PNB
Punjab National Bank
Historical option data for PNB
20 Dec 2024 04:12 PM IST
| PNB 26DEC2024 105 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.03
Theta: -0.10
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 100.77 | 0.4 | -0.70 | 32.63 | 4,237 | -181 | 1,211 | |||
| 19 Dec | 103.52 | 1.1 | -0.15 | 29.72 | 5,730 | 112 | 1,387 | |||
| 18 Dec | 103.03 | 1.25 | -1.45 | 32.69 | 5,083 | 469 | 1,276 | |||
| 17 Dec | 105.99 | 2.7 | -1.55 | 31.92 | 637 | 12 | 804 | |||
| 16 Dec | 108.18 | 4.25 | 0.00 | 33.59 | 599 | -50 | 793 | |||
| 13 Dec | 107.73 | 4.25 | -0.25 | 28.05 | 3,762 | 92 | 857 | |||
| 12 Dec | 107.82 | 4.5 | -0.80 | 31.23 | 610 | 10 | 767 | |||
| 11 Dec | 108.58 | 5.3 | -2.20 | 33.66 | 522 | -10 | 759 | |||
| 10 Dec | 110.47 | 7.5 | 1.80 | 37.46 | 815 | -141 | 780 | |||
| 9 Dec | 108.77 | 5.7 | -1.05 | 34.98 | 459 | -28 | 920 | |||
| 6 Dec | 110.10 | 6.75 | 0.55 | 31.44 | 1,690 | 142 | 954 | |||
| 5 Dec | 109.08 | 6.2 | -0.75 | 32.66 | 499 | 42 | 814 | |||
| 4 Dec | 110.01 | 6.95 | 1.35 | 32.62 | 1,436 | -165 | 775 | |||
| 3 Dec | 107.97 | 5.6 | 1.65 | 33.99 | 2,486 | -571 | 939 | |||
| 2 Dec | 105.00 | 3.95 | 0.10 | 33.39 | 1,952 | 210 | 1,494 | |||
| 29 Nov | 104.90 | 3.85 | -1.45 | 31.12 | 3,136 | 371 | 1,286 | |||
| 28 Nov | 106.29 | 5.3 | 1.40 | 32.01 | 2,349 | 139 | 939 | |||
| 27 Nov | 104.38 | 3.9 | -0.45 | 32.05 | 1,050 | 128 | 800 | |||
| 26 Nov | 105.11 | 4.35 | 0.35 | 32.20 | 755 | 43 | 673 | |||
| 25 Nov | 104.11 | 4 | 1.75 | 32.64 | 1,556 | 223 | 627 | |||
| 22 Nov | 99.82 | 2.25 | 0.50 | 31.77 | 497 | 8 | 412 | |||
| 21 Nov | 96.37 | 1.75 | -0.95 | 36.50 | 558 | 114 | 404 | |||
| 20 Nov | 100.86 | 2.7 | 0.00 | 32.04 | 324 | 77 | 290 | |||
| 19 Nov | 100.86 | 2.7 | -0.20 | 32.04 | 324 | 77 | 290 | |||
| 18 Nov | 100.53 | 2.9 | 0.25 | 33.12 | 338 | 64 | 215 | |||
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| 14 Nov | 99.49 | 2.65 | -0.70 | 32.11 | 113 | 32 | 150 | |||
| 13 Nov | 100.56 | 3.35 | -0.85 | 33.45 | 168 | 66 | 122 | |||
| 12 Nov | 103.73 | 4.2 | -1.05 | 30.11 | 93 | 19 | 55 | |||
| 11 Nov | 105.14 | 5.25 | -0.05 | 31.18 | 100 | 14 | 39 | |||
| 8 Nov | 104.79 | 5.3 | -1.20 | 32.43 | 26 | 10 | 24 | |||
| 7 Nov | 106.71 | 6.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 106.98 | 6.5 | 0.05 | 29.50 | 6 | 1 | 14 | |||
| 5 Nov | 104.71 | 6.45 | 1.85 | 38.09 | 31 | 15 | 15 | |||
| 4 Nov | 103.65 | 4.6 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 105 expiring on 26DEC2024
Delta for 105 CE is 0.18
Historical price for 105 CE is as follows
On 20 Dec PNB was trading at 100.77. The strike last trading price was 0.4, which was -0.70 lower than the previous day. The implied volatity was 32.63, the open interest changed by -181 which decreased total open position to 1211
On 19 Dec PNB was trading at 103.52. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 29.72, the open interest changed by 112 which increased total open position to 1387
On 18 Dec PNB was trading at 103.03. The strike last trading price was 1.25, which was -1.45 lower than the previous day. The implied volatity was 32.69, the open interest changed by 469 which increased total open position to 1276
On 17 Dec PNB was trading at 105.99. The strike last trading price was 2.7, which was -1.55 lower than the previous day. The implied volatity was 31.92, the open interest changed by 12 which increased total open position to 804
On 16 Dec PNB was trading at 108.18. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 33.59, the open interest changed by -50 which decreased total open position to 793
On 13 Dec PNB was trading at 107.73. The strike last trading price was 4.25, which was -0.25 lower than the previous day. The implied volatity was 28.05, the open interest changed by 92 which increased total open position to 857
On 12 Dec PNB was trading at 107.82. The strike last trading price was 4.5, which was -0.80 lower than the previous day. The implied volatity was 31.23, the open interest changed by 10 which increased total open position to 767
On 11 Dec PNB was trading at 108.58. The strike last trading price was 5.3, which was -2.20 lower than the previous day. The implied volatity was 33.66, the open interest changed by -10 which decreased total open position to 759
On 10 Dec PNB was trading at 110.47. The strike last trading price was 7.5, which was 1.80 higher than the previous day. The implied volatity was 37.46, the open interest changed by -141 which decreased total open position to 780
On 9 Dec PNB was trading at 108.77. The strike last trading price was 5.7, which was -1.05 lower than the previous day. The implied volatity was 34.98, the open interest changed by -28 which decreased total open position to 920
On 6 Dec PNB was trading at 110.10. The strike last trading price was 6.75, which was 0.55 higher than the previous day. The implied volatity was 31.44, the open interest changed by 142 which increased total open position to 954
On 5 Dec PNB was trading at 109.08. The strike last trading price was 6.2, which was -0.75 lower than the previous day. The implied volatity was 32.66, the open interest changed by 42 which increased total open position to 814
On 4 Dec PNB was trading at 110.01. The strike last trading price was 6.95, which was 1.35 higher than the previous day. The implied volatity was 32.62, the open interest changed by -165 which decreased total open position to 775
On 3 Dec PNB was trading at 107.97. The strike last trading price was 5.6, which was 1.65 higher than the previous day. The implied volatity was 33.99, the open interest changed by -571 which decreased total open position to 939
On 2 Dec PNB was trading at 105.00. The strike last trading price was 3.95, which was 0.10 higher than the previous day. The implied volatity was 33.39, the open interest changed by 210 which increased total open position to 1494
On 29 Nov PNB was trading at 104.90. The strike last trading price was 3.85, which was -1.45 lower than the previous day. The implied volatity was 31.12, the open interest changed by 371 which increased total open position to 1286
On 28 Nov PNB was trading at 106.29. The strike last trading price was 5.3, which was 1.40 higher than the previous day. The implied volatity was 32.01, the open interest changed by 139 which increased total open position to 939
On 27 Nov PNB was trading at 104.38. The strike last trading price was 3.9, which was -0.45 lower than the previous day. The implied volatity was 32.05, the open interest changed by 128 which increased total open position to 800
On 26 Nov PNB was trading at 105.11. The strike last trading price was 4.35, which was 0.35 higher than the previous day. The implied volatity was 32.20, the open interest changed by 43 which increased total open position to 673
On 25 Nov PNB was trading at 104.11. The strike last trading price was 4, which was 1.75 higher than the previous day. The implied volatity was 32.64, the open interest changed by 223 which increased total open position to 627
On 22 Nov PNB was trading at 99.82. The strike last trading price was 2.25, which was 0.50 higher than the previous day. The implied volatity was 31.77, the open interest changed by 8 which increased total open position to 412
On 21 Nov PNB was trading at 96.37. The strike last trading price was 1.75, which was -0.95 lower than the previous day. The implied volatity was 36.50, the open interest changed by 114 which increased total open position to 404
On 20 Nov PNB was trading at 100.86. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 32.04, the open interest changed by 77 which increased total open position to 290
On 19 Nov PNB was trading at 100.86. The strike last trading price was 2.7, which was -0.20 lower than the previous day. The implied volatity was 32.04, the open interest changed by 77 which increased total open position to 290
On 18 Nov PNB was trading at 100.53. The strike last trading price was 2.9, which was 0.25 higher than the previous day. The implied volatity was 33.12, the open interest changed by 64 which increased total open position to 215
On 14 Nov PNB was trading at 99.49. The strike last trading price was 2.65, which was -0.70 lower than the previous day. The implied volatity was 32.11, the open interest changed by 32 which increased total open position to 150
On 13 Nov PNB was trading at 100.56. The strike last trading price was 3.35, which was -0.85 lower than the previous day. The implied volatity was 33.45, the open interest changed by 66 which increased total open position to 122
On 12 Nov PNB was trading at 103.73. The strike last trading price was 4.2, which was -1.05 lower than the previous day. The implied volatity was 30.11, the open interest changed by 19 which increased total open position to 55
On 11 Nov PNB was trading at 105.14. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was 31.18, the open interest changed by 14 which increased total open position to 39
On 8 Nov PNB was trading at 104.79. The strike last trading price was 5.3, which was -1.20 lower than the previous day. The implied volatity was 32.43, the open interest changed by 10 which increased total open position to 24
On 7 Nov PNB was trading at 106.71. The strike last trading price was 6.5, 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 Nov PNB was trading at 106.98. The strike last trading price was 6.5, which was 0.05 higher than the previous day. The implied volatity was 29.50, the open interest changed by 1 which increased total open position to 14
On 5 Nov PNB was trading at 104.71. The strike last trading price was 6.45, which was 1.85 higher than the previous day. The implied volatity was 38.09, the open interest changed by 15 which increased total open position to 15
On 4 Nov PNB was trading at 103.65. The strike last trading price was 4.6, 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 26DEC2024 105 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.04
Theta: -0.13
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 100.77 | 4.85 | 2.25 | 43.30 | 1,578 | -58 | 562 |
| 19 Dec | 103.52 | 2.6 | -0.35 | 31.57 | 2,799 | -305 | 620 |
| 18 Dec | 103.03 | 2.95 | 1.45 | 31.81 | 3,715 | -246 | 925 |
| 17 Dec | 105.99 | 1.5 | 0.65 | 30.35 | 1,854 | -116 | 1,208 |
| 16 Dec | 108.18 | 0.85 | -0.15 | 29.19 | 895 | 43 | 1,324 |
| 13 Dec | 107.73 | 1 | -0.30 | 28.41 | 5,185 | 86 | 1,288 |
| 12 Dec | 107.82 | 1.3 | -0.05 | 31.26 | 978 | 2 | 1,202 |
| 11 Dec | 108.58 | 1.35 | 0.20 | 33.80 | 1,603 | 18 | 1,201 |
| 10 Dec | 110.47 | 1.15 | -0.30 | 38.34 | 1,346 | 55 | 1,182 |
| 9 Dec | 108.77 | 1.45 | 0.10 | 33.70 | 1,156 | 23 | 1,130 |
| 6 Dec | 110.10 | 1.35 | -0.40 | 34.65 | 2,873 | 253 | 1,257 |
| 5 Dec | 109.08 | 1.75 | 0.25 | 35.52 | 1,404 | -57 | 1,010 |
| 4 Dec | 110.01 | 1.5 | -0.55 | 34.73 | 2,003 | 91 | 1,066 |
| 3 Dec | 107.97 | 2.05 | -1.05 | 33.08 | 2,699 | 58 | 977 |
| 2 Dec | 105.00 | 3.1 | -0.20 | 32.25 | 1,271 | 94 | 918 |
| 29 Nov | 104.90 | 3.3 | 0.60 | 31.78 | 2,368 | 48 | 823 |
| 28 Nov | 106.29 | 2.7 | -0.90 | 33.81 | 1,554 | 230 | 784 |
| 27 Nov | 104.38 | 3.6 | 0.15 | 31.89 | 517 | 54 | 554 |
| 26 Nov | 105.11 | 3.45 | -0.35 | 32.70 | 484 | 22 | 500 |
| 25 Nov | 104.11 | 3.8 | -2.95 | 31.79 | 969 | 296 | 480 |
| 22 Nov | 99.82 | 6.75 | -2.60 | 35.79 | 109 | 60 | 244 |
| 21 Nov | 96.37 | 9.35 | 3.25 | 38.43 | 45 | 17 | 182 |
| 20 Nov | 100.86 | 6.1 | 0.00 | 32.51 | 97 | 53 | 164 |
| 19 Nov | 100.86 | 6.1 | -0.15 | 32.51 | 97 | 52 | 164 |
| 18 Nov | 100.53 | 6.25 | -0.65 | 33.42 | 20 | 14 | 112 |
| 14 Nov | 99.49 | 6.9 | 0.50 | 32.90 | 15 | 4 | 95 |
| 13 Nov | 100.56 | 6.4 | 1.75 | 34.11 | 54 | 17 | 91 |
| 12 Nov | 103.73 | 4.65 | 0.50 | 31.56 | 55 | 15 | 73 |
| 11 Nov | 105.14 | 4.15 | -0.45 | 32.74 | 51 | 16 | 58 |
| 8 Nov | 104.79 | 4.6 | 0.75 | 33.24 | 61 | 23 | 40 |
| 7 Nov | 106.71 | 3.85 | 0.10 | 34.06 | 29 | 13 | 17 |
| 6 Nov | 106.98 | 3.75 | -6.80 | 34.04 | 6 | 3 | 3 |
| 5 Nov | 104.71 | 10.55 | 0.00 | 1.04 | 0 | 0 | 0 |
| 4 Nov | 103.65 | 10.55 | 0.21 | 0 | 0 | 0 | |
For Punjab National Bank - strike price 105 expiring on 26DEC2024
Delta for 105 PE is -0.75
Historical price for 105 PE is as follows
On 20 Dec PNB was trading at 100.77. The strike last trading price was 4.85, which was 2.25 higher than the previous day. The implied volatity was 43.30, the open interest changed by -58 which decreased total open position to 562
On 19 Dec PNB was trading at 103.52. The strike last trading price was 2.6, which was -0.35 lower than the previous day. The implied volatity was 31.57, the open interest changed by -305 which decreased total open position to 620
On 18 Dec PNB was trading at 103.03. The strike last trading price was 2.95, which was 1.45 higher than the previous day. The implied volatity was 31.81, the open interest changed by -246 which decreased total open position to 925
On 17 Dec PNB was trading at 105.99. The strike last trading price was 1.5, which was 0.65 higher than the previous day. The implied volatity was 30.35, the open interest changed by -116 which decreased total open position to 1208
On 16 Dec PNB was trading at 108.18. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 29.19, the open interest changed by 43 which increased total open position to 1324
On 13 Dec PNB was trading at 107.73. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 28.41, the open interest changed by 86 which increased total open position to 1288
On 12 Dec PNB was trading at 107.82. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 31.26, the open interest changed by 2 which increased total open position to 1202
On 11 Dec PNB was trading at 108.58. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 33.80, the open interest changed by 18 which increased total open position to 1201
On 10 Dec PNB was trading at 110.47. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 38.34, the open interest changed by 55 which increased total open position to 1182
On 9 Dec PNB was trading at 108.77. The strike last trading price was 1.45, which was 0.10 higher than the previous day. The implied volatity was 33.70, the open interest changed by 23 which increased total open position to 1130
On 6 Dec PNB was trading at 110.10. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was 34.65, the open interest changed by 253 which increased total open position to 1257
On 5 Dec PNB was trading at 109.08. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 35.52, the open interest changed by -57 which decreased total open position to 1010
On 4 Dec PNB was trading at 110.01. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 34.73, the open interest changed by 91 which increased total open position to 1066
On 3 Dec PNB was trading at 107.97. The strike last trading price was 2.05, which was -1.05 lower than the previous day. The implied volatity was 33.08, the open interest changed by 58 which increased total open position to 977
On 2 Dec PNB was trading at 105.00. The strike last trading price was 3.1, which was -0.20 lower than the previous day. The implied volatity was 32.25, the open interest changed by 94 which increased total open position to 918
On 29 Nov PNB was trading at 104.90. The strike last trading price was 3.3, which was 0.60 higher than the previous day. The implied volatity was 31.78, the open interest changed by 48 which increased total open position to 823
On 28 Nov PNB was trading at 106.29. The strike last trading price was 2.7, which was -0.90 lower than the previous day. The implied volatity was 33.81, the open interest changed by 230 which increased total open position to 784
On 27 Nov PNB was trading at 104.38. The strike last trading price was 3.6, which was 0.15 higher than the previous day. The implied volatity was 31.89, the open interest changed by 54 which increased total open position to 554
On 26 Nov PNB was trading at 105.11. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 32.70, the open interest changed by 22 which increased total open position to 500
On 25 Nov PNB was trading at 104.11. The strike last trading price was 3.8, which was -2.95 lower than the previous day. The implied volatity was 31.79, the open interest changed by 296 which increased total open position to 480
On 22 Nov PNB was trading at 99.82. The strike last trading price was 6.75, which was -2.60 lower than the previous day. The implied volatity was 35.79, the open interest changed by 60 which increased total open position to 244
On 21 Nov PNB was trading at 96.37. The strike last trading price was 9.35, which was 3.25 higher than the previous day. The implied volatity was 38.43, the open interest changed by 17 which increased total open position to 182
On 20 Nov PNB was trading at 100.86. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 32.51, the open interest changed by 53 which increased total open position to 164
On 19 Nov PNB was trading at 100.86. The strike last trading price was 6.1, which was -0.15 lower than the previous day. The implied volatity was 32.51, the open interest changed by 52 which increased total open position to 164
On 18 Nov PNB was trading at 100.53. The strike last trading price was 6.25, which was -0.65 lower than the previous day. The implied volatity was 33.42, the open interest changed by 14 which increased total open position to 112
On 14 Nov PNB was trading at 99.49. The strike last trading price was 6.9, which was 0.50 higher than the previous day. The implied volatity was 32.90, the open interest changed by 4 which increased total open position to 95
On 13 Nov PNB was trading at 100.56. The strike last trading price was 6.4, which was 1.75 higher than the previous day. The implied volatity was 34.11, the open interest changed by 17 which increased total open position to 91
On 12 Nov PNB was trading at 103.73. The strike last trading price was 4.65, which was 0.50 higher than the previous day. The implied volatity was 31.56, the open interest changed by 15 which increased total open position to 73
On 11 Nov PNB was trading at 105.14. The strike last trading price was 4.15, which was -0.45 lower than the previous day. The implied volatity was 32.74, the open interest changed by 16 which increased total open position to 58
On 8 Nov PNB was trading at 104.79. The strike last trading price was 4.6, which was 0.75 higher than the previous day. The implied volatity was 33.24, the open interest changed by 23 which increased total open position to 40
On 7 Nov PNB was trading at 106.71. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was 34.06, the open interest changed by 13 which increased total open position to 17
On 6 Nov PNB was trading at 106.98. The strike last trading price was 3.75, which was -6.80 lower than the previous day. The implied volatity was 34.04, the open interest changed by 3 which increased total open position to 3
On 5 Nov PNB was trading at 104.71. The strike last trading price was 10.55, which was 0.00 lower than the previous day. The implied volatity was 1.04, 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 10.55, which was lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
