POLYCAB
Polycab India Limited
Historical option data for POLYCAB
02 Mar 2026 04:10 PM IST
| POLYCAB 30-MAR-2026 8300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 8.1
Theta: -5.3
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 8548.50 | 429.25 | -42.05 | 25.97 | 112 | -16 | 153 | |||||||||
| 27 Feb | 8610.50 | 470.7 | 78.4 | 24.13 | 169 | -1 | 170 | |||||||||
| 26 Feb | 8506.00 | 390.55 | 83.7 | 22.87 | 413 | 9 | 174 | |||||||||
| 25 Feb | 8348.50 | 310 | 102.8 | 24.53 | 1,805 | 128 | 169 | |||||||||
| 24 Feb | 8120.50 | 212 | 145.75 | 26.17 | 165 | 43 | 43 | |||||||||
| 23 Feb | 7974.00 | 66.25 | 0 | 2.27 | 0 | 0 | 0 | |||||||||
| 20 Feb | 7869.00 | 66.25 | 0 | 3.65 | 0 | 0 | 0 | |||||||||
| 19 Feb | 7778.00 | 66.25 | 0 | 4.27 | 0 | 0 | 0 | |||||||||
| 18 Feb | 7830.00 | 66.25 | 0 | 3.55 | 0 | 0 | 0 | |||||||||
| 17 Feb | 7742.00 | 66.25 | 0 | 4.32 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 16 Feb | 7636.00 | 66.25 | 0 | 5.15 | 0 | 0 | 0 | |||||||||
| 13 Feb | 7587.50 | 66.25 | 0 | 5.26 | 0 | 0 | 0 | |||||||||
| 12 Feb | 7768.00 | 66.25 | 0 | 3.74 | 0 | 0 | 0 | |||||||||
| 11 Feb | 7814.00 | 66.25 | 0 | 3.26 | 0 | 0 | 0 | |||||||||
| 10 Feb | 7742.50 | 66.25 | 0 | 3.81 | 0 | 0 | 0 | |||||||||
| 9 Feb | 7788.00 | 66.25 | 0 | 3.22 | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 8300 expiring on 30MAR2026
Delta for 8300 CE is 0.71
Historical price for 8300 CE is as follows
On 2 Mar POLYCAB was trading at 8548.50. The strike last trading price was 429.25, which was -42.05 lower than the previous day. The implied volatity was 25.97, the open interest changed by -16 which decreased total open position to 153
On 27 Feb POLYCAB was trading at 8610.50. The strike last trading price was 470.7, which was 78.4 higher than the previous day. The implied volatity was 24.13, the open interest changed by -1 which decreased total open position to 170
On 26 Feb POLYCAB was trading at 8506.00. The strike last trading price was 390.55, which was 83.7 higher than the previous day. The implied volatity was 22.87, the open interest changed by 9 which increased total open position to 174
On 25 Feb POLYCAB was trading at 8348.50. The strike last trading price was 310, which was 102.8 higher than the previous day. The implied volatity was 24.53, the open interest changed by 128 which increased total open position to 169
On 24 Feb POLYCAB was trading at 8120.50. The strike last trading price was 212, which was 145.75 higher than the previous day. The implied volatity was 26.17, the open interest changed by 43 which increased total open position to 43
On 23 Feb POLYCAB was trading at 7974.00. The strike last trading price was 66.25, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0
On 20 Feb POLYCAB was trading at 7869.00. The strike last trading price was 66.25, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
On 19 Feb POLYCAB was trading at 7778.00. The strike last trading price was 66.25, which was 0 lower than the previous day. The implied volatity was 4.27, 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 66.25, which was 0 lower than the previous day. The implied volatity was 3.55, 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 66.25, which was 0 lower than the previous day. The implied volatity was 4.32, 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 66.25, which was 0 lower than the previous day. The implied volatity was 5.15, 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 66.25, which was 0 lower than the previous day. The implied volatity was 5.26, 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 66.25, which was 0 lower than the previous day. The implied volatity was 3.74, 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 66.25, which was 0 lower than the previous day. The implied volatity was 3.26, 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 66.25, which was 0 lower than the previous day. The implied volatity was 3.81, 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 66.25, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
| POLYCAB 30MAR2026 8300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 8.35
Theta: -3.65
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 8548.50 | 145.65 | 5.25 | 29.59 | 1,021 | -32 | 405 |
| 27 Feb | 8610.50 | 139.45 | -28.6 | 29.61 | 851 | 122 | 434 |
| 26 Feb | 8506.00 | 172.65 | -65.6 | 29.37 | 714 | 66 | 314 |
| 25 Feb | 8348.50 | 238 | -1275.45 | 29.72 | 840 | 249 | 249 |
| 24 Feb | 8120.50 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 7974.00 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 7869.00 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 7778.00 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 7830.00 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 7742.00 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 7636.00 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 7587.50 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 7768.00 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 7814.00 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 7742.50 | 1513.45 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 7788.00 | 1513.45 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 8300 expiring on 30MAR2026
Delta for 8300 PE is -0.31
Historical price for 8300 PE is as follows
On 2 Mar POLYCAB was trading at 8548.50. The strike last trading price was 145.65, which was 5.25 higher than the previous day. The implied volatity was 29.59, the open interest changed by -32 which decreased total open position to 405
On 27 Feb POLYCAB was trading at 8610.50. The strike last trading price was 139.45, which was -28.6 lower than the previous day. The implied volatity was 29.61, the open interest changed by 122 which increased total open position to 434
On 26 Feb POLYCAB was trading at 8506.00. The strike last trading price was 172.65, which was -65.6 lower than the previous day. The implied volatity was 29.37, the open interest changed by 66 which increased total open position to 314
On 25 Feb POLYCAB was trading at 8348.50. The strike last trading price was 238, which was -1275.45 lower than the previous day. The implied volatity was 29.72, the open interest changed by 249 which increased total open position to 249
On 24 Feb POLYCAB was trading at 8120.50. The strike last trading price was 1513.45, 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 23 Feb POLYCAB was trading at 7974.00. The strike last trading price was 1513.45, 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 20 Feb POLYCAB was trading at 7869.00. The strike last trading price was 1513.45, 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 19 Feb POLYCAB was trading at 7778.00. The strike last trading price was 1513.45, 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 18 Feb POLYCAB was trading at 7830.00. The strike last trading price was 1513.45, 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 17 Feb POLYCAB was trading at 7742.00. The strike last trading price was 1513.45, 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 16 Feb POLYCAB was trading at 7636.00. The strike last trading price was 1513.45, 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 13 Feb POLYCAB was trading at 7587.50. The strike last trading price was 1513.45, 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 12 Feb POLYCAB was trading at 7768.00. The strike last trading price was 1513.45, 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 11 Feb POLYCAB was trading at 7814.00. The strike last trading price was 1513.45, 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 10 Feb POLYCAB was trading at 7742.50. The strike last trading price was 1513.45, 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 9 Feb POLYCAB was trading at 7788.00. The strike last trading price was 1513.45, 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
