Historical option data for POLYCAB
18 Jun 2026 09:29 AM IST
| POLYCAB 30-Jun-2026 (12d) 9600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.03
Theta: -2.02
Gamma: 0.00051
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 9986.00 | 414.4 | 25.4 (6.53%) | 16.09 | 39 | -14 | 377 | |||||||||
| 17 Jun | 9926.50 | 385 | 207 (116.29%) | 21.77 | 1,733 | -366 | 397 | |||||||||
| 16 Jun | 9591.50 | 177 | 12 (7.27%) | 22.65 | 2,873 | 92 | 760 | |||||||||
| 15 Jun | 9556.00 | 166.5 | -14.5 (-8.01%) | 23.06 | 1,635 | 175 | 666 | |||||||||
| 12 Jun | 9554.00 | 165.05 | 37.05 (28.95%) | 22.2 | 1,248 | -19 | 491 | |||||||||
| 11 Jun | 9372.00 | 130.3 | -60.7 (-31.78%) | 24.9 | 1,028 | -39 | 514 | |||||||||
| 10 Jun | 9523.50 | 194.5 | -48.5 (-19.96%) | 23.28 | 1,782 | 181 | 553 | |||||||||
| 9 Jun | 9615.50 | 239.95 | 35.95 (17.62%) | 23.65 | 1,797 | -16 | 369 | |||||||||
| 8 Jun | 9495.00 | 186.8 | -130.2 (-41.07%) | 25.27 | 1,286 | -1 | 383 | |||||||||
| 5 Jun | 9699.00 | 312.9 | -12.1 (-3.72%) | 23.68 | 356 | -21 | 385 | |||||||||
| 4 Jun | 9717.50 | 323.6 | 62.6 (23.98%) | 23.67 | 1,202 | -64 | 406 | |||||||||
| 3 Jun | 9571.50 | 256.65 | 8.65 (3.49%) | 23.37 | 1,363 | -3 | 470 | |||||||||
| 2 Jun | 9531.50 | 249 | 23 (10.18%) | 24.38 | 816 | -10 | 475 | |||||||||
| 1 Jun | 9480.50 | 223 | -30 (-11.86%) | 23.52 | 822 | 43 | 488 | |||||||||
| 29 May | 9477.50 | 259.95 | -52.05 (-16.68%) | 25.7 | 1,196 | 44 | 445 | |||||||||
| 27 May | 9664.00 | 308.95 | 18.95 (6.53%) | 21.21 | 1,605 | -9 | 402 | |||||||||
| 26 May | 9613.50 | 295 | 62 (26.61%) | 21.02 | 1,369 | 250 | 410 | |||||||||
| 25 May | 9398.50 | 239.85 | 38.85 (19.33%) | 25.65 | 236 | 75 | 159 | |||||||||
| 22 May | 9263.50 | 204 | 20 (10.87%) | 26.56 | 90 | 52 | 84 | |||||||||
| 21 May | 9193.50 | 184.75 | 142.75 (339.88%) | 26.88 | 33 | 30 | 30 | |||||||||
| 18 May | 9151.00 | 0 | -42 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 9152.50 | 0 | -42 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 9065.50 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Polycab India Limited - strike price 9600 expiring on 30JUN2026
Delta for 9600 CE is 0.92
Historical price for 9600 CE is as follows
On 18 Jun POLYCAB was trading at 9986.00. The strike last trading price was 414.4, which was 25.4 higher than the previous day. The implied volatity was 16.09, the open interest changed by -14 which decreased total open position to 377
On 17 Jun POLYCAB was trading at 9926.50. The strike last trading price was 385, which was 207 higher than the previous day. The implied volatity was 21.77, the open interest changed by -366 which decreased total open position to 397
On 16 Jun POLYCAB was trading at 9591.50. The strike last trading price was 177, which was 12 higher than the previous day. The implied volatity was 22.65, the open interest changed by 92 which increased total open position to 760
On 15 Jun POLYCAB was trading at 9556.00. The strike last trading price was 166.5, which was -14.5 lower than the previous day. The implied volatity was 23.06, the open interest changed by 175 which increased total open position to 666
On 12 Jun POLYCAB was trading at 9554.00. The strike last trading price was 165.05, which was 37.05 higher than the previous day. The implied volatity was 22.2, the open interest changed by -19 which decreased total open position to 491
On 11 Jun POLYCAB was trading at 9372.00. The strike last trading price was 130.3, which was -60.7 lower than the previous day. The implied volatity was 24.9, the open interest changed by -39 which decreased total open position to 514
On 10 Jun POLYCAB was trading at 9523.50. The strike last trading price was 194.5, which was -48.5 lower than the previous day. The implied volatity was 23.28, the open interest changed by 181 which increased total open position to 553
On 9 Jun POLYCAB was trading at 9615.50. The strike last trading price was 239.95, which was 35.95 higher than the previous day. The implied volatity was 23.65, the open interest changed by -16 which decreased total open position to 369
On 8 Jun POLYCAB was trading at 9495.00. The strike last trading price was 186.8, which was -130.2 lower than the previous day. The implied volatity was 25.27, the open interest changed by -1 which decreased total open position to 383
On 5 Jun POLYCAB was trading at 9699.00. The strike last trading price was 312.9, which was -12.1 lower than the previous day. The implied volatity was 23.68, the open interest changed by -21 which decreased total open position to 385
On 4 Jun POLYCAB was trading at 9717.50. The strike last trading price was 323.6, which was 62.6 higher than the previous day. The implied volatity was 23.67, the open interest changed by -64 which decreased total open position to 406
On 3 Jun POLYCAB was trading at 9571.50. The strike last trading price was 256.65, which was 8.65 higher than the previous day. The implied volatity was 23.37, the open interest changed by -3 which decreased total open position to 470
On 2 Jun POLYCAB was trading at 9531.50. The strike last trading price was 249, which was 23 higher than the previous day. The implied volatity was 24.38, the open interest changed by -10 which decreased total open position to 475
On 1 Jun POLYCAB was trading at 9480.50. The strike last trading price was 223, which was -30 lower than the previous day. The implied volatity was 23.52, the open interest changed by 43 which increased total open position to 488
On 29 May POLYCAB was trading at 9477.50. The strike last trading price was 259.95, which was -52.05 lower than the previous day. The implied volatity was 25.7, the open interest changed by 44 which increased total open position to 445
On 27 May POLYCAB was trading at 9664.00. The strike last trading price was 308.95, which was 18.95 higher than the previous day. The implied volatity was 21.21, the open interest changed by -9 which decreased total open position to 402
On 26 May POLYCAB was trading at 9613.50. The strike last trading price was 295, which was 62 higher than the previous day. The implied volatity was 21.02, the open interest changed by 250 which increased total open position to 410
On 25 May POLYCAB was trading at 9398.50. The strike last trading price was 239.85, which was 38.85 higher than the previous day. The implied volatity was 25.65, the open interest changed by 75 which increased total open position to 159
On 22 May POLYCAB was trading at 9263.50. The strike last trading price was 204, which was 20 higher than the previous day. The implied volatity was 26.56, the open interest changed by 52 which increased total open position to 84
On 21 May POLYCAB was trading at 9193.50. The strike last trading price was 184.75, which was 142.75 higher than the previous day. The implied volatity was 26.88, the open interest changed by 30 which increased total open position to 30
On 18 May POLYCAB was trading at 9151.00. The strike last trading price was 0, which was -42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May POLYCAB was trading at 9152.50. The strike last trading price was 0, which was -42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May POLYCAB was trading at 9065.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| POLYCAB 30-Jun-2026 (12d) 9600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.05
Theta: -5.17
Gamma: 0.00054
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 9986.00 | 66.5 | -10.9 (-14.08%) | 28.82 | 118 | 35 | 821 |
| 17 Jun | 9926.50 | 81.15 | -107.8 (-57.05%) | 28.03 | 3,390 | 339 | 792 |
| 16 Jun | 9591.50 | 188.2 | -45.5 (-19.47%) | 26.17 | 1,518 | 100 | 450 |
| 15 Jun | 9556.00 | 231 | 7.25 (3.24%) | 27.69 | 996 | 61 | 350 |
| 12 Jun | 9554.00 | 229 | -131.65 (-36.50%) | 25.01 | 349 | 11 | 290 |
| 11 Jun | 9372.00 | 351.25 | 63.8 (22.20%) | 27.22 | 319 | -54 | 281 |
| 10 Jun | 9523.50 | 284.1 | 58.85 (26.13%) | 29.57 | 1,261 | -6 | 335 |
| 9 Jun | 9615.50 | 227 | -63.15 (-21.76%) | 26.45 | 1,344 | 56 | 341 |
| 8 Jun | 9495.00 | 313.45 | 120.75 (62.66%) | 27.06 | 1,114 | -182 | 286 |
| 5 Jun | 9699.00 | 194.75 | -14.5 (-6.93%) | 24.14 | 591 | -6 | 468 |
| 4 Jun | 9717.50 | 208.9 | -57.25 (-21.51%) | 26.68 | 1,004 | 160 | 472 |
| 3 Jun | 9571.50 | 267.6 | -2 (-0.74%) | 26.77 | 887 | 37 | 307 |
| 2 Jun | 9531.50 | 272 | -37.3 (-12.06%) | 24.23 | 384 | -24 | 271 |
| 1 Jun | 9480.50 | 311.3 | 30.85 (11.00%) | 24.75 | 536 | -4 | 295 |
| 29 May | 9477.50 | 287.35 | 37.95 (15.22%) | 22.51 | 1,276 | -59 | 300 |
| 27 May | 9664.00 | 240 | -55.9 (-18.89%) | 24.88 | 841 | 229 | 358 |
| 26 May | 9613.50 | 285 | -2342 (-89.15%) | 27.22 | 293 | 137 | 137 |
| 25 May | 9398.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 9263.50 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 9193.50 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 9151.00 | 0 | -2627 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 9152.50 | 0 | -2627 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 9065.50 | 0 | 0 | - | 0 | 10 | 10 |
For Polycab India Limited - strike price 9600 expiring on 30JUN2026
Delta for 9600 PE is -0.21
Historical price for 9600 PE is as follows
On 18 Jun POLYCAB was trading at 9986.00. The strike last trading price was 66.5, which was -10.9 lower than the previous day. The implied volatity was 28.82, the open interest changed by 35 which increased total open position to 821
On 17 Jun POLYCAB was trading at 9926.50. The strike last trading price was 81.15, which was -107.8 lower than the previous day. The implied volatity was 28.03, the open interest changed by 339 which increased total open position to 792
On 16 Jun POLYCAB was trading at 9591.50. The strike last trading price was 188.2, which was -45.5 lower than the previous day. The implied volatity was 26.17, the open interest changed by 100 which increased total open position to 450
On 15 Jun POLYCAB was trading at 9556.00. The strike last trading price was 231, which was 7.25 higher than the previous day. The implied volatity was 27.69, the open interest changed by 61 which increased total open position to 350
On 12 Jun POLYCAB was trading at 9554.00. The strike last trading price was 229, which was -131.65 lower than the previous day. The implied volatity was 25.01, the open interest changed by 11 which increased total open position to 290
On 11 Jun POLYCAB was trading at 9372.00. The strike last trading price was 351.25, which was 63.8 higher than the previous day. The implied volatity was 27.22, the open interest changed by -54 which decreased total open position to 281
On 10 Jun POLYCAB was trading at 9523.50. The strike last trading price was 284.1, which was 58.85 higher than the previous day. The implied volatity was 29.57, the open interest changed by -6 which decreased total open position to 335
On 9 Jun POLYCAB was trading at 9615.50. The strike last trading price was 227, which was -63.15 lower than the previous day. The implied volatity was 26.45, the open interest changed by 56 which increased total open position to 341
On 8 Jun POLYCAB was trading at 9495.00. The strike last trading price was 313.45, which was 120.75 higher than the previous day. The implied volatity was 27.06, the open interest changed by -182 which decreased total open position to 286
On 5 Jun POLYCAB was trading at 9699.00. The strike last trading price was 194.75, which was -14.5 lower than the previous day. The implied volatity was 24.14, the open interest changed by -6 which decreased total open position to 468
On 4 Jun POLYCAB was trading at 9717.50. The strike last trading price was 208.9, which was -57.25 lower than the previous day. The implied volatity was 26.68, the open interest changed by 160 which increased total open position to 472
On 3 Jun POLYCAB was trading at 9571.50. The strike last trading price was 267.6, which was -2 lower than the previous day. The implied volatity was 26.77, the open interest changed by 37 which increased total open position to 307
On 2 Jun POLYCAB was trading at 9531.50. The strike last trading price was 272, which was -37.3 lower than the previous day. The implied volatity was 24.23, the open interest changed by -24 which decreased total open position to 271
On 1 Jun POLYCAB was trading at 9480.50. The strike last trading price was 311.3, which was 30.85 higher than the previous day. The implied volatity was 24.75, the open interest changed by -4 which decreased total open position to 295
On 29 May POLYCAB was trading at 9477.50. The strike last trading price was 287.35, which was 37.95 higher than the previous day. The implied volatity was 22.51, the open interest changed by -59 which decreased total open position to 300
On 27 May POLYCAB was trading at 9664.00. The strike last trading price was 240, which was -55.9 lower than the previous day. The implied volatity was 24.88, the open interest changed by 229 which increased total open position to 358
On 26 May POLYCAB was trading at 9613.50. The strike last trading price was 285, which was -2342 lower than the previous day. The implied volatity was 27.22, the open interest changed by 137 which increased total open position to 137
On 25 May POLYCAB was trading at 9398.50. 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 May POLYCAB was trading at 9263.50. 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 21 May POLYCAB was trading at 9193.50. 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 18 May POLYCAB was trading at 9151.00. The strike last trading price was 0, which was -2627 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May POLYCAB was trading at 9152.50. The strike last trading price was 0, which was -2627 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May POLYCAB was trading at 9065.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
