PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 108 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.04
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 6.1 | 1.4 | 28.54 | 232 | -38 | 339 | |||||||||
| 14 Sept | 107.31 | 1.85 | -0.35 | 20.32 | 1,226 | 109 | 630 | |||||||||
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| 17 Aug | 106.28 | 3.2 | -5.55 | 22.36 | 5 | 3 | 3 | |||||||||
For Punjab National Bank - strike price 108 expiring on 30SEP2025
Delta for 108 CE is 0.86
Historical price for 108 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 6.1, which was 1.4 higher than the previous day. The implied volatity was 28.54, the open interest changed by -38 which decreased total open position to 339
On 14 Sept PNB was trading at 107.31. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 20.32, the open interest changed by 109 which increased total open position to 630
On 17 Aug PNB was trading at 106.28. The strike last trading price was 3.2, which was -5.55 lower than the previous day. The implied volatity was 22.36, the open interest changed by 3 which increased total open position to 3
| PNB 30SEP2025 108 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.04
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 0.3 | -0.2 | 25.57 | 532 | -36 | 634 |
| 14 Sept | 107.31 | 2.15 | 0.1 | 21.70 | 807 | 7 | 507 |
| 17 Aug | 106.28 | 4 | -0.05 | 24.87 | 16 | 3 | 81 |
For Punjab National Bank - strike price 108 expiring on 30SEP2025
Delta for 108 PE is -0.12
Historical price for 108 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 25.57, the open interest changed by -36 which decreased total open position to 634
On 14 Sept PNB was trading at 107.31. The strike last trading price was 2.15, which was 0.1 higher than the previous day. The implied volatity was 21.70, the open interest changed by 7 which increased total open position to 507
On 17 Aug PNB was trading at 106.28. The strike last trading price was 4, which was -0.05 lower than the previous day. The implied volatity was 24.87, the open interest changed by 3 which increased total open position to 81
