Historical option data for POLYCAB
20 May 2026 04:10 PM IST
| POLYCAB 26-May-2026 (5d) 8900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.04
Theta: -10.47
Gamma: 0.00071
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 9199.00 | 358 | 41 (12.93%) | 34.87 | 122 | -37 | 288 | |||||||||
| 19 May | 9162.50 | 307.5 | 5.5 (1.82%) | 27.16 | 83 | -34 | 326 | |||||||||
| 18 May | 9151.00 | 311 | -14 (-4.31%) | 24.52 | 336 | 19 | 359 | |||||||||
| 15 May | 9152.50 | 319.3 | -61.7 (-16.19%) | 23.46 | 150 | -26 | 342 | |||||||||
| 14 May | 9217.50 | 384.35 | 172.35 (81.30%) | 23.22 | 718 | -57 | 369 | |||||||||
| 13 May | 8887.50 | 218.4 | -70.6 (-24.43%) | 30.88 | 1,285 | -165 | 425 | |||||||||
| 12 May | 9021.50 | 289.65 | -46.35 (-13.79%) | 0 | 398 | 38 | 590 | |||||||||
| 11 May | 9065.50 | 347.65 | 2.65 (0.77%) | 0 | 214 | -33 | 552 | |||||||||
| 8 May | 9083.00 | 336.55 | 22.85 (7.28%) | 27.32 | 762 | -27 | 585 | |||||||||
| 7 May | 9003.00 | 324.6 | 222.4 (217.61%) | 29.03 | 11,377 | 254 | 612 | |||||||||
| 6 May | 8415.50 | 100.55 | -8.35 (-7.67%) | 34.39 | 2,172 | 120 | 359 | |||||||||
| 5 May | 8337.00 | 117.5 | -3.15 (-2.61%) | 36.69 | 538 | 49 | 242 | |||||||||
| 4 May | 8344.50 | 119.65 | 44.8 (59.85%) | 37.15 | 347 | 117 | 192 | |||||||||
| 30 Apr | 8110.50 | 74 | -13.05 (-14.99%) | 35.48 | 124 | 5 | 80 | |||||||||
| 29 Apr | 8148.50 | 84.6 | -29.6 (-25.92%) | 34.93 | 87 | 10 | 73 | |||||||||
| 28 Apr | 8254.00 | 116.4 | 27.4 (30.79%) | 34.7 | 85 | 29 | 63 | |||||||||
| 27 Apr | 8065.50 | 89 | 4 (4.71%) | 36.94 | 59 | 32 | 33 | |||||||||
| 24 Apr | 8033.00 | 85 | 52.9 (164.80%) | 36.32 | 2 | 0 | 0 | |||||||||
| 23 Apr | 7963.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 8038.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 8900 expiring on 26MAY2026
Delta for 8900 CE is 0.77
Historical price for 8900 CE is as follows
On 20 May POLYCAB was trading at 9199.00. The strike last trading price was 358, which was 41 higher than the previous day. The implied volatity was 34.87, the open interest changed by -37 which decreased total open position to 288
On 19 May POLYCAB was trading at 9162.50. The strike last trading price was 307.5, which was 5.5 higher than the previous day. The implied volatity was 27.16, the open interest changed by -34 which decreased total open position to 326
On 18 May POLYCAB was trading at 9151.00. The strike last trading price was 311, which was -14 lower than the previous day. The implied volatity was 24.52, the open interest changed by 19 which increased total open position to 359
On 15 May POLYCAB was trading at 9152.50. The strike last trading price was 319.3, which was -61.7 lower than the previous day. The implied volatity was 23.46, the open interest changed by -26 which decreased total open position to 342
On 14 May POLYCAB was trading at 9217.50. The strike last trading price was 384.35, which was 172.35 higher than the previous day. The implied volatity was 23.22, the open interest changed by -57 which decreased total open position to 369
On 13 May POLYCAB was trading at 8887.50. The strike last trading price was 218.4, which was -70.6 lower than the previous day. The implied volatity was 30.88, the open interest changed by -165 which decreased total open position to 425
On 12 May POLYCAB was trading at 9021.50. The strike last trading price was 289.65, which was -46.35 lower than the previous day. The implied volatity was 0, the open interest changed by 38 which increased total open position to 590
On 11 May POLYCAB was trading at 9065.50. The strike last trading price was 347.65, which was 2.65 higher than the previous day. The implied volatity was 0, the open interest changed by -33 which decreased total open position to 552
On 8 May POLYCAB was trading at 9083.00. The strike last trading price was 336.55, which was 22.85 higher than the previous day. The implied volatity was 27.32, the open interest changed by -27 which decreased total open position to 585
On 7 May POLYCAB was trading at 9003.00. The strike last trading price was 324.6, which was 222.4 higher than the previous day. The implied volatity was 29.03, the open interest changed by 254 which increased total open position to 612
On 6 May POLYCAB was trading at 8415.50. The strike last trading price was 100.55, which was -8.35 lower than the previous day. The implied volatity was 34.39, the open interest changed by 120 which increased total open position to 359
On 5 May POLYCAB was trading at 8337.00. The strike last trading price was 117.5, which was -3.15 lower than the previous day. The implied volatity was 36.69, the open interest changed by 49 which increased total open position to 242
On 4 May POLYCAB was trading at 8344.50. The strike last trading price was 119.65, which was 44.8 higher than the previous day. The implied volatity was 37.15, the open interest changed by 117 which increased total open position to 192
On 30 Apr POLYCAB was trading at 8110.50. The strike last trading price was 74, which was -13.05 lower than the previous day. The implied volatity was 35.48, the open interest changed by 5 which increased total open position to 80
On 29 Apr POLYCAB was trading at 8148.50. The strike last trading price was 84.6, which was -29.6 lower than the previous day. The implied volatity was 34.93, the open interest changed by 10 which increased total open position to 73
On 28 Apr POLYCAB was trading at 8254.00. The strike last trading price was 116.4, which was 27.4 higher than the previous day. The implied volatity was 34.7, the open interest changed by 29 which increased total open position to 63
On 27 Apr POLYCAB was trading at 8065.50. The strike last trading price was 89, which was 4 higher than the previous day. The implied volatity was 36.94, the open interest changed by 32 which increased total open position to 33
On 24 Apr POLYCAB was trading at 8033.00. The strike last trading price was 85, which was 52.9 higher than the previous day. The implied volatity was 36.32, the open interest changed by 0 which decreased total open position to 0
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
| POLYCAB 26-May-2026 (5d) 8900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.03
Theta: -4.61
Gamma: 0.00076
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 9199.00 | 24.05 | -25.35 (-51.32%) | 25.31 | 1,159 | -36 | 684 |
| 19 May | 9162.50 | 49.5 | -12.4 (-20.03%) | 29.3 | 1,124 | -1 | 723 |
| 18 May | 9151.00 | 62.3 | -9 (-12.62%) | 30 | 1,873 | 132 | 726 |
| 15 May | 9152.50 | 68.7 | 0.55 (0.81%) | 26.83 | 1,028 | -42 | 594 |
| 14 May | 9217.50 | 65 | -109.35 (-62.72%) | 28.07 | 1,943 | 124 | 639 |
| 13 May | 8887.50 | 170 | 18.2 (11.99%) | 0 | 2,935 | -301 | 518 |
| 12 May | 9021.50 | 145 | 12.65 (9.56%) | 28.7 | 880 | -86 | 825 |
| 11 May | 9065.50 | 125.4 | -5 (-3.83%) | 0 | 785 | -60 | 912 |
| 8 May | 9083.00 | 126 | -33.7 (-21.10%) | 26.52 | 2,043 | 240 | 973 |
| 7 May | 9003.00 | 148.75 | -394.6 (-72.62%) | 26.61 | 5,495 | 744 | 769 |
| 6 May | 8415.50 | 543.35 | -109.15 (-16.73%) | 32.1 | 52 | 20 | 25 |
| 5 May | 8337.00 | 652.5 | -78.45 (-10.73%) | 37.59 | 8 | -4 | 4 |
| 4 May | 8344.50 | 730.95 | 730.95 | - | 0 | 0 | 8 |
| 30 Apr | 8110.50 | 730.95 | 730.95 | - | 0 | 0 | 8 |
| 29 Apr | 8148.50 | 730.95 | 730.95 (-15.46%) | 32.91 | 0 | 0 | 8 |
| 28 Apr | 8254.00 | 730.95 | -133.7 (-15.46%) | 32.91 | 7 | 5 | 7 |
| 27 Apr | 8065.50 | 864.65 | -1125.5 (-56.55%) | 33.3 | 2 | 1 | 1 |
| 24 Apr | 8033.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 7963.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 8038.00 | 0 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 8900 expiring on 26MAY2026
Delta for 8900 PE is -0.15
Historical price for 8900 PE is as follows
On 20 May POLYCAB was trading at 9199.00. The strike last trading price was 24.05, which was -25.35 lower than the previous day. The implied volatity was 25.31, the open interest changed by -36 which decreased total open position to 684
On 19 May POLYCAB was trading at 9162.50. The strike last trading price was 49.5, which was -12.4 lower than the previous day. The implied volatity was 29.3, the open interest changed by -1 which decreased total open position to 723
On 18 May POLYCAB was trading at 9151.00. The strike last trading price was 62.3, which was -9 lower than the previous day. The implied volatity was 30, the open interest changed by 132 which increased total open position to 726
On 15 May POLYCAB was trading at 9152.50. The strike last trading price was 68.7, which was 0.55 higher than the previous day. The implied volatity was 26.83, the open interest changed by -42 which decreased total open position to 594
On 14 May POLYCAB was trading at 9217.50. The strike last trading price was 65, which was -109.35 lower than the previous day. The implied volatity was 28.07, the open interest changed by 124 which increased total open position to 639
On 13 May POLYCAB was trading at 8887.50. The strike last trading price was 170, which was 18.2 higher than the previous day. The implied volatity was 0, the open interest changed by -301 which decreased total open position to 518
On 12 May POLYCAB was trading at 9021.50. The strike last trading price was 145, which was 12.65 higher than the previous day. The implied volatity was 28.7, the open interest changed by -86 which decreased total open position to 825
On 11 May POLYCAB was trading at 9065.50. The strike last trading price was 125.4, which was -5 lower than the previous day. The implied volatity was 0, the open interest changed by -60 which decreased total open position to 912
On 8 May POLYCAB was trading at 9083.00. The strike last trading price was 126, which was -33.7 lower than the previous day. The implied volatity was 26.52, the open interest changed by 240 which increased total open position to 973
On 7 May POLYCAB was trading at 9003.00. The strike last trading price was 148.75, which was -394.6 lower than the previous day. The implied volatity was 26.61, the open interest changed by 744 which increased total open position to 769
On 6 May POLYCAB was trading at 8415.50. The strike last trading price was 543.35, which was -109.15 lower than the previous day. The implied volatity was 32.1, the open interest changed by 20 which increased total open position to 25
On 5 May POLYCAB was trading at 8337.00. The strike last trading price was 652.5, which was -78.45 lower than the previous day. The implied volatity was 37.59, the open interest changed by -4 which decreased total open position to 4
On 4 May POLYCAB was trading at 8344.50. The strike last trading price was 730.95, which was 730.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 30 Apr POLYCAB was trading at 8110.50. The strike last trading price was 730.95, which was 730.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 29 Apr POLYCAB was trading at 8148.50. The strike last trading price was 730.95, which was 730.95 higher than the previous day. The implied volatity was 32.91, the open interest changed by 0 which decreased total open position to 8
On 28 Apr POLYCAB was trading at 8254.00. The strike last trading price was 730.95, which was -133.7 lower than the previous day. The implied volatity was 32.91, the open interest changed by 5 which increased total open position to 7
On 27 Apr POLYCAB was trading at 8065.50. The strike last trading price was 864.65, which was -1125.5 lower than the previous day. The implied volatity was 33.3, the open interest changed by 1 which increased total open position to 1
On 24 Apr POLYCAB was trading at 8033.00. 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 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
