PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 28OCT2025 840 CE | ||||||||||||||||
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Delta: 0.69
Vega: 1.01
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 869.45 | 60.4 | 9.7 | 33.42 | 384 | 250 | 335 | |||||||||
| 14 Sept | 830.15 | 35.5 | 10.5 | 29.15 | 69 | 14 | 18 | |||||||||
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| 17 Aug | 767.00 | 0 | 0 | 4.31 | 0 | 0 | 0 | |||||||||
For Pnb Housing Fin Ltd. - strike price 840 expiring on 28OCT2025
Delta for 840 CE is 0.69
Historical price for 840 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 60.4, which was 9.7 higher than the previous day. The implied volatity was 33.42, the open interest changed by 250 which increased total open position to 335
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 35.5, which was 10.5 higher than the previous day. The implied volatity was 29.15, the open interest changed by 14 which increased total open position to 18
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
| PNBHOUSING 28OCT2025 840 PE | |||||||
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Delta: -0.31
Vega: 1.01
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 20.55 | -2.95 | 33.50 | 101 | 72 | 72 |
| 14 Sept | 830.15 | 25.85 | 0 | 0.29 | 0 | 0 | 0 |
| 17 Aug | 767.00 | 25.85 | 0 | - | 0 | 0 | 0 |
For Pnb Housing Fin Ltd. - strike price 840 expiring on 28OCT2025
Delta for 840 PE is -0.31
Historical price for 840 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 20.55, which was -2.95 lower than the previous day. The implied volatity was 33.50, the open interest changed by 72 which increased total open position to 72
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 25.85, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 25.85, 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
