PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 30SEP2025 860 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.55
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 869.45 | 21.25 | 1.5 | 22.34 | 4,445 | -112 | 740 | |||||||||
| 14 Sept | 830.15 | 10.8 | 4 | 27.52 | 2,065 | 97 | 706 | |||||||||
| 17 Aug | 767.00 | 156.25 | 0 | 7.52 | 0 | 0 | 0 | |||||||||
For Pnb Housing Fin Ltd. - strike price 860 expiring on 30SEP2025
Delta for 860 CE is 0.66
Historical price for 860 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 21.25, which was 1.5 higher than the previous day. The implied volatity was 22.34, the open interest changed by -112 which decreased total open position to 740
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 10.8, which was 4 higher than the previous day. The implied volatity was 27.52, the open interest changed by 97 which increased total open position to 706
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 156.25, which was 0 lower than the previous day. The implied volatity was 7.52, the open interest changed by 0 which decreased total open position to 0
| PNBHOUSING 30SEP2025 860 PE | |||||||
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Delta: -0.35
Vega: 0.56
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 8.8 | -5.95 | 24.39 | 2,646 | 1,062 | 1,467 |
| 14 Sept | 830.15 | 35 | -16 | 28.01 | 60 | 19 | 53 |
| 17 Aug | 767.00 | 21.3 | 0 | - | 0 | 0 | 0 |
For Pnb Housing Fin Ltd. - strike price 860 expiring on 30SEP2025
Delta for 860 PE is -0.35
Historical price for 860 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 8.8, which was -5.95 lower than the previous day. The implied volatity was 24.39, the open interest changed by 1062 which increased total open position to 1467
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 35, which was -16 lower than the previous day. The implied volatity was 28.01, the open interest changed by 19 which increased total open position to 53
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 21.3, 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
