PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 104 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.05
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 10.7 | 2.3 | 56.22 | 38 | -2 | 228 | |||||||||
| 14 Sept | 107.31 | 4.55 | -0.45 | 22.73 | 48 | 5 | 271 | |||||||||
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| 17 Aug | 106.28 | 5.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 104 expiring on 30SEP2025
Delta for 104 CE is 0.83
Historical price for 104 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 10.7, which was 2.3 higher than the previous day. The implied volatity was 56.22, the open interest changed by -2 which decreased total open position to 228
On 14 Sept PNB was trading at 107.31. The strike last trading price was 4.55, which was -0.45 lower than the previous day. The implied volatity was 22.73, the open interest changed by 5 which increased total open position to 271
On 17 Aug PNB was trading at 106.28. The strike last trading price was 5.45, 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 104 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.02
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 0.15 | -0.1 | 32.54 | 176 | 13 | 371 |
| 14 Sept | 107.31 | 0.75 | -0.05 | 22.89 | 294 | 0 | 382 |
| 17 Aug | 106.28 | 2.25 | -0.55 | 25.12 | 5 | -2 | 22 |
For Punjab National Bank - strike price 104 expiring on 30SEP2025
Delta for 104 PE is -0.05
Historical price for 104 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 32.54, the open interest changed by 13 which increased total open position to 371
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 22.89, the open interest changed by 0 which decreased total open position to 382
On 17 Aug PNB was trading at 106.28. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was 25.12, the open interest changed by -2 which decreased total open position to 22
