PGEL
Pg Electroplast Ltd
Historical option data for PGEL
21 Sep 2025 04:16 PM IST
| PGEL 30SEP2025 620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.24
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 571.15 | 3.25 | 0.1 | 41.92 | 306 | -32 | 660 | |||||||||
| 14 Sept | 569.90 | 5.65 | -0.85 | 41.46 | 583 | 53 | 762 | |||||||||
| 17 Aug | 489.65 | 211.75 | 0 | 15.98 | 0 | 0 | 0 | |||||||||
For Pg Electroplast Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 CE is 0.15
Historical price for 620 CE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 3.25, which was 0.1 higher than the previous day. The implied volatity was 41.92, the open interest changed by -32 which decreased total open position to 660
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 5.65, which was -0.85 lower than the previous day. The implied volatity was 41.46, the open interest changed by 53 which increased total open position to 762
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 211.75, which was 0 lower than the previous day. The implied volatity was 15.98, the open interest changed by 0 which decreased total open position to 0
| PGEL 30SEP2025 620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.29
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 571.15 | 51.75 | 0.15 | 52.73 | 37 | 4 | 95 |
| 14 Sept | 569.90 | 49.8 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 489.65 | 122 | 0 | 0.00 | 0 | 0 | 0 |
For Pg Electroplast Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.79
Historical price for 620 PE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 51.75, which was 0.15 higher than the previous day. The implied volatity was 52.73, the open interest changed by 4 which increased total open position to 95
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 49.8, 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
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 122, 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
