PNB
Punjab National Bank
Historical option data for PNB
28 Sep 2025 10:08 PM IST
| PNB 28-OCT-2025 111 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.12
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 107.79 | 2.35 | -1.7 | 25.70 | 360 | 32 | 106 | |||||||||
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| 21 Sept | 113.30 | 5.75 | 1.15 | 25.59 | 49 | 24 | 54 | |||||||||
| 14 Sept | 107.31 | 2.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 111 expiring on 28OCT2025
Delta for 111 CE is 0.41
Historical price for 111 CE is as follows
On 28 Sept PNB was trading at 107.79. The strike last trading price was 2.35, which was -1.7 lower than the previous day. The implied volatity was 25.70, the open interest changed by 32 which increased total open position to 106
On 21 Sept PNB was trading at 113.30. The strike last trading price was 5.75, which was 1.15 higher than the previous day. The implied volatity was 25.59, the open interest changed by 24 which increased total open position to 54
On 14 Sept PNB was trading at 107.31. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PNB 28OCT2025 111 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 0.13
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 107.79 | 4.75 | 2.05 | 27.86 | 173 | 24 | 67 |
| 21 Sept | 113.30 | 1.85 | -0.8 | 22.83 | 24 | 15 | 31 |
| 14 Sept | 107.31 | 11.65 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 111 expiring on 28OCT2025
Delta for 111 PE is -0.58
Historical price for 111 PE is as follows
On 28 Sept PNB was trading at 107.79. The strike last trading price was 4.75, which was 2.05 higher than the previous day. The implied volatity was 27.86, the open interest changed by 24 which increased total open position to 67
On 21 Sept PNB was trading at 113.30. The strike last trading price was 1.85, which was -0.8 lower than the previous day. The implied volatity was 22.83, the open interest changed by 15 which increased total open position to 31
On 14 Sept PNB was trading at 107.31. The strike last trading price was 11.65, 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
