PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 121 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.03
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 113.30 | 0.2 | -2.05 | 25.94 | 12 | 9 | 8 | |||||||||
| 14 Sept | 107.31 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 121 expiring on 30SEP2025
Delta for 121 CE is 0.09
Historical price for 121 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.2, which was -2.05 lower than the previous day. The implied volatity was 25.94, the open interest changed by 9 which increased total open position to 8
On 14 Sept PNB was trading at 107.31. 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 121 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.03
Theta: -0.01
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 7.5 | -9.1 | 26.38 | 1 | 1 | 0 |
| 14 Sept | 107.31 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Punjab National Bank - strike price 121 expiring on 30SEP2025
Delta for 121 PE is -0.91
Historical price for 121 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 7.5, which was -9.1 lower than the previous day. The implied volatity was 26.38, the open interest changed by 1 which increased total open position to 0
On 14 Sept PNB was trading at 107.31. 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
