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Historical option data for PNB

02 Jun 2026 12:33 PM IST
PNB 30-Jun-2026 (28d) 106 CE
Delta: 0.38
Vega: 0
Theta: -0.06
Gamma: 0.04652
Date Close Ltp Change IV Volume OI Chg OI
2 Jun 102.97 2.11 -0.89 (-29.67%) 28.62 173 41 457
1 Jun 103.78 2.61 -1.39 (-34.75%) 28.79 447 86 416
29 May 106.05 3.82 -0.18 (-4.50%) 27.24 464 31 331
27 May 106.67 4.11 0.11 (2.75%) 26.68 395 -17 299
26 May 105.91 4 0 (0.00%) 28.38 426 59 316
25 May 106.26 4.52 1.52 (50.67%) 29.73 312 57 255
22 May 102.66 2.91 -0.09 (-3.00%) 29.76 198 135 199
21 May 101.92 2.61 -0.39 (-13.00%) 30.22 25 19 63
20 May 102.22 2.9 -0.1 (-3.33%) 30.56 14 0 42
19 May 101.30 2.58 0.58 (29.00%) 30.71 9 0 43
18 May 99.49 2.16 -1.84 (-46.00%) 33.53 17 8 43
15 May 102.05 3.59 -1.13 (-23.94%) 31.45 6 1 36
14 May 104.62 4.72 0.92 (24.21%) 32.49 7 2 34
13 May 102.77 3.8 -0.15 (-3.80%) 0 7 3 31
12 May 102.78 3.95 -0.65 (-14.13%) 0 11 3 28
11 May 104.62 4.6 -2.4 (-34.29%) 0 17 13 24
8 May 107.24 7 0 (0.00%) - 0 0 11
7 May 109.11 7 0 (0.00%) - 0 0 11
6 May 110.18 7 0 (0.00%) 32.54 0 0 11
5 May 107.89 7 1.07 (18.04%) 32.54 11 10 10
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
28 Apr 111.39 0 0 - 0 0 0
27 Apr 113.88 0 0 - 0 0 0
24 Apr 113.09 0 0 - 0 0 0
23 Apr 112.71 0 0 - 0 0 0
22 Apr 114.67 0 0 - 0 0 0
21 Apr 114.11 - - - 0 0 0
20 Apr 113.74 - - - 0 0 0
17 Apr 114.48 - - - 0 0 0
16 Apr 113.56 - - - 0 0 0
15 Apr 113.08 - - - 0 0 0
13 Apr 110.73 - - - 0 0 0
10 Apr 111.80 5.93 0 (0.00%) - 0 0 0
9 Apr 109.59 5.93 0 (0.00%) - 0 0 0
8 Apr 111.14 - - - 0 0 0
7 Apr 104.58 5.93 0 (0.00%) - 0 0 0
6 Apr 106.50 5.93 0 (0.00%) - 0 0 0
2 Apr 104.48 5.93 0 (0.00%) 2.05 0 0 0


For Punjab National Bank - strike price 106 expiring on 30JUN2026

Delta for 106 CE is 0.38

Historical price for 106 CE is as follows

On 2 Jun PNB was trading at 102.97. The strike last trading price was 2.11, which was -0.89 lower than the previous day. The implied volatity was 28.62, the open interest changed by 41 which increased total open position to 457


On 1 Jun PNB was trading at 103.78. The strike last trading price was 2.61, which was -1.39 lower than the previous day. The implied volatity was 28.79, the open interest changed by 86 which increased total open position to 416


On 29 May PNB was trading at 106.05. The strike last trading price was 3.82, which was -0.18 lower than the previous day. The implied volatity was 27.24, the open interest changed by 31 which increased total open position to 331


On 27 May PNB was trading at 106.67. The strike last trading price was 4.11, which was 0.11 higher than the previous day. The implied volatity was 26.68, the open interest changed by -17 which decreased total open position to 299


On 26 May PNB was trading at 105.91. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 28.38, the open interest changed by 59 which increased total open position to 316


On 25 May PNB was trading at 106.26. The strike last trading price was 4.52, which was 1.52 higher than the previous day. The implied volatity was 29.73, the open interest changed by 57 which increased total open position to 255


On 22 May PNB was trading at 102.66. The strike last trading price was 2.91, which was -0.09 lower than the previous day. The implied volatity was 29.76, the open interest changed by 135 which increased total open position to 199


On 21 May PNB was trading at 101.92. The strike last trading price was 2.61, which was -0.39 lower than the previous day. The implied volatity was 30.22, the open interest changed by 19 which increased total open position to 63


On 20 May PNB was trading at 102.22. The strike last trading price was 2.9, which was -0.1 lower than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 42


On 19 May PNB was trading at 101.30. The strike last trading price was 2.58, which was 0.58 higher than the previous day. The implied volatity was 30.71, the open interest changed by 0 which decreased total open position to 43


On 18 May PNB was trading at 99.49. The strike last trading price was 2.16, which was -1.84 lower than the previous day. The implied volatity was 33.53, the open interest changed by 8 which increased total open position to 43


On 15 May PNB was trading at 102.05. The strike last trading price was 3.59, which was -1.13 lower than the previous day. The implied volatity was 31.45, the open interest changed by 1 which increased total open position to 36


On 14 May PNB was trading at 104.62. The strike last trading price was 4.72, which was 0.92 higher than the previous day. The implied volatity was 32.49, the open interest changed by 2 which increased total open position to 34


On 13 May PNB was trading at 102.77. The strike last trading price was 3.8, which was -0.15 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 31


On 12 May PNB was trading at 102.78. The strike last trading price was 3.95, which was -0.65 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 28


On 11 May PNB was trading at 104.62. The strike last trading price was 4.6, which was -2.4 lower than the previous day. The implied volatity was 0, the open interest changed by 13 which increased total open position to 24


On 8 May PNB was trading at 107.24. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 7 May PNB was trading at 109.11. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 6 May PNB was trading at 110.18. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 11


On 5 May PNB was trading at 107.89. The strike last trading price was 7, which was 1.07 higher than the previous day. The implied volatity was 32.54, the open interest changed by 10 which increased total open position to 10


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


On 28 Apr PNB was trading at 111.39. 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 27 Apr PNB was trading at 113.88. 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 24 Apr PNB was trading at 113.09. 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 23 Apr PNB was trading at 112.71. 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 22 Apr PNB was trading at 114.67. 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 21 Apr PNB was trading at 114.11. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Apr PNB was trading at 113.74. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr PNB was trading at 114.48. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr PNB was trading at 113.56. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr PNB was trading at 113.08. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr PNB was trading at 110.73. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr PNB was trading at 111.80. The strike last trading price was 5.93, 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 9 Apr PNB was trading at 109.59. The strike last trading price was 5.93, 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 8 Apr PNB was trading at 111.14. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr PNB was trading at 104.58. The strike last trading price was 5.93, 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 6 Apr PNB was trading at 106.50. The strike last trading price was 5.93, 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 2 Apr PNB was trading at 104.48. The strike last trading price was 5.93, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0


PNB 30-Jun-2026 (28d) 106 PE
Delta: -0.63
Vega: 0
Theta: -0.04
Gamma: 0.05418
Date Close Ltp Change IV Volume OI Chg OI
2 Jun 102.97 4.33 0.51 (13.35%) 24.15 80 -2 299
1 Jun 103.78 3.85 1.03 (36.52%) 24.52 452 52 306
29 May 106.05 2.8 0.22 (8.53%) 24.96 427 23 253
27 May 106.67 2.57 -0.42 (-14.05%) 24.11 230 14 231
26 May 105.91 3.02 -0.05 (-1.63%) 25.04 383 131 216
25 May 106.26 3.01 -2.32 (-43.53%) 26.39 169 48 85
22 May 102.66 5.33 -0.44 (-7.63%) 27.22 25 16 37
21 May 101.92 5.77 -0.46 (-7.38%) 27.12 11 10 21
20 May 102.22 6.23 6.23 (33.69%) 28.03 0 0 11
19 May 101.30 6.23 1.57 (33.69%) 28.03 2 0 10
18 May 99.49 4.66 4.66 (0.00%) - 0 0 10
15 May 102.05 4.66 0 (0.00%) 28.49 0 0 10
14 May 104.62 4.66 -1.24 (-21.02%) 28.49 5 1 8
13 May 102.77 5.9 0 (0.00%) 0 0 0 7
12 May 102.78 5.9 1.9 (47.50%) 0 6 4 7
11 May 104.62 4 0 (0.00%) 0 0 0 3
8 May 107.24 4 -0.5 (-11.11%) 29.42 2 0 1
7 May 109.11 4.5 4.5 - 0 0 1
6 May 110.18 4.5 4.5 (-52.48%) 34.96 0 0 1
5 May 107.89 4.5 -4.97 (-52.48%) 34.96 1 0 0
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
28 Apr 111.39 0 0 - 0 0 0
27 Apr 113.88 0 0 - 0 0 0
24 Apr 113.09 0 0 - 0 0 0
23 Apr 112.71 0 0 - 0 0 0
22 Apr 114.67 0 0 - 0 0 0
21 Apr 114.11 - - - 0 0 0
20 Apr 113.74 - - - 0 0 0
17 Apr 114.48 - - - 0 0 0
16 Apr 113.56 - - - 0 0 0
15 Apr 113.08 - - - 0 0 0
13 Apr 110.73 - - - 0 0 0
10 Apr 111.80 9.47 0 (0.00%) 5.07 0 0 0
9 Apr 109.59 9.47 0 (0.00%) 5 0 0 0
8 Apr 111.14 - - - 0 0 0
7 Apr 104.58 9.47 0 (0.00%) - 0 0 0
6 Apr 106.50 9.47 0 (0.00%) 1.1 0 0 0
2 Apr 104.48 9.47 0 (0.00%) 0.06 0 0 0


For Punjab National Bank - strike price 106 expiring on 30JUN2026

Delta for 106 PE is -0.63

Historical price for 106 PE is as follows

On 2 Jun PNB was trading at 102.97. The strike last trading price was 4.33, which was 0.51 higher than the previous day. The implied volatity was 24.15, the open interest changed by -2 which decreased total open position to 299


On 1 Jun PNB was trading at 103.78. The strike last trading price was 3.85, which was 1.03 higher than the previous day. The implied volatity was 24.52, the open interest changed by 52 which increased total open position to 306


On 29 May PNB was trading at 106.05. The strike last trading price was 2.8, which was 0.22 higher than the previous day. The implied volatity was 24.96, the open interest changed by 23 which increased total open position to 253


On 27 May PNB was trading at 106.67. The strike last trading price was 2.57, which was -0.42 lower than the previous day. The implied volatity was 24.11, the open interest changed by 14 which increased total open position to 231


On 26 May PNB was trading at 105.91. The strike last trading price was 3.02, which was -0.05 lower than the previous day. The implied volatity was 25.04, the open interest changed by 131 which increased total open position to 216


On 25 May PNB was trading at 106.26. The strike last trading price was 3.01, which was -2.32 lower than the previous day. The implied volatity was 26.39, the open interest changed by 48 which increased total open position to 85


On 22 May PNB was trading at 102.66. The strike last trading price was 5.33, which was -0.44 lower than the previous day. The implied volatity was 27.22, the open interest changed by 16 which increased total open position to 37


On 21 May PNB was trading at 101.92. The strike last trading price was 5.77, which was -0.46 lower than the previous day. The implied volatity was 27.12, the open interest changed by 10 which increased total open position to 21


On 20 May PNB was trading at 102.22. The strike last trading price was 6.23, which was 6.23 higher than the previous day. The implied volatity was 28.03, the open interest changed by 0 which decreased total open position to 11


On 19 May PNB was trading at 101.30. The strike last trading price was 6.23, which was 1.57 higher than the previous day. The implied volatity was 28.03, the open interest changed by 0 which decreased total open position to 10


On 18 May PNB was trading at 99.49. The strike last trading price was 4.66, which was 4.66 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 15 May PNB was trading at 102.05. The strike last trading price was 4.66, which was 0 lower than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 10


On 14 May PNB was trading at 104.62. The strike last trading price was 4.66, which was -1.24 lower than the previous day. The implied volatity was 28.49, the open interest changed by 1 which increased total open position to 8


On 13 May PNB was trading at 102.77. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 7


On 12 May PNB was trading at 102.78. The strike last trading price was 5.9, which was 1.9 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 7


On 11 May PNB was trading at 104.62. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3


On 8 May PNB was trading at 107.24. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 29.42, the open interest changed by 0 which decreased total open position to 1


On 7 May PNB was trading at 109.11. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 May PNB was trading at 110.18. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was 34.96, the open interest changed by 0 which decreased total open position to 1


On 5 May PNB was trading at 107.89. The strike last trading price was 4.5, which was -4.97 lower than the previous day. The implied volatity was 34.96, the open interest changed by 0 which decreased total open position to 0


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


On 28 Apr PNB was trading at 111.39. 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 27 Apr PNB was trading at 113.88. 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 24 Apr PNB was trading at 113.09. 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 23 Apr PNB was trading at 112.71. 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 22 Apr PNB was trading at 114.67. 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 21 Apr PNB was trading at 114.11. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Apr PNB was trading at 113.74. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr PNB was trading at 114.48. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr PNB was trading at 113.56. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr PNB was trading at 113.08. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr PNB was trading at 110.73. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr PNB was trading at 111.80. The strike last trading price was 9.47, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0


On 9 Apr PNB was trading at 109.59. The strike last trading price was 9.47, which was 0 lower than the previous day. The implied volatity was 5, the open interest changed by 0 which decreased total open position to 0


On 8 Apr PNB was trading at 111.14. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr PNB was trading at 104.58. The strike last trading price was 9.47, 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 6 Apr PNB was trading at 106.50. The strike last trading price was 9.47, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0


On 2 Apr PNB was trading at 104.48. The strike last trading price was 9.47, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0