POLYCAB
Polycab India Limited
Historical option data for POLYCAB
07 May 2026 11:51 AM IST
| POLYCAB 26-May-2026 (19d) 8600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.07
Theta: -6.36
Gamma: 0.00051
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 8950.50 | 469 | 265.95 (130.98%) | 32.66 | 2,955 | -394 | 279 | |||||||||
| 6 May | 8415.50 | 201.05 | -2.8999999999999773 (-1.42%) | 34.97 | 4,133 | 298 | 680 | |||||||||
| 5 May | 8337.00 | 213.35 | -3.700000000000017 (-1.70%) | 37.16 | 808 | 73 | 371 | |||||||||
| 4 May | 8344.50 | 216.5 | 75.6 (53.66%) | 37.46 | 559 | 49 | 298 | |||||||||
| 30 Apr | 8110.50 | 136 | -21.599999999999994 (-13.71%) | 35.37 | 145 | -2 | 247 | |||||||||
| 29 Apr | 8148.50 | 158.4 | -42.650000000000006 (-21.21%) | 35.78 | 211 | -7 | 246 | |||||||||
| 28 Apr | 8254.00 | 203 | 57.94999999999999 (39.95%) | 35.15 | 277 | -2 | 255 | |||||||||
| 27 Apr | 8065.50 | 143.65 | -8.599999999999994 (-5.65%) | 35.72 | 376 | 163 | 218 | |||||||||
| 24 Apr | 8033.00 | 140.75 | -2.6500000000000057 (-1.85%) | 33.58 | 24 | 2 | 56 | |||||||||
| 23 Apr | 7963.50 | 140.85 | -9.150000000000006 (-6.10%) | 36.5 | 15 | -4 | 55 | |||||||||
| 22 Apr | 8038.00 | 150 | 24.700000000000003 (19.71%) | 34.21 | 15 | 3 | 59 | |||||||||
| 21 Apr | 7955.50 | 124 | -41 (-24.85%) | 33.86 | 32 | 24 | 55 | |||||||||
| 20 Apr | 8198.50 | 165 | 9.849999999999994 (6.35%) | 29.9 | 13 | 2 | 30 | |||||||||
| 17 Apr | 8182.50 | 155.15 | 52.150000000000006 (50.63%) | 27.88 | 26 | 4 | 8 | |||||||||
| 16 Apr | 7903.50 | 103 | -71.65 (-41.02%) | 33.45 | 0 | 0 | 4 | |||||||||
| 15 Apr | 7791.00 | 103 | -386.15 (-78.94%) | 33.45 | 5 | 4 | 4 | |||||||||
| 13 Apr | 7548.00 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 12 Mar | 7455.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 7429.50 | 0 | 0 (0.00%) | 5.38 | 0 | 0 | 0 | |||||||||
| 10 Mar | 7723.00 | 0 | 0 (0.00%) | 4.63 | 0 | 0 | 0 | |||||||||
| 9 Mar | 8228.50 | 0 | 0 (0.00%) | 1.1 | 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 | 0 | |||||||||
| 4 Mar | 8284.00 | 0 | 0 (0.00%) | 0.78 | 0 | 0 | 0 | |||||||||
| 2 Mar | 8548.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
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| 27 Feb | 8610.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 8600 expiring on 26MAY2026
Delta for 8600 CE is 0.71
Historical price for 8600 CE is as follows
On 7 May POLYCAB was trading at 8950.50. The strike last trading price was 469, which was 265.95 higher than the previous day. The implied volatity was 32.66, the open interest changed by -394 which decreased total open position to 279
On 6 May POLYCAB was trading at 8415.50. The strike last trading price was 201.05, which was -2.8999999999999773 lower than the previous day. The implied volatity was 34.97, the open interest changed by 298 which increased total open position to 680
On 5 May POLYCAB was trading at 8337.00. The strike last trading price was 213.35, which was -3.700000000000017 lower than the previous day. The implied volatity was 37.16, the open interest changed by 73 which increased total open position to 371
On 4 May POLYCAB was trading at 8344.50. The strike last trading price was 216.5, which was 75.6 higher than the previous day. The implied volatity was 37.46, the open interest changed by 49 which increased total open position to 298
On 30 Apr POLYCAB was trading at 8110.50. The strike last trading price was 136, which was -21.599999999999994 lower than the previous day. The implied volatity was 35.37, the open interest changed by -2 which decreased total open position to 247
On 29 Apr POLYCAB was trading at 8148.50. The strike last trading price was 158.4, which was -42.650000000000006 lower than the previous day. The implied volatity was 35.78, the open interest changed by -7 which decreased total open position to 246
On 28 Apr POLYCAB was trading at 8254.00. The strike last trading price was 203, which was 57.94999999999999 higher than the previous day. The implied volatity was 35.15, the open interest changed by -2 which decreased total open position to 255
On 27 Apr POLYCAB was trading at 8065.50. The strike last trading price was 143.65, which was -8.599999999999994 lower than the previous day. The implied volatity was 35.72, the open interest changed by 163 which increased total open position to 218
On 24 Apr POLYCAB was trading at 8033.00. The strike last trading price was 140.75, which was -2.6500000000000057 lower than the previous day. The implied volatity was 33.58, the open interest changed by 2 which increased total open position to 56
On 23 Apr POLYCAB was trading at 7963.50. The strike last trading price was 140.85, which was -9.150000000000006 lower than the previous day. The implied volatity was 36.5, the open interest changed by -4 which decreased total open position to 55
On 22 Apr POLYCAB was trading at 8038.00. The strike last trading price was 150, which was 24.700000000000003 higher than the previous day. The implied volatity was 34.21, the open interest changed by 3 which increased total open position to 59
On 21 Apr POLYCAB was trading at 7955.50. The strike last trading price was 124, which was -41 lower than the previous day. The implied volatity was 33.86, the open interest changed by 24 which increased total open position to 55
On 20 Apr POLYCAB was trading at 8198.50. The strike last trading price was 165, which was 9.849999999999994 higher than the previous day. The implied volatity was 29.9, the open interest changed by 2 which increased total open position to 30
On 17 Apr POLYCAB was trading at 8182.50. The strike last trading price was 155.15, which was 52.150000000000006 higher than the previous day. The implied volatity was 27.88, the open interest changed by 4 which increased total open position to 8
On 16 Apr POLYCAB was trading at 7903.50. The strike last trading price was 103, which was -71.65 lower than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 4
On 15 Apr POLYCAB was trading at 7791.00. The strike last trading price was 103, which was -386.15 lower than the previous day. The implied volatity was 33.45, the open interest changed by 4 which increased total open position to 4
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 10 which increased total open position to 10
On 12 Mar POLYCAB was trading at 7455.00. 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 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 5.38, 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 4.63, 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 1.1, 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 0, 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 0.78, 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) 8600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.07
Theta: -4.4
Gamma: 0.00051
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 8950.50 | 102.95 | -215.05 (-67.63%) | 30.52 | 3,493 | 292 | 549 |
| 6 May | 8415.50 | 341.95 | -91.15000000000003 (-21.05%) | 30.71 | 637 | 223 | 255 |
| 5 May | 8337.00 | 419.2 | -9.050000000000011 (-2.11%) | 37.65 | 59 | 8 | 31 |
| 4 May | 8344.50 | 428.95 | -144.95 (-25.26%) | 36.41 | 39 | -2 | 21 |
| 30 Apr | 8110.50 | 573.9 | 42.19999999999993 (7.94%) | 33.99 | 6 | 3 | 23 |
| 29 Apr | 8148.50 | 531.7 | 531.7 (-19.32%) | 36.88 | 0 | 0 | 20 |
| 28 Apr | 8254.00 | 531.7 | -127.34999999999991 (-19.32%) | 36.88 | 16 | 10 | 19 |
| 27 Apr | 8065.50 | 659.05 | -49.200000000000045 (-6.95%) | 37.84 | 1 | 0 | 8 |
| 24 Apr | 8033.00 | 708.25 | 58.60000000000002 (9.02%) | 40.62 | 3 | 0 | 8 |
| 23 Apr | 7963.50 | 649.65 | 9.649999999999977 (1.51%) | 36.73 | 7 | 4 | 5 |
| 22 Apr | 8038.00 | 640 | 640 | - | 0 | 0 | 1 |
| 21 Apr | 7955.50 | 640 | 640 | - | 0 | 0 | 1 |
| 20 Apr | 8198.50 | 640 | 640 | - | 0 | 0 | 1 |
| 17 Apr | 8182.50 | 640 | -187.04999999999995 (-22.62%) | 39.83 | 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 | 10 | 10 |
| 12 Mar | 7455.00 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 7429.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 7723.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Mar | 8228.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Mar | 8552.00 | 0 | 0 (0.00%) | 1 | 0 | 0 | 0 |
| 5 Mar | 8564.00 | 0 | 0 (0.00%) | 1.08 | 0 | 0 | 0 |
| 4 Mar | 8284.00 | 0 | 0 (0.00%) | 0.94 | 0 | 0 | 0 |
| 2 Mar | 8548.50 | 0 | 0 (0.00%) | 0.97 | 0 | 0 | 0 |
| 27 Feb | 8610.50 | 0 | 0 (0.00%) | 1.23 | 0 | 0 | 0 |
For Polycab India Limited - strike price 8600 expiring on 26MAY2026
Delta for 8600 PE is -0.26
Historical price for 8600 PE is as follows
On 7 May POLYCAB was trading at 8950.50. The strike last trading price was 102.95, which was -215.05 lower than the previous day. The implied volatity was 30.52, the open interest changed by 292 which increased total open position to 549
On 6 May POLYCAB was trading at 8415.50. The strike last trading price was 341.95, which was -91.15000000000003 lower than the previous day. The implied volatity was 30.71, the open interest changed by 223 which increased total open position to 255
On 5 May POLYCAB was trading at 8337.00. The strike last trading price was 419.2, which was -9.050000000000011 lower than the previous day. The implied volatity was 37.65, the open interest changed by 8 which increased total open position to 31
On 4 May POLYCAB was trading at 8344.50. The strike last trading price was 428.95, which was -144.95 lower than the previous day. The implied volatity was 36.41, the open interest changed by -2 which decreased total open position to 21
On 30 Apr POLYCAB was trading at 8110.50. The strike last trading price was 573.9, which was 42.19999999999993 higher than the previous day. The implied volatity was 33.99, the open interest changed by 3 which increased total open position to 23
On 29 Apr POLYCAB was trading at 8148.50. The strike last trading price was 531.7, which was 531.7 higher than the previous day. The implied volatity was 36.88, the open interest changed by 0 which decreased total open position to 20
On 28 Apr POLYCAB was trading at 8254.00. The strike last trading price was 531.7, which was -127.34999999999991 lower than the previous day. The implied volatity was 36.88, the open interest changed by 10 which increased total open position to 19
On 27 Apr POLYCAB was trading at 8065.50. The strike last trading price was 659.05, which was -49.200000000000045 lower than the previous day. The implied volatity was 37.84, the open interest changed by 0 which decreased total open position to 8
On 24 Apr POLYCAB was trading at 8033.00. The strike last trading price was 708.25, which was 58.60000000000002 higher than the previous day. The implied volatity was 40.62, the open interest changed by 0 which decreased total open position to 8
On 23 Apr POLYCAB was trading at 7963.50. The strike last trading price was 649.65, which was 9.649999999999977 higher than the previous day. The implied volatity was 36.73, the open interest changed by 4 which increased total open position to 5
On 22 Apr POLYCAB was trading at 8038.00. The strike last trading price was 640, which was 640 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr POLYCAB was trading at 7955.50. The strike last trading price was 640, which was 640 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr POLYCAB was trading at 8198.50. The strike last trading price was 640, which was 640 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr POLYCAB was trading at 8182.50. The strike last trading price was 640, which was -187.04999999999995 lower than the previous day. The implied volatity was 39.83, 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 10 which increased total open position to 10
On 12 Mar POLYCAB was trading at 7455.00. 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 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 -, 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 1, 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 1.08, 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 0.94, 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 0.97, 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 1.23, the open interest changed by 0 which decreased total open position to 0
