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Historical option data for PGEL

22 Jun 2026 01:19 PM IST
PGEL 28-Jul-2026 (36d) 520 CE
Delta: 0.77
Vega: 0.01
Theta: -0.32
Gamma: 0.00422
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 564.10 57 2 (3.64%) 39.92 4 0 23
19 Jun 560.50 55 -1.6 (-2.83%) 39.18 2 0 25
18 Jun 564.25 56.6 8.6 (17.92%) 39.85 9 -1 25
17 Jun 545.65 48 14 (41.18%) 42.21 41 10 24
16 Jun 527.45 34 -64.2 (-65.38%) 39.8 19 13 13
15 Jun 492.80 0 0 - 0 0 0
12 Jun 483.30 0 0 - 0 0 0
11 Jun 459.00 0 0 - 0 0 0
10 Jun 465.90 0 0 - 0 0 0


For Pg Electroplast Ltd - strike price 520 expiring on 28JUL2026

Delta for 520 CE is 0.77

Historical price for 520 CE is as follows

On 22 Jun PGEL was trading at 564.10. The strike last trading price was 57, which was 2 higher than the previous day. The implied volatity was 39.92, the open interest changed by 0 which decreased total open position to 23


On 19 Jun PGEL was trading at 560.50. The strike last trading price was 55, which was -1.6 lower than the previous day. The implied volatity was 39.18, the open interest changed by 0 which decreased total open position to 25


On 18 Jun PGEL was trading at 564.25. The strike last trading price was 56.6, which was 8.6 higher than the previous day. The implied volatity was 39.85, the open interest changed by -1 which decreased total open position to 25


On 17 Jun PGEL was trading at 545.65. The strike last trading price was 48, which was 14 higher than the previous day. The implied volatity was 42.21, the open interest changed by 10 which increased total open position to 24


On 16 Jun PGEL was trading at 527.45. The strike last trading price was 34, which was -64.2 lower than the previous day. The implied volatity was 39.8, the open interest changed by 13 which increased total open position to 13


On 15 Jun PGEL was trading at 492.80. The strike last trading price was 0, 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


On 12 Jun PGEL was trading at 483.30. The strike last trading price was 0, 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


On 11 Jun PGEL was trading at 459.00. The strike last trading price was 0, 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


On 10 Jun PGEL was trading at 465.90. The strike last trading price was 0, 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


PGEL 28-Jul-2026 (36d) 520 PE
Delta: -0.25
Vega: 0.01
Theta: -0.27
Gamma: 0.00403
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 564.10 13 13 (0.00%) 42.93 5 0 5
19 Jun 560.50 13 0 (0.00%) 42.93 5 0 5
18 Jun 564.25 13 -10 (-43.48%) 42 9 -1 5
17 Jun 545.65 23 23 (-61.67%) 39.01 11 0 6
16 Jun 527.45 23 -37 (-61.67%) 39.01 11 -1 6
15 Jun 492.80 60.45 0 (0.00%) - 7 0 7
12 Jun 483.30 60.45 0 (0.00%) - 7 0 7
11 Jun 459.00 60.45 0 (0.00%) 38.82 7 0 7
10 Jun 465.90 60.45 12.45 (25.94%) 38.82 7 6 6


For Pg Electroplast Ltd - strike price 520 expiring on 28JUL2026

Delta for 520 PE is -0.25

Historical price for 520 PE is as follows

On 22 Jun PGEL was trading at 564.10. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was 42.93, the open interest changed by 0 which decreased total open position to 5


On 19 Jun PGEL was trading at 560.50. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 42.93, the open interest changed by 0 which decreased total open position to 5


On 18 Jun PGEL was trading at 564.25. The strike last trading price was 13, which was -10 lower than the previous day. The implied volatity was 42, the open interest changed by -1 which decreased total open position to 5


On 17 Jun PGEL was trading at 545.65. The strike last trading price was 23, which was 23 higher than the previous day. The implied volatity was 39.01, the open interest changed by 0 which decreased total open position to 6


On 16 Jun PGEL was trading at 527.45. The strike last trading price was 23, which was -37 lower than the previous day. The implied volatity was 39.01, the open interest changed by -1 which decreased total open position to 6


On 15 Jun PGEL was trading at 492.80. The strike last trading price was 60.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 12 Jun PGEL was trading at 483.30. The strike last trading price was 60.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 11 Jun PGEL was trading at 459.00. The strike last trading price was 60.45, which was 0 lower than the previous day. The implied volatity was 38.82, the open interest changed by 0 which decreased total open position to 7


On 10 Jun PGEL was trading at 465.90. The strike last trading price was 60.45, which was 12.45 higher than the previous day. The implied volatity was 38.82, the open interest changed by 6 which increased total open position to 6