PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 118 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.05
Theta: -0.06
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 113.30 | 0.4 | 0.1 | 22.29 | 1,042 | 85 | 259 | |||||||||
| 14 Sept | 107.31 | 0.15 | 0 | 25.50 | 14 | -1 | 170 | |||||||||
| 17 Aug | 106.28 | 0.75 | -0.1 | 24.65 | 7 | 5 | 26 | |||||||||
For Punjab National Bank - strike price 118 expiring on 30SEP2025
Delta for 118 CE is 0.17
Historical price for 118 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 22.29, the open interest changed by 85 which increased total open position to 259
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 25.50, the open interest changed by -1 which decreased total open position to 170
On 17 Aug PNB was trading at 106.28. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 24.65, the open interest changed by 5 which increased total open position to 26
| PNB 30SEP2025 118 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.04
Theta: -0.01
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 4.55 | -1.35 | 19.18 | 113 | 1 | 22 |
| 14 Sept | 107.31 | 9.95 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 106.28 | 14.95 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 118 expiring on 30SEP2025
Delta for 118 PE is -0.86
Historical price for 118 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 4.55, which was -1.35 lower than the previous day. The implied volatity was 19.18, the open interest changed by 1 which increased total open position to 22
On 14 Sept PNB was trading at 107.31. The strike last trading price was 9.95, 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
On 17 Aug PNB was trading at 106.28. The strike last trading price was 14.95, 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
