PNB
Punjab National Bank
Historical option data for PNB
17 Aug 2025 12:57 AM IST
| PNB 30SEP2025 115 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.11
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 106.28 | 1.1 | -0.2 | 23.24 | 61 | 33 | 107 | |||||||||
For Punjab National Bank - strike price 115 expiring on 30SEP2025
Delta for 115 CE is 0.22
Historical price for 115 CE is as follows
On 17 Aug PNB was trading at 106.28. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 23.24, the open interest changed by 33 which increased total open position to 107
| PNB 30SEP2025 115 PE | |||||||
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Delta: -0.76
Vega: 0.12
Theta: -0.01
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 106.28 | 8.65 | -0.25 | 25.14 | 3 | 3 | 19 |
For Punjab National Bank - strike price 115 expiring on 30SEP2025
Delta for 115 PE is -0.76
Historical price for 115 PE is as follows
On 17 Aug PNB was trading at 106.28. The strike last trading price was 8.65, which was -0.25 lower than the previous day. The implied volatity was 25.14, the open interest changed by 3 which increased total open position to 19
