PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 101 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.98
Vega: 0.01
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 113.30 | 12.7 | 1.25 | 33.36 | 6 | -3 | 86 | |||||||||
| 14 Sept | 107.31 | 7.1 | -0.5 | 24.24 | 18 | -2 | 85 | |||||||||
| 17 Aug | 106.28 | 9.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 101 expiring on 30SEP2025
Delta for 101 CE is 0.98
Historical price for 101 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 12.7, which was 1.25 higher than the previous day. The implied volatity was 33.36, the open interest changed by -3 which decreased total open position to 86
On 14 Sept PNB was trading at 107.31. The strike last trading price was 7.1, which was -0.5 lower than the previous day. The implied volatity was 24.24, the open interest changed by -2 which decreased total open position to 85
On 17 Aug PNB was trading at 106.28. The strike last trading price was 9.65, 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
| PNB 30SEP2025 101 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 | -0.05 | 37.91 | 21 | 12 | 282 |
| 14 Sept | 107.31 | 0.35 | -0.1 | 25.27 | 173 | -17 | 258 |
| 17 Aug | 106.28 | 4.25 | 0 | 5.71 | 0 | 0 | 0 |
For Punjab National Bank - strike price 101 expiring on 30SEP2025
Delta for 101 PE is -0.03
Historical price for 101 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 37.91, the open interest changed by 12 which increased total open position to 282
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 25.27, the open interest changed by -17 which decreased total open position to 258
On 17 Aug PNB was trading at 106.28. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0
