PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 30SEP2025 760 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.18
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 869.45 | 115.5 | 9.75 | 53.53 | 52 | -38 | 570 | |||||||||
| 14 Sept | 830.15 | 78.6 | 19.3 | 34.04 | 65 | -41 | 986 | |||||||||
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| 17 Aug | 767.00 | 367.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Pnb Housing Fin Ltd. - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.94
Historical price for 760 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 115.5, which was 9.75 higher than the previous day. The implied volatity was 53.53, the open interest changed by -38 which decreased total open position to 570
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 78.6, which was 19.3 higher than the previous day. The implied volatity was 34.04, the open interest changed by -41 which decreased total open position to 986
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 367.65, 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
| PNBHOUSING 30SEP2025 760 PE | |||||||
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Delta: -0.03
Vega: 0.12
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 0.95 | 0.05 | 45.06 | 92 | -1 | 590 |
| 14 Sept | 830.15 | 2.05 | -2.25 | 30.93 | 400 | -64 | 630 |
| 17 Aug | 767.00 | 27.35 | 0.2 | 0.00 | 0 | 0 | 7 |
For Pnb Housing Fin Ltd. - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.03
Historical price for 760 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 45.06, the open interest changed by -1 which decreased total open position to 590
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 2.05, which was -2.25 lower than the previous day. The implied volatity was 30.93, the open interest changed by -64 which decreased total open position to 630
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 27.35, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7
