Historical option data for POLYCAB
29 Jun 2026 10:49 AM IST
| POLYCAB 28-Jul-2026 (27d) 9700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.11
Theta: -5.98
Gamma: 0.0005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 9554.50 | 272.85 | -11.65 (-4.09%) | 29.55 | 75 | 20 | 114 | |||||||||
| 25 Jun | 9531.00 | 287 | -81.4 (-22.10%) | 29.18 | 216 | 67 | 94 | |||||||||
| 24 Jun | 9692.50 | 370 | -290.9 (-44.02%) | 29.1 | 37 | 26 | 26 | |||||||||
| 23 Jun | 9920.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jun | 10022.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 10083.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 9952.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 9926.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 9700 expiring on 28JUL2026
Delta for 9700 CE is 0.47
Historical price for 9700 CE is as follows
On 29 Jun POLYCAB was trading at 9554.50. The strike last trading price was 272.85, which was -11.65 lower than the previous day. The implied volatity was 29.55, the open interest changed by 20 which increased total open position to 114
On 25 Jun POLYCAB was trading at 9531.00. The strike last trading price was 287, which was -81.4 lower than the previous day. The implied volatity was 29.18, the open interest changed by 67 which increased total open position to 94
On 24 Jun POLYCAB was trading at 9692.50. The strike last trading price was 370, which was -290.9 lower than the previous day. The implied volatity was 29.1, the open interest changed by 26 which increased total open position to 26
On 23 Jun POLYCAB was trading at 9920.50. 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 Jun POLYCAB was trading at 10022.50. 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 19 Jun POLYCAB was trading at 10083.00. 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 18 Jun POLYCAB was trading at 9952.50. 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 17 Jun POLYCAB was trading at 9926.50. 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 28-Jul-2026 (27d) 9700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.11
Theta: -4.54
Gamma: 0.00049
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 9554.50 | 376.6 | -0.25 (-0.07%) | 29.65 | 20 | 9 | 29 |
| 25 Jun | 9531.00 | 384.05 | 83.6 (27.82%) | 27.1 | 29 | 3 | 21 |
| 24 Jun | 9692.50 | 293.8 | 57.4 (24.28%) | 27 | 23 | 15 | 19 |
| 23 Jun | 9920.50 | 236.4 | -35.6 (-13.09%) | 30.11 | 7 | 1 | 3 |
| 22 Jun | 10022.50 | 272 | 0 (0.00%) | - | 4 | 0 | 2 |
| 19 Jun | 10083.00 | 272 | 0 (0.00%) | - | 4 | 0 | 2 |
| 18 Jun | 9952.50 | 272 | 0 (0.00%) | 30.18 | 4 | 0 | 2 |
| 17 Jun | 9926.50 | 272 | -375.95 (-58.02%) | 30.18 | 4 | 3 | 3 |
For Polycab India Limited - strike price 9700 expiring on 28JUL2026
Delta for 9700 PE is -0.53
Historical price for 9700 PE is as follows
On 29 Jun POLYCAB was trading at 9554.50. The strike last trading price was 376.6, which was -0.25 lower than the previous day. The implied volatity was 29.65, the open interest changed by 9 which increased total open position to 29
On 25 Jun POLYCAB was trading at 9531.00. The strike last trading price was 384.05, which was 83.6 higher than the previous day. The implied volatity was 27.1, the open interest changed by 3 which increased total open position to 21
On 24 Jun POLYCAB was trading at 9692.50. The strike last trading price was 293.8, which was 57.4 higher than the previous day. The implied volatity was 27, the open interest changed by 15 which increased total open position to 19
On 23 Jun POLYCAB was trading at 9920.50. The strike last trading price was 236.4, which was -35.6 lower than the previous day. The implied volatity was 30.11, the open interest changed by 1 which increased total open position to 3
On 22 Jun POLYCAB was trading at 10022.50. The strike last trading price was 272, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jun POLYCAB was trading at 10083.00. The strike last trading price was 272, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun POLYCAB was trading at 9952.50. The strike last trading price was 272, which was 0 lower than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 2
On 17 Jun POLYCAB was trading at 9926.50. The strike last trading price was 272, which was -375.95 lower than the previous day. The implied volatity was 30.18, the open interest changed by 3 which increased total open position to 3
