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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.