PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 102 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.03
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 12.2 | 1.8 | 49.46 | 10 | -1 | 190 | |||||||||
| 14 Sept | 107.31 | 6.25 | -0.45 | 24.40 | 18 | -2 | 256 | |||||||||
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| 17 Aug | 106.28 | 11.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 102 expiring on 30SEP2025
Delta for 102 CE is 0.91
Historical price for 102 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 12.2, which was 1.8 higher than the previous day. The implied volatity was 49.46, the open interest changed by -1 which decreased total open position to 190
On 14 Sept PNB was trading at 107.31. The strike last trading price was 6.25, which was -0.45 lower than the previous day. The implied volatity was 24.40, the open interest changed by -2 which decreased total open position to 256
On 17 Aug PNB was trading at 106.28. The strike last trading price was 11.8, 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 102 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 0.15 | -0.05 | 38.13 | 139 | -31 | 442 |
| 14 Sept | 107.31 | 0.5 | -0.05 | 25.33 | 376 | -43 | 395 |
| 17 Aug | 106.28 | 1.5 | -0.05 | 24.34 | 2 | 2 | 7 |
For Punjab National Bank - strike price 102 expiring on 30SEP2025
Delta for 102 PE is -0.05
Historical price for 102 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 38.13, the open interest changed by -31 which decreased total open position to 442
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 25.33, the open interest changed by -43 which decreased total open position to 395
On 17 Aug PNB was trading at 106.28. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 24.34, the open interest changed by 2 which increased total open position to 7
