PNB
Punjab National Bank
Historical option data for PNB
26 Dec 2024 04:12 PM IST
| PNB 30JAN2025 106 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.12
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 102.16 | 2.35 | 0.05 | 28.41 | 195 | 64 | 134 | |||
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| 24 Dec | 101.64 | 2.3 | -0.50 | 28.43 | 51 | 4 | 70 | |||
| 23 Dec | 101.38 | 2.8 | -0.05 | 32.15 | 70 | 10 | 64 | |||
| 20 Dec | 100.77 | 2.85 | -0.85 | 33.40 | 68 | 26 | 54 | |||
| 19 Dec | 103.52 | 3.7 | 0.20 | 30.96 | 104 | -2 | 29 | |||
| 18 Dec | 103.03 | 3.5 | -2.05 | 30.34 | 47 | 23 | 31 | |||
| 17 Dec | 105.99 | 5.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 108.18 | 5.55 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 13 Dec | 107.73 | 5.55 | -0.85 | 24.02 | 12 | 8 | 8 | |||
| 12 Dec | 107.82 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 108.58 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 110.47 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 108.77 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 110.10 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 109.08 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 110.01 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 107.97 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 105.00 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 104.90 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 106.29 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 104.38 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 105.11 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 100.53 | 6.4 | 0.00 | 3.37 | 0 | 0 | 0 | |||
| 14 Nov | 99.49 | 6.4 | 0.00 | 3.05 | 0 | 0 | 0 | |||
| 13 Nov | 100.56 | 6.4 | 0.00 | 0.26 | 0 | 0 | 0 | |||
| 12 Nov | 103.73 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 105.14 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 104.79 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 106.71 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 106.98 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 104.71 | 6.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 103.65 | 6.4 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 106 expiring on 30JAN2025
Delta for 106 CE is 0.39
Historical price for 106 CE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 28.41, the open interest changed by 64 which increased total open position to 134
On 24 Dec PNB was trading at 101.64. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 28.43, the open interest changed by 4 which increased total open position to 70
On 23 Dec PNB was trading at 101.38. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 32.15, the open interest changed by 10 which increased total open position to 64
On 20 Dec PNB was trading at 100.77. The strike last trading price was 2.85, which was -0.85 lower than the previous day. The implied volatity was 33.40, the open interest changed by 26 which increased total open position to 54
On 19 Dec PNB was trading at 103.52. The strike last trading price was 3.7, which was 0.20 higher than the previous day. The implied volatity was 30.96, the open interest changed by -2 which decreased total open position to 29
On 18 Dec PNB was trading at 103.03. The strike last trading price was 3.5, which was -2.05 lower than the previous day. The implied volatity was 30.34, the open interest changed by 23 which increased total open position to 31
On 17 Dec PNB was trading at 105.99. The strike last trading price was 5.55, 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 16 Dec PNB was trading at 108.18. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 13 Dec PNB was trading at 107.73. The strike last trading price was 5.55, which was -0.85 lower than the previous day. The implied volatity was 24.02, the open interest changed by 8 which increased total open position to 8
On 12 Dec PNB was trading at 107.82. The strike last trading price was 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 3.37, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 0.26, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 106 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.12
Theta: -0.03
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 102.16 | 5.3 | -0.60 | 28.51 | 212 | 118 | 167 |
| 24 Dec | 101.64 | 5.9 | -1.50 | 30.69 | 9 | 4 | 48 |
| 23 Dec | 101.38 | 7.4 | 0.75 | 41.91 | 3 | 0 | 44 |
| 20 Dec | 100.77 | 6.65 | 1.45 | 31.57 | 9 | 4 | 42 |
| 19 Dec | 103.52 | 5.2 | -0.20 | 31.76 | 11 | 9 | 39 |
| 18 Dec | 103.03 | 5.4 | 2.00 | 31.49 | 26 | 7 | 29 |
| 17 Dec | 105.99 | 3.4 | 0.50 | 26.96 | 6 | 2 | 23 |
| 16 Dec | 108.18 | 2.9 | -1.50 | 28.97 | 9 | 0 | 20 |
| 13 Dec | 107.73 | 4.4 | 0.90 | 38.35 | 7 | 1 | 19 |
| 12 Dec | 107.82 | 3.5 | 0.50 | 31.86 | 1 | 0 | 18 |
| 11 Dec | 108.58 | 3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 110.47 | 3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 108.77 | 3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 110.10 | 3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 109.08 | 3 | 0.00 | 0.00 | 0 | 18 | 0 |
| 4 Dec | 110.01 | 3 | -9.55 | 31.72 | 19 | 10 | 10 |
| 3 Dec | 107.97 | 12.55 | 0.00 | 2.76 | 0 | 0 | 0 |
| 2 Dec | 105.00 | 12.55 | 0.00 | 0.68 | 0 | 0 | 0 |
| 29 Nov | 104.90 | 12.55 | 0.00 | 0.57 | 0 | 0 | 0 |
| 28 Nov | 106.29 | 12.55 | 0.00 | 2.17 | 0 | 0 | 0 |
| 27 Nov | 104.38 | 12.55 | 0.00 | 0.30 | 0 | 0 | 0 |
| 26 Nov | 105.11 | 12.55 | 12.55 | 0.85 | 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 | 0.44 | 0 | 0 | 0 |
| 11 Nov | 105.14 | 0 | 0.00 | 1.10 | 0 | 0 | 0 |
| 8 Nov | 104.79 | 0 | 0.00 | 1.04 | 0 | 0 | 0 |
| 7 Nov | 106.71 | 0 | 0.00 | 2.15 | 0 | 0 | 0 |
| 6 Nov | 106.98 | 0 | 0.00 | 2.32 | 0 | 0 | 0 |
| 5 Nov | 104.71 | 0 | 0.00 | 1.10 | 0 | 0 | 0 |
| 4 Nov | 103.65 | 0 | 0.21 | 0 | 0 | 0 | |
For Punjab National Bank - strike price 106 expiring on 30JAN2025
Delta for 106 PE is -0.61
Historical price for 106 PE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 5.3, which was -0.60 lower than the previous day. The implied volatity was 28.51, the open interest changed by 118 which increased total open position to 167
On 24 Dec PNB was trading at 101.64. The strike last trading price was 5.9, which was -1.50 lower than the previous day. The implied volatity was 30.69, the open interest changed by 4 which increased total open position to 48
On 23 Dec PNB was trading at 101.38. The strike last trading price was 7.4, which was 0.75 higher than the previous day. The implied volatity was 41.91, the open interest changed by 0 which decreased total open position to 44
On 20 Dec PNB was trading at 100.77. The strike last trading price was 6.65, which was 1.45 higher than the previous day. The implied volatity was 31.57, the open interest changed by 4 which increased total open position to 42
On 19 Dec PNB was trading at 103.52. The strike last trading price was 5.2, which was -0.20 lower than the previous day. The implied volatity was 31.76, the open interest changed by 9 which increased total open position to 39
On 18 Dec PNB was trading at 103.03. The strike last trading price was 5.4, which was 2.00 higher than the previous day. The implied volatity was 31.49, the open interest changed by 7 which increased total open position to 29
On 17 Dec PNB was trading at 105.99. The strike last trading price was 3.4, which was 0.50 higher than the previous day. The implied volatity was 26.96, the open interest changed by 2 which increased total open position to 23
On 16 Dec PNB was trading at 108.18. The strike last trading price was 2.9, which was -1.50 lower than the previous day. The implied volatity was 28.97, the open interest changed by 0 which decreased total open position to 20
On 13 Dec PNB was trading at 107.73. The strike last trading price was 4.4, which was 0.90 higher than the previous day. The implied volatity was 38.35, the open interest changed by 1 which increased total open position to 19
On 12 Dec PNB was trading at 107.82. The strike last trading price was 3.5, which was 0.50 higher than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 18
On 11 Dec PNB was trading at 108.58. The strike last trading price was 3, 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 3, 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 3, 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 6 Dec PNB was trading at 110.10. The strike last trading price was 3, 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 5 Dec PNB was trading at 109.08. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 4 Dec PNB was trading at 110.01. The strike last trading price was 3, which was -9.55 lower than the previous day. The implied volatity was 31.72, the open interest changed by 10 which increased total open position to 10
On 3 Dec PNB was trading at 107.97. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was 2.76, 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 12.55, which was 0.00 lower than the previous day. The implied volatity was 0.68, 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 12.55, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 12.55, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 12.55, which was 0.00 lower than the previous day. The implied volatity was 0.30, 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 12.55, which was 12.55 higher than the previous day. The implied volatity was 0.85, 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 0.44, 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 1.10, 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 1.04, 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 2.15, 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 2.32, 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 1.10, 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 0.21, the open interest changed by 0 which decreased total open position to 0
