PGEL
Pg Electroplast Ltd
Historical option data for PGEL
21 Sep 2025 04:16 PM IST
| PGEL 30SEP2025 560 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.36
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 571.15 | 21.65 | 1.05 | 34.17 | 1,009 | -65 | 819 | |||||||||
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| 14 Sept | 569.90 | 26.4 | -1.45 | 40.30 | 724 | 11 | 841 | |||||||||
| 17 Aug | 489.65 | 223.95 | 0 | 9.24 | 0 | 0 | 0 | |||||||||
For Pg Electroplast Ltd - strike price 560 expiring on 30SEP2025
Delta for 560 CE is 0.67
Historical price for 560 CE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 21.65, which was 1.05 higher than the previous day. The implied volatity was 34.17, the open interest changed by -65 which decreased total open position to 819
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 26.4, which was -1.45 lower than the previous day. The implied volatity was 40.30, the open interest changed by 11 which increased total open position to 841
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 223.95, which was 0 lower than the previous day. The implied volatity was 9.24, the open interest changed by 0 which decreased total open position to 0
| PGEL 30SEP2025 560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.36
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 571.15 | 8.25 | -3.85 | 36.35 | 486 | -56 | 852 |
| 14 Sept | 569.90 | 14.3 | -0.55 | 39.18 | 812 | -27 | 871 |
| 17 Aug | 489.65 | 45 | 1.7 | 0.00 | 0 | 0 | 2 |
For Pg Electroplast Ltd - strike price 560 expiring on 30SEP2025
Delta for 560 PE is -0.33
Historical price for 560 PE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 8.25, which was -3.85 lower than the previous day. The implied volatity was 36.35, the open interest changed by -56 which decreased total open position to 852
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 14.3, which was -0.55 lower than the previous day. The implied volatity was 39.18, the open interest changed by -27 which decreased total open position to 871
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 45, which was 1.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
