Historical option data for POLYCAB
22 Jun 2026 04:10 PM IST
| POLYCAB 30-Jun-2026 (7d) 9700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.04
Theta: -6.27
Gamma: 0.00072
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 10022.50 | 360 | -59 (-14.08%) | 24.44 | 45 | 2 | 296 | |||||||||
| 19 Jun | 10083.00 | 436 | 129 (42.02%) | 21.49 | 302 | -50 | 295 | |||||||||
| 18 Jun | 9952.50 | 304 | -10 (-3.18%) | 19.24 | 332 | -87 | 344 | |||||||||
| 17 Jun | 9926.50 | 308 | 175 (131.58%) | 22.64 | 3,757 | -304 | 431 | |||||||||
| 16 Jun | 9591.50 | 134.25 | 8.25 (6.55%) | 22.95 | 1,717 | 6 | 727 | |||||||||
| 15 Jun | 9556.00 | 123.75 | -14.25 (-10.33%) | 22.69 | 1,140 | 79 | 724 | |||||||||
| 12 Jun | 9554.00 | 126 | 28 (28.57%) | 22.14 | 754 | -29 | 645 | |||||||||
| 11 Jun | 9372.00 | 100 | -51 (-33.77%) | 25.19 | 950 | -31 | 673 | |||||||||
| 10 Jun | 9523.50 | 154 | -41 (-21.03%) | 23.54 | 1,677 | 74 | 717 | |||||||||
| 9 Jun | 9615.50 | 189.85 | 29.85 (18.66%) | 23.68 | 1,765 | 91 | 644 | |||||||||
| 8 Jun | 9495.00 | 150 | -113 (-42.97%) | 25.54 | 1,070 | 9 | 553 | |||||||||
| 5 Jun | 9699.00 | 258 | -16 (-5.84%) | 24.75 | 1,380 | 15 | 543 | |||||||||
| 4 Jun | 9717.50 | 270.25 | 56.25 (26.29%) | 23.79 | 2,366 | 105 | 530 | |||||||||
| 3 Jun | 9571.50 | 210.6 | 5.6 (2.73%) | 23.68 | 779 | 4 | 426 | |||||||||
| 2 Jun | 9531.50 | 203.3 | 19.3 (10.49%) | 24.42 | 571 | -22 | 426 | |||||||||
| 1 Jun | 9480.50 | 184.8 | -27.2 (-12.83%) | 24.48 | 480 | 28 | 445 | |||||||||
| 29 May | 9477.50 | 208.1 | -53.9 (-20.57%) | 24.83 | 1,337 | 85 | 416 | |||||||||
| 27 May | 9664.00 | 260.45 | 9.45 (3.76%) | 21.11 | 1,547 | 111 | 331 | |||||||||
| 26 May | 9613.50 | 257 | 99 (62.66%) | 22.25 | 564 | 200 | 200 | |||||||||
| 18 May | 9151.00 | 0 | -158 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 9152.50 | 0 | -158 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 9065.50 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Polycab India Limited - strike price 9700 expiring on 30JUN2026
Delta for 9700 CE is 0.82
Historical price for 9700 CE is as follows
On 22 Jun POLYCAB was trading at 10022.50. The strike last trading price was 360, which was -59 lower than the previous day. The implied volatity was 24.44, the open interest changed by 2 which increased total open position to 296
On 19 Jun POLYCAB was trading at 10083.00. The strike last trading price was 436, which was 129 higher than the previous day. The implied volatity was 21.49, the open interest changed by -50 which decreased total open position to 295
On 18 Jun POLYCAB was trading at 9952.50. The strike last trading price was 304, which was -10 lower than the previous day. The implied volatity was 19.24, the open interest changed by -87 which decreased total open position to 344
On 17 Jun POLYCAB was trading at 9926.50. The strike last trading price was 308, which was 175 higher than the previous day. The implied volatity was 22.64, the open interest changed by -304 which decreased total open position to 431
On 16 Jun POLYCAB was trading at 9591.50. The strike last trading price was 134.25, which was 8.25 higher than the previous day. The implied volatity was 22.95, the open interest changed by 6 which increased total open position to 727
On 15 Jun POLYCAB was trading at 9556.00. The strike last trading price was 123.75, which was -14.25 lower than the previous day. The implied volatity was 22.69, the open interest changed by 79 which increased total open position to 724
On 12 Jun POLYCAB was trading at 9554.00. The strike last trading price was 126, which was 28 higher than the previous day. The implied volatity was 22.14, the open interest changed by -29 which decreased total open position to 645
On 11 Jun POLYCAB was trading at 9372.00. The strike last trading price was 100, which was -51 lower than the previous day. The implied volatity was 25.19, the open interest changed by -31 which decreased total open position to 673
On 10 Jun POLYCAB was trading at 9523.50. The strike last trading price was 154, which was -41 lower than the previous day. The implied volatity was 23.54, the open interest changed by 74 which increased total open position to 717
On 9 Jun POLYCAB was trading at 9615.50. The strike last trading price was 189.85, which was 29.85 higher than the previous day. The implied volatity was 23.68, the open interest changed by 91 which increased total open position to 644
On 8 Jun POLYCAB was trading at 9495.00. The strike last trading price was 150, which was -113 lower than the previous day. The implied volatity was 25.54, the open interest changed by 9 which increased total open position to 553
On 5 Jun POLYCAB was trading at 9699.00. The strike last trading price was 258, which was -16 lower than the previous day. The implied volatity was 24.75, the open interest changed by 15 which increased total open position to 543
On 4 Jun POLYCAB was trading at 9717.50. The strike last trading price was 270.25, which was 56.25 higher than the previous day. The implied volatity was 23.79, the open interest changed by 105 which increased total open position to 530
On 3 Jun POLYCAB was trading at 9571.50. The strike last trading price was 210.6, which was 5.6 higher than the previous day. The implied volatity was 23.68, the open interest changed by 4 which increased total open position to 426
On 2 Jun POLYCAB was trading at 9531.50. The strike last trading price was 203.3, which was 19.3 higher than the previous day. The implied volatity was 24.42, the open interest changed by -22 which decreased total open position to 426
On 1 Jun POLYCAB was trading at 9480.50. The strike last trading price was 184.8, which was -27.2 lower than the previous day. The implied volatity was 24.48, the open interest changed by 28 which increased total open position to 445
On 29 May POLYCAB was trading at 9477.50. The strike last trading price was 208.1, which was -53.9 lower than the previous day. The implied volatity was 24.83, the open interest changed by 85 which increased total open position to 416
On 27 May POLYCAB was trading at 9664.00. The strike last trading price was 260.45, which was 9.45 higher than the previous day. The implied volatity was 21.11, the open interest changed by 111 which increased total open position to 331
On 26 May POLYCAB was trading at 9613.50. The strike last trading price was 257, which was 99 higher than the previous day. The implied volatity was 22.25, the open interest changed by 200 which increased total open position to 200
On 18 May POLYCAB was trading at 9151.00. The strike last trading price was 0, which was -158 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 -158 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 (7d) 9700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.2
Vega: 0.04
Theta: -5.75
Gamma: 0.0007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 10022.50 | 46.25 | -3.3 (-6.66%) | 26.56 | 951 | 74 | 692 |
| 19 Jun | 10083.00 | 44.1 | -47.95 (-52.09%) | 26.23 | 1,495 | 64 | 619 |
| 18 Jun | 9952.50 | 93 | -10.9 (-10.49%) | 27.41 | 896 | 18 | 560 |
| 17 Jun | 9926.50 | 109 | -135.7 (-55.46%) | 27.71 | 2,873 | 325 | 541 |
| 16 Jun | 9591.50 | 244.35 | -49.45 (-16.83%) | 25.7 | 384 | 9 | 218 |
| 15 Jun | 9556.00 | 295 | 10.2 (3.58%) | 29.06 | 235 | -4 | 210 |
| 12 Jun | 9554.00 | 289.25 | -139.7 (-32.57%) | 24.24 | 136 | -21 | 206 |
| 11 Jun | 9372.00 | 425.8 | 77.25 (22.16%) | 28.24 | 244 | -10 | 227 |
| 10 Jun | 9523.50 | 346.6 | 68.75 (24.74%) | 30.58 | 493 | 11 | 240 |
| 9 Jun | 9615.50 | 278.7 | -75.1 (-21.23%) | 26.72 | 825 | -20 | 229 |
| 8 Jun | 9495.00 | 370.4 | 128.6 (53.18%) | 26.6 | 602 | -100 | 249 |
| 5 Jun | 9699.00 | 239 | -16.15 (-6.33%) | 23.87 | 1,053 | 59 | 349 |
| 4 Jun | 9717.50 | 252 | -55.75 (-18.12%) | 27 | 1,192 | 169 | 291 |
| 3 Jun | 9571.50 | 320.05 | -3.7 (-1.14%) | 26.23 | 192 | 10 | 122 |
| 2 Jun | 9531.50 | 323.9 | -48.8 (-13.09%) | 23.94 | 105 | 8 | 113 |
| 1 Jun | 9480.50 | 361.25 | 27.5 (8.24%) | 25.03 | 149 | -23 | 105 |
| 29 May | 9477.50 | 339.5 | 46.1 (15.71%) | 21.98 | 756 | 11 | 130 |
| 27 May | 9664.00 | 284.15 | -59.75 (-17.37%) | 24.94 | 513 | 86 | 118 |
| 26 May | 9613.50 | 345 | -1162.85 (-77.12%) | 28.07 | 45 | 29 | 29 |
| 18 May | 9151.00 | 0 | -1507.85 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 9152.50 | 0 | -1507.85 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 9065.50 | 0 | 0 | - | 0 | 10 | 10 |
For Polycab India Limited - strike price 9700 expiring on 30JUN2026
Delta for 9700 PE is -0.2
Historical price for 9700 PE is as follows
On 22 Jun POLYCAB was trading at 10022.50. The strike last trading price was 46.25, which was -3.3 lower than the previous day. The implied volatity was 26.56, the open interest changed by 74 which increased total open position to 692
On 19 Jun POLYCAB was trading at 10083.00. The strike last trading price was 44.1, which was -47.95 lower than the previous day. The implied volatity was 26.23, the open interest changed by 64 which increased total open position to 619
On 18 Jun POLYCAB was trading at 9952.50. The strike last trading price was 93, which was -10.9 lower than the previous day. The implied volatity was 27.41, the open interest changed by 18 which increased total open position to 560
On 17 Jun POLYCAB was trading at 9926.50. The strike last trading price was 109, which was -135.7 lower than the previous day. The implied volatity was 27.71, the open interest changed by 325 which increased total open position to 541
On 16 Jun POLYCAB was trading at 9591.50. The strike last trading price was 244.35, which was -49.45 lower than the previous day. The implied volatity was 25.7, the open interest changed by 9 which increased total open position to 218
On 15 Jun POLYCAB was trading at 9556.00. The strike last trading price was 295, which was 10.2 higher than the previous day. The implied volatity was 29.06, the open interest changed by -4 which decreased total open position to 210
On 12 Jun POLYCAB was trading at 9554.00. The strike last trading price was 289.25, which was -139.7 lower than the previous day. The implied volatity was 24.24, the open interest changed by -21 which decreased total open position to 206
On 11 Jun POLYCAB was trading at 9372.00. The strike last trading price was 425.8, which was 77.25 higher than the previous day. The implied volatity was 28.24, the open interest changed by -10 which decreased total open position to 227
On 10 Jun POLYCAB was trading at 9523.50. The strike last trading price was 346.6, which was 68.75 higher than the previous day. The implied volatity was 30.58, the open interest changed by 11 which increased total open position to 240
On 9 Jun POLYCAB was trading at 9615.50. The strike last trading price was 278.7, which was -75.1 lower than the previous day. The implied volatity was 26.72, the open interest changed by -20 which decreased total open position to 229
On 8 Jun POLYCAB was trading at 9495.00. The strike last trading price was 370.4, which was 128.6 higher than the previous day. The implied volatity was 26.6, the open interest changed by -100 which decreased total open position to 249
On 5 Jun POLYCAB was trading at 9699.00. The strike last trading price was 239, which was -16.15 lower than the previous day. The implied volatity was 23.87, the open interest changed by 59 which increased total open position to 349
On 4 Jun POLYCAB was trading at 9717.50. The strike last trading price was 252, which was -55.75 lower than the previous day. The implied volatity was 27, the open interest changed by 169 which increased total open position to 291
On 3 Jun POLYCAB was trading at 9571.50. The strike last trading price was 320.05, which was -3.7 lower than the previous day. The implied volatity was 26.23, the open interest changed by 10 which increased total open position to 122
On 2 Jun POLYCAB was trading at 9531.50. The strike last trading price was 323.9, which was -48.8 lower than the previous day. The implied volatity was 23.94, the open interest changed by 8 which increased total open position to 113
On 1 Jun POLYCAB was trading at 9480.50. The strike last trading price was 361.25, which was 27.5 higher than the previous day. The implied volatity was 25.03, the open interest changed by -23 which decreased total open position to 105
On 29 May POLYCAB was trading at 9477.50. The strike last trading price was 339.5, which was 46.1 higher than the previous day. The implied volatity was 21.98, the open interest changed by 11 which increased total open position to 130
On 27 May POLYCAB was trading at 9664.00. The strike last trading price was 284.15, which was -59.75 lower than the previous day. The implied volatity was 24.94, the open interest changed by 86 which increased total open position to 118
On 26 May POLYCAB was trading at 9613.50. The strike last trading price was 345, which was -1162.85 lower than the previous day. The implied volatity was 28.07, the open interest changed by 29 which increased total open position to 29
On 18 May POLYCAB was trading at 9151.00. The strike last trading price was 0, which was -1507.85 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 -1507.85 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
