PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 103 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
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 | 11.1 | 1.6 | 45.78 | 45 | -14 | 260 | |||||||||
| 14 Sept | 107.31 | 5.4 | -0.4 | 23.84 | 42 | -16 | 329 | |||||||||
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| 17 Aug | 106.28 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 103 expiring on 30SEP2025
Delta for 103 CE is 0.90
Historical price for 103 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 11.1, which was 1.6 higher than the previous day. The implied volatity was 45.78, the open interest changed by -14 which decreased total open position to 260
On 14 Sept PNB was trading at 107.31. The strike last trading price was 5.4, which was -0.4 lower than the previous day. The implied volatity was 23.84, the open interest changed by -16 which decreased total open position to 329
On 17 Aug PNB was trading at 106.28. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PNB 30SEP2025 103 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.02
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 | -0.1 | 32.61 | 102 | -28 | 359 |
| 14 Sept | 107.31 | 0.6 | -0.05 | 23.95 | 175 | -14 | 418 |
| 17 Aug | 106.28 | 1.8 | -0.05 | 24.33 | 7 | 3 | 2 |
For Punjab National Bank - strike price 103 expiring on 30SEP2025
Delta for 103 PE is -0.04
Historical price for 103 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 32.61, the open interest changed by -28 which decreased total open position to 359
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by -14 which decreased total open position to 418
On 17 Aug PNB was trading at 106.28. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 24.33, the open interest changed by 3 which increased total open position to 2
