PGEL
Pg Electroplast Ltd
Historical option data for PGEL
21 Sep 2025 04:16 PM IST
| PGEL 30SEP2025 500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.10
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 571.15 | 74.95 | 4.95 | 48.55 | 67 | -31 | 94 | |||||||||
| 14 Sept | 569.90 | 75.6 | -0.2 | 54.42 | 38 | -1 | 130 | |||||||||
| 17 Aug | 489.65 | 30.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Pg Electroplast Ltd - strike price 500 expiring on 30SEP2025
Delta for 500 CE is 0.95
Historical price for 500 CE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 74.95, which was 4.95 higher than the previous day. The implied volatity was 48.55, the open interest changed by -31 which decreased total open position to 94
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 75.6, which was -0.2 lower than the previous day. The implied volatity was 54.42, the open interest changed by -1 which decreased total open position to 130
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 30.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PGEL 30SEP2025 500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.09
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 571.15 | 0.85 | -0.7 | 47.52 | 189 | 17 | 743 |
| 14 Sept | 569.90 | 2.85 | -0.2 | 48.09 | 209 | 12 | 871 |
| 17 Aug | 489.65 | 48 | 8.1 | 64.63 | 2 | -2 | 124 |
For Pg Electroplast Ltd - strike price 500 expiring on 30SEP2025
Delta for 500 PE is -0.04
Historical price for 500 PE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 47.52, the open interest changed by 17 which increased total open position to 743
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 2.85, which was -0.2 lower than the previous day. The implied volatity was 48.09, the open interest changed by 12 which increased total open position to 871
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 48, which was 8.1 higher than the previous day. The implied volatity was 64.63, the open interest changed by -2 which decreased total open position to 124
