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

107.97 2.97 (2.83%)

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Historical option data for PNB

03 Dec 2024 04:12 PM IST
PNB 26DEC2024 101 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 107.97 6.25 0.00 0.00 0 1 0
2 Dec 105.00 6.25 -0.25 32.32 3 1 13
29 Nov 104.90 6.5 -1.50 33.86 40 -6 12
28 Nov 106.29 8 2.05 31.99 9 5 19
27 Nov 104.38 5.95 -1.15 29.67 2 1 15
26 Nov 105.11 7.1 0.70 35.66 9 6 14
25 Nov 104.11 6.4 2.45 34.09 20 7 9
22 Nov 99.82 3.95 1.05 32.75 15 7 9
21 Nov 96.37 2.9 -3.20 36.34 2 0 0
20 Nov 100.86 6.1 0.00 - 0 0 0
19 Nov 100.86 6.1 0.00 - 0 0 0
18 Nov 100.53 6.1 0.00 - 0 0 0
14 Nov 99.49 6.1 0.00 0.26 0 0 0
13 Nov 100.56 6.1 0.00 - 0 0 0
12 Nov 103.73 6.1 0.00 - 0 0 0
11 Nov 105.14 6.1 0.00 - 0 0 0
8 Nov 104.79 6.1 0.00 - 0 0 0
7 Nov 106.71 6.1 0.00 - 0 0 0
6 Nov 106.98 6.1 0.00 - 0 0 0
5 Nov 104.71 6.1 0.00 - 0 0 0
4 Nov 103.65 6.1 - 0 0 0


For Punjab National Bank - strike price 101 expiring on 26DEC2024

Delta for 101 CE is 0.00

Historical price for 101 CE is as follows

On 3 Dec PNB was trading at 107.97. The strike last trading price was 6.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Dec PNB was trading at 105.00. The strike last trading price was 6.25, which was -0.25 lower than the previous day. The implied volatity was 32.32, the open interest changed by 1 which increased total open position to 13


On 29 Nov PNB was trading at 104.90. The strike last trading price was 6.5, which was -1.50 lower than the previous day. The implied volatity was 33.86, the open interest changed by -6 which decreased total open position to 12


On 28 Nov PNB was trading at 106.29. The strike last trading price was 8, which was 2.05 higher than the previous day. The implied volatity was 31.99, the open interest changed by 5 which increased total open position to 19


On 27 Nov PNB was trading at 104.38. The strike last trading price was 5.95, which was -1.15 lower than the previous day. The implied volatity was 29.67, the open interest changed by 1 which increased total open position to 15


On 26 Nov PNB was trading at 105.11. The strike last trading price was 7.1, which was 0.70 higher than the previous day. The implied volatity was 35.66, the open interest changed by 6 which increased total open position to 14


On 25 Nov PNB was trading at 104.11. The strike last trading price was 6.4, which was 2.45 higher than the previous day. The implied volatity was 34.09, the open interest changed by 7 which increased total open position to 9


On 22 Nov PNB was trading at 99.82. The strike last trading price was 3.95, which was 1.05 higher than the previous day. The implied volatity was 32.75, the open interest changed by 7 which increased total open position to 9


On 21 Nov PNB was trading at 96.37. The strike last trading price was 2.9, which was -3.20 lower than the previous day. The implied volatity was 36.34, the open interest changed by 0 which decreased total open position to 0


On 20 Nov PNB was trading at 100.86. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov PNB was trading at 100.86. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov PNB was trading at 100.53. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov PNB was trading at 99.49. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 13 Nov PNB was trading at 100.56. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov PNB was trading at 103.73. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov PNB was trading at 105.14. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov PNB was trading at 104.79. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov PNB was trading at 106.71. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov PNB was trading at 106.98. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov PNB was trading at 104.71. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov PNB was trading at 103.65. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


PNB 26DEC2024 101 PE
Delta: -0.19
Vega: 0.07
Theta: -0.05
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
3 Dec 107.97 1.05 -0.60 34.70 208 33 144
2 Dec 105.00 1.65 -0.15 33.44 123 33 111
29 Nov 104.90 1.8 0.20 32.78 265 15 67
28 Nov 106.29 1.6 -0.40 36.13 274 23 43
27 Nov 104.38 2 0.00 32.59 31 0 21
26 Nov 105.11 2 -0.20 34.00 23 3 20
25 Nov 104.11 2.2 -1.85 32.84 39 8 15
22 Nov 99.82 4.05 -2.50 32.96 8 4 11
21 Nov 96.37 6.55 2.55 38.10 6 3 7
20 Nov 100.86 4 0.00 33.79 7 4 3
19 Nov 100.86 4 -4.05 33.79 7 3 3
18 Nov 100.53 8.05 0.00 0.77 0 0 0
14 Nov 99.49 8.05 0.00 - 0 0 0
13 Nov 100.56 8.05 0.00 1.11 0 0 0
12 Nov 103.73 8.05 0.00 3.50 0 0 0
11 Nov 105.14 8.05 0.00 4.79 0 0 0
8 Nov 104.79 8.05 0.00 4.23 0 0 0
7 Nov 106.71 8.05 0.00 5.96 0 0 0
6 Nov 106.98 8.05 0.00 6.16 0 0 0
5 Nov 104.71 8.05 0.00 4.32 0 0 0
4 Nov 103.65 8.05 3.58 0 0 0


For Punjab National Bank - strike price 101 expiring on 26DEC2024

Delta for 101 PE is -0.19

Historical price for 101 PE is as follows

On 3 Dec PNB was trading at 107.97. The strike last trading price was 1.05, which was -0.60 lower than the previous day. The implied volatity was 34.70, the open interest changed by 33 which increased total open position to 144


On 2 Dec PNB was trading at 105.00. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 33.44, the open interest changed by 33 which increased total open position to 111


On 29 Nov PNB was trading at 104.90. The strike last trading price was 1.8, which was 0.20 higher than the previous day. The implied volatity was 32.78, the open interest changed by 15 which increased total open position to 67


On 28 Nov PNB was trading at 106.29. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 36.13, the open interest changed by 23 which increased total open position to 43


On 27 Nov PNB was trading at 104.38. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 32.59, the open interest changed by 0 which decreased total open position to 21


On 26 Nov PNB was trading at 105.11. The strike last trading price was 2, which was -0.20 lower than the previous day. The implied volatity was 34.00, the open interest changed by 3 which increased total open position to 20


On 25 Nov PNB was trading at 104.11. The strike last trading price was 2.2, which was -1.85 lower than the previous day. The implied volatity was 32.84, the open interest changed by 8 which increased total open position to 15


On 22 Nov PNB was trading at 99.82. The strike last trading price was 4.05, which was -2.50 lower than the previous day. The implied volatity was 32.96, the open interest changed by 4 which increased total open position to 11


On 21 Nov PNB was trading at 96.37. The strike last trading price was 6.55, which was 2.55 higher than the previous day. The implied volatity was 38.10, the open interest changed by 3 which increased total open position to 7


On 20 Nov PNB was trading at 100.86. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 33.79, the open interest changed by 4 which increased total open position to 3


On 19 Nov PNB was trading at 100.86. The strike last trading price was 4, which was -4.05 lower than the previous day. The implied volatity was 33.79, the open interest changed by 3 which increased total open position to 3


On 18 Nov PNB was trading at 100.53. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0


On 14 Nov PNB was trading at 99.49. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov PNB was trading at 100.56. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0


On 12 Nov PNB was trading at 103.73. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0


On 11 Nov PNB was trading at 105.14. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0


On 8 Nov PNB was trading at 104.79. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0


On 7 Nov PNB was trading at 106.71. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0


On 6 Nov PNB was trading at 106.98. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0


On 5 Nov PNB was trading at 104.71. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0


On 4 Nov PNB was trading at 103.65. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0