PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 124 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.02
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 113.30 | 0.1 | 0 | 28.85 | 89 | -12 | 164 | |||||||||
For Punjab National Bank - strike price 124 expiring on 30SEP2025
Delta for 124 CE is 0.04
Historical price for 124 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 28.85, the open interest changed by -12 which decreased total open position to 164
| PNB 30SEP2025 124 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.02
Theta: 0.00
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 10.4 | -1.55 | 30.00 | 29 | 9 | 18 |
For Punjab National Bank - strike price 124 expiring on 30SEP2025
Delta for 124 PE is -0.95
Historical price for 124 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 10.4, which was -1.55 lower than the previous day. The implied volatity was 30.00, the open interest changed by 9 which increased total open position to 18
