PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 112 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.07
Theta: -0.09
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 2.75 | 0.9 | 22.86 | 3,511 | -688 | 474 | |||||||||
| 14 Sept | 107.31 | 0.6 | -0.15 | 21.03 | 540 | 79 | 413 | |||||||||
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| 17 Aug | 106.28 | 1.7 | -0.25 | 22.26 | 9 | 1 | 117 | |||||||||
For Punjab National Bank - strike price 112 expiring on 30SEP2025
Delta for 112 CE is 0.65
Historical price for 112 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 2.75, which was 0.9 higher than the previous day. The implied volatity was 22.86, the open interest changed by -688 which decreased total open position to 474
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 21.03, the open interest changed by 79 which increased total open position to 413
On 17 Aug PNB was trading at 106.28. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 22.26, the open interest changed by 1 which increased total open position to 117
| PNB 30SEP2025 112 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.07
Theta: -0.06
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 0.9 | -0.65 | 20.59 | 2,615 | -664 | 456 |
| 14 Sept | 107.31 | 4.9 | 0.3 | 23.13 | 34 | -5 | 101 |
| 17 Aug | 106.28 | 11.05 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 112 expiring on 30SEP2025
Delta for 112 PE is -0.33
Historical price for 112 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 20.59, the open interest changed by -664 which decreased total open position to 456
On 14 Sept PNB was trading at 107.31. The strike last trading price was 4.9, which was 0.3 higher than the previous day. The implied volatity was 23.13, the open interest changed by -5 which decreased total open position to 101
On 17 Aug PNB was trading at 106.28. The strike last trading price was 11.05, 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
