POLYCAB
Polycab India Limited
Historical option data for POLYCAB
07 May 2026 01:03 PM IST
| POLYCAB 26-May-2026 (19d) 8700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.07
Theta: -6.57
Gamma: 0.00053
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 8970.50 | 437.6 | 273.20000000000005 (166.18%) | 32.33 | 5,148 | -252 | 359 | |||||||||
| 6 May | 8415.50 | 158.25 | -8.349999999999994 (-5.01%) | 34.23 | 2,723 | 105 | 610 | |||||||||
| 5 May | 8337.00 | 174.9 | -5.900000000000006 (-3.26%) | 36.74 | 705 | 38 | 504 | |||||||||
| 4 May | 8344.50 | 180.4 | 65.25 (56.67%) | 37.57 | 613 | 47 | 467 | |||||||||
| 30 Apr | 8110.50 | 116.4 | -14.5 (-11.08%) | 36.14 | 284 | 22 | 442 | |||||||||
| 29 Apr | 8148.50 | 128.95 | -39.45000000000002 (-23.43%) | 35.29 | 659 | 247 | 421 | |||||||||
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| 28 Apr | 8254.00 | 168.85 | 39.69999999999999 (30.74%) | 34.54 | 321 | 110 | 167 | |||||||||
| 27 Apr | 8065.50 | 129.15 | 6.150000000000006 (5.00%) | 35.59 | 100 | 50 | 55 | |||||||||
| 24 Apr | 8033.00 | 122.85 | 79.14999999999999 (181.12%) | 36.39 | 5 | 1 | 1 | |||||||||
| 23 Apr | 7963.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 8038.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 7955.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 8198.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 8700 expiring on 26MAY2026
Delta for 8700 CE is 0.69
Historical price for 8700 CE is as follows
On 7 May POLYCAB was trading at 8970.50. The strike last trading price was 437.6, which was 273.20000000000005 higher than the previous day. The implied volatity was 32.33, the open interest changed by -252 which decreased total open position to 359
On 6 May POLYCAB was trading at 8415.50. The strike last trading price was 158.25, which was -8.349999999999994 lower than the previous day. The implied volatity was 34.23, the open interest changed by 105 which increased total open position to 610
On 5 May POLYCAB was trading at 8337.00. The strike last trading price was 174.9, which was -5.900000000000006 lower than the previous day. The implied volatity was 36.74, the open interest changed by 38 which increased total open position to 504
On 4 May POLYCAB was trading at 8344.50. The strike last trading price was 180.4, which was 65.25 higher than the previous day. The implied volatity was 37.57, the open interest changed by 47 which increased total open position to 467
On 30 Apr POLYCAB was trading at 8110.50. The strike last trading price was 116.4, which was -14.5 lower than the previous day. The implied volatity was 36.14, the open interest changed by 22 which increased total open position to 442
On 29 Apr POLYCAB was trading at 8148.50. The strike last trading price was 128.95, which was -39.45000000000002 lower than the previous day. The implied volatity was 35.29, the open interest changed by 247 which increased total open position to 421
On 28 Apr POLYCAB was trading at 8254.00. The strike last trading price was 168.85, which was 39.69999999999999 higher than the previous day. The implied volatity was 34.54, the open interest changed by 110 which increased total open position to 167
On 27 Apr POLYCAB was trading at 8065.50. The strike last trading price was 129.15, which was 6.150000000000006 higher than the previous day. The implied volatity was 35.59, the open interest changed by 50 which increased total open position to 55
On 24 Apr POLYCAB was trading at 8033.00. The strike last trading price was 122.85, which was 79.14999999999999 higher than the previous day. The implied volatity was 36.39, the open interest changed by 1 which increased total open position to 1
On 23 Apr POLYCAB was trading at 7963.50. 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 22 Apr POLYCAB was trading at 8038.00. 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 21 Apr POLYCAB was trading at 7955.50. 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 20 Apr POLYCAB was trading at 8198.50. 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) 8700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.3
Vega: 0.07
Theta: -4.55
Gamma: 0.00057
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 8970.50 | 117.6 | -265.20000000000005 (-69.28%) | 29.3 | 4,032 | 713 | 796 |
| 6 May | 8415.50 | 397.25 | -99.75 (-20.07%) | 29.2 | 155 | 56 | 83 |
| 5 May | 8337.00 | 480.1 | -135.29999999999995 (-21.99%) | 36.05 | 34 | 21 | 24 |
| 4 May | 8344.50 | 615.4 | 615.4 | - | 0 | 0 | 3 |
| 30 Apr | 8110.50 | 615.4 | 615.4 | - | 0 | 0 | 3 |
| 29 Apr | 8148.50 | 615.4 | 615.4 (-13.01%) | 35.31 | 0 | 0 | 3 |
| 28 Apr | 8254.00 | 615.4 | -92.05000000000007 (-13.01%) | 35.31 | 3 | -1 | 2 |
| 27 Apr | 8065.50 | 707.45 | -52.549999999999955 (-6.91%) | 33.13 | 2 | 0 | 1 |
| 24 Apr | 8033.00 | 760 | 0 (0.00%) | 27.86 | 0 | 0 | 1 |
| 23 Apr | 7963.50 | 760 | -1043.95 (-57.87%) | 27.86 | 1 | 0 | 0 |
| 22 Apr | 8038.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 7955.50 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 8198.50 | 0 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 8700 expiring on 26MAY2026
Delta for 8700 PE is -0.3
Historical price for 8700 PE is as follows
On 7 May POLYCAB was trading at 8970.50. The strike last trading price was 117.6, which was -265.20000000000005 lower than the previous day. The implied volatity was 29.3, the open interest changed by 713 which increased total open position to 796
On 6 May POLYCAB was trading at 8415.50. The strike last trading price was 397.25, which was -99.75 lower than the previous day. The implied volatity was 29.2, the open interest changed by 56 which increased total open position to 83
On 5 May POLYCAB was trading at 8337.00. The strike last trading price was 480.1, which was -135.29999999999995 lower than the previous day. The implied volatity was 36.05, the open interest changed by 21 which increased total open position to 24
On 4 May POLYCAB was trading at 8344.50. The strike last trading price was 615.4, which was 615.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Apr POLYCAB was trading at 8110.50. The strike last trading price was 615.4, which was 615.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Apr POLYCAB was trading at 8148.50. The strike last trading price was 615.4, which was 615.4 higher than the previous day. The implied volatity was 35.31, the open interest changed by 0 which decreased total open position to 3
On 28 Apr POLYCAB was trading at 8254.00. The strike last trading price was 615.4, which was -92.05000000000007 lower than the previous day. The implied volatity was 35.31, the open interest changed by -1 which decreased total open position to 2
On 27 Apr POLYCAB was trading at 8065.50. The strike last trading price was 707.45, which was -52.549999999999955 lower than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 1
On 24 Apr POLYCAB was trading at 8033.00. The strike last trading price was 760, which was 0 lower than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 1
On 23 Apr POLYCAB was trading at 7963.50. The strike last trading price was 760, which was -1043.95 lower than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 0
On 22 Apr POLYCAB was trading at 8038.00. 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 21 Apr POLYCAB was trading at 7955.50. 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 20 Apr POLYCAB was trading at 8198.50. 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
