PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 116 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.07
Theta: -0.07
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 0.7 | 0.1 | 20.09 | 2,557 | 69 | 364 | |||||||||
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| 14 Sept | 107.31 | 0.25 | -0.05 | 24.47 | 56 | -3 | 99 | |||||||||
| 17 Aug | 106.28 | 1.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 116 expiring on 30SEP2025
Delta for 116 CE is 0.29
Historical price for 116 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 20.09, the open interest changed by 69 which increased total open position to 364
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by -3 which decreased total open position to 99
On 17 Aug PNB was trading at 106.28. The strike last trading price was 1.25, 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 116 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.06
Theta: -0.03
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 2.85 | -1.35 | 17.80 | 799 | 456 | 500 |
| 14 Sept | 107.31 | 8.55 | 0.4 | 28.24 | 12 | 2 | 10 |
| 17 Aug | 106.28 | 13.55 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 116 expiring on 30SEP2025
Delta for 116 PE is -0.74
Historical price for 116 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 2.85, which was -1.35 lower than the previous day. The implied volatity was 17.80, the open interest changed by 456 which increased total open position to 500
On 14 Sept PNB was trading at 107.31. The strike last trading price was 8.55, which was 0.4 higher than the previous day. The implied volatity was 28.24, the open interest changed by 2 which increased total open position to 10
On 17 Aug PNB was trading at 106.28. The strike last trading price was 13.55, 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
