PGEL
Pg Electroplast Ltd
Historical option data for PGEL
21 Sep 2025 04:16 PM IST
| PGEL 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.16
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 571.15 | 1.85 | 0.05 | 45.46 | 176 | 1 | 572 | |||||||||
| 14 Sept | 569.90 | 3.4 | -0.6 | 43.25 | 364 | -20 | 554 | |||||||||
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| 17 Aug | 489.65 | 8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Pg Electroplast Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.09
Historical price for 640 CE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 45.46, the open interest changed by 1 which increased total open position to 572
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 3.4, which was -0.6 lower than the previous day. The implied volatity was 43.25, the open interest changed by -20 which decreased total open position to 554
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 0.00, the open interest changed by 0 which decreased total open position to 0
| PGEL 30SEP2025 640 PE | |||||||
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Delta: -0.78
Vega: 0.29
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 571.15 | 74.1 | 0.7 | 73.68 | 30 | 4 | 41 |
| 14 Sept | 569.90 | 70.9 | 0.7 | 41.11 | 25 | 3 | 34 |
| 17 Aug | 489.65 | 140 | 0 | 0.00 | 0 | 0 | 2 |
For Pg Electroplast Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.78
Historical price for 640 PE is as follows
On 21 Sept PGEL was trading at 571.15. The strike last trading price was 74.1, which was 0.7 higher than the previous day. The implied volatity was 73.68, the open interest changed by 4 which increased total open position to 41
On 14 Sept PGEL was trading at 569.90. The strike last trading price was 70.9, which was 0.7 higher than the previous day. The implied volatity was 41.11, the open interest changed by 3 which increased total open position to 34
On 17 Aug PGEL was trading at 489.65. The strike last trading price was 140, 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 2
