Historical option data for PNB
12 Jun 2026 04:10 PM IST
| PNB 30-Jun-2026 (17d) 105 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0
Theta: -0.07
Gamma: 0.05931
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 106.88 | 3.72 | 1.72 (86.00%) | 26.07 | 2,926 | 800 | 1,663 | |||||||||
| 11 Jun | 106.17 | 3.71 | -0.29 (-7.25%) | 28.5 | 1,061 | -30 | 866 | |||||||||
| 10 Jun | 107.17 | 4.3 | -1.7 (-28.33%) | 28.72 | 371 | -16 | 897 | |||||||||
| 9 Jun | 109.65 | 6.61 | 2.61 (65.25%) | 32.51 | 547 | -123 | 914 | |||||||||
| 8 Jun | 105.71 | 3.52 | -1.48 (-29.60%) | 30.25 | 461 | 18 | 1,028 | |||||||||
| 5 Jun | 106.85 | 4.7 | 0.7 (17.50%) | 31.26 | 1,095 | 0 | 1,011 | |||||||||
| 4 Jun | 105.67 | 4.02 | 0.02 (0.50%) | 30.99 | 955 | -3 | 1,013 | |||||||||
| 3 Jun | 105.80 | 4.14 | 1.14 (38.00%) | 30.4 | 1,805 | -49 | 1,017 | |||||||||
| 2 Jun | 104.09 | 3.22 | 0.22 (7.33%) | 29.26 | 1,399 | 198 | 1,068 | |||||||||
| 1 Jun | 103.78 | 3.07 | -0.93 (-23.25%) | 29.09 | 790 | 145 | 868 | |||||||||
| 29 May | 106.05 | 4.4 | -0.6 (-12.00%) | 27.57 | 440 | 12 | 724 | |||||||||
| 27 May | 106.67 | 4.69 | -0.31 (-6.20%) | 27.14 | 445 | -3 | 713 | |||||||||
| 26 May | 105.91 | 4.5 | -0.5 (-10.00%) | 28.19 | 574 | 111 | 716 | |||||||||
| 25 May | 106.26 | 5.09 | 2.09 (69.67%) | 29.95 | 961 | 35 | 604 | |||||||||
| 22 May | 102.66 | 3.32 | 0.32 (10.67%) | 29.84 | 331 | 84 | 569 | |||||||||
| 21 May | 101.92 | 2.99 | -0.01 (-0.33%) | 30.22 | 435 | 151 | 486 | |||||||||
| 20 May | 102.22 | 3.25 | 0.25 (8.33%) | 30.45 | 419 | 18 | 334 | |||||||||
| 19 May | 101.30 | 2.99 | -0.01 (-0.33%) | 30.95 | 246 | 33 | 315 | |||||||||
| 18 May | 99.49 | 2.65 | -1.35 (-33.75%) | 32.64 | 403 | 118 | 283 | |||||||||
| 15 May | 102.05 | 3.77 | -1.35 (-26.37%) | 32.75 | 172 | 80 | 166 | |||||||||
| 14 May | 104.62 | 5.2 | 0.88 (20.37%) | 33.44 | 108 | 0 | 88 | |||||||||
| 13 May | 102.77 | 4.46 | 0.24 (5.69%) | 0 | 98 | 43 | 88 | |||||||||
| 12 May | 102.78 | 4.34 | -0.88 (-16.86%) | 0 | 32 | 12 | 43 | |||||||||
| 11 May | 104.62 | 5.22 | -1.78 (-25.43%) | 0 | 20 | 8 | 31 | |||||||||
| 8 May | 107.24 | 7.2 | -1.2 (-14.29%) | 32.18 | 3 | 0 | 22 | |||||||||
| 7 May | 109.11 | 8.4 | -0.84 (-9.09%) | 32.9 | 4 | -1 | 20 | |||||||||
| 6 May | 110.18 | 9.24 | 1.71 (22.71%) | 33.24 | 18 | -6 | 19 | |||||||||
| 5 May | 107.89 | 7.56 | -3.47 (-31.46%) | 32.48 | 36 | 22 | 22 | |||||||||
| 4 May | 108.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 109.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 111.18 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 105 expiring on 30JUN2026
Delta for 105 CE is 0.65
Historical price for 105 CE is as follows
On 12 Jun PNB was trading at 106.88. The strike last trading price was 3.72, which was 1.72 higher than the previous day. The implied volatity was 26.07, the open interest changed by 800 which increased total open position to 1663
On 11 Jun PNB was trading at 106.17. The strike last trading price was 3.71, which was -0.29 lower than the previous day. The implied volatity was 28.5, the open interest changed by -30 which decreased total open position to 866
On 10 Jun PNB was trading at 107.17. The strike last trading price was 4.3, which was -1.7 lower than the previous day. The implied volatity was 28.72, the open interest changed by -16 which decreased total open position to 897
On 9 Jun PNB was trading at 109.65. The strike last trading price was 6.61, which was 2.61 higher than the previous day. The implied volatity was 32.51, the open interest changed by -123 which decreased total open position to 914
On 8 Jun PNB was trading at 105.71. The strike last trading price was 3.52, which was -1.48 lower than the previous day. The implied volatity was 30.25, the open interest changed by 18 which increased total open position to 1028
On 5 Jun PNB was trading at 106.85. The strike last trading price was 4.7, which was 0.7 higher than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 1011
On 4 Jun PNB was trading at 105.67. The strike last trading price was 4.02, which was 0.02 higher than the previous day. The implied volatity was 30.99, the open interest changed by -3 which decreased total open position to 1013
On 3 Jun PNB was trading at 105.80. The strike last trading price was 4.14, which was 1.14 higher than the previous day. The implied volatity was 30.4, the open interest changed by -49 which decreased total open position to 1017
On 2 Jun PNB was trading at 104.09. The strike last trading price was 3.22, which was 0.22 higher than the previous day. The implied volatity was 29.26, the open interest changed by 198 which increased total open position to 1068
On 1 Jun PNB was trading at 103.78. The strike last trading price was 3.07, which was -0.93 lower than the previous day. The implied volatity was 29.09, the open interest changed by 145 which increased total open position to 868
On 29 May PNB was trading at 106.05. The strike last trading price was 4.4, which was -0.6 lower than the previous day. The implied volatity was 27.57, the open interest changed by 12 which increased total open position to 724
On 27 May PNB was trading at 106.67. The strike last trading price was 4.69, which was -0.31 lower than the previous day. The implied volatity was 27.14, the open interest changed by -3 which decreased total open position to 713
On 26 May PNB was trading at 105.91. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 28.19, the open interest changed by 111 which increased total open position to 716
On 25 May PNB was trading at 106.26. The strike last trading price was 5.09, which was 2.09 higher than the previous day. The implied volatity was 29.95, the open interest changed by 35 which increased total open position to 604
On 22 May PNB was trading at 102.66. The strike last trading price was 3.32, which was 0.32 higher than the previous day. The implied volatity was 29.84, the open interest changed by 84 which increased total open position to 569
On 21 May PNB was trading at 101.92. The strike last trading price was 2.99, which was -0.01 lower than the previous day. The implied volatity was 30.22, the open interest changed by 151 which increased total open position to 486
On 20 May PNB was trading at 102.22. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 30.45, the open interest changed by 18 which increased total open position to 334
On 19 May PNB was trading at 101.30. The strike last trading price was 2.99, which was -0.01 lower than the previous day. The implied volatity was 30.95, the open interest changed by 33 which increased total open position to 315
On 18 May PNB was trading at 99.49. The strike last trading price was 2.65, which was -1.35 lower than the previous day. The implied volatity was 32.64, the open interest changed by 118 which increased total open position to 283
On 15 May PNB was trading at 102.05. The strike last trading price was 3.77, which was -1.35 lower than the previous day. The implied volatity was 32.75, the open interest changed by 80 which increased total open position to 166
On 14 May PNB was trading at 104.62. The strike last trading price was 5.2, which was 0.88 higher than the previous day. The implied volatity was 33.44, the open interest changed by 0 which decreased total open position to 88
On 13 May PNB was trading at 102.77. The strike last trading price was 4.46, which was 0.24 higher than the previous day. The implied volatity was 0, the open interest changed by 43 which increased total open position to 88
On 12 May PNB was trading at 102.78. The strike last trading price was 4.34, which was -0.88 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 43
On 11 May PNB was trading at 104.62. The strike last trading price was 5.22, which was -1.78 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 31
On 8 May PNB was trading at 107.24. The strike last trading price was 7.2, which was -1.2 lower than the previous day. The implied volatity was 32.18, the open interest changed by 0 which decreased total open position to 22
On 7 May PNB was trading at 109.11. The strike last trading price was 8.4, which was -0.84 lower than the previous day. The implied volatity was 32.9, the open interest changed by -1 which decreased total open position to 20
On 6 May PNB was trading at 110.18. The strike last trading price was 9.24, which was 1.71 higher than the previous day. The implied volatity was 33.24, the open interest changed by -6 which decreased total open position to 19
On 5 May PNB was trading at 107.89. The strike last trading price was 7.56, which was -3.47 lower than the previous day. The implied volatity was 32.48, the open interest changed by 22 which increased total open position to 22
On 4 May PNB was trading at 108.68. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr PNB was trading at 109.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr PNB was trading at 111.18. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PNB 30-Jun-2026 (17d) 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0
Theta: -0.05
Gamma: 0.05931
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 106.88 | 1.52 | -2.13 (-58.36%) | 26.07 | 1,603 | 385 | 1,290 |
| 11 Jun | 106.17 | 2.01 | 0.12 (6.35%) | 28.69 | 1,251 | -34 | 906 |
| 10 Jun | 107.17 | 1.89 | 0.76 (67.26%) | 29.91 | 1,072 | -17 | 938 |
| 9 Jun | 109.65 | 1.09 | -1.53 (-58.40%) | 29.12 | 1,633 | 135 | 955 |
| 8 Jun | 105.71 | 2.78 | 0.68 (32.38%) | 30.28 | 770 | -40 | 832 |
| 5 Jun | 106.85 | 2.09 | -0.37 (-15.04%) | 27.71 | 1,731 | 13 | 873 |
| 4 Jun | 105.67 | 2.43 | -0.14 (-5.45%) | 25.85 | 862 | -47 | 860 |
| 3 Jun | 105.80 | 2.57 | -0.42 (-14.05%) | 27.42 | 1,655 | 113 | 908 |
| 2 Jun | 104.09 | 2.93 | -0.35 (-10.67%) | 23.71 | 811 | 54 | 796 |
| 1 Jun | 103.78 | 3.32 | 0.92 (38.33%) | 24.94 | 629 | 3 | 742 |
| 29 May | 106.05 | 2.3 | 0.1 (4.55%) | 24.79 | 750 | 31 | 753 |
| 27 May | 106.67 | 2.19 | -0.38 (-14.79%) | 24.49 | 583 | 32 | 725 |
| 26 May | 105.91 | 2.58 | -0.12 (-4.44%) | 24.83 | 575 | 141 | 693 |
| 25 May | 106.26 | 2.62 | -2 (-43.29%) | 26.81 | 604 | 139 | 554 |
| 22 May | 102.66 | 4.48 | -0.6 (-11.81%) | 26.94 | 242 | 140 | 414 |
| 21 May | 101.92 | 5.12 | 0.14 (2.81%) | 27.06 | 104 | 30 | 273 |
| 20 May | 102.22 | 5.06 | -0.7 (-12.15%) | 28.29 | 77 | 35 | 242 |
| 19 May | 101.30 | 5.82 | -1.09 (-15.77%) | 29.56 | 24 | 8 | 207 |
| 18 May | 99.49 | 6.91 | 1.26 (22.30%) | 30 | 58 | 23 | 189 |
| 15 May | 102.05 | 5.68 | 1.56 (37.86%) | 30.59 | 109 | 36 | 164 |
| 14 May | 104.62 | 4.09 | -1.12 (-21.50%) | 28.48 | 52 | 33 | 128 |
| 13 May | 102.77 | 5.23 | -0.17 (-3.15%) | 0 | 12 | 3 | 95 |
| 12 May | 102.78 | 5.4 | 1 (22.73%) | 0 | 11 | 4 | 91 |
| 11 May | 104.62 | 4.5 | 1.13 (33.53%) | 0 | 51 | 36 | 86 |
| 8 May | 107.24 | 3.43 | 0.69 (25.18%) | 29.35 | 41 | 18 | 50 |
| 7 May | 109.11 | 2.75 | 0.31 (12.70%) | 29.34 | 30 | 8 | 32 |
| 6 May | 110.18 | 2.44 | -1.2 (-32.97%) | 29.02 | 36 | 8 | 22 |
| 5 May | 107.89 | 3.64 | 0.05 (1.39%) | 32.28 | 17 | 13 | 13 |
| 4 May | 108.68 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 109.36 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 111.18 | 0 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 105 expiring on 30JUN2026
Delta for 105 PE is -0.35
Historical price for 105 PE is as follows
On 12 Jun PNB was trading at 106.88. The strike last trading price was 1.52, which was -2.13 lower than the previous day. The implied volatity was 26.07, the open interest changed by 385 which increased total open position to 1290
On 11 Jun PNB was trading at 106.17. The strike last trading price was 2.01, which was 0.12 higher than the previous day. The implied volatity was 28.69, the open interest changed by -34 which decreased total open position to 906
On 10 Jun PNB was trading at 107.17. The strike last trading price was 1.89, which was 0.76 higher than the previous day. The implied volatity was 29.91, the open interest changed by -17 which decreased total open position to 938
On 9 Jun PNB was trading at 109.65. The strike last trading price was 1.09, which was -1.53 lower than the previous day. The implied volatity was 29.12, the open interest changed by 135 which increased total open position to 955
On 8 Jun PNB was trading at 105.71. The strike last trading price was 2.78, which was 0.68 higher than the previous day. The implied volatity was 30.28, the open interest changed by -40 which decreased total open position to 832
On 5 Jun PNB was trading at 106.85. The strike last trading price was 2.09, which was -0.37 lower than the previous day. The implied volatity was 27.71, the open interest changed by 13 which increased total open position to 873
On 4 Jun PNB was trading at 105.67. The strike last trading price was 2.43, which was -0.14 lower than the previous day. The implied volatity was 25.85, the open interest changed by -47 which decreased total open position to 860
On 3 Jun PNB was trading at 105.80. The strike last trading price was 2.57, which was -0.42 lower than the previous day. The implied volatity was 27.42, the open interest changed by 113 which increased total open position to 908
On 2 Jun PNB was trading at 104.09. The strike last trading price was 2.93, which was -0.35 lower than the previous day. The implied volatity was 23.71, the open interest changed by 54 which increased total open position to 796
On 1 Jun PNB was trading at 103.78. The strike last trading price was 3.32, which was 0.92 higher than the previous day. The implied volatity was 24.94, the open interest changed by 3 which increased total open position to 742
On 29 May PNB was trading at 106.05. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was 24.79, the open interest changed by 31 which increased total open position to 753
On 27 May PNB was trading at 106.67. The strike last trading price was 2.19, which was -0.38 lower than the previous day. The implied volatity was 24.49, the open interest changed by 32 which increased total open position to 725
On 26 May PNB was trading at 105.91. The strike last trading price was 2.58, which was -0.12 lower than the previous day. The implied volatity was 24.83, the open interest changed by 141 which increased total open position to 693
On 25 May PNB was trading at 106.26. The strike last trading price was 2.62, which was -2 lower than the previous day. The implied volatity was 26.81, the open interest changed by 139 which increased total open position to 554
On 22 May PNB was trading at 102.66. The strike last trading price was 4.48, which was -0.6 lower than the previous day. The implied volatity was 26.94, the open interest changed by 140 which increased total open position to 414
On 21 May PNB was trading at 101.92. The strike last trading price was 5.12, which was 0.14 higher than the previous day. The implied volatity was 27.06, the open interest changed by 30 which increased total open position to 273
On 20 May PNB was trading at 102.22. The strike last trading price was 5.06, which was -0.7 lower than the previous day. The implied volatity was 28.29, the open interest changed by 35 which increased total open position to 242
On 19 May PNB was trading at 101.30. The strike last trading price was 5.82, which was -1.09 lower than the previous day. The implied volatity was 29.56, the open interest changed by 8 which increased total open position to 207
On 18 May PNB was trading at 99.49. The strike last trading price was 6.91, which was 1.26 higher than the previous day. The implied volatity was 30, the open interest changed by 23 which increased total open position to 189
On 15 May PNB was trading at 102.05. The strike last trading price was 5.68, which was 1.56 higher than the previous day. The implied volatity was 30.59, the open interest changed by 36 which increased total open position to 164
On 14 May PNB was trading at 104.62. The strike last trading price was 4.09, which was -1.12 lower than the previous day. The implied volatity was 28.48, the open interest changed by 33 which increased total open position to 128
On 13 May PNB was trading at 102.77. The strike last trading price was 5.23, which was -0.17 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 95
On 12 May PNB was trading at 102.78. The strike last trading price was 5.4, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 91
On 11 May PNB was trading at 104.62. The strike last trading price was 4.5, which was 1.13 higher than the previous day. The implied volatity was 0, the open interest changed by 36 which increased total open position to 86
On 8 May PNB was trading at 107.24. The strike last trading price was 3.43, which was 0.69 higher than the previous day. The implied volatity was 29.35, the open interest changed by 18 which increased total open position to 50
On 7 May PNB was trading at 109.11. The strike last trading price was 2.75, which was 0.31 higher than the previous day. The implied volatity was 29.34, the open interest changed by 8 which increased total open position to 32
On 6 May PNB was trading at 110.18. The strike last trading price was 2.44, which was -1.2 lower than the previous day. The implied volatity was 29.02, the open interest changed by 8 which increased total open position to 22
On 5 May PNB was trading at 107.89. The strike last trading price was 3.64, which was 0.05 higher than the previous day. The implied volatity was 32.28, the open interest changed by 13 which increased total open position to 13
On 4 May PNB was trading at 108.68. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr PNB was trading at 109.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr PNB was trading at 111.18. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
