PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
PNB 30SEP2025 126 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.01
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
||||||||||||||||
21 Sept | 113.30 | 0.05 | -0.05 | 29.44 | 49 | 38 | 102 |
For Punjab National Bank - strike price 126 expiring on 30SEP2025
Delta for 126 CE is 0.02
Historical price for 126 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 29.44, the open interest changed by 38 which increased total open position to 102
PNB 30SEP2025 126 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 113.30 | 20.9 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 126 expiring on 30SEP2025
Delta for 126 PE is -
Historical price for 126 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 20.9, 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