PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 106 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.04
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 8.05 | 1.45 | 34.24 | 82 | -18 | 241 | |||||||||
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| 14 Sept | 107.31 | 3 | -0.45 | 20.75 | 363 | -3 | 355 | |||||||||
| 17 Aug | 106.28 | 4.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 106 expiring on 30SEP2025
Delta for 106 CE is 0.89
Historical price for 106 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 8.05, which was 1.45 higher than the previous day. The implied volatity was 34.24, the open interest changed by -18 which decreased total open position to 241
On 14 Sept PNB was trading at 107.31. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 20.75, the open interest changed by -3 which decreased total open position to 355
On 17 Aug PNB was trading at 106.28. The strike last trading price was 4.55, 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 106 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.03
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 0.25 | -0.05 | 30.47 | 222 | -42 | 290 |
| 14 Sept | 107.31 | 1.25 | -0.05 | 21.56 | 664 | 9 | 292 |
| 17 Aug | 106.28 | 7.75 | 0 | 1.59 | 0 | 0 | 0 |
For Punjab National Bank - strike price 106 expiring on 30SEP2025
Delta for 106 PE is -0.09
Historical price for 106 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 30.47, the open interest changed by -42 which decreased total open position to 290
On 14 Sept PNB was trading at 107.31. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 21.56, the open interest changed by 9 which increased total open position to 292
On 17 Aug PNB was trading at 106.28. The strike last trading price was 7.75, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
