Historical option data for POLYCAB
12 Jun 2026 04:10 PM IST
| POLYCAB 30-Jun-2026 (16d) 9500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.08
Theta: -5.63
Gamma: 0.00084
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 9554.00 | 214.9 | 52.9 (32.65%) | 22 | 2,053 | 80 | 1,325 | |||||||||
| 11 Jun | 9372.00 | 166.65 | -70.35 (-29.68%) | 25.04 | 1,773 | 265 | 1,245 | |||||||||
| 10 Jun | 9523.50 | 238.4 | -57.6 (-19.46%) | 22.57 | 1,706 | 87 | 980 | |||||||||
| 9 Jun | 9615.50 | 292.2 | 58.2 (24.87%) | 23.3 | 974 | 93 | 894 | |||||||||
| 8 Jun | 9495.00 | 226.4 | -149.6 (-39.79%) | 24.87 | 636 | 52 | 802 | |||||||||
| 5 Jun | 9699.00 | 375.05 | -9.95 (-2.58%) | 23.77 | 201 | -5 | 750 | |||||||||
| 4 Jun | 9717.50 | 380.75 | 66.75 (21.26%) | 23.25 | 391 | -17 | 755 | |||||||||
| 3 Jun | 9571.50 | 307 | 7 (2.33%) | 23.37 | 1,080 | -4 | 772 | |||||||||
| 2 Jun | 9531.50 | 303.45 | 31.45 (11.56%) | 24.85 | 1,484 | 17 | 776 | |||||||||
| 1 Jun | 9480.50 | 271.65 | -31.35 (-10.35%) | 24.78 | 1,051 | 4 | 760 | |||||||||
| 29 May | 9477.50 | 335 | -30 (-8.22%) | 28.18 | 607 | -84 | 755 | |||||||||
| 27 May | 9664.00 | 360.6 | 13.6 (3.92%) | 20.01 | 1,302 | -9 | 840 | |||||||||
| 26 May | 9613.50 | 355.9 | 77.9 (28.02%) | 21.37 | 2,363 | 315 | 850 | |||||||||
| 25 May | 9398.50 | 282 | 37 (15.10%) | 25.55 | 987 | 15 | 537 | |||||||||
| 22 May | 9263.50 | 250 | 34 (15.74%) | 26.2 | 632 | 66 | 507 | |||||||||
| 21 May | 9193.50 | 219.65 | 0.65 (0.30%) | 26.97 | 758 | 312 | 442 | |||||||||
| 20 May | 9199.00 | 215.95 | 13.95 (6.91%) | 25.92 | 111 | 40 | 130 | |||||||||
| 19 May | 9162.50 | 200 | -13 (-6.10%) | 25.7 | 61 | 12 | 90 | |||||||||
| 18 May | 9151.00 | 212.15 | -8.85 (-4.00%) | 25.77 | 52 | 15 | 76 | |||||||||
| 15 May | 9152.50 | 223 | -39 (-14.89%) | 26.18 | 27 | 10 | 59 | |||||||||
| 14 May | 9217.50 | 267 | 77 (40.53%) | 27.22 | 55 | 24 | 51 | |||||||||
| 13 May | 8887.50 | 190 | -23 (-10.80%) | 0 | 12 | 4 | 28 | |||||||||
| 12 May | 9021.50 | 210 | -38 (-15.32%) | 0 | 26 | 20 | 23 | |||||||||
| 11 May | 9065.50 | 248 | 53 (27.18%) | 29.71 | 4 | 1 | 1 | |||||||||
For Polycab India Limited - strike price 9500 expiring on 30JUN2026
Delta for 9500 CE is 0.56
Historical price for 9500 CE is as follows
On 12 Jun POLYCAB was trading at 9554.00. The strike last trading price was 214.9, which was 52.9 higher than the previous day. The implied volatity was 22, the open interest changed by 80 which increased total open position to 1325
On 11 Jun POLYCAB was trading at 9372.00. The strike last trading price was 166.65, which was -70.35 lower than the previous day. The implied volatity was 25.04, the open interest changed by 265 which increased total open position to 1245
On 10 Jun POLYCAB was trading at 9523.50. The strike last trading price was 238.4, which was -57.6 lower than the previous day. The implied volatity was 22.57, the open interest changed by 87 which increased total open position to 980
On 9 Jun POLYCAB was trading at 9615.50. The strike last trading price was 292.2, which was 58.2 higher than the previous day. The implied volatity was 23.3, the open interest changed by 93 which increased total open position to 894
On 8 Jun POLYCAB was trading at 9495.00. The strike last trading price was 226.4, which was -149.6 lower than the previous day. The implied volatity was 24.87, the open interest changed by 52 which increased total open position to 802
On 5 Jun POLYCAB was trading at 9699.00. The strike last trading price was 375.05, which was -9.95 lower than the previous day. The implied volatity was 23.77, the open interest changed by -5 which decreased total open position to 750
On 4 Jun POLYCAB was trading at 9717.50. The strike last trading price was 380.75, which was 66.75 higher than the previous day. The implied volatity was 23.25, the open interest changed by -17 which decreased total open position to 755
On 3 Jun POLYCAB was trading at 9571.50. The strike last trading price was 307, which was 7 higher than the previous day. The implied volatity was 23.37, the open interest changed by -4 which decreased total open position to 772
On 2 Jun POLYCAB was trading at 9531.50. The strike last trading price was 303.45, which was 31.45 higher than the previous day. The implied volatity was 24.85, the open interest changed by 17 which increased total open position to 776
On 1 Jun POLYCAB was trading at 9480.50. The strike last trading price was 271.65, which was -31.35 lower than the previous day. The implied volatity was 24.78, the open interest changed by 4 which increased total open position to 760
On 29 May POLYCAB was trading at 9477.50. The strike last trading price was 335, which was -30 lower than the previous day. The implied volatity was 28.18, the open interest changed by -84 which decreased total open position to 755
On 27 May POLYCAB was trading at 9664.00. The strike last trading price was 360.6, which was 13.6 higher than the previous day. The implied volatity was 20.01, the open interest changed by -9 which decreased total open position to 840
On 26 May POLYCAB was trading at 9613.50. The strike last trading price was 355.9, which was 77.9 higher than the previous day. The implied volatity was 21.37, the open interest changed by 315 which increased total open position to 850
On 25 May POLYCAB was trading at 9398.50. The strike last trading price was 282, which was 37 higher than the previous day. The implied volatity was 25.55, the open interest changed by 15 which increased total open position to 537
On 22 May POLYCAB was trading at 9263.50. The strike last trading price was 250, which was 34 higher than the previous day. The implied volatity was 26.2, the open interest changed by 66 which increased total open position to 507
On 21 May POLYCAB was trading at 9193.50. The strike last trading price was 219.65, which was 0.65 higher than the previous day. The implied volatity was 26.97, the open interest changed by 312 which increased total open position to 442
On 20 May POLYCAB was trading at 9199.00. The strike last trading price was 215.95, which was 13.95 higher than the previous day. The implied volatity was 25.92, the open interest changed by 40 which increased total open position to 130
On 19 May POLYCAB was trading at 9162.50. The strike last trading price was 200, which was -13 lower than the previous day. The implied volatity was 25.7, the open interest changed by 12 which increased total open position to 90
On 18 May POLYCAB was trading at 9151.00. The strike last trading price was 212.15, which was -8.85 lower than the previous day. The implied volatity was 25.77, the open interest changed by 15 which increased total open position to 76
On 15 May POLYCAB was trading at 9152.50. The strike last trading price was 223, which was -39 lower than the previous day. The implied volatity was 26.18, the open interest changed by 10 which increased total open position to 59
On 14 May POLYCAB was trading at 9217.50. The strike last trading price was 267, which was 77 higher than the previous day. The implied volatity was 27.22, the open interest changed by 24 which increased total open position to 51
On 13 May POLYCAB was trading at 8887.50. The strike last trading price was 190, which was -23 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 28
On 12 May POLYCAB was trading at 9021.50. The strike last trading price was 210, which was -38 lower than the previous day. The implied volatity was 0, the open interest changed by 20 which increased total open position to 23
On 11 May POLYCAB was trading at 9065.50. The strike last trading price was 248, which was 53 higher than the previous day. The implied volatity was 29.71, the open interest changed by 1 which increased total open position to 1
| POLYCAB 30-Jun-2026 (16d) 9500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.08
Theta: -4.58
Gamma: 0.00079
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 9554.00 | 177 | -119.7 (-40.34%) | 23.6 | 1,310 | 83 | 710 |
| 11 Jun | 9372.00 | 291 | 57.4 (24.57%) | 27.33 | 1,646 | -286 | 627 |
| 10 Jun | 9523.50 | 231 | 51.1 (28.40%) | 29.51 | 2,120 | 179 | 911 |
| 9 Jun | 9615.50 | 182 | -59.2 (-24.54%) | 27.26 | 1,569 | 75 | 732 |
| 8 Jun | 9495.00 | 256.1 | 100.7 (64.80%) | 26.94 | 1,393 | -44 | 655 |
| 5 Jun | 9699.00 | 155 | -16 (-9.36%) | 24.53 | 983 | 38 | 699 |
| 4 Jun | 9717.50 | 168 | -45.6 (-21.35%) | 27.06 | 982 | 77 | 669 |
| 3 Jun | 9571.50 | 221.3 | 0.7 (0.32%) | 26.84 | 1,392 | -13 | 593 |
| 2 Jun | 9531.50 | 218.2 | -39.35 (-15.28%) | 24.08 | 642 | -1 | 610 |
| 1 Jun | 9480.50 | 251.4 | 20.95 (9.09%) | 25.13 | 835 | -67 | 615 |
| 29 May | 9477.50 | 230 | 27.65 (13.66%) | 22.02 | 817 | -4 | 682 |
| 27 May | 9664.00 | 195.3 | -50.9 (-20.67%) | 24.95 | 757 | 144 | 685 |
| 26 May | 9613.50 | 245 | -92.9 (-27.49%) | 27.65 | 1,008 | 243 | 541 |
| 25 May | 9398.50 | 332 | -97 (-22.61%) | 26.13 | 84 | -3 | 298 |
| 22 May | 9263.50 | 428 | -42.85 (-9.10%) | 27.09 | 80 | 13 | 301 |
| 21 May | 9193.50 | 470.85 | 5.85 (1.26%) | 27.12 | 484 | 270 | 288 |
| 20 May | 9199.00 | 465 | -172 (-27.00%) | 27.97 | 4 | 3 | 18 |
| 19 May | 9162.50 | 637 | 637 (20.30%) | 31.73 | 0 | 0 | 15 |
| 18 May | 9151.00 | 637 | 107.5 (20.30%) | 31.73 | 5 | 4 | 15 |
| 15 May | 9152.50 | 529.5 | 0 (0.00%) | 30.2 | 3 | 0 | 14 |
| 14 May | 9217.50 | 529.5 | -816.4 (-60.66%) | 30.86 | 15 | 9 | 9 |
| 13 May | 8887.50 | 0 | -1345.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 9021.50 | 0 | -1345.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 9065.50 | 0 | -1345.9 (-100.00%) | 0 | 0 | 0 | 0 |
For Polycab India Limited - strike price 9500 expiring on 30JUN2026
Delta for 9500 PE is -0.45
Historical price for 9500 PE is as follows
On 12 Jun POLYCAB was trading at 9554.00. The strike last trading price was 177, which was -119.7 lower than the previous day. The implied volatity was 23.6, the open interest changed by 83 which increased total open position to 710
On 11 Jun POLYCAB was trading at 9372.00. The strike last trading price was 291, which was 57.4 higher than the previous day. The implied volatity was 27.33, the open interest changed by -286 which decreased total open position to 627
On 10 Jun POLYCAB was trading at 9523.50. The strike last trading price was 231, which was 51.1 higher than the previous day. The implied volatity was 29.51, the open interest changed by 179 which increased total open position to 911
On 9 Jun POLYCAB was trading at 9615.50. The strike last trading price was 182, which was -59.2 lower than the previous day. The implied volatity was 27.26, the open interest changed by 75 which increased total open position to 732
On 8 Jun POLYCAB was trading at 9495.00. The strike last trading price was 256.1, which was 100.7 higher than the previous day. The implied volatity was 26.94, the open interest changed by -44 which decreased total open position to 655
On 5 Jun POLYCAB was trading at 9699.00. The strike last trading price was 155, which was -16 lower than the previous day. The implied volatity was 24.53, the open interest changed by 38 which increased total open position to 699
On 4 Jun POLYCAB was trading at 9717.50. The strike last trading price was 168, which was -45.6 lower than the previous day. The implied volatity was 27.06, the open interest changed by 77 which increased total open position to 669
On 3 Jun POLYCAB was trading at 9571.50. The strike last trading price was 221.3, which was 0.7 higher than the previous day. The implied volatity was 26.84, the open interest changed by -13 which decreased total open position to 593
On 2 Jun POLYCAB was trading at 9531.50. The strike last trading price was 218.2, which was -39.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by -1 which decreased total open position to 610
On 1 Jun POLYCAB was trading at 9480.50. The strike last trading price was 251.4, which was 20.95 higher than the previous day. The implied volatity was 25.13, the open interest changed by -67 which decreased total open position to 615
On 29 May POLYCAB was trading at 9477.50. The strike last trading price was 230, which was 27.65 higher than the previous day. The implied volatity was 22.02, the open interest changed by -4 which decreased total open position to 682
On 27 May POLYCAB was trading at 9664.00. The strike last trading price was 195.3, which was -50.9 lower than the previous day. The implied volatity was 24.95, the open interest changed by 144 which increased total open position to 685
On 26 May POLYCAB was trading at 9613.50. The strike last trading price was 245, which was -92.9 lower than the previous day. The implied volatity was 27.65, the open interest changed by 243 which increased total open position to 541
On 25 May POLYCAB was trading at 9398.50. The strike last trading price was 332, which was -97 lower than the previous day. The implied volatity was 26.13, the open interest changed by -3 which decreased total open position to 298
On 22 May POLYCAB was trading at 9263.50. The strike last trading price was 428, which was -42.85 lower than the previous day. The implied volatity was 27.09, the open interest changed by 13 which increased total open position to 301
On 21 May POLYCAB was trading at 9193.50. The strike last trading price was 470.85, which was 5.85 higher than the previous day. The implied volatity was 27.12, the open interest changed by 270 which increased total open position to 288
On 20 May POLYCAB was trading at 9199.00. The strike last trading price was 465, which was -172 lower than the previous day. The implied volatity was 27.97, the open interest changed by 3 which increased total open position to 18
On 19 May POLYCAB was trading at 9162.50. The strike last trading price was 637, which was 637 higher than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 15
On 18 May POLYCAB was trading at 9151.00. The strike last trading price was 637, which was 107.5 higher than the previous day. The implied volatity was 31.73, the open interest changed by 4 which increased total open position to 15
On 15 May POLYCAB was trading at 9152.50. The strike last trading price was 529.5, which was 0 lower than the previous day. The implied volatity was 30.2, the open interest changed by 0 which decreased total open position to 14
On 14 May POLYCAB was trading at 9217.50. The strike last trading price was 529.5, which was -816.4 lower than the previous day. The implied volatity was 30.86, the open interest changed by 9 which increased total open position to 9
On 13 May POLYCAB was trading at 8887.50. The strike last trading price was 0, which was -1345.9 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 -1345.9 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 -1345.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
