PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 122 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.03
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 0.15 | 0 | 26.64 | 148 | 11 | 177 | |||||||||
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| 14 Sept | 107.31 | 0.1 | 0 | 30.29 | 8 | -1 | 88 | |||||||||
For Punjab National Bank - strike price 122 expiring on 30SEP2025
Delta for 122 CE is 0.07
Historical price for 122 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 26.64, the open interest changed by 11 which increased total open position to 177
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 30.29, the open interest changed by -1 which decreased total open position to 88
| PNB 30SEP2025 122 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.02
Theta: 0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 8.4 | -1.5 | 25.28 | 1 | 1 | 7 |
| 14 Sept | 107.31 | 19.25 | 0 | 0.00 | 0 | 0 | 0 |
For Punjab National Bank - strike price 122 expiring on 30SEP2025
Delta for 122 PE is -0.94
Historical price for 122 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 8.4, which was -1.5 lower than the previous day. The implied volatity was 25.28, the open interest changed by 1 which increased total open position to 7
On 14 Sept PNB was trading at 107.31. The strike last trading price was 19.25, 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
