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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 104 CE
Delta: 0.10
Vega: 0.02
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 0.25 -0.65 39.85 848 -19 414
20 Nov 100.86 0.9 0.00 32.97 1,526 56 439
19 Nov 100.86 0.9 -0.15 32.97 1,526 62 439
18 Nov 100.53 1.05 0.10 33.76 1,124 24 376
14 Nov 99.49 0.95 -0.50 30.64 901 48 354
13 Nov 100.56 1.45 -1.25 31.49 1,329 71 307
12 Nov 103.73 2.7 -0.75 31.49 794 44 236
11 Nov 105.14 3.45 0.10 29.17 1,139 34 191
8 Nov 104.79 3.35 -1.75 28.97 264 14 151
7 Nov 106.71 5.1 -0.25 32.12 198 -7 137
6 Nov 106.98 5.35 0.95 31.25 549 -42 146
5 Nov 104.71 4.4 0.25 35.93 1,698 49 187
4 Nov 103.65 4.15 1.15 37.38 885 87 142
1 Nov 100.98 3 0.95 35.95 19 4 54
31 Oct 97.90 2.05 -0.45 - 11 0 47
30 Oct 99.96 2.5 0.00 - 0 -4 0
29 Oct 101.33 2.5 -0.25 - 4 -1 50
28 Oct 98.64 2.75 0.45 - 85 30 50
25 Oct 95.72 2.3 -0.65 - 16 11 20
24 Oct 98.75 2.95 -7.50 - 9 8 8
23 Oct 96.68 10.45 0.00 - 0 0 0
22 Oct 94.95 10.45 0.00 - 0 0 0
21 Oct 102.29 10.45 0.00 - 0 0 0
18 Oct 103.27 10.45 0.00 - 0 0 0
17 Oct 102.46 10.45 0.00 - 0 0 0
16 Oct 105.05 10.45 0.00 - 0 0 0
15 Oct 104.98 10.45 0.00 - 0 0 0
14 Oct 105.01 10.45 0.00 - 0 0 0
11 Oct 104.91 10.45 0.00 - 0 0 0
10 Oct 103.69 10.45 0.00 - 0 0 0
9 Oct 104.10 10.45 0.00 - 0 0 0
8 Oct 102.49 10.45 0.00 - 0 0 0
7 Oct 102.07 10.45 0.00 - 0 0 0
4 Oct 105.85 10.45 0.00 - 0 0 0
3 Oct 105.06 10.45 0.00 - 0 0 0
1 Oct 105.21 10.45 0.00 - 0 0 0
30 Sept 107.21 10.45 0.00 - 0 0 0
27 Sept 109.22 10.45 - 0 0 0


For Punjab National Bank - strike price 104 expiring on 28NOV2024

Delta for 104 CE is 0.10

Historical price for 104 CE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 0.25, which was -0.65 lower than the previous day. The implied volatity was 39.85, the open interest changed by -19 which decreased total open position to 414


On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 32.97, the open interest changed by 56 which increased total open position to 439


On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 32.97, the open interest changed by 62 which increased total open position to 439


On 18 Nov PNB was trading at 100.53. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 33.76, the open interest changed by 24 which increased total open position to 376


On 14 Nov PNB was trading at 99.49. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was 30.64, the open interest changed by 48 which increased total open position to 354


On 13 Nov PNB was trading at 100.56. The strike last trading price was 1.45, which was -1.25 lower than the previous day. The implied volatity was 31.49, the open interest changed by 71 which increased total open position to 307


On 12 Nov PNB was trading at 103.73. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 31.49, the open interest changed by 44 which increased total open position to 236


On 11 Nov PNB was trading at 105.14. The strike last trading price was 3.45, which was 0.10 higher than the previous day. The implied volatity was 29.17, the open interest changed by 34 which increased total open position to 191


On 8 Nov PNB was trading at 104.79. The strike last trading price was 3.35, which was -1.75 lower than the previous day. The implied volatity was 28.97, the open interest changed by 14 which increased total open position to 151


On 7 Nov PNB was trading at 106.71. The strike last trading price was 5.1, which was -0.25 lower than the previous day. The implied volatity was 32.12, the open interest changed by -7 which decreased total open position to 137


On 6 Nov PNB was trading at 106.98. The strike last trading price was 5.35, which was 0.95 higher than the previous day. The implied volatity was 31.25, the open interest changed by -42 which decreased total open position to 146


On 5 Nov PNB was trading at 104.71. The strike last trading price was 4.4, which was 0.25 higher than the previous day. The implied volatity was 35.93, the open interest changed by 49 which increased total open position to 187


On 4 Nov PNB was trading at 103.65. The strike last trading price was 4.15, which was 1.15 higher than the previous day. The implied volatity was 37.38, the open interest changed by 87 which increased total open position to 142


On 1 Nov PNB was trading at 100.98. The strike last trading price was 3, which was 0.95 higher than the previous day. The implied volatity was 35.95, the open interest changed by 4 which increased total open position to 54


On 31 Oct PNB was trading at 97.90. The strike last trading price was 2.05, which was -0.45 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 2.5, 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 2.5, 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 2.75, which was 0.45 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 2.3, 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 2.95, which was -7.50 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PNB 28NOV2024 104 PE
Delta: -0.82
Vega: 0.04
Theta: -0.11
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 7.9 3.65 54.81 78 -21 272
20 Nov 100.86 4.25 0.00 36.74 773 20 294
19 Nov 100.86 4.25 0.15 36.74 773 21 294
18 Nov 100.53 4.1 -0.85 32.62 119 4 272
14 Nov 99.49 4.95 0.80 31.40 331 32 269
13 Nov 100.56 4.15 1.45 30.64 546 -8 236
12 Nov 103.73 2.7 0.75 30.97 809 6 249
11 Nov 105.14 1.95 -0.45 29.43 936 28 244
8 Nov 104.79 2.4 0.60 29.68 794 -57 216
7 Nov 106.71 1.8 0.05 31.44 803 98 278
6 Nov 106.98 1.75 -1.35 31.52 496 -16 178
5 Nov 104.71 3.1 -0.60 35.48 845 66 192
4 Nov 103.65 3.7 -2.30 36.73 165 59 125
1 Nov 100.98 6 0.00 0.00 0 0 0
31 Oct 97.90 6 -1.15 - 2 0 66
30 Oct 99.96 7.15 0.00 - 0 0 0
29 Oct 101.33 7.15 0.00 - 0 0 66
28 Oct 98.64 7.15 1.40 - 20 66 66
25 Oct 95.72 5.75 0.00 - 0 0 0
24 Oct 98.75 5.75 0.00 - 0 0 0
23 Oct 96.68 5.75 0.00 - 0 0 0
22 Oct 94.95 5.75 0.00 - 0 0 66
21 Oct 102.29 5.75 0.00 - 23 0 66
18 Oct 103.27 5.75 0.00 - 23 0 66
17 Oct 102.46 5.75 0.00 - 23 0 66
16 Oct 105.05 5.75 0.00 - 23 0 66
15 Oct 104.98 5.75 0.00 - 23 0 66
14 Oct 105.01 5.75 0.00 - 23 0 66
11 Oct 104.91 5.75 0.00 - 23 0 66
10 Oct 103.69 5.75 0.00 - 23 0 66
9 Oct 104.10 5.75 0.00 - 23 0 66
8 Oct 102.49 5.75 0.00 - 23 0 66
7 Oct 102.07 5.75 2.35 - 23 7 66
4 Oct 105.85 3.4 -0.55 - 2 0 59
3 Oct 105.06 3.95 0.00 - 6 2 59
1 Oct 105.21 3.95 0.70 - 63 54 55
30 Sept 107.21 3.25 0.00 - 0 1 0
27 Sept 109.22 3.25 - 1 0 0


For Punjab National Bank - strike price 104 expiring on 28NOV2024

Delta for 104 PE is -0.82

Historical price for 104 PE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 7.9, which was 3.65 higher than the previous day. The implied volatity was 54.81, the open interest changed by -21 which decreased total open position to 272


On 20 Nov PNB was trading at 100.86. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 36.74, the open interest changed by 20 which increased total open position to 294


On 19 Nov PNB was trading at 100.86. The strike last trading price was 4.25, which was 0.15 higher than the previous day. The implied volatity was 36.74, the open interest changed by 21 which increased total open position to 294


On 18 Nov PNB was trading at 100.53. The strike last trading price was 4.1, which was -0.85 lower than the previous day. The implied volatity was 32.62, the open interest changed by 4 which increased total open position to 272


On 14 Nov PNB was trading at 99.49. The strike last trading price was 4.95, which was 0.80 higher than the previous day. The implied volatity was 31.40, the open interest changed by 32 which increased total open position to 269


On 13 Nov PNB was trading at 100.56. The strike last trading price was 4.15, which was 1.45 higher than the previous day. The implied volatity was 30.64, the open interest changed by -8 which decreased total open position to 236


On 12 Nov PNB was trading at 103.73. The strike last trading price was 2.7, which was 0.75 higher than the previous day. The implied volatity was 30.97, the open interest changed by 6 which increased total open position to 249


On 11 Nov PNB was trading at 105.14. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 29.43, the open interest changed by 28 which increased total open position to 244


On 8 Nov PNB was trading at 104.79. The strike last trading price was 2.4, which was 0.60 higher than the previous day. The implied volatity was 29.68, the open interest changed by -57 which decreased total open position to 216


On 7 Nov PNB was trading at 106.71. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 31.44, the open interest changed by 98 which increased total open position to 278


On 6 Nov PNB was trading at 106.98. The strike last trading price was 1.75, which was -1.35 lower than the previous day. The implied volatity was 31.52, the open interest changed by -16 which decreased total open position to 178


On 5 Nov PNB was trading at 104.71. The strike last trading price was 3.1, which was -0.60 lower than the previous day. The implied volatity was 35.48, the open interest changed by 66 which increased total open position to 192


On 4 Nov PNB was trading at 103.65. The strike last trading price was 3.7, which was -2.30 lower than the previous day. The implied volatity was 36.73, the open interest changed by 59 which increased total open position to 125


On 1 Nov PNB was trading at 100.98. The strike last trading price was 6, 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 31 Oct PNB was trading at 97.90. The strike last trading price was 6, which was -1.15 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 7.15, 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 29 Oct PNB was trading at 101.33. The strike last trading price was 7.15, 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 28 Oct PNB was trading at 98.64. The strike last trading price was 7.15, which was 1.40 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, 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 5.75, which was 2.35 higher 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 3.4, 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 3 Oct PNB was trading at 105.06. The strike last trading price was 3.95, 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 1 Oct PNB was trading at 105.21. The strike last trading price was 3.95, which was 0.70 higher 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 3.25, 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 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to