PGEL
Pg Electroplast Ltd
Historical option data for PGEL
21 Sep 2025 04:16 PM IST
| PGEL 30SEP2025 600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.33
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 571.15 | 6.1 | 0.1 | 38.79 | 1,242 | -18 | 2,158 | |||||||||
| 14 Sept | 569.90 | 9.65 | -1.3 | 40.29 | 2,025 | -6 | 1,987 | |||||||||
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| 17 Aug | 489.65 | 5.1 | -1 | 44.94 | 1 | -1 | 328 | |||||||||
For Pg Electroplast Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 CE is 0.27
Historical price for 600 CE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 6.1, which was 0.1 higher than the previous day. The implied volatity was 38.79, the open interest changed by -18 which decreased total open position to 2158
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 9.65, which was -1.3 lower than the previous day. The implied volatity was 40.29, the open interest changed by -6 which decreased total open position to 1987
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 5.1, which was -1 lower than the previous day. The implied volatity was 44.94, the open interest changed by -1 which decreased total open position to 328
| PGEL 30SEP2025 600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.33
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 571.15 | 32 | -5.2 | 39.41 | 30 | -10 | 261 |
| 14 Sept | 569.90 | 37.45 | 2.4 | 39.27 | 54 | -12 | 276 |
| 17 Aug | 489.65 | 105 | 6.5 | 37.61 | 1 | -1 | 27 |
For Pg Electroplast Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 PE is -0.73
Historical price for 600 PE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 32, which was -5.2 lower than the previous day. The implied volatity was 39.41, the open interest changed by -10 which decreased total open position to 261
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 37.45, which was 2.4 higher than the previous day. The implied volatity was 39.27, the open interest changed by -12 which decreased total open position to 276
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 105, which was 6.5 higher than the previous day. The implied volatity was 37.61, the open interest changed by -1 which decreased total open position to 27
