PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 30SEP2025 820 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.09
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 869.45 | 53.75 | 5.85 | 18.90 | 499 | -146 | 541 | |||||||||
| 14 Sept | 830.15 | 27.85 | 9.65 | 25.79 | 3,538 | -296 | 998 | |||||||||
| 17 Aug | 767.00 | 187.6 | 0 | 4.17 | 0 | 0 | 0 | |||||||||
For Pnb Housing Fin Ltd. - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.97
Historical price for 820 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 53.75, which was 5.85 higher than the previous day. The implied volatity was 18.90, the open interest changed by -146 which decreased total open position to 541
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 27.85, which was 9.65 higher than the previous day. The implied volatity was 25.79, the open interest changed by -296 which decreased total open position to 998
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 187.6, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
| PNBHOUSING 30SEP2025 820 PE | |||||||
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Delta: -0.12
Vega: 0.29
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 2.7 | -0.6 | 31.11 | 1,112 | -315 | 783 |
| 14 Sept | 830.15 | 12.7 | -9.95 | 26.92 | 1,849 | 467 | 1,079 |
| 17 Aug | 767.00 | 40 | 26.9 | 0.00 | 1 | 0 | 1 |
For Pnb Housing Fin Ltd. - strike price 820 expiring on 30SEP2025
Delta for 820 PE is -0.12
Historical price for 820 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 2.7, which was -0.6 lower than the previous day. The implied volatity was 31.11, the open interest changed by -315 which decreased total open position to 783
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 12.7, which was -9.95 lower than the previous day. The implied volatity was 26.92, the open interest changed by 467 which increased total open position to 1079
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 40, which was 26.9 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
