Historical option data for POLYCAB
19 Jun 2026 04:10 PM IST
| POLYCAB 30-Jun-2026 (10d) 9800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.8
Vega: 0.05
Theta: -5.13
Gamma: 0.00072
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 10083.00 | 358.55 | 117.55 (48.78%) | 21.61 | 922 | 40 | 466 | |||||||||
| 18 Jun | 9952.50 | 232 | -18 (-7.20%) | 19.14 | 496 | -43 | 428 | |||||||||
| 17 Jun | 9926.50 | 247.85 | 148.85 (150.35%) | 23.29 | 6,853 | 61 | 473 | |||||||||
| 16 Jun | 9591.50 | 100.5 | 6.5 (6.91%) | 23.38 | 1,240 | 24 | 412 | |||||||||
| 15 Jun | 9556.00 | 93.6 | -10.4 (-10.00%) | 23.26 | 694 | -7 | 388 | |||||||||
| 12 Jun | 9554.00 | 94.85 | 19.85 (26.47%) | 22.43 | 763 | -38 | 390 | |||||||||
| 11 Jun | 9372.00 | 77 | -41 (-34.75%) | 25.49 | 736 | 23 | 429 | |||||||||
| 10 Jun | 9523.50 | 122 | -32 (-20.78%) | 23.98 | 1,052 | 14 | 404 | |||||||||
| 9 Jun | 9615.50 | 151.4 | 24.4 (19.21%) | 23.71 | 1,144 | -15 | 390 | |||||||||
| 8 Jun | 9495.00 | 119.9 | -96.1 (-44.49%) | 25.68 | 797 | -23 | 404 | |||||||||
| 5 Jun | 9699.00 | 212 | -12 (-5.36%) | 24.77 | 2,041 | -92 | 428 | |||||||||
| 4 Jun | 9717.50 | 225 | 49 (27.84%) | 24.08 | 3,424 | 376 | 530 | |||||||||
| 3 Jun | 9571.50 | 171.45 | 5.45 (3.28%) | 24.27 | 368 | 30 | 156 | |||||||||
| 2 Jun | 9531.50 | 165 | 12 (7.84%) | 24.24 | 379 | -7 | 127 | |||||||||
| 1 Jun | 9480.50 | 150.4 | -20.6 (-12.05%) | 24.8 | 376 | -8 | 133 | |||||||||
| 29 May | 9477.50 | 180.45 | 87.45 (94.03%) | 25.69 | 356 | 139 | 139 | |||||||||
| 27 May | 9664.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 9151.00 | 0 | -93 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 9152.50 | 0 | -93 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 9065.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Polycab India Limited - strike price 9800 expiring on 30JUN2026
Delta for 9800 CE is 0.8
Historical price for 9800 CE is as follows
On 19 Jun POLYCAB was trading at 10083.00. The strike last trading price was 358.55, which was 117.55 higher than the previous day. The implied volatity was 21.61, the open interest changed by 40 which increased total open position to 466
On 18 Jun POLYCAB was trading at 9952.50. The strike last trading price was 232, which was -18 lower than the previous day. The implied volatity was 19.14, the open interest changed by -43 which decreased total open position to 428
On 17 Jun POLYCAB was trading at 9926.50. The strike last trading price was 247.85, which was 148.85 higher than the previous day. The implied volatity was 23.29, the open interest changed by 61 which increased total open position to 473
On 16 Jun POLYCAB was trading at 9591.50. The strike last trading price was 100.5, which was 6.5 higher than the previous day. The implied volatity was 23.38, the open interest changed by 24 which increased total open position to 412
On 15 Jun POLYCAB was trading at 9556.00. The strike last trading price was 93.6, which was -10.4 lower than the previous day. The implied volatity was 23.26, the open interest changed by -7 which decreased total open position to 388
On 12 Jun POLYCAB was trading at 9554.00. The strike last trading price was 94.85, which was 19.85 higher than the previous day. The implied volatity was 22.43, the open interest changed by -38 which decreased total open position to 390
On 11 Jun POLYCAB was trading at 9372.00. The strike last trading price was 77, which was -41 lower than the previous day. The implied volatity was 25.49, the open interest changed by 23 which increased total open position to 429
On 10 Jun POLYCAB was trading at 9523.50. The strike last trading price was 122, which was -32 lower than the previous day. The implied volatity was 23.98, the open interest changed by 14 which increased total open position to 404
On 9 Jun POLYCAB was trading at 9615.50. The strike last trading price was 151.4, which was 24.4 higher than the previous day. The implied volatity was 23.71, the open interest changed by -15 which decreased total open position to 390
On 8 Jun POLYCAB was trading at 9495.00. The strike last trading price was 119.9, which was -96.1 lower than the previous day. The implied volatity was 25.68, the open interest changed by -23 which decreased total open position to 404
On 5 Jun POLYCAB was trading at 9699.00. The strike last trading price was 212, which was -12 lower than the previous day. The implied volatity was 24.77, the open interest changed by -92 which decreased total open position to 428
On 4 Jun POLYCAB was trading at 9717.50. The strike last trading price was 225, which was 49 higher than the previous day. The implied volatity was 24.08, the open interest changed by 376 which increased total open position to 530
On 3 Jun POLYCAB was trading at 9571.50. The strike last trading price was 171.45, which was 5.45 higher than the previous day. The implied volatity was 24.27, the open interest changed by 30 which increased total open position to 156
On 2 Jun POLYCAB was trading at 9531.50. The strike last trading price was 165, which was 12 higher than the previous day. The implied volatity was 24.24, the open interest changed by -7 which decreased total open position to 127
On 1 Jun POLYCAB was trading at 9480.50. The strike last trading price was 150.4, which was -20.6 lower than the previous day. The implied volatity was 24.8, the open interest changed by -8 which decreased total open position to 133
On 29 May POLYCAB was trading at 9477.50. The strike last trading price was 180.45, which was 87.45 higher than the previous day. The implied volatity was 25.69, the open interest changed by 139 which increased total open position to 139
On 27 May POLYCAB was trading at 9664.00. 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 May POLYCAB was trading at 9151.00. The strike last trading price was 0, which was -93 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 -93 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 0 which decreased total open position to 0
| POLYCAB 30-Jun-2026 (10d) 9800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.05
Theta: -5.11
Gamma: 0.00066
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 10083.00 | 62.5 | -63.7 (-50.48%) | 25.65 | 2,966 | 207 | 897 |
| 18 Jun | 9952.50 | 126 | -13.7 (-9.81%) | 26.99 | 1,550 | 6 | 689 |
| 17 Jun | 9926.50 | 146 | -165.25 (-53.09%) | 27.75 | 3,103 | 520 | 682 |
| 16 Jun | 9591.50 | 312.5 | -31.1 (-9.05%) | 26.6 | 119 | 8 | 162 |
| 15 Jun | 9556.00 | 343.6 | -5.65 (-1.62%) | 29.25 | 52 | -1 | 156 |
| 12 Jun | 9554.00 | 338.8 | -168.5 (-33.22%) | 25.52 | 44 | -15 | 157 |
| 11 Jun | 9372.00 | 501.55 | 87.5 (21.13%) | 28.52 | 63 | -26 | 171 |
| 10 Jun | 9523.50 | 403.45 | 64.55 (19.05%) | 30.09 | 141 | -7 | 197 |
| 9 Jun | 9615.50 | 340 | -71.3 (-17.34%) | 27.16 | 184 | -4 | 205 |
| 8 Jun | 9495.00 | 470.55 | 177.5 (60.57%) | 29.64 | 361 | 1 | 211 |
| 5 Jun | 9699.00 | 290.1 | -13.9 (-4.57%) | 25.08 | 868 | 145 | 213 |
| 4 Jun | 9717.50 | 307.5 | -73.1 (-19.21%) | 26.81 | 189 | 41 | 69 |
| 3 Jun | 9571.50 | 381.15 | 3.1 (0.82%) | 26.46 | 4 | -1 | 27 |
| 2 Jun | 9531.50 | 378.05 | -62.3 (-14.15%) | 23.85 | 21 | -2 | 27 |
| 1 Jun | 9480.50 | 434 | 31.05 (7.71%) | 24.58 | 35 | -2 | 29 |
| 29 May | 9477.50 | 406 | 55.45 (15.82%) | 19.56 | 60 | 25 | 32 |
| 27 May | 9664.00 | 343 | -1809.9 (-84.07%) | 25.04 | 9 | 6 | 6 |
| 18 May | 9151.00 | 0 | -2152.9 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 9152.50 | 0 | -2152.9 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 9065.50 | 0 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 9800 expiring on 30JUN2026
Delta for 9800 PE is -0.23
Historical price for 9800 PE is as follows
On 19 Jun POLYCAB was trading at 10083.00. The strike last trading price was 62.5, which was -63.7 lower than the previous day. The implied volatity was 25.65, the open interest changed by 207 which increased total open position to 897
On 18 Jun POLYCAB was trading at 9952.50. The strike last trading price was 126, which was -13.7 lower than the previous day. The implied volatity was 26.99, the open interest changed by 6 which increased total open position to 689
On 17 Jun POLYCAB was trading at 9926.50. The strike last trading price was 146, which was -165.25 lower than the previous day. The implied volatity was 27.75, the open interest changed by 520 which increased total open position to 682
On 16 Jun POLYCAB was trading at 9591.50. The strike last trading price was 312.5, which was -31.1 lower than the previous day. The implied volatity was 26.6, the open interest changed by 8 which increased total open position to 162
On 15 Jun POLYCAB was trading at 9556.00. The strike last trading price was 343.6, which was -5.65 lower than the previous day. The implied volatity was 29.25, the open interest changed by -1 which decreased total open position to 156
On 12 Jun POLYCAB was trading at 9554.00. The strike last trading price was 338.8, which was -168.5 lower than the previous day. The implied volatity was 25.52, the open interest changed by -15 which decreased total open position to 157
On 11 Jun POLYCAB was trading at 9372.00. The strike last trading price was 501.55, which was 87.5 higher than the previous day. The implied volatity was 28.52, the open interest changed by -26 which decreased total open position to 171
On 10 Jun POLYCAB was trading at 9523.50. The strike last trading price was 403.45, which was 64.55 higher than the previous day. The implied volatity was 30.09, the open interest changed by -7 which decreased total open position to 197
On 9 Jun POLYCAB was trading at 9615.50. The strike last trading price was 340, which was -71.3 lower than the previous day. The implied volatity was 27.16, the open interest changed by -4 which decreased total open position to 205
On 8 Jun POLYCAB was trading at 9495.00. The strike last trading price was 470.55, which was 177.5 higher than the previous day. The implied volatity was 29.64, the open interest changed by 1 which increased total open position to 211
On 5 Jun POLYCAB was trading at 9699.00. The strike last trading price was 290.1, which was -13.9 lower than the previous day. The implied volatity was 25.08, the open interest changed by 145 which increased total open position to 213
On 4 Jun POLYCAB was trading at 9717.50. The strike last trading price was 307.5, which was -73.1 lower than the previous day. The implied volatity was 26.81, the open interest changed by 41 which increased total open position to 69
On 3 Jun POLYCAB was trading at 9571.50. The strike last trading price was 381.15, which was 3.1 higher than the previous day. The implied volatity was 26.46, the open interest changed by -1 which decreased total open position to 27
On 2 Jun POLYCAB was trading at 9531.50. The strike last trading price was 378.05, which was -62.3 lower than the previous day. The implied volatity was 23.85, the open interest changed by -2 which decreased total open position to 27
On 1 Jun POLYCAB was trading at 9480.50. The strike last trading price was 434, which was 31.05 higher than the previous day. The implied volatity was 24.58, the open interest changed by -2 which decreased total open position to 29
On 29 May POLYCAB was trading at 9477.50. The strike last trading price was 406, which was 55.45 higher than the previous day. The implied volatity was 19.56, the open interest changed by 25 which increased total open position to 32
On 27 May POLYCAB was trading at 9664.00. The strike last trading price was 343, which was -1809.9 lower than the previous day. The implied volatity was 25.04, the open interest changed by 6 which increased total open position to 6
On 18 May POLYCAB was trading at 9151.00. The strike last trading price was 0, which was -2152.9 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 -2152.9 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 0 which decreased total open position to 0
