PGEL
Pg Electroplast Ltd
Historical option data for PGEL
21 Sep 2025 04:16 PM IST
| PGEL 30SEP2025 540 CE | ||||||||||||||||
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Delta: 0.82
Vega: 0.26
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 571.15 | 37.95 | 3.5 | 39.41 | 89 | -12 | 327 | |||||||||
| 14 Sept | 569.90 | 39.7 | -1.6 | 39.14 | 122 | -28 | 302 | |||||||||
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| 17 Aug | 489.65 | 36 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Pg Electroplast Ltd - strike price 540 expiring on 30SEP2025
Delta for 540 CE is 0.82
Historical price for 540 CE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 37.95, which was 3.5 higher than the previous day. The implied volatity was 39.41, the open interest changed by -12 which decreased total open position to 327
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 39.7, which was -1.6 lower than the previous day. The implied volatity was 39.14, the open interest changed by -28 which decreased total open position to 302
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 36, 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 540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.25
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 571.15 | 3.6 | -2.2 | 38.52 | 363 | -2 | 813 |
| 14 Sept | 569.90 | 7.7 | -0.9 | 40.56 | 377 | -28 | 764 |
| 17 Aug | 489.65 | 50 | -2.3 | 0.00 | 0 | 0 | 2 |
For Pg Electroplast Ltd - strike price 540 expiring on 30SEP2025
Delta for 540 PE is -0.17
Historical price for 540 PE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 3.6, which was -2.2 lower than the previous day. The implied volatity was 38.52, the open interest changed by -2 which decreased total open position to 813
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 7.7, which was -0.9 lower than the previous day. The implied volatity was 40.56, the open interest changed by -28 which decreased total open position to 764
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 50, which was -2.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
