PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 107 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.03
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 6.9 | 1.3 | 26.71 | 123 | -33 | 292 | |||||||||
| 14 Sept | 107.31 | 2.4 | -0.35 | 20.69 | 682 | 35 | 993 | |||||||||
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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 0.91
Historical price for 107 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 6.9, which was 1.3 higher than the previous day. The implied volatity was 26.71, the open interest changed by -33 which decreased total open position to 292
On 14 Sept PNB was trading at 107.31. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 20.69, the open interest changed by 35 which increased total open position to 993
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
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 | -0.15 | 27.38 | 492 | -9 | 414 |
| 14 Sept | 107.31 | 1.65 | 0.05 | 21.51 | 1,033 | 28 | 616 |
| 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 -0.10
Historical price for 107 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 27.38, the open interest changed by -9 which decreased total open position to 414
On 14 Sept PNB was trading at 107.31. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 21.51, the open interest changed by 28 which increased total open position to 616
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
