PNB
Punjab National Bank
Historical option data for PNB
26 Dec 2024 04:12 PM IST
| PNB 30JAN2025 104 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.13
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 102.16 | 3.25 | 0.10 | 29.29 | 188 | 35 | 99 | |||
| 24 Dec | 101.64 | 3.15 | -0.40 | 29.13 | 128 | -2 | 64 | |||
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| 23 Dec | 101.38 | 3.55 | 0.10 | 31.94 | 109 | 2 | 65 | |||
| 20 Dec | 100.77 | 3.45 | -1.30 | 32.36 | 91 | 38 | 64 | |||
| 19 Dec | 103.52 | 4.75 | 0.30 | 31.90 | 67 | 12 | 25 | |||
| 18 Dec | 103.03 | 4.45 | -2.65 | 30.74 | 21 | 12 | 12 | |||
| 17 Dec | 105.99 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 108.18 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 107.73 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 107.82 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 108.58 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 110.47 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 108.77 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 110.10 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 109.08 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 110.01 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 107.97 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 105.00 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 104.90 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 106.29 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 104.38 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 105.11 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 100.53 | 7.1 | 0.00 | 1.16 | 0 | 0 | 0 | |||
| 14 Nov | 99.49 | 7.1 | 0.00 | 1.69 | 0 | 0 | 0 | |||
| 13 Nov | 100.56 | 7.1 | 0.00 | 1.26 | 0 | 0 | 0 | |||
| 12 Nov | 103.73 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 105.14 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 104.79 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 106.71 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 106.98 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 104.71 | 7.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 103.65 | 7.1 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 104 expiring on 30JAN2025
Delta for 104 CE is 0.48
Historical price for 104 CE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 3.25, which was 0.10 higher than the previous day. The implied volatity was 29.29, the open interest changed by 35 which increased total open position to 99
On 24 Dec PNB was trading at 101.64. The strike last trading price was 3.15, which was -0.40 lower than the previous day. The implied volatity was 29.13, the open interest changed by -2 which decreased total open position to 64
On 23 Dec PNB was trading at 101.38. The strike last trading price was 3.55, which was 0.10 higher than the previous day. The implied volatity was 31.94, the open interest changed by 2 which increased total open position to 65
On 20 Dec PNB was trading at 100.77. The strike last trading price was 3.45, which was -1.30 lower than the previous day. The implied volatity was 32.36, the open interest changed by 38 which increased total open position to 64
On 19 Dec PNB was trading at 103.52. The strike last trading price was 4.75, which was 0.30 higher than the previous day. The implied volatity was 31.90, the open interest changed by 12 which increased total open position to 25
On 18 Dec PNB was trading at 103.03. The strike last trading price was 4.45, which was -2.65 lower than the previous day. The implied volatity was 30.74, the open interest changed by 12 which increased total open position to 12
On 17 Dec PNB was trading at 105.99. The strike last trading price was 7.1, 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 16 Dec PNB was trading at 108.18. The strike last trading price was 7.1, 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 13 Dec PNB was trading at 107.73. The strike last trading price was 7.1, 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 Dec PNB was trading at 107.82. The strike last trading price was 7.1, 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 Dec PNB was trading at 108.58. The strike last trading price was 7.1, 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 10 Dec PNB was trading at 110.47. The strike last trading price was 7.1, 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 9 Dec PNB was trading at 108.77. The strike last trading price was 7.1, 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 Dec PNB was trading at 110.10. The strike last trading price was 7.1, 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 Dec PNB was trading at 109.08. The strike last trading price was 7.1, 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 Dec PNB was trading at 110.01. The strike last trading price was 7.1, 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 3 Dec PNB was trading at 107.97. The strike last trading price was 7.1, 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 2 Dec PNB was trading at 105.00. The strike last trading price was 7.1, 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 29 Nov PNB was trading at 104.90. The strike last trading price was 7.1, 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 28 Nov PNB was trading at 106.29. The strike last trading price was 7.1, 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 27 Nov PNB was trading at 104.38. The strike last trading price was 7.1, 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 26 Nov PNB was trading at 105.11. The strike last trading price was 7.1, 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 7.1, which was 0.00 lower than the previous day. The implied volatity was 1.16, 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 7.1, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 7.1, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 30JAN2025 104 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.13
Theta: -0.03
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 102.16 | 4.05 | -0.40 | 28.04 | 67 | 31 | 78 |
| 24 Dec | 101.64 | 4.45 | -0.70 | 28.81 | 18 | 8 | 47 |
| 23 Dec | 101.38 | 5.15 | -0.25 | 33.68 | 10 | 2 | 39 |
| 20 Dec | 100.77 | 5.4 | 1.20 | 31.55 | 19 | -1 | 37 |
| 19 Dec | 103.52 | 4.2 | -0.20 | 32.19 | 30 | 11 | 36 |
| 18 Dec | 103.03 | 4.4 | 1.45 | 32.08 | 44 | 12 | 26 |
| 17 Dec | 105.99 | 2.95 | 0.65 | 29.91 | 38 | 11 | 16 |
| 16 Dec | 108.18 | 2.3 | -0.15 | 30.28 | 6 | 3 | 5 |
| 13 Dec | 107.73 | 2.45 | -0.05 | 30.29 | 1 | 0 | 1 |
| 12 Dec | 107.82 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 108.58 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 110.47 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 108.77 | 2.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 110.10 | 2.5 | -8.85 | 33.43 | 1 | 0 | 0 |
| 5 Dec | 109.08 | 11.35 | 0.00 | 5.25 | 0 | 0 | 0 |
| 4 Dec | 110.01 | 11.35 | 0.00 | 5.87 | 0 | 0 | 0 |
| 3 Dec | 107.97 | 11.35 | 0.00 | 4.29 | 0 | 0 | 0 |
| 2 Dec | 105.00 | 11.35 | 0.00 | 2.20 | 0 | 0 | 0 |
| 29 Nov | 104.90 | 11.35 | 0.00 | 2.07 | 0 | 0 | 0 |
| 28 Nov | 106.29 | 11.35 | 0.00 | 3.66 | 0 | 0 | 0 |
| 27 Nov | 104.38 | 11.35 | 0.00 | 1.77 | 0 | 0 | 0 |
| 26 Nov | 105.11 | 11.35 | 11.35 | 2.27 | 0 | 0 | 0 |
| 18 Nov | 100.53 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 99.49 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 100.56 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 103.73 | 0 | 0.00 | 1.78 | 0 | 0 | 0 |
| 11 Nov | 105.14 | 0 | 0.00 | 2.34 | 0 | 0 | 0 |
| 8 Nov | 104.79 | 0 | 0.00 | 2.26 | 0 | 0 | 0 |
| 7 Nov | 106.71 | 0 | 0.00 | 3.45 | 0 | 0 | 0 |
| 6 Nov | 106.98 | 0 | 0.00 | 3.60 | 0 | 0 | 0 |
| 5 Nov | 104.71 | 0 | 0.00 | 2.29 | 0 | 0 | 0 |
| 4 Nov | 103.65 | 0 | 1.49 | 0 | 0 | 0 | |
For Punjab National Bank - strike price 104 expiring on 30JAN2025
Delta for 104 PE is -0.53
Historical price for 104 PE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 4.05, which was -0.40 lower than the previous day. The implied volatity was 28.04, the open interest changed by 31 which increased total open position to 78
On 24 Dec PNB was trading at 101.64. The strike last trading price was 4.45, which was -0.70 lower than the previous day. The implied volatity was 28.81, the open interest changed by 8 which increased total open position to 47
On 23 Dec PNB was trading at 101.38. The strike last trading price was 5.15, which was -0.25 lower than the previous day. The implied volatity was 33.68, the open interest changed by 2 which increased total open position to 39
On 20 Dec PNB was trading at 100.77. The strike last trading price was 5.4, which was 1.20 higher than the previous day. The implied volatity was 31.55, the open interest changed by -1 which decreased total open position to 37
On 19 Dec PNB was trading at 103.52. The strike last trading price was 4.2, which was -0.20 lower than the previous day. The implied volatity was 32.19, the open interest changed by 11 which increased total open position to 36
On 18 Dec PNB was trading at 103.03. The strike last trading price was 4.4, which was 1.45 higher than the previous day. The implied volatity was 32.08, the open interest changed by 12 which increased total open position to 26
On 17 Dec PNB was trading at 105.99. The strike last trading price was 2.95, which was 0.65 higher than the previous day. The implied volatity was 29.91, the open interest changed by 11 which increased total open position to 16
On 16 Dec PNB was trading at 108.18. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 30.28, the open interest changed by 3 which increased total open position to 5
On 13 Dec PNB was trading at 107.73. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 30.29, the open interest changed by 0 which decreased total open position to 1
On 12 Dec PNB was trading at 107.82. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec PNB was trading at 108.58. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec PNB was trading at 110.47. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PNB was trading at 108.77. The strike last trading price was 2.5, 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 6 Dec PNB was trading at 110.10. The strike last trading price was 2.5, which was -8.85 lower than the previous day. The implied volatity was 33.43, the open interest changed by 0 which decreased total open position to 0
On 5 Dec PNB was trading at 109.08. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PNB was trading at 110.01. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 3 Dec PNB was trading at 107.97. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PNB was trading at 105.00. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
On 29 Nov PNB was trading at 104.90. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PNB was trading at 106.29. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PNB was trading at 104.38. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PNB was trading at 105.11. The strike last trading price was 11.35, which was 11.35 higher than the previous day. The implied volatity was 2.27, 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 0, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.34, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.45, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.60, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.29, 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 0, which was lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
