PGEL PG ELECTROPLAST LTD
PG ELECTROPLAST LTD — on this desk since 27 Jun 2025.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 420 | 57,000 | −950 | 0.06 | long unwinding |
| — | 94.70 | +2,850 | 2,850 | 430 | 10,450 | 0 | 0.14 | — |
| — | — | — | — | 440 | 18,050 | 0 | 0.30 | — |
| — | — | — | — | 450 | 1,63,400 | −950 | 0.45 | long unwinding |
| — | 65.76 | 0 | 3,800 | 460 | 3,05,900 | −19,000 | 0.65 | short covering |
| — | 56.65 | 0 | 31,350 | 470 | 1,69,100 | −950 | 2.01 | short covering |
| short covering | 47.99 | −2,850 | 40,850 | 480 | 2,88,800 | −12,350 | 3.33 | short covering |
| short build-up | 38.55 | +3,800 | 94,050 | 490 | 1,74,800 | −4,65,500 | 2.70 | short covering |
| short covering | 29.70 | −7,600 | 3,14,450 | 500 | 4,22,750 | −64,600 | 4.15 | long unwinding |
| long build-up | 22.20 | +2,850 | 1,32,050 | 510 | 3,22,050 | +35,150 | 6.60 | short build-up |
| short covering | 15.90 | −35,150 | 8,65,450 | 520at the money | wall6,33,650 | +4,750 | 10.30 | short build-up |
| long build-up | 10.95 | +83,600 | 12,35,000wall | 530 | 1,75,750 | +16,150 | 15.25 | short build-up |
| short covering | 7.15 | −22,800 | 3,37,250 | 540 | 54,150 | 0 | 21.50 | — |
| — | 4.50 | −32,300 | 4,62,650 | 550 | 55,100 | 0 | 28.90 | — |
| — | 2.80 | +8,550 | 2,19,450 | 560 | 15,200 | 0 | 41.21 | — |
| — | 1.75 | +1,900 | 4,22,750 | 570 | 4,750 | 0 | 49.36 | — |
| short covering | 1.25 | −950 | 1,85,250 | 580 | 950 | 0 | 58.00 | — |
| — | 1.89 | 0 | 1,28,250 | 590 | 1,900 | 0 | 67.02 | — |
| short build-up | 0.75 | +7,600 | 3,82,850 | 600 | 18,050 | 0 | 76.34 | — |
| — | 0.78 | 0 | 37,050 | 610 | 1,900 | 0 | 85.88 | — |
| long unwinding | 0.48 | −30,400 | 42,750 | 620 | 1,900 | 0 | 95.56 | — |
The options were priced for a move of about 5.0% by 27 Oct.
Open interest
Long build: price rose and open interest rose.
For this stock, 39 of 81 times the close 5 sessions later was higher.
Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.32% above the share.
Not in the F&O ban this session; open interest stood at 90% of its market-wide limit.
Implied volatility
The options were priced for a move of about 5.0% by 27 Oct; over the sessions the desk holds it ranged 1.6–13.3%.
Option prices were dearer than 24 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | long build | 5.0% | 0.32% | |
| Wed 14 Oct | short build | 5.0% | 0.17% | |
| Tue 13 Oct | short build | 5.2% | 0.27% | |
| Mon 12 Oct | long build | 5.6% | 0.30% | |
| Fri 9 Oct | short build | 6.0% | 0.32% | |
| Thu 8 Oct | short build | 6.5% | 1.05% | |
| Wed 7 Oct | short build | 6.4% | 0.60% | |
| Tue 6 Oct | long build | 6.8% | 0.51% | |
| Mon 5 Oct | long build | 6.8% | 0.38% | |
| Thu 1 Oct | long unwind | 7.3% | 0.20% | |
| Wed 30 Sep | short build | 7.0% | 1.17% | |
| Tue 29 Sep | short build | 7.2% | 1.57% | |
| Mon 28 Sep | long unwind | 7.4% | 0.67% | |
| Fri 25 Sep | long build | 1.8% | 0.20% | |
| Thu 24 Sep | short build | 2.6% | -0.25% | |
| Wed 23 Sep | short build | 2.4% | -0.10% | |
| Tue 22 Sep | short build | 3.1% | 0.23% | |
| Mon 21 Sep | long build | 3.2% | 0.56% | |
| Fri 18 Sep | long build | 3.9% | 1.26% | |
| Thu 17 Sep | long build | 4.3% | 0.73% |
After a name entered or left the ban
- This stock, on entering the ban: 1 of 2 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 1 of 2 times the close 5 sessions later was higher — too few to read much into.
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.
The lot size changed from 700 to 950 on 29 Oct 2025; contracts either side are compared in shares, not lots.