PGEL
Pg Electroplast Ltd
Historical option data for PGEL
21 Sep 2025 04:16 PM IST
| PGEL 28OCT2025 560 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.71
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 571.15 | 40.6 | 2.85 | 41.54 | 25 | 10 | 49 | |||||||||
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| 14 Sept | 569.90 | 40.5 | -3.1 | 40.29 | 14 | 10 | 16 | |||||||||
| 17 Aug | 489.65 | 271.55 | 0 | 6.56 | 0 | 0 | 0 | |||||||||
For Pg Electroplast Ltd - strike price 560 expiring on 28OCT2025
Delta for 560 CE is 0.62
Historical price for 560 CE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 40.6, which was 2.85 higher than the previous day. The implied volatity was 41.54, the open interest changed by 10 which increased total open position to 49
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 40.5, which was -3.1 lower than the previous day. The implied volatity was 40.29, the open interest changed by 10 which increased total open position to 16
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 271.55, which was 0 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0
| PGEL 28OCT2025 560 PE | |||||||
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Delta: -0.38
Vega: 0.71
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 571.15 | 23.75 | -1.8 | 43.79 | 23 | 11 | 67 |
| 14 Sept | 569.90 | 27.4 | 15.75 | 43.77 | 9 | 8 | 8 |
| 17 Aug | 489.65 | 11.65 | 0 | - | 0 | 0 | 0 |
For Pg Electroplast Ltd - strike price 560 expiring on 28OCT2025
Delta for 560 PE is -0.38
Historical price for 560 PE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 23.75, which was -1.8 lower than the previous day. The implied volatity was 43.79, the open interest changed by 11 which increased total open position to 67
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 27.4, which was 15.75 higher than the previous day. The implied volatity was 43.77, the open interest changed by 8 which increased total open position to 8
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 11.65, 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
