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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 103 CE
Delta: 0.13
Vega: 0.03
Theta: -0.09
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 0.35 -0.85 39.61 1,114 73 411
20 Nov 100.86 1.2 0.00 32.99 1,671 -40 341
19 Nov 100.86 1.2 -0.15 32.99 1,671 -37 341
18 Nov 100.53 1.35 0.15 33.56 1,674 13 379
14 Nov 99.49 1.2 -0.55 30.29 1,142 87 369
13 Nov 100.56 1.75 -1.40 30.85 1,264 97 284
12 Nov 103.73 3.15 -0.95 30.77 171 8 186
11 Nov 105.14 4.1 0.05 29.69 282 3 177
8 Nov 104.79 4.05 -2.10 30.38 159 -2 170
7 Nov 106.71 6.15 0.10 36.52 106 -9 172
6 Nov 106.98 6.05 1.05 31.50 313 -19 181
5 Nov 104.71 5 0.25 36.40 1,594 -44 198
4 Nov 103.65 4.75 1.35 38.21 1,330 158 235
1 Nov 100.98 3.4 1.10 35.67 87 5 78
31 Oct 97.90 2.3 -0.40 - 10 -9 74
30 Oct 99.96 2.7 0.00 - 0 -6 0
29 Oct 101.33 2.7 -0.25 - 6 -5 84
28 Oct 98.64 2.95 0.30 - 185 70 89
25 Oct 95.72 2.65 -0.55 - 20 8 19
24 Oct 98.75 3.2 -7.80 - 14 11 11
23 Oct 96.68 11 0.00 - 0 0 0
22 Oct 94.95 11 0.00 - 0 0 0
21 Oct 102.29 11 0.00 - 0 0 0
18 Oct 103.27 11 0.00 - 0 0 0
17 Oct 102.46 11 0.00 - 0 0 0
16 Oct 105.05 11 0.00 - 0 0 0
15 Oct 104.98 11 0.00 - 0 0 0
14 Oct 105.01 11 0.00 - 0 0 0
11 Oct 104.91 11 0.00 - 0 0 0
10 Oct 103.69 11 0.00 - 0 0 0
9 Oct 104.10 11 0.00 - 0 0 0
8 Oct 102.49 11 0.00 - 0 0 0
7 Oct 102.07 11 0.00 - 0 0 0
4 Oct 105.85 11 0.00 - 0 0 0
3 Oct 105.06 11 0.00 - 0 0 0
1 Oct 105.21 11 0.00 - 0 0 0
30 Sept 107.21 11 0.00 - 0 0 0
27 Sept 109.22 11 - 0 0 0


For Punjab National Bank - strike price 103 expiring on 28NOV2024

Delta for 103 CE is 0.13

Historical price for 103 CE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 0.35, which was -0.85 lower than the previous day. The implied volatity was 39.61, the open interest changed by 73 which increased total open position to 411


On 20 Nov PNB was trading at 100.86. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 32.99, the open interest changed by -40 which decreased total open position to 341


On 19 Nov PNB was trading at 100.86. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 32.99, the open interest changed by -37 which decreased total open position to 341


On 18 Nov PNB was trading at 100.53. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 33.56, the open interest changed by 13 which increased total open position to 379


On 14 Nov PNB was trading at 99.49. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 30.29, the open interest changed by 87 which increased total open position to 369


On 13 Nov PNB was trading at 100.56. The strike last trading price was 1.75, which was -1.40 lower than the previous day. The implied volatity was 30.85, the open interest changed by 97 which increased total open position to 284


On 12 Nov PNB was trading at 103.73. The strike last trading price was 3.15, which was -0.95 lower than the previous day. The implied volatity was 30.77, the open interest changed by 8 which increased total open position to 186


On 11 Nov PNB was trading at 105.14. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 29.69, the open interest changed by 3 which increased total open position to 177


On 8 Nov PNB was trading at 104.79. The strike last trading price was 4.05, which was -2.10 lower than the previous day. The implied volatity was 30.38, the open interest changed by -2 which decreased total open position to 170


On 7 Nov PNB was trading at 106.71. The strike last trading price was 6.15, which was 0.10 higher than the previous day. The implied volatity was 36.52, the open interest changed by -9 which decreased total open position to 172


On 6 Nov PNB was trading at 106.98. The strike last trading price was 6.05, which was 1.05 higher than the previous day. The implied volatity was 31.50, the open interest changed by -19 which decreased total open position to 181


On 5 Nov PNB was trading at 104.71. The strike last trading price was 5, which was 0.25 higher than the previous day. The implied volatity was 36.40, the open interest changed by -44 which decreased total open position to 198


On 4 Nov PNB was trading at 103.65. The strike last trading price was 4.75, which was 1.35 higher than the previous day. The implied volatity was 38.21, the open interest changed by 158 which increased total open position to 235


On 1 Nov PNB was trading at 100.98. The strike last trading price was 3.4, which was 1.10 higher than the previous day. The implied volatity was 35.67, the open interest changed by 5 which increased total open position to 78


On 31 Oct PNB was trading at 97.90. The strike last trading price was 2.3, which was -0.40 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 2.7, 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 2.7, which was -0.25 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 2.95, 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 2.65, which was -0.55 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 3.2, which was -7.80 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PNB 28NOV2024 103 PE
Delta: -0.84
Vega: 0.03
Theta: -0.08
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 6.7 3.30 44.36 271 11 224
20 Nov 100.86 3.4 0.00 33.91 1,454 42 213
19 Nov 100.86 3.4 -0.05 33.91 1,454 42 213
18 Nov 100.53 3.45 -0.75 33.27 304 -23 171
14 Nov 99.49 4.2 0.75 30.93 662 6 194
13 Nov 100.56 3.45 1.20 30.00 1,067 3 186
12 Nov 103.73 2.25 0.60 31.37 662 -11 178
11 Nov 105.14 1.65 -0.35 30.52 652 41 190
8 Nov 104.79 2 0.45 29.98 537 -13 149
7 Nov 106.71 1.55 0.15 32.35 464 -44 162
6 Nov 106.98 1.4 -1.35 31.15 540 34 206
5 Nov 104.71 2.75 -0.55 36.37 878 52 172
4 Nov 103.65 3.3 -1.25 37.49 409 72 120
1 Nov 100.98 4.55 -1.45 35.98 5 4 49
31 Oct 97.90 6 0.00 - 0 0 0
30 Oct 99.96 6 0.00 - 0 0 0
29 Oct 101.33 6 0.00 - 0 45 0
28 Oct 98.64 6 0.60 - 56 10 10
25 Oct 95.72 5.4 0.00 - 0 0 0
24 Oct 98.75 5.4 0.00 - 0 0 0
23 Oct 96.68 5.4 0.00 - 0 0 0
22 Oct 94.95 5.4 0.00 - 0 0 0
21 Oct 102.29 5.4 0.00 - 0 0 0
18 Oct 103.27 5.4 0.00 - 0 0 0
17 Oct 102.46 5.4 0.00 - 0 0 0
16 Oct 105.05 5.4 0.00 - 0 0 0
15 Oct 104.98 5.4 0.00 - 0 0 0
14 Oct 105.01 5.4 0.00 - 0 0 0
11 Oct 104.91 5.4 0.00 - 0 0 0
10 Oct 103.69 5.4 0.00 - 0 0 0
9 Oct 104.10 5.4 0.00 - 0 0 0
8 Oct 102.49 5.4 0.00 - 0 0 0
7 Oct 102.07 5.4 0.00 - 0 0 0
4 Oct 105.85 5.4 0.00 - 0 0 0
3 Oct 105.06 5.4 0.00 - 0 0 0
1 Oct 105.21 5.4 0.00 - 0 0 0
30 Sept 107.21 5.4 0.00 - 0 0 0
27 Sept 109.22 5.4 - 0 0 0


For Punjab National Bank - strike price 103 expiring on 28NOV2024

Delta for 103 PE is -0.84

Historical price for 103 PE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 6.7, which was 3.30 higher than the previous day. The implied volatity was 44.36, the open interest changed by 11 which increased total open position to 224


On 20 Nov PNB was trading at 100.86. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 33.91, the open interest changed by 42 which increased total open position to 213


On 19 Nov PNB was trading at 100.86. The strike last trading price was 3.4, which was -0.05 lower than the previous day. The implied volatity was 33.91, the open interest changed by 42 which increased total open position to 213


On 18 Nov PNB was trading at 100.53. The strike last trading price was 3.45, which was -0.75 lower than the previous day. The implied volatity was 33.27, the open interest changed by -23 which decreased total open position to 171


On 14 Nov PNB was trading at 99.49. The strike last trading price was 4.2, which was 0.75 higher than the previous day. The implied volatity was 30.93, the open interest changed by 6 which increased total open position to 194


On 13 Nov PNB was trading at 100.56. The strike last trading price was 3.45, which was 1.20 higher than the previous day. The implied volatity was 30.00, the open interest changed by 3 which increased total open position to 186


On 12 Nov PNB was trading at 103.73. The strike last trading price was 2.25, which was 0.60 higher than the previous day. The implied volatity was 31.37, the open interest changed by -11 which decreased total open position to 178


On 11 Nov PNB was trading at 105.14. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 30.52, the open interest changed by 41 which increased total open position to 190


On 8 Nov PNB was trading at 104.79. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 29.98, the open interest changed by -13 which decreased total open position to 149


On 7 Nov PNB was trading at 106.71. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 32.35, the open interest changed by -44 which decreased total open position to 162


On 6 Nov PNB was trading at 106.98. The strike last trading price was 1.4, which was -1.35 lower than the previous day. The implied volatity was 31.15, the open interest changed by 34 which increased total open position to 206


On 5 Nov PNB was trading at 104.71. The strike last trading price was 2.75, which was -0.55 lower than the previous day. The implied volatity was 36.37, the open interest changed by 52 which increased total open position to 172


On 4 Nov PNB was trading at 103.65. The strike last trading price was 3.3, which was -1.25 lower than the previous day. The implied volatity was 37.49, the open interest changed by 72 which increased total open position to 120


On 1 Nov PNB was trading at 100.98. The strike last trading price was 4.55, which was -1.45 lower than the previous day. The implied volatity was 35.98, the open interest changed by 4 which increased total open position to 49


On 31 Oct PNB was trading at 97.90. 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 30 Oct PNB was trading at 99.96. 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 29 Oct PNB was trading at 101.33. 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 28 Oct PNB was trading at 98.64. The strike last trading price was 6, which was 0.60 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 5.4, 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 5.4, 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 23 Oct PNB was trading at 96.68. The strike last trading price was 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, 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 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to