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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 102 CE
Delta: 0.17
Vega: 0.03
Theta: -0.10
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 0.45 -1.10 38.39 1,100 93 399
20 Nov 100.86 1.55 0.00 32.73 1,494 -72 295
19 Nov 100.86 1.55 -0.10 32.73 1,494 -83 295
18 Nov 100.53 1.65 0.15 32.41 1,887 -19 378
14 Nov 99.49 1.5 -0.75 29.91 1,306 119 397
13 Nov 100.56 2.25 -1.65 31.99 755 104 279
12 Nov 103.73 3.9 -0.95 32.96 79 -5 175
11 Nov 105.14 4.85 0.15 30.85 64 0 181
8 Nov 104.79 4.7 -1.85 30.76 131 4 182
7 Nov 106.71 6.55 -0.25 33.17 55 -12 183
6 Nov 106.98 6.8 1.15 31.88 197 -8 196
5 Nov 104.71 5.65 0.40 36.98 805 16 205
4 Nov 103.65 5.25 1.35 37.71 1,669 44 190
1 Nov 100.98 3.9 1.60 36.28 148 15 146
31 Oct 97.90 2.3 -1.30 - 8 -2 132
30 Oct 99.96 3.6 -0.50 - 2 -1 135
29 Oct 101.33 4.1 0.80 - 21 -20 137
28 Oct 98.64 3.3 0.30 - 435 127 156
25 Oct 95.72 3 -0.65 - 45 22 29
24 Oct 98.75 3.65 -7.90 - 11 7 7
23 Oct 96.68 11.55 0.00 - 0 0 0
22 Oct 94.95 11.55 0.00 - 0 0 0
21 Oct 102.29 11.55 0.00 - 0 0 0
18 Oct 103.27 11.55 0.00 - 0 0 0
17 Oct 102.46 11.55 0.00 - 0 0 0
16 Oct 105.05 11.55 0.00 - 0 0 0
15 Oct 104.98 11.55 0.00 - 0 0 0
14 Oct 105.01 11.55 0.00 - 0 0 0
11 Oct 104.91 11.55 0.00 - 0 0 0
10 Oct 103.69 11.55 0.00 - 0 0 0
9 Oct 104.10 11.55 0.00 - 0 0 0
8 Oct 102.49 11.55 0.00 - 0 0 0
7 Oct 102.07 11.55 0.00 - 0 0 0
4 Oct 105.85 11.55 0.00 - 0 0 0
3 Oct 105.06 11.55 0.00 - 0 0 0
1 Oct 105.21 11.55 0.00 - 0 0 0
30 Sept 107.21 11.55 0.00 - 0 0 0
27 Sept 109.22 11.55 - 0 0 0


For Punjab National Bank - strike price 102 expiring on 28NOV2024

Delta for 102 CE is 0.17

Historical price for 102 CE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 0.45, which was -1.10 lower than the previous day. The implied volatity was 38.39, the open interest changed by 93 which increased total open position to 399


On 20 Nov PNB was trading at 100.86. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 32.73, the open interest changed by -72 which decreased total open position to 295


On 19 Nov PNB was trading at 100.86. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 32.73, the open interest changed by -83 which decreased total open position to 295


On 18 Nov PNB was trading at 100.53. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 32.41, the open interest changed by -19 which decreased total open position to 378


On 14 Nov PNB was trading at 99.49. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 29.91, the open interest changed by 119 which increased total open position to 397


On 13 Nov PNB was trading at 100.56. The strike last trading price was 2.25, which was -1.65 lower than the previous day. The implied volatity was 31.99, the open interest changed by 104 which increased total open position to 279


On 12 Nov PNB was trading at 103.73. The strike last trading price was 3.9, which was -0.95 lower than the previous day. The implied volatity was 32.96, the open interest changed by -5 which decreased total open position to 175


On 11 Nov PNB was trading at 105.14. The strike last trading price was 4.85, which was 0.15 higher than the previous day. The implied volatity was 30.85, the open interest changed by 0 which decreased total open position to 181


On 8 Nov PNB was trading at 104.79. The strike last trading price was 4.7, which was -1.85 lower than the previous day. The implied volatity was 30.76, the open interest changed by 4 which increased total open position to 182


On 7 Nov PNB was trading at 106.71. The strike last trading price was 6.55, which was -0.25 lower than the previous day. The implied volatity was 33.17, the open interest changed by -12 which decreased total open position to 183


On 6 Nov PNB was trading at 106.98. The strike last trading price was 6.8, which was 1.15 higher than the previous day. The implied volatity was 31.88, the open interest changed by -8 which decreased total open position to 196


On 5 Nov PNB was trading at 104.71. The strike last trading price was 5.65, which was 0.40 higher than the previous day. The implied volatity was 36.98, the open interest changed by 16 which increased total open position to 205


On 4 Nov PNB was trading at 103.65. The strike last trading price was 5.25, which was 1.35 higher than the previous day. The implied volatity was 37.71, the open interest changed by 44 which increased total open position to 190


On 1 Nov PNB was trading at 100.98. The strike last trading price was 3.9, which was 1.60 higher than the previous day. The implied volatity was 36.28, the open interest changed by 15 which increased total open position to 146


On 31 Oct PNB was trading at 97.90. The strike last trading price was 2.3, which was -1.30 lower 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 3.6, which was -0.50 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 4.1, which was 0.80 higher 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 3.3, which was 0.30 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, which was -0.65 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 3.65, which was -7.90 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PNB 28NOV2024 102 PE
Delta: -0.77
Vega: 0.04
Theta: -0.12
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 6.05 3.30 48.95 246 -21 251
20 Nov 100.86 2.75 0.00 33.57 1,405 -11 268
19 Nov 100.86 2.75 -0.05 33.57 1,405 -15 268
18 Nov 100.53 2.8 -0.75 32.86 587 -1 283
14 Nov 99.49 3.55 0.60 31.12 1,033 39 284
13 Nov 100.56 2.95 1.15 31.11 1,329 49 246
12 Nov 103.73 1.8 0.45 31.08 627 -48 199
11 Nov 105.14 1.35 -0.35 31.03 579 62 253
8 Nov 104.79 1.7 0.40 30.84 581 21 190
7 Nov 106.71 1.3 0.10 32.86 311 -21 170
6 Nov 106.98 1.2 -1.15 32.04 529 17 193
5 Nov 104.71 2.35 -0.55 36.37 629 -28 173
4 Nov 103.65 2.9 -1.05 37.90 763 156 201
1 Nov 100.98 3.95 -2.35 35.44 21 8 46
31 Oct 97.90 6.3 0.00 - 0 0 0
30 Oct 99.96 6.3 0.00 - 0 0 38
29 Oct 101.33 6.3 0.00 - 0 0 38
28 Oct 98.64 6.3 0.30 - 62 35 35
25 Oct 95.72 6 0.00 - 0 1 0
24 Oct 98.75 6 1.00 - 2 1 1
23 Oct 96.68 5 0.00 - 0 0 0
22 Oct 94.95 5 0.00 - 0 0 0
21 Oct 102.29 5 0.00 - 0 0 0
18 Oct 103.27 5 0.00 - 0 0 0
17 Oct 102.46 5 0.00 - 0 0 0
16 Oct 105.05 5 0.00 - 0 0 0
15 Oct 104.98 5 0.00 - 0 0 0
14 Oct 105.01 5 0.00 - 0 0 0
11 Oct 104.91 5 0.00 - 0 0 0
10 Oct 103.69 5 0.00 - 0 0 0
9 Oct 104.10 5 0.00 - 0 0 0
8 Oct 102.49 5 0.00 - 0 0 0
7 Oct 102.07 5 0.00 - 0 0 0
4 Oct 105.85 5 0.00 - 0 0 0
3 Oct 105.06 5 0.00 - 0 0 0
1 Oct 105.21 5 0.00 - 0 0 0
30 Sept 107.21 5 0.00 - 0 0 0
27 Sept 109.22 5 - 0 0 0


For Punjab National Bank - strike price 102 expiring on 28NOV2024

Delta for 102 PE is -0.77

Historical price for 102 PE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 6.05, which was 3.30 higher than the previous day. The implied volatity was 48.95, the open interest changed by -21 which decreased total open position to 251


On 20 Nov PNB was trading at 100.86. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 33.57, the open interest changed by -11 which decreased total open position to 268


On 19 Nov PNB was trading at 100.86. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 33.57, the open interest changed by -15 which decreased total open position to 268


On 18 Nov PNB was trading at 100.53. The strike last trading price was 2.8, which was -0.75 lower than the previous day. The implied volatity was 32.86, the open interest changed by -1 which decreased total open position to 283


On 14 Nov PNB was trading at 99.49. The strike last trading price was 3.55, which was 0.60 higher than the previous day. The implied volatity was 31.12, the open interest changed by 39 which increased total open position to 284


On 13 Nov PNB was trading at 100.56. The strike last trading price was 2.95, which was 1.15 higher than the previous day. The implied volatity was 31.11, the open interest changed by 49 which increased total open position to 246


On 12 Nov PNB was trading at 103.73. The strike last trading price was 1.8, which was 0.45 higher than the previous day. The implied volatity was 31.08, the open interest changed by -48 which decreased total open position to 199


On 11 Nov PNB was trading at 105.14. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 31.03, the open interest changed by 62 which increased total open position to 253


On 8 Nov PNB was trading at 104.79. The strike last trading price was 1.7, which was 0.40 higher than the previous day. The implied volatity was 30.84, the open interest changed by 21 which increased total open position to 190


On 7 Nov PNB was trading at 106.71. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 32.86, the open interest changed by -21 which decreased total open position to 170


On 6 Nov PNB was trading at 106.98. The strike last trading price was 1.2, which was -1.15 lower than the previous day. The implied volatity was 32.04, the open interest changed by 17 which increased total open position to 193


On 5 Nov PNB was trading at 104.71. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 36.37, the open interest changed by -28 which decreased total open position to 173


On 4 Nov PNB was trading at 103.65. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was 37.90, the open interest changed by 156 which increased total open position to 201


On 1 Nov PNB was trading at 100.98. The strike last trading price was 3.95, which was -2.35 lower than the previous day. The implied volatity was 35.44, the open interest changed by 8 which increased total open position to 46


On 31 Oct PNB was trading at 97.90. The strike last trading price was 6.3, 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 Oct PNB was trading at 99.96. The strike last trading price was 6.3, 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 6.3, 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 6.3, which was 0.30 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 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 24 Oct PNB was trading at 98.75. The strike last trading price was 6, which was 1.00 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 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 22 Oct PNB was trading at 94.95. 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 21 Oct PNB was trading at 102.29. 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 18 Oct PNB was trading at 103.27. 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 17 Oct PNB was trading at 102.46. 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 16 Oct PNB was trading at 105.05. 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 15 Oct PNB was trading at 104.98. 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 14 Oct PNB was trading at 105.01. 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 11 Oct PNB was trading at 104.91. 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 10 Oct PNB was trading at 103.69. 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 9 Oct PNB was trading at 104.10. 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 8 Oct PNB was trading at 102.49. 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 7 Oct PNB was trading at 102.07. 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 4 Oct PNB was trading at 105.85. 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 3 Oct PNB was trading at 105.06. 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 1 Oct PNB was trading at 105.21. 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 30 Sept PNB was trading at 107.21. 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 27 Sept PNB was trading at 109.22. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to