PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 30SEP2025 940 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.29
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 869.45 | 2.7 | -0.75 | 33.83 | 554 | 37 | 191 | |||||||||
| 14 Sept | 830.15 | 103 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 767.00 | 103 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Pnb Housing Fin Ltd. - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.11
Historical price for 940 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 33.83, the open interest changed by 37 which increased total open position to 191
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 103, 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
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 103, 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 940 PE | |||||||
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Delta: -0.80
Vega: 0.42
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 73.55 | 26.25 | 46.87 | 14 | 2 | 2 |
| 14 Sept | 830.15 | 47.3 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 767.00 | 47.3 | 0 | 0.00 | 0 | 0 | 0 |
For Pnb Housing Fin Ltd. - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -0.80
Historical price for 940 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 73.55, which was 26.25 higher than the previous day. The implied volatity was 46.87, the open interest changed by 2 which increased total open position to 2
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 47.3, 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
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 47.3, 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
