PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 30SEP2025 920 CE | ||||||||||||||||
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Delta: 0.17
Vega: 0.38
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 869.45 | 4.15 | -1 | 30.58 | 1,360 | 83 | 393 | |||||||||
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| 14 Sept | 830.15 | 2.9 | 1 | 33.09 | 298 | 39 | 213 | |||||||||
| 17 Aug | 767.00 | 233.35 | 0 | 12.45 | 0 | 0 | 0 | |||||||||
For Pnb Housing Fin Ltd. - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.17
Historical price for 920 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 4.15, which was -1 lower than the previous day. The implied volatity was 30.58, the open interest changed by 83 which increased total open position to 393
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 2.9, which was 1 higher than the previous day. The implied volatity was 33.09, the open interest changed by 39 which increased total open position to 213
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 233.35, which was 0 lower than the previous day. The implied volatity was 12.45, the open interest changed by 0 which decreased total open position to 0
| PNBHOUSING 30SEP2025 920 PE | |||||||
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Delta: -0.78
Vega: 0.45
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 52.95 | -7.8 | 36.74 | 44 | 3 | 110 |
| 14 Sept | 830.15 | 87.2 | -23.8 | 35.17 | 64 | 35 | 96 |
| 17 Aug | 767.00 | 28.4 | 0 | - | 0 | 0 | 0 |
For Pnb Housing Fin Ltd. - strike price 920 expiring on 30SEP2025
Delta for 920 PE is -0.78
Historical price for 920 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 52.95, which was -7.8 lower than the previous day. The implied volatity was 36.74, the open interest changed by 3 which increased total open position to 110
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 87.2, which was -23.8 lower than the previous day. The implied volatity was 35.17, the open interest changed by 35 which increased total open position to 96
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 28.4, 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
