PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
21 Sep 2025 04:15 PM IST
| PNBHOUSING 30SEP2025 960 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.21
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 869.45 | 1.7 | -0.55 | 36.30 | 806 | -118 | 207 | |||||||||
| 14 Sept | 830.15 | 1.5 | 0.6 | 37.54 | 134 | 36 | 113 | |||||||||
| 17 Aug | 767.00 | 204.6 | 0 | 15.64 | 0 | 0 | 0 | |||||||||
For Pnb Housing Fin Ltd. - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.07
Historical price for 960 CE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 36.30, the open interest changed by -118 which decreased total open position to 207
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 1.5, which was 0.6 higher than the previous day. The implied volatity was 37.54, the open interest changed by 36 which increased total open position to 113
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 204.6, which was 0 lower than the previous day. The implied volatity was 15.64, the open interest changed by 0 which decreased total open position to 0
| PNBHOUSING 30SEP2025 960 PE | |||||||
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Delta: -0.87
Vega: 0.33
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 869.45 | 90.75 | -8.6 | 47.20 | 28 | -1 | 36 |
| 14 Sept | 830.15 | 165.45 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 767.00 | 29.9 | 0 | 0.00 | 0 | 0 | 2 |
For Pnb Housing Fin Ltd. - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.87
Historical price for 960 PE is as follows
On 21 Sept PNBHOUSING was trading at 869.45. The strike last trading price was 90.75, which was -8.6 lower than the previous day. The implied volatity was 47.20, the open interest changed by -1 which decreased total open position to 36
On 14 Sept PNBHOUSING was trading at 830.15. The strike last trading price was 165.45, 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
On 17 Aug PNBHOUSING was trading at 767.00. The strike last trading price was 29.9, 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 2
