PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 30SEP2025 900 CE | ||||||||||||||||
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Delta: 0.27
Vega: 0.50
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 869.45 | 6.85 | -1.2 | 27.49 | 3,298 | -44 | 889 | |||||||||
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| 14 Sept | 830.15 | 4.3 | 1.5 | 30.97 | 1,875 | 6 | 815 | |||||||||
| 17 Aug | 767.00 | 23.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Pnb Housing Fin Ltd. - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.27
Historical price for 900 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 6.85, which was -1.2 lower than the previous day. The implied volatity was 27.49, the open interest changed by -44 which decreased total open position to 889
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 4.3, which was 1.5 higher than the previous day. The implied volatity was 30.97, the open interest changed by 6 which increased total open position to 815
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 23.45, 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 0
| PNBHOUSING 30SEP2025 900 PE | |||||||
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Delta: -0.69
Vega: 0.53
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 35.75 | -6.95 | 32.51 | 134 | 12 | 150 |
| 14 Sept | 830.15 | 68.55 | -18.7 | 32.28 | 59 | -8 | 133 |
| 17 Aug | 767.00 | 32.6 | 0 | - | 0 | 0 | 0 |
For Pnb Housing Fin Ltd. - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.69
Historical price for 900 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 35.75, which was -6.95 lower than the previous day. The implied volatity was 32.51, the open interest changed by 12 which increased total open position to 150
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 68.55, which was -18.7 lower than the previous day. The implied volatity was 32.28, the open interest changed by -8 which decreased total open position to 133
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 32.6, 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
