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

96.37 -4.49 (-4.45%)

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Historical option data for PNB

21 Nov 2024 04:12 PM IST
PNB 28NOV2024 101 CE
Delta: 0.21
Vega: 0.04
Theta: -0.11
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 0.6 -1.40 37.67 1,095 51 327
20 Nov 100.86 2 0.00 32.90 541 -40 272
19 Nov 100.86 2 -0.15 32.90 541 -44 272
18 Nov 100.53 2.15 0.20 33.27 1,510 -22 316
14 Nov 99.49 1.95 -0.75 30.69 885 127 348
13 Nov 100.56 2.7 -1.80 31.76 272 37 220
12 Nov 103.73 4.5 -1.45 32.69 18 0 183
11 Nov 105.14 5.95 0.80 36.21 6 -1 183
8 Nov 104.79 5.15 -2.25 28.11 57 2 184
7 Nov 106.71 7.4 -0.40 34.64 70 -1 182
6 Nov 106.98 7.8 1.40 35.11 53 1 183
5 Nov 104.71 6.4 0.50 38.26 369 23 182
4 Nov 103.65 5.9 1.60 38.31 1,062 35 166
1 Nov 100.98 4.3 1.30 35.45 185 28 132
31 Oct 97.90 3 1.05 - 6 0 104
30 Oct 99.96 1.95 0.00 - 0 -13 0
29 Oct 101.33 1.95 -1.95 - 13 -10 107
28 Oct 98.64 3.9 0.75 - 333 110 117
25 Oct 95.72 3.15 -0.95 - 23 3 7
24 Oct 98.75 4.1 -8.05 - 7 4 4
23 Oct 96.68 12.15 0.00 - 0 0 0
22 Oct 94.95 12.15 0.00 - 0 0 0
21 Oct 102.29 12.15 0.00 - 0 0 0
18 Oct 103.27 12.15 0.00 - 0 0 0
17 Oct 102.46 12.15 0.00 - 0 0 0
16 Oct 105.05 12.15 0.00 - 0 0 0
15 Oct 104.98 12.15 0.00 - 0 0 0
14 Oct 105.01 12.15 0.00 - 0 0 0
11 Oct 104.91 12.15 0.00 - 0 0 0
10 Oct 103.69 12.15 0.00 - 0 0 0
9 Oct 104.10 12.15 0.00 - 0 0 0
8 Oct 102.49 12.15 0.00 - 0 0 0
7 Oct 102.07 12.15 0.00 - 0 0 0
4 Oct 105.85 12.15 0.00 - 0 0 0
3 Oct 105.06 12.15 0.00 - 0 0 0
1 Oct 105.21 12.15 0.00 - 0 0 0
30 Sept 107.21 12.15 0.00 - 0 0 0
27 Sept 109.22 12.15 - 0 0 0


For Punjab National Bank - strike price 101 expiring on 28NOV2024

Delta for 101 CE is 0.21

Historical price for 101 CE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 0.6, which was -1.40 lower than the previous day. The implied volatity was 37.67, the open interest changed by 51 which increased total open position to 327


On 20 Nov PNB was trading at 100.86. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 32.90, the open interest changed by -40 which decreased total open position to 272


On 19 Nov PNB was trading at 100.86. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 32.90, the open interest changed by -44 which decreased total open position to 272


On 18 Nov PNB was trading at 100.53. The strike last trading price was 2.15, which was 0.20 higher than the previous day. The implied volatity was 33.27, the open interest changed by -22 which decreased total open position to 316


On 14 Nov PNB was trading at 99.49. The strike last trading price was 1.95, which was -0.75 lower than the previous day. The implied volatity was 30.69, the open interest changed by 127 which increased total open position to 348


On 13 Nov PNB was trading at 100.56. The strike last trading price was 2.7, which was -1.80 lower than the previous day. The implied volatity was 31.76, the open interest changed by 37 which increased total open position to 220


On 12 Nov PNB was trading at 103.73. The strike last trading price was 4.5, which was -1.45 lower than the previous day. The implied volatity was 32.69, the open interest changed by 0 which decreased total open position to 183


On 11 Nov PNB was trading at 105.14. The strike last trading price was 5.95, which was 0.80 higher than the previous day. The implied volatity was 36.21, the open interest changed by -1 which decreased total open position to 183


On 8 Nov PNB was trading at 104.79. The strike last trading price was 5.15, which was -2.25 lower than the previous day. The implied volatity was 28.11, the open interest changed by 2 which increased total open position to 184


On 7 Nov PNB was trading at 106.71. The strike last trading price was 7.4, which was -0.40 lower than the previous day. The implied volatity was 34.64, the open interest changed by -1 which decreased total open position to 182


On 6 Nov PNB was trading at 106.98. The strike last trading price was 7.8, which was 1.40 higher than the previous day. The implied volatity was 35.11, the open interest changed by 1 which increased total open position to 183


On 5 Nov PNB was trading at 104.71. The strike last trading price was 6.4, which was 0.50 higher than the previous day. The implied volatity was 38.26, the open interest changed by 23 which increased total open position to 182


On 4 Nov PNB was trading at 103.65. The strike last trading price was 5.9, which was 1.60 higher than the previous day. The implied volatity was 38.31, the open interest changed by 35 which increased total open position to 166


On 1 Nov PNB was trading at 100.98. The strike last trading price was 4.3, which was 1.30 higher than the previous day. The implied volatity was 35.45, the open interest changed by 28 which increased total open position to 132


On 31 Oct PNB was trading at 97.90. The strike last trading price was 3, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct PNB was trading at 99.96. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct PNB was trading at 101.33. The strike last trading price was 1.95, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct PNB was trading at 98.64. The strike last trading price was 3.9, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct PNB was trading at 95.72. The strike last trading price was 3.15, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PNB was trading at 98.75. The strike last trading price was 4.1, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PNB was trading at 96.68. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct PNB was trading at 94.95. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct PNB was trading at 102.29. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PNB was trading at 103.27. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct PNB was trading at 102.46. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct PNB was trading at 105.05. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct PNB was trading at 104.98. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct PNB was trading at 105.01. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct PNB was trading at 104.91. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct PNB was trading at 103.69. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct PNB was trading at 104.10. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct PNB was trading at 102.49. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct PNB was trading at 102.07. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct PNB was trading at 105.85. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct PNB was trading at 105.06. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct PNB was trading at 105.21. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept PNB was trading at 107.21. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept PNB was trading at 109.22. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PNB 28NOV2024 101 PE
Delta: -0.77
Vega: 0.04
Theta: -0.09
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 4.9 2.65 40.03 383 -64 186
20 Nov 100.86 2.25 0.00 34.47 984 -29 254
19 Nov 100.86 2.25 -0.05 34.47 984 -25 254
18 Nov 100.53 2.3 -0.60 33.67 824 39 278
14 Nov 99.49 2.9 0.40 30.52 1,028 38 239
13 Nov 100.56 2.5 1.00 32.06 941 63 200
12 Nov 103.73 1.5 0.40 31.96 537 -8 142
11 Nov 105.14 1.1 -0.25 31.59 508 4 151
8 Nov 104.79 1.35 0.25 30.59 480 13 142
7 Nov 106.71 1.1 0.10 33.58 384 -3 128
6 Nov 106.98 1 -1.05 32.56 565 3 131
5 Nov 104.71 2.05 -0.50 37.02 713 13 128
4 Nov 103.65 2.55 -0.95 38.43 578 52 113
1 Nov 100.98 3.5 -2.40 35.91 23 12 63
31 Oct 97.90 5.9 0.90 - 2 0 50
30 Oct 99.96 5 0.00 - 0 0 0
29 Oct 101.33 5 0.00 - 0 42 0
28 Oct 98.64 5 -2.60 - 85 42 48
25 Oct 95.72 7.6 2.45 - 3 1 6
24 Oct 98.75 5.15 0.55 - 5 4 4
23 Oct 96.68 4.6 0.00 - 0 0 0
22 Oct 94.95 4.6 0.00 - 0 0 0
21 Oct 102.29 4.6 0.00 - 0 0 0
18 Oct 103.27 4.6 0.00 - 0 0 0
17 Oct 102.46 4.6 0.00 - 0 0 0
16 Oct 105.05 4.6 0.00 - 0 0 0
15 Oct 104.98 4.6 0.00 - 0 0 0
14 Oct 105.01 4.6 0.00 - 0 0 0
11 Oct 104.91 4.6 0.00 - 0 0 0
10 Oct 103.69 4.6 0.00 - 0 0 0
9 Oct 104.10 4.6 0.00 - 0 0 0
8 Oct 102.49 4.6 0.00 - 0 0 0
7 Oct 102.07 4.6 0.00 - 0 0 0
4 Oct 105.85 4.6 0.00 - 0 0 0
3 Oct 105.06 4.6 0.00 - 0 0 0
1 Oct 105.21 4.6 0.00 - 0 0 0
30 Sept 107.21 4.6 0.00 - 0 0 0
27 Sept 109.22 4.6 - 0 0 0


For Punjab National Bank - strike price 101 expiring on 28NOV2024

Delta for 101 PE is -0.77

Historical price for 101 PE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 4.9, which was 2.65 higher than the previous day. The implied volatity was 40.03, the open interest changed by -64 which decreased total open position to 186


On 20 Nov PNB was trading at 100.86. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 34.47, the open interest changed by -29 which decreased total open position to 254


On 19 Nov PNB was trading at 100.86. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 34.47, the open interest changed by -25 which decreased total open position to 254


On 18 Nov PNB was trading at 100.53. The strike last trading price was 2.3, which was -0.60 lower than the previous day. The implied volatity was 33.67, the open interest changed by 39 which increased total open position to 278


On 14 Nov PNB was trading at 99.49. The strike last trading price was 2.9, which was 0.40 higher than the previous day. The implied volatity was 30.52, the open interest changed by 38 which increased total open position to 239


On 13 Nov PNB was trading at 100.56. The strike last trading price was 2.5, which was 1.00 higher than the previous day. The implied volatity was 32.06, the open interest changed by 63 which increased total open position to 200


On 12 Nov PNB was trading at 103.73. The strike last trading price was 1.5, which was 0.40 higher than the previous day. The implied volatity was 31.96, the open interest changed by -8 which decreased total open position to 142


On 11 Nov PNB was trading at 105.14. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 31.59, the open interest changed by 4 which increased total open position to 151


On 8 Nov PNB was trading at 104.79. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was 30.59, the open interest changed by 13 which increased total open position to 142


On 7 Nov PNB was trading at 106.71. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 33.58, the open interest changed by -3 which decreased total open position to 128


On 6 Nov PNB was trading at 106.98. The strike last trading price was 1, which was -1.05 lower than the previous day. The implied volatity was 32.56, the open interest changed by 3 which increased total open position to 131


On 5 Nov PNB was trading at 104.71. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 37.02, the open interest changed by 13 which increased total open position to 128


On 4 Nov PNB was trading at 103.65. The strike last trading price was 2.55, which was -0.95 lower than the previous day. The implied volatity was 38.43, the open interest changed by 52 which increased total open position to 113


On 1 Nov PNB was trading at 100.98. The strike last trading price was 3.5, which was -2.40 lower than the previous day. The implied volatity was 35.91, the open interest changed by 12 which increased total open position to 63


On 31 Oct PNB was trading at 97.90. The strike last trading price was 5.9, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct PNB was trading at 99.96. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct PNB was trading at 101.33. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct PNB was trading at 98.64. The strike last trading price was 5, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct PNB was trading at 95.72. The strike last trading price was 7.6, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PNB was trading at 98.75. The strike last trading price was 5.15, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PNB was trading at 96.68. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct PNB was trading at 94.95. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct PNB was trading at 102.29. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PNB was trading at 103.27. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct PNB was trading at 102.46. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct PNB was trading at 105.05. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct PNB was trading at 104.98. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct PNB was trading at 105.01. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct PNB was trading at 104.91. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct PNB was trading at 103.69. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct PNB was trading at 104.10. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct PNB was trading at 102.49. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct PNB was trading at 102.07. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct PNB was trading at 105.85. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct PNB was trading at 105.06. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct PNB was trading at 105.21. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept PNB was trading at 107.21. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept PNB was trading at 109.22. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to