PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 113 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.08
Theta: -0.09
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 113.30 | 2 | 0.65 | 20.85 | 4,146 | -319 | 728 | |||||||||
| 14 Sept | 107.31 | 0.45 | -0.15 | 21.46 | 337 | 6 | 165 | |||||||||
| 17 Aug | 106.28 | 1.55 | -0.1 | 23.20 | 2 | 1 | 5 | |||||||||
For Punjab National Bank - strike price 113 expiring on 30SEP2025
Delta for 113 CE is 0.57
Historical price for 113 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 2, which was 0.65 higher than the previous day. The implied volatity was 20.85, the open interest changed by -319 which decreased total open position to 728
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 21.46, the open interest changed by 6 which increased total open position to 165
On 17 Aug PNB was trading at 106.28. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 23.20, the open interest changed by 1 which increased total open position to 5
| PNB 30SEP2025 113 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.08
Theta: -0.05
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 1.2 | -0.85 | 19.42 | 2,769 | -413 | 383 |
| 14 Sept | 107.31 | 5.5 | 0.1 | 19.82 | 21 | 3 | 43 |
| 17 Aug | 106.28 | 10.7 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 113 expiring on 30SEP2025
Delta for 113 PE is -0.42
Historical price for 113 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 1.2, which was -0.85 lower than the previous day. The implied volatity was 19.42, the open interest changed by -413 which decreased total open position to 383
On 14 Sept PNB was trading at 107.31. The strike last trading price was 5.5, which was 0.1 higher than the previous day. The implied volatity was 19.82, the open interest changed by 3 which increased total open position to 43
On 17 Aug PNB was trading at 106.28. The strike last trading price was 10.7, 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
