 | 5.550000000000011 (1.32%) | 35.66 | 10 | -1 | 12 |
| 22 Apr | 8038.00 | 419.45 | -38.55000000000001 (-8.42%) | 36.12 | 13 | 4 | 12 |
| 21 Apr | 7955.50 | 458 | 103.64999999999998 (29.25%) | 36.66 | 10 | 4 | 7 |
| 20 Apr | 8198.50 | 354.35 | -40.599999999999966 (-10.28%) | 36.15 | 3 | 2 | 3 |
| 17 Apr | 8182.50 | 394.95 | -206.50000000000006 (-34.33%) | 38.64 | 1 | 0 | 0 |
| 16 Apr | 7903.50 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 7791.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 7548.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 7728.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 7607.00 | 601.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Mar | 7067.00 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 7145.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Mar | 6795.00 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 7171.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 Mar | 7180.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 Mar | 7374.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Mar | 7166.50 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 7127.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 7193.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Mar | 7455.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Mar | 7429.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 7723.00 | 0 | 0 (0.00%) | 1.04 | 0 | 0 | 0 |
| 9 Mar | 8228.50 | 0 | 0 (0.00%) | 1.55 | 0 | 0 | 0 |
| 6 Mar | 8552.00 | 0 | 0 (0.00%) | 3.4 | 0 | 0 | 0 |
| 5 Mar | 8564.00 | 0 | 0 (0.00%) | 3.47 | 0 | 0 | 0 |
| 4 Mar | 8284.00 | 0 | 0 (0.00%) | 1.77 | 0 | 0 | 0 |
| 2 Mar | 8548.50 | 0 | 0 (0.00%) | 3.32 | 0 | 0 | 0 |
| 27 Feb | 8610.50 | 0 | 0 (0.00%) | 3.59 | 0 | 0 | 0 |
For Polycab India Limited - strike price 8200 expiring on 26MAY2026
Delta for 8200 PE is -0.35
Historical price for 8200 PE is as follows
On 6 May POLYCAB was trading at 8415.50. The strike last trading price was 152.7, which was -84.9 lower than the previous day. The implied volatity was 31.95, the open interest changed by 166 which increased total open position to 426
On 5 May POLYCAB was trading at 8337.00. The strike last trading price was 226.25, which was -9.300000000000011 lower than the previous day. The implied volatity was 39.11, the open interest changed by 5 which increased total open position to 257
On 4 May POLYCAB was trading at 8344.50. The strike last trading price was 238.1, which was -103.79999999999998 lower than the previous day. The implied volatity was 39.4, the open interest changed by 53 which increased total open position to 252
On 30 Apr POLYCAB was trading at 8110.50. The strike last trading price was 348.85, which was 5.850000000000023 higher than the previous day. The implied volatity was 35.91, the open interest changed by 31 which increased total open position to 230
On 29 Apr POLYCAB was trading at 8148.50. The strike last trading price was 340.8, which was 31.25 higher than the previous day. The implied volatity was 37.08, the open interest changed by -4 which decreased total open position to 197
On 28 Apr POLYCAB was trading at 8254.00. The strike last trading price was 307.9, which was -89.10000000000002 lower than the previous day. The implied volatity was 39.68, the open interest changed by 131 which increased total open position to 200
On 27 Apr POLYCAB was trading at 8065.50. The strike last trading price was 391.2, which was -43.650000000000034 lower than the previous day. The implied volatity was 37.04, the open interest changed by 53 which increased total open position to 67
On 24 Apr POLYCAB was trading at 8033.00. The strike last trading price was 440, which was 15 higher than the previous day. The implied volatity was 36.75, the open interest changed by 2 which increased total open position to 14
On 23 Apr POLYCAB was trading at 7963.50. The strike last trading price was 425, which was 5.550000000000011 higher than the previous day. The implied volatity was 35.66, the open interest changed by -1 which decreased total open position to 12
On 22 Apr POLYCAB was trading at 8038.00. The strike last trading price was 419.45, which was -38.55000000000001 lower than the previous day. The implied volatity was 36.12, the open interest changed by 4 which increased total open position to 12
On 21 Apr POLYCAB was trading at 7955.50. The strike last trading price was 458, which was 103.64999999999998 higher than the previous day. The implied volatity was 36.66, the open interest changed by 4 which increased total open position to 7
On 20 Apr POLYCAB was trading at 8198.50. The strike last trading price was 354.35, which was -40.599999999999966 lower than the previous day. The implied volatity was 36.15, the open interest changed by 2 which increased total open position to 3
On 17 Apr POLYCAB was trading at 8182.50. The strike last trading price was 394.95, which was -206.50000000000006 lower than the previous day. The implied volatity was 38.64, the open interest changed by 0 which decreased total open position to 0
On 16 Apr POLYCAB was trading at 7903.50. The strike last trading price was 0, 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 15 Apr POLYCAB was trading at 7791.00. The strike last trading price was 0, 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 Apr POLYCAB was trading at 7548.00. The strike last trading price was 0, 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 Apr POLYCAB was trading at 7728.00. The strike last trading price was 0, 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 Apr POLYCAB was trading at 7607.00. The strike last trading price was 601.45, 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 Mar POLYCAB was trading at 7067.00. 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 25 Mar POLYCAB was trading at 7145.00. The strike last trading price was 0, 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 23 Mar POLYCAB was trading at 6795.00. 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 20 Mar POLYCAB was trading at 7171.00. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7180.00. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7374.50. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7166.50. 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 16 Mar POLYCAB was trading at 7127.00. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7193.50. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7455.00. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7429.50. The strike last trading price was 0, 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 Mar POLYCAB was trading at 7723.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 9 Mar POLYCAB was trading at 8228.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 6 Mar POLYCAB was trading at 8552.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.4, the open interest changed by 0 which decreased total open position to 0
On 5 Mar POLYCAB was trading at 8564.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.47, 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 0, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
On 2 Mar POLYCAB was trading at 8548.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.32, 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 0, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
