PNB
Punjab National Bank
Historical option data for PNB
21 Sep 2025 04:13 PM IST
| PNB 30SEP2025 95 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 113.30 | 15.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 107.31 | 12.8 | -0.75 | 26.49 | 5 | -2 | 50 | |||||||||
| 17 Aug | 106.28 | 13.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 95 expiring on 30SEP2025
Delta for 95 CE is 0.00
Historical price for 95 CE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 15.8, 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 14 Sept PNB was trading at 107.31. The strike last trading price was 12.8, which was -0.75 lower than the previous day. The implied volatity was 26.49, the open interest changed by -2 which decreased total open position to 50
On 17 Aug PNB was trading at 106.28. The strike last trading price was 13.65, 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
| PNB 30SEP2025 95 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 113.30 | 0.05 | 0 | 48.38 | 26 | -3 | 431 |
| 14 Sept | 107.31 | 0.15 | 0 | 34.19 | 55 | 14 | 436 |
| 17 Aug | 106.28 | 0.45 | -0.05 | 26.91 | 1 | 1 | 27 |
For Punjab National Bank - strike price 95 expiring on 30SEP2025
Delta for 95 PE is -0.01
Historical price for 95 PE is as follows
On 21 Sept PNB was trading at 113.30. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 48.38, the open interest changed by -3 which decreased total open position to 431
On 14 Sept PNB was trading at 107.31. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 34.19, the open interest changed by 14 which increased total open position to 436
On 17 Aug PNB was trading at 106.28. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 26.91, the open interest changed by 1 which increased total open position to 27
