PGEL
Pg Electroplast Ltd
Historical option data for PGEL
21 Sep 2025 04:16 PM IST
| PGEL 30SEP2025 580 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.39
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 571.15 | 11.6 | 0.25 | 35.88 | 1,915 | -119 | 1,839 | |||||||||
| 14 Sept | 569.90 | 16.35 | -1.35 | 39.91 | 1,646 | 56 | 1,359 | |||||||||
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| 17 Aug | 489.65 | 7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Pg Electroplast Ltd - strike price 580 expiring on 30SEP2025
Delta for 580 CE is 0.45
Historical price for 580 CE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 11.6, which was 0.25 higher than the previous day. The implied volatity was 35.88, the open interest changed by -119 which decreased total open position to 1839
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 16.35, which was -1.35 lower than the previous day. The implied volatity was 39.91, the open interest changed by 56 which increased total open position to 1359
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 7, 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 580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.39
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 571.15 | 18.4 | -4.6 | 38.53 | 191 | -27 | 300 |
| 14 Sept | 569.90 | 24 | -0.75 | 38.51 | 320 | 13 | 390 |
| 17 Aug | 489.65 | 8 | 0 | - | 0 | 0 | 0 |
For Pg Electroplast Ltd - strike price 580 expiring on 30SEP2025
Delta for 580 PE is -0.55
Historical price for 580 PE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 18.4, which was -4.6 lower than the previous day. The implied volatity was 38.53, the open interest changed by -27 which decreased total open position to 300
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 24, which was -0.75 lower than the previous day. The implied volatity was 38.51, the open interest changed by 13 which increased total open position to 390
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 8, 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
