PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 30SEP2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.60
Theta: -0.77
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 869.45 | 11.85 | -0.7 | 24.46 | 4,926 | 8 | 705 | |||||||||
| 14 Sept | 830.15 | 6.8 | 2.55 | 29.27 | 762 | 101 | 407 | |||||||||
| 17 Aug | 767.00 | 32.7 | -231.55 | 0.00 | 1 | 0 | 1 | |||||||||
For Pnb Housing Fin Ltd. - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.44
Historical price for 880 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 11.85, which was -0.7 lower than the previous day. The implied volatity was 24.46, the open interest changed by 8 which increased total open position to 705
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 6.8, which was 2.55 higher than the previous day. The implied volatity was 29.27, the open interest changed by 101 which increased total open position to 407
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 32.7, which was -231.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
| PNBHOUSING 30SEP2025 880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.60
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 20.15 | -7.35 | 27.72 | 706 | 45 | 210 |
| 14 Sept | 830.15 | 51.3 | -21.15 | 30.57 | 58 | 5 | 33 |
| 17 Aug | 767.00 | 19.95 | 0 | - | 0 | 0 | 0 |
For Pnb Housing Fin Ltd. - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.55
Historical price for 880 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 20.15, which was -7.35 lower than the previous day. The implied volatity was 27.72, the open interest changed by 45 which increased total open position to 210
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 51.3, which was -21.15 lower than the previous day. The implied volatity was 30.57, the open interest changed by 5 which increased total open position to 33
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 19.95, 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
