PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 30SEP2025 840 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.40
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 869.45 | 37.6 | 5.85 | 25.95 | 1,087 | -230 | 664 | |||||||||
| 14 Sept | 830.15 | 17.8 | 6.65 | 26.70 | 4,868 | 17 | 1,094 | |||||||||
| 17 Aug | 767.00 | 41.8 | -0.1 | 0.00 | 0 | 0 | 6 | |||||||||
For Pnb Housing Fin Ltd. - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.81
Historical price for 840 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 37.6, which was 5.85 higher than the previous day. The implied volatity was 25.95, the open interest changed by -230 which decreased total open position to 664
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 17.8, which was 6.65 higher than the previous day. The implied volatity was 26.70, the open interest changed by 17 which increased total open position to 1094
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 41.8, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 6
| PNBHOUSING 30SEP2025 840 PE | |||||||
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Delta: -0.20
Vega: 0.42
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 4.6 | -2.25 | 27.24 | 2,894 | -135 | 1,653 |
| 14 Sept | 830.15 | 21.6 | -13.9 | 26.47 | 502 | -5 | 204 |
| 17 Aug | 767.00 | 62 | 0 | 0.00 | 0 | 0 | 2 |
For Pnb Housing Fin Ltd. - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -0.20
Historical price for 840 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 4.6, which was -2.25 lower than the previous day. The implied volatity was 27.24, the open interest changed by -135 which decreased total open position to 1653
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 21.6, which was -13.9 lower than the previous day. The implied volatity was 26.47, the open interest changed by -5 which decreased total open position to 204
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 62, 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 2
