PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
28 Sep 2025 10:10 PM IST
| PNBHOUSING 28-OCT-2025 860 CE | ||||||||||||||||
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Delta: 0.57
Vega: 1.00
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 864.10 | 43 | -27.5 | 36.48 | 120 | 44 | 194 | |||||||||
| 21 Sept | 869.45 | 45.6 | 3.15 | 30.83 | 191 | 102 | 175 | |||||||||
| 14 Sept | 830.15 | 34.25 | 0 | 1.80 | 0 | 0 | 0 | |||||||||
For Pnb Housing Fin Ltd. - strike price 860 expiring on 28OCT2025
Delta for 860 CE is 0.57
Historical price for 860 CE is as follows
On 28 Sept PNBHOUSING was trading at 864.10. The strike last trading price was 43, which was -27.5 lower than the previous day. The implied volatity was 36.48, the open interest changed by 44 which increased total open position to 194
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 45.6, which was 3.15 higher than the previous day. The implied volatity was 30.83, the open interest changed by 102 which increased total open position to 175
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 34.25, which was 0 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
| PNBHOUSING 28OCT2025 860 PE | |||||||
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Delta: -0.43
Vega: 1.01
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 864.10 | 34.35 | 14.25 | 39.32 | 105 | 3 | 171 |
| 21 Sept | 869.45 | 118.45 | 0 | 2.20 | 0 | 0 | 0 |
| 14 Sept | 830.15 | 118.45 | 0 | - | 0 | 0 | 0 |
For Pnb Housing Fin Ltd. - strike price 860 expiring on 28OCT2025
Delta for 860 PE is -0.43
Historical price for 860 PE is as follows
On 28 Sept PNBHOUSING was trading at 864.10. The strike last trading price was 34.35, which was 14.25 higher than the previous day. The implied volatity was 39.32, the open interest changed by 3 which increased total open position to 171
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 118.45, which was 0 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 118.45, 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
