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[--[65.84.65.76]--]
PNB
Punjab National Bank

105 0.10 (0.10%)

Option Chain for PNB

02 Dec 2024 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 8000

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 1 0 0.00 25.70 0.00 80 0.00 0.15 57.29 2 1 2 -0.02
0.00 0 0 0 0.00 18.85 0.00 81 0.00 1.05 0.00 0 0 0 0.00
- 0 0 0 - 27.85 0.00 82 0.00 1.05 27.44 0 0 0 -0.00
0.00 0 0 0 0.00 17.20 0.00 83 0.00 1.40 0.00 0 0 0 0.00
- 0 0 0 - 26.15 0.00 84 0.00 1.35 0.00 0 0 0 0.00
- 0 0 0 - 15.60 0.00 85 0.00 0.15 46.47 10 4 120 -0.03
- 0 0 0 - 24.50 0.00 86 0.00 1.65 0.00 0 0 0 0.00
- 0 0 0 - 14.10 0.00 87 0.00 2.25 0.00 0 0 0 0.00
- 0 0 0 - 22.90 0.00 88 -0.55 0.20 42.57 1 0 1 -0.04
0.00 0 0 0 0.00 12.70 0.00 89 -0.05 0.25 42.23 31 11 33 -0.05
0.97 13 -3 5 34.72 15.75 0.85 90 -0.10 0.25 40.10 177 52 675 -0.05
0.00 0 0 0 0.00 11.35 0.00 91 0.00 0.35 0.00 0 5 0 0.00
- 0 0 0 - 19.85 0.00 92 -0.05 0.35 38.58 82 2 197 -0.07
0.00 0 0 0 0.00 10.15 0.00 93 -0.10 0.40 37.49 23 4 50 -0.08
- 0 0 0 - 18.45 0.00 94 0.00 0.55 38.15 21 8 111 -0.11
0.00 0 37 0 0.00 11.65 0.00 95 -0.15 0.55 35.83 204 -5 648 -0.11
0.84 8 0 1 39.27 10.50 0.75 96 -0.15 0.70 35.94 83 57 158 -0.14
0.00 0 0 0 0.00 9.80 0.00 97 -0.05 0.90 36.37 65 10 176 -0.17
0.00 0 -1 0 0.00 8.00 0.00 98 -0.15 1.00 34.94 151 28 208 -0.19
0.00 0 78 0 0.00 7.90 0.00 99 -0.10 1.20 34.61 231 35 97 -0.22
0.75 542 -9 235 35.13 7.20 0.05 100 -0.10 1.40 33.91 498 35 826 -0.25
0.72 13 1 3 32.32 6.25 -0.25 101 -0.15 1.65 33.44 123 33 111 -0.28
0.68 119 5 25 32.52 5.60 -0.15 102 -0.15 1.90 32.61 778 32 379 -0.32
0.63 77 -5 120 34.26 5.15 0.05 103 -0.15 2.30 32.92 628 73 196 -0.36
0.59 159 18 452 33.55 4.50 0.05 104 -0.15 2.70 32.80 693 93 330 -0.41
0.55 1,494 210 1,952 33.39 3.95 0.10 105 -0.20 3.10 32.25 1,271 94 918 -0.45
0.50 509 106 889 32.83 3.40 0.00 106 -0.20 3.55 31.76 432 52 357 -0.50
0.46 524 45 701 32.80 2.95 0.00 107 -0.15 4.10 31.78 339 36 243 -0.54
0.41 328 40 521 31.87 2.45 -0.05 108 -0.10 4.75 32.33 179 25 211 -0.58
0.37 167 37 217 31.96 2.10 0.00 109 -0.05 5.40 32.48 37 2 47 -0.63
0.33 1,921 206 1,478 31.62 1.75 -0.05 110 0.00 6.05 32.24 135 61 796 -0.67
0.29 104 20 147 31.38 1.45 -0.05 111 0.00 6.55 0.00 0 33 0 0.00
0.25 315 81 317 31.27 1.20 -0.05 112 0.00 7.30 0.00 0 4 0 0.00
0.22 273 30 121 31.35 1.00 0.00 113 0.00 16.35 - 0 0 0 -
0.19 71 -21 123 31.73 0.85 -0.10 114 0.00 12.45 - 0 0 0 -
0.17 1,117 78 1,097 32.52 0.75 0.05 115 -0.10 9.90 31.68 31 25 370 -0.84
0.14 95 44 96 32.27 0.60 0.00 116 0.00 13.65 - 0 0 0 -
0.12 68 28 69 32.49 0.50 -0.05 117 0.00 11.45 0.00 0 0 0 0.00
0.11 109 44 93 33.41 0.45 0.05 118 0.00 11.25 0.00 0 0 0 0.00
0.09 26 1 7 33.05 0.35 -0.05 119 0.00 21.30 0.00 0 0 0 0.00
0.08 2,122 194 590 34.77 0.35 0.00 120 0.00 14.30 0.00 0 10 0 0.00
0.00 0 0 0 0.00 0.00 0.00 121 0.00 0.00 0.00 0 0 0 0.00
0.05 488 41 60 33.79 0.20 -0.05 122 0.00 14.80 0.00 0 0 0 0.00
10,662 7,260
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.