PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 110 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.06
Theta: -0.09
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 4.35 | 1.2 | 25.79 | 1,761 | -331 | 742 | |||||||||
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| 14 Sept | 107.31 | 1.1 | -0.2 | 20.80 | 1,995 | -62 | 1,918 | |||||||||
| 17 Aug | 106.28 | 2.45 | -0.2 | 22.89 | 131 | 98 | 237 | |||||||||
For Punjab National Bank - strike price 110 expiring on 30SEP2025
Delta for 110 CE is 0.78
Historical price for 110 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 4.35, which was 1.2 higher than the previous day. The implied volatity was 25.79, the open interest changed by -331 which decreased total open position to 742
On 14 Sept PNB was trading at 107.31. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 20.80, the open interest changed by -62 which decreased total open position to 1918
On 17 Aug PNB was trading at 106.28. The strike last trading price was 2.45, which was -0.2 lower than the previous day. The implied volatity was 22.89, the open interest changed by 98 which increased total open position to 237
| PNB 30SEP2025 110 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.06
Theta: -0.05
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 0.55 | -0.3 | 23.72 | 2,193 | 329 | 1,151 |
| 14 Sept | 107.31 | 3.3 | 0.2 | 21.27 | 372 | 17 | 1,416 |
| 17 Aug | 106.28 | 5.15 | 0.15 | 24.96 | 35 | 13 | 65 |
For Punjab National Bank - strike price 110 expiring on 30SEP2025
Delta for 110 PE is -0.21
Historical price for 110 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 23.72, the open interest changed by 329 which increased total open position to 1151
On 14 Sept PNB was trading at 107.31. The strike last trading price was 3.3, which was 0.2 higher than the previous day. The implied volatity was 21.27, the open interest changed by 17 which increased total open position to 1416
On 17 Aug PNB was trading at 106.28. The strike last trading price was 5.15, which was 0.15 higher than the previous day. The implied volatity was 24.96, the open interest changed by 13 which increased total open position to 65
