PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 30SEP2025 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.12
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 869.45 | 0.9 | -0.35 | 42.44 | 543 | -22 | 820 | |||||||||
| 14 Sept | 830.15 | 0.85 | 0.05 | 41.69 | 124 | 8 | 792 | |||||||||
| 17 Aug | 767.00 | 10 | 1.2 | 0.00 | 0 | 0 | 0 | |||||||||
For Pnb Housing Fin Ltd. - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.04
Historical price for 1000 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 42.44, the open interest changed by -22 which decreased total open position to 820
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 41.69, the open interest changed by 8 which increased total open position to 792
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 10, which was 1.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PNBHOUSING 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.27
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 130.3 | -6.4 | 59.52 | 10 | 2 | 145 |
| 14 Sept | 830.15 | 164.5 | -39.5 | 44.99 | 31 | -1 | 139 |
| 17 Aug | 767.00 | 190 | 0.6 | 0.00 | 0 | 0 | 31 |
For Pnb Housing Fin Ltd. - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.90
Historical price for 1000 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 130.3, which was -6.4 lower than the previous day. The implied volatity was 59.52, the open interest changed by 2 which increased total open position to 145
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 164.5, which was -39.5 lower than the previous day. The implied volatity was 44.99, the open interest changed by -1 which decreased total open position to 139
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 190, which was 0.6 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 31
