PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.03
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 0.2 | 0 | 23.36 | 2,138 | 112 | 873 | |||||||||
| 14 Sept | 107.31 | 0.1 | -0.05 | 26.96 | 44 | 7 | 579 | |||||||||
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| 17 Aug | 106.28 | 0.55 | -0.1 | 25.09 | 44 | 0 | 192 | |||||||||
For Punjab National Bank - strike price 120 expiring on 30SEP2025
Delta for 120 CE is 0.09
Historical price for 120 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 23.36, the open interest changed by 112 which increased total open position to 873
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 26.96, the open interest changed by 7 which increased total open position to 579
On 17 Aug PNB was trading at 106.28. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 192
| PNB 30SEP2025 120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.02
Theta: 0.02
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 6.35 | -1.45 | 17.97 | 281 | 79 | 274 |
| 14 Sept | 107.31 | 11.85 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 106.28 | 16.35 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 120 expiring on 30SEP2025
Delta for 120 PE is -0.96
Historical price for 120 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 6.35, which was -1.45 lower than the previous day. The implied volatity was 17.97, the open interest changed by 79 which increased total open position to 274
On 14 Sept PNB was trading at 107.31. The strike last trading price was 11.85, 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 16.35, 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
