Historical option data for POLYCAB
26 May 2026 04:10 PM IST
| POLYCAB 30-Jun-2026 (34d) 9400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.11
Theta: -3.67
Gamma: 0.00056
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 9613.50 | 421 | 92 (27.96%) | 21.13 | 865 | -40 | 253 | |||||||||
| 25 May | 9398.50 | 335 | 48 (16.72%) | 25.94 | 652 | 85 | 285 | |||||||||
| 22 May | 9263.50 | 290.85 | 35.85 (14.06%) | 27.19 | 340 | 64 | 200 | |||||||||
| 21 May | 9193.50 | 259.05 | -12.95 (-4.76%) | 26.75 | 78 | 54 | 135 | |||||||||
| 20 May | 9199.00 | 272 | -13 (-4.56%) | 26.72 | 10 | 4 | 81 | |||||||||
| 19 May | 9162.50 | 284.75 | 46.75 (19.64%) | 24.63 | 6 | 3 | 77 | |||||||||
| 18 May | 9151.00 | 237.75 | -28.25 (-10.62%) | 26.01 | 5 | 0 | 75 | |||||||||
| 15 May | 9152.50 | 266 | -16 (-5.67%) | 26.63 | 82 | -4 | 75 | |||||||||
| 14 May | 9217.50 | 282.85 | 81.85 (40.72%) | 25.42 | 8 | -3 | 79 | |||||||||
| 13 May | 8887.50 | 195 | -51 (-20.73%) | 0 | 22 | 7 | 82 | |||||||||
| 12 May | 9021.50 | 246 | -26 (-9.56%) | 0 | 18 | -2 | 75 | |||||||||
| 11 May | 9065.50 | 271.85 | 13.85 (5.37%) | 0 | 60 | 0 | 56 | |||||||||
| 8 May | 9083.00 | 258 | 28.95 (12.64%) | 26.2 | 33 | 16 | 48 | |||||||||
| 7 May | 9003.00 | 229.05 | 170.25 (289.54%) | 25.26 | 43 | 31 | 31 | |||||||||
For Polycab India Limited - strike price 9400 expiring on 30JUN2026
Delta for 9400 CE is 0.69
Historical price for 9400 CE is as follows
On 26 May POLYCAB was trading at 9613.50. The strike last trading price was 421, which was 92 higher than the previous day. The implied volatity was 21.13, the open interest changed by -40 which decreased total open position to 253
On 25 May POLYCAB was trading at 9398.50. The strike last trading price was 335, which was 48 higher than the previous day. The implied volatity was 25.94, the open interest changed by 85 which increased total open position to 285
On 22 May POLYCAB was trading at 9263.50. The strike last trading price was 290.85, which was 35.85 higher than the previous day. The implied volatity was 27.19, the open interest changed by 64 which increased total open position to 200
On 21 May POLYCAB was trading at 9193.50. The strike last trading price was 259.05, which was -12.95 lower than the previous day. The implied volatity was 26.75, the open interest changed by 54 which increased total open position to 135
On 20 May POLYCAB was trading at 9199.00. The strike last trading price was 272, which was -13 lower than the previous day. The implied volatity was 26.72, the open interest changed by 4 which increased total open position to 81
On 19 May POLYCAB was trading at 9162.50. The strike last trading price was 284.75, which was 46.75 higher than the previous day. The implied volatity was 24.63, the open interest changed by 3 which increased total open position to 77
On 18 May POLYCAB was trading at 9151.00. The strike last trading price was 237.75, which was -28.25 lower than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 75
On 15 May POLYCAB was trading at 9152.50. The strike last trading price was 266, which was -16 lower than the previous day. The implied volatity was 26.63, the open interest changed by -4 which decreased total open position to 75
On 14 May POLYCAB was trading at 9217.50. The strike last trading price was 282.85, which was 81.85 higher than the previous day. The implied volatity was 25.42, the open interest changed by -3 which decreased total open position to 79
On 13 May POLYCAB was trading at 8887.50. The strike last trading price was 195, which was -51 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 82
On 12 May POLYCAB was trading at 9021.50. The strike last trading price was 246, which was -26 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 75
On 11 May POLYCAB was trading at 9065.50. The strike last trading price was 271.85, which was 13.85 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 56
On 8 May POLYCAB was trading at 9083.00. The strike last trading price was 258, which was 28.95 higher than the previous day. The implied volatity was 26.2, the open interest changed by 16 which increased total open position to 48
On 7 May POLYCAB was trading at 9003.00. The strike last trading price was 229.05, which was 170.25 higher than the previous day. The implied volatity was 25.26, the open interest changed by 31 which increased total open position to 31
| POLYCAB 30-Jun-2026 (34d) 9400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.11
Theta: -3.35
Gamma: 0.00046
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 9613.50 | 200 | -89.15 (-30.83%) | 26.81 | 880 | 203 | 344 |
| 25 May | 9398.50 | 286.3 | -81.75 (-22.21%) | 26.58 | 372 | 65 | 139 |
| 22 May | 9263.50 | 364.95 | -45.35 (-11.05%) | 27.61 | 123 | 64 | 74 |
| 21 May | 9193.50 | 409.15 | -1958.1 (-82.72%) | 26.33 | 14 | 9 | 9 |
| 20 May | 9199.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 9162.50 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 9151.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 9152.50 | 0 | -2367.25 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 9217.50 | 0 | -2367.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 8887.50 | 0 | -2367.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 9021.50 | 0 | -2367.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 9065.50 | 0 | -2367.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 9083.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 9003.00 | 0 | 0 | - | 0 | 0 | 0 |
For Polycab India Limited - strike price 9400 expiring on 30JUN2026
Delta for 9400 PE is -0.35
Historical price for 9400 PE is as follows
On 26 May POLYCAB was trading at 9613.50. The strike last trading price was 200, which was -89.15 lower than the previous day. The implied volatity was 26.81, the open interest changed by 203 which increased total open position to 344
On 25 May POLYCAB was trading at 9398.50. The strike last trading price was 286.3, which was -81.75 lower than the previous day. The implied volatity was 26.58, the open interest changed by 65 which increased total open position to 139
On 22 May POLYCAB was trading at 9263.50. The strike last trading price was 364.95, which was -45.35 lower than the previous day. The implied volatity was 27.61, the open interest changed by 64 which increased total open position to 74
On 21 May POLYCAB was trading at 9193.50. The strike last trading price was 409.15, which was -1958.1 lower than the previous day. The implied volatity was 26.33, the open interest changed by 9 which increased total open position to 9
On 20 May POLYCAB was trading at 9199.00. 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 19 May POLYCAB was trading at 9162.50. 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 0 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 -2367.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May POLYCAB was trading at 9217.50. The strike last trading price was 0, which was -2367.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May POLYCAB was trading at 8887.50. The strike last trading price was 0, which was -2367.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May POLYCAB was trading at 9021.50. The strike last trading price was 0, which was -2367.25 lower than the previous day. The implied volatity was 0, 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 -2367.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May POLYCAB was trading at 9083.00. 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 7 May POLYCAB was trading at 9003.00. 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
