PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 119 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.04
Theta: -0.04
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 0.25 | 0 | 21.97 | 220 | 11 | 79 | |||||||||
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| 14 Sept | 107.31 | 0.15 | -2.5 | 27.33 | 10 | 10 | 9 | |||||||||
| 17 Aug | 106.28 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 119 expiring on 30SEP2025
Delta for 119 CE is 0.12
Historical price for 119 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 21.97, the open interest changed by 11 which increased total open position to 79
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.15, which was -2.5 lower than the previous day. The implied volatity was 27.33, the open interest changed by 10 which increased total open position to 9
On 17 Aug PNB was trading at 106.28. The strike last trading price was 0, 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 119 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.03
Theta: 0.00
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 5.45 | -1.5 | 19.40 | 97 | 16 | 28 |
| 14 Sept | 107.31 | 15.05 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 106.28 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Punjab National Bank - strike price 119 expiring on 30SEP2025
Delta for 119 PE is -0.91
Historical price for 119 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 5.45, which was -1.5 lower than the previous day. The implied volatity was 19.40, the open interest changed by 16 which increased total open position to 28
On 14 Sept PNB was trading at 107.31. The strike last trading price was 15.05, 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
On 17 Aug PNB was trading at 106.28. The strike last trading price was 0, 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
