PGEL
Pg Electroplast Ltd
Historical option data for PGEL
21 Sep 2025 04:16 PM IST
| PGEL 30SEP2025 520 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.14
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 571.15 | 55.35 | 4.85 | 39.88 | 74 | -18 | 187 | |||||||||
| 14 Sept | 569.90 | 56.3 | -1.5 | 44.85 | 43 | 4 | 196 | |||||||||
| 17 Aug | 489.65 | 25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Pg Electroplast Ltd - strike price 520 expiring on 30SEP2025
Delta for 520 CE is 0.93
Historical price for 520 CE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 55.35, which was 4.85 higher than the previous day. The implied volatity was 39.88, the open interest changed by -18 which decreased total open position to 187
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 56.3, which was -1.5 lower than the previous day. The implied volatity was 44.85, the open interest changed by 4 which increased total open position to 196
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 25, 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 520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.15
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 571.15 | 1.65 | -1.3 | 42.42 | 267 | 29 | 518 |
| 14 Sept | 569.90 | 4.4 | -0.6 | 43.04 | 257 | 27 | 552 |
| 17 Aug | 489.65 | 38 | -3.7 | 0.00 | 0 | 0 | 15 |
For Pg Electroplast Ltd - strike price 520 expiring on 30SEP2025
Delta for 520 PE is -0.08
Historical price for 520 PE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 1.65, which was -1.3 lower than the previous day. The implied volatity was 42.42, the open interest changed by 29 which increased total open position to 518
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 4.4, which was -0.6 lower than the previous day. The implied volatity was 43.04, the open interest changed by 27 which increased total open position to 552
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 38, which was -3.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 15
