PNB
Punjab National Bank
Historical option data for PNB
17 Aug 2025 12:57 AM IST
| PNB 30SEP2025 107 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.15
Theta: -0.05
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 106.28 | 3.65 | -0.3 | 22.15 | 17 | 9 | 20 | |||||||||
For Punjab National Bank - strike price 107 expiring on 30SEP2025
Delta for 107 CE is 0.54
Historical price for 107 CE is as follows
On 17 Aug PNB was trading at 106.28. The strike last trading price was 3.65, which was -0.3 lower than the previous day. The implied volatity was 22.15, the open interest changed by 9 which increased total open position to 20
| PNB 30SEP2025 107 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.15
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 106.28 | 3.45 | -3.65 | 24.59 | 9 | 7 | 6 |
For Punjab National Bank - strike price 107 expiring on 30SEP2025
Delta for 107 PE is -0.46
Historical price for 107 PE is as follows
On 17 Aug PNB was trading at 106.28. The strike last trading price was 3.45, which was -3.65 lower than the previous day. The implied volatity was 24.59, the open interest changed by 7 which increased total open position to 6
