PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.02
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 13.9 | 1.65 | 48.54 | 12 | -4 | 202 | |||||||||
| 14 Sept | 107.31 | 8.05 | -0.5 | 25.74 | 91 | 8 | 390 | |||||||||
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| 17 Aug | 106.28 | 8.2 | -0.15 | 21.24 | 4 | 2 | 41 | |||||||||
For Punjab National Bank - strike price 100 expiring on 30SEP2025
Delta for 100 CE is 0.94
Historical price for 100 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 13.9, which was 1.65 higher than the previous day. The implied volatity was 48.54, the open interest changed by -4 which decreased total open position to 202
On 14 Sept PNB was trading at 107.31. The strike last trading price was 8.05, which was -0.5 lower than the previous day. The implied volatity was 25.74, the open interest changed by 8 which increased total open position to 390
On 17 Aug PNB was trading at 106.28. The strike last trading price was 8.2, which was -0.15 lower than the previous day. The implied volatity was 21.24, the open interest changed by 2 which increased total open position to 41
| PNB 30SEP2025 100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 0.1 | 0 | 40.50 | 566 | -10 | 1,527 |
| 14 Sept | 107.31 | 0.35 | -0.05 | 27.97 | 286 | -13 | 1,504 |
| 17 Aug | 106.28 | 1.05 | -0.1 | 24.75 | 46 | -14 | 131 |
For Punjab National Bank - strike price 100 expiring on 30SEP2025
Delta for 100 PE is -0.03
Historical price for 100 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 40.50, the open interest changed by -10 which decreased total open position to 1527
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.97, the open interest changed by -13 which decreased total open position to 1504
On 17 Aug PNB was trading at 106.28. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 24.75, the open interest changed by -14 which decreased total open position to 131
