PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 115 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.07
Theta: -0.08
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 1.05 | 0.3 | 20.51 | 8,222 | 603 | 1,858 | |||||||||
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| 14 Sept | 107.31 | 0.3 | -0.1 | 23.46 | 520 | 61 | 785 | |||||||||
| 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 0.38
Historical price for 115 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 1.05, which was 0.3 higher than the previous day. The implied volatity was 20.51, the open interest changed by 603 which increased total open position to 1858
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 23.46, the open interest changed by 61 which increased total open position to 785
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: -0.64
Vega: 0.07
Theta: -0.04
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 2.15 | -1.35 | 17.77 | 2,394 | 852 | 1,357 |
| 14 Sept | 107.31 | 7.5 | 0.3 | 24.83 | 54 | 30 | 245 |
| 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 -0.64
Historical price for 115 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 2.15, which was -1.35 lower than the previous day. The implied volatity was 17.77, the open interest changed by 852 which increased total open position to 1357
On 14 Sept PNB was trading at 107.31. The strike last trading price was 7.5, which was 0.3 higher than the previous day. The implied volatity was 24.83, the open interest changed by 30 which increased total open position to 245
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
