PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 114 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.08
Theta: -0.09
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 1.5 | 0.45 | 20.98 | 4,123 | 260 | 696 | |||||||||
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| 14 Sept | 107.31 | 0.4 | -0.05 | 23.11 | 257 | -16 | 156 | |||||||||
| 17 Aug | 106.28 | 1.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 114 expiring on 30SEP2025
Delta for 114 CE is 0.48
Historical price for 114 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 1.5, which was 0.45 higher than the previous day. The implied volatity was 20.98, the open interest changed by 260 which increased total open position to 696
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 23.11, the open interest changed by -16 which decreased total open position to 156
On 17 Aug PNB was trading at 106.28. The strike last trading price was 1.55, 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 30SEP2025 114 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.08
Theta: -0.05
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 1.65 | -1.05 | 18.98 | 1,943 | 217 | 318 |
| 14 Sept | 107.31 | 6.55 | 0.25 | 23.30 | 17 | 2 | 100 |
| 17 Aug | 106.28 | 7.8 | -4.5 | 24.54 | 1 | 1 | 0 |
For Punjab National Bank - strike price 114 expiring on 30SEP2025
Delta for 114 PE is -0.53
Historical price for 114 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 1.65, which was -1.05 lower than the previous day. The implied volatity was 18.98, the open interest changed by 217 which increased total open position to 318
On 14 Sept PNB was trading at 107.31. The strike last trading price was 6.55, which was 0.25 higher than the previous day. The implied volatity was 23.30, the open interest changed by 2 which increased total open position to 100
On 17 Aug PNB was trading at 106.28. The strike last trading price was 7.8, which was -4.5 lower than the previous day. The implied volatity was 24.54, the open interest changed by 1 which increased total open position to 0
