PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 28OCT2025 110 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.12
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 6 | 0.9 | 22.47 | 456 | 44 | 567 | |||||||||
| 14 Sept | 107.31 | 2.75 | -0.35 | 22.05 | 80 | 31 | 521 | |||||||||
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| 17 Aug | 106.28 | 4 | 0.1 | 24.52 | 3 | 0 | 8 | |||||||||
For Punjab National Bank - strike price 110 expiring on 28OCT2025
Delta for 110 CE is 0.72
Historical price for 110 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 6, which was 0.9 higher than the previous day. The implied volatity was 22.47, the open interest changed by 44 which increased total open position to 567
On 14 Sept PNB was trading at 107.31. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 22.05, the open interest changed by 31 which increased total open position to 521
On 17 Aug PNB was trading at 106.28. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was 24.52, the open interest changed by 0 which decreased total open position to 8
| PNB 28OCT2025 110 PE | |||||||
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Delta: -0.29
Vega: 0.13
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 1.7 | -0.5 | 24.21 | 200 | 19 | 680 |
| 14 Sept | 107.31 | 4.45 | 0.25 | 24.55 | 43 | 29 | 434 |
| 17 Aug | 106.28 | 9.9 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 110 expiring on 28OCT2025
Delta for 110 PE is -0.29
Historical price for 110 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 1.7, which was -0.5 lower than the previous day. The implied volatity was 24.21, the open interest changed by 19 which increased total open position to 680
On 14 Sept PNB was trading at 107.31. The strike last trading price was 4.45, which was 0.25 higher than the previous day. The implied volatity was 24.55, the open interest changed by 29 which increased total open position to 434
On 17 Aug PNB was trading at 106.28. The strike last trading price was 9.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
