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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 106 CE
Delta: 0.08
Vega: 0.02
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 0.2 -0.30 44.88 545 35 450
20 Nov 100.86 0.5 0.00 33.52 857 20 414
19 Nov 100.86 0.5 -0.10 33.52 857 19 414
18 Nov 100.53 0.6 0.05 33.92 798 -73 394
14 Nov 99.49 0.55 -0.35 30.70 898 39 468
13 Nov 100.56 0.9 -0.80 31.40 1,227 -38 437
12 Nov 103.73 1.7 -0.75 29.70 1,220 -140 475
11 Nov 105.14 2.45 0.00 29.54 1,313 262 614
8 Nov 104.79 2.45 -1.35 29.70 1,850 48 351
7 Nov 106.71 3.8 -0.30 30.93 835 5 303
6 Nov 106.98 4.1 0.65 30.93 1,207 100 300
5 Nov 104.71 3.45 0.20 36.22 686 85 203
4 Nov 103.65 3.25 0.95 37.45 574 85 120
1 Nov 100.98 2.3 0.10 36.09 9 0 34
31 Oct 97.90 2.2 0.70 - 2 0 34
30 Oct 99.96 1.5 0.00 - 0 -4 0
29 Oct 101.33 1.5 -0.50 - 4 -3 35
28 Oct 98.64 2 0.15 - 68 25 38
25 Oct 95.72 1.85 -0.55 - 7 3 13
24 Oct 98.75 2.4 -7.00 - 12 10 10
23 Oct 96.68 9.4 0.00 - 0 0 0
22 Oct 94.95 9.4 0.00 - 0 0 0
21 Oct 102.29 9.4 0.00 - 0 0 0
18 Oct 103.27 9.4 0.00 - 0 0 0
17 Oct 102.46 9.4 0.00 - 0 0 0
16 Oct 105.05 9.4 0.00 - 0 0 0
15 Oct 104.98 9.4 0.00 - 0 0 0
14 Oct 105.01 9.4 0.00 - 0 0 0
11 Oct 104.91 9.4 0.00 - 0 0 0
10 Oct 103.69 9.4 0.00 - 0 0 0
9 Oct 104.10 9.4 0.00 - 0 0 0
8 Oct 102.49 9.4 0.00 - 0 0 0
7 Oct 102.07 9.4 0.00 - 0 0 0
4 Oct 105.85 9.4 0.00 - 0 0 0
3 Oct 105.06 9.4 0.00 - 0 0 0
1 Oct 105.21 9.4 0.00 - 0 0 0
30 Sept 107.21 9.4 0.00 - 0 0 0
27 Sept 109.22 9.4 - 0 0 0


For Punjab National Bank - strike price 106 expiring on 28NOV2024

Delta for 106 CE is 0.08

Historical price for 106 CE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 0.2, which was -0.30 lower than the previous day. The implied volatity was 44.88, the open interest changed by 35 which increased total open position to 450


On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 33.52, the open interest changed by 20 which increased total open position to 414


On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 33.52, the open interest changed by 19 which increased total open position to 414


On 18 Nov PNB was trading at 100.53. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 33.92, the open interest changed by -73 which decreased total open position to 394


On 14 Nov PNB was trading at 99.49. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 30.70, the open interest changed by 39 which increased total open position to 468


On 13 Nov PNB was trading at 100.56. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 31.40, the open interest changed by -38 which decreased total open position to 437


On 12 Nov PNB was trading at 103.73. The strike last trading price was 1.7, which was -0.75 lower than the previous day. The implied volatity was 29.70, the open interest changed by -140 which decreased total open position to 475


On 11 Nov PNB was trading at 105.14. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 29.54, the open interest changed by 262 which increased total open position to 614


On 8 Nov PNB was trading at 104.79. The strike last trading price was 2.45, which was -1.35 lower than the previous day. The implied volatity was 29.70, the open interest changed by 48 which increased total open position to 351


On 7 Nov PNB was trading at 106.71. The strike last trading price was 3.8, which was -0.30 lower than the previous day. The implied volatity was 30.93, the open interest changed by 5 which increased total open position to 303


On 6 Nov PNB was trading at 106.98. The strike last trading price was 4.1, which was 0.65 higher than the previous day. The implied volatity was 30.93, the open interest changed by 100 which increased total open position to 300


On 5 Nov PNB was trading at 104.71. The strike last trading price was 3.45, which was 0.20 higher than the previous day. The implied volatity was 36.22, the open interest changed by 85 which increased total open position to 203


On 4 Nov PNB was trading at 103.65. The strike last trading price was 3.25, which was 0.95 higher than the previous day. The implied volatity was 37.45, the open interest changed by 85 which increased total open position to 120


On 1 Nov PNB was trading at 100.98. The strike last trading price was 2.3, which was 0.10 higher than the previous day. The implied volatity was 36.09, the open interest changed by 0 which decreased total open position to 34


On 31 Oct PNB was trading at 97.90. The strike last trading price was 2.2, 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 Oct PNB was trading at 99.96. The strike last trading price was 1.5, 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 1.5, which was -0.50 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, which was 0.15 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 1.85, 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 24 Oct PNB was trading at 98.75. The strike last trading price was 2.4, which was -7.00 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PNB 28NOV2024 106 PE
Delta: -0.86
Vega: 0.03
Theta: -0.10
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 9.75 4.00 59.04 20 -10 245
20 Nov 100.86 5.75 0.00 36.13 132 9 255
19 Nov 100.86 5.75 0.10 36.13 132 9 255
18 Nov 100.53 5.65 -0.95 32.59 157 -5 247
14 Nov 99.49 6.6 0.95 32.74 211 14 252
13 Nov 100.56 5.65 1.80 31.31 276 5 239
12 Nov 103.73 3.85 0.95 31.06 555 -69 234
11 Nov 105.14 2.9 -0.45 29.35 793 143 303
8 Nov 104.79 3.35 0.80 28.97 1,245 -54 160
7 Nov 106.71 2.55 0.20 30.91 823 68 206
6 Nov 106.98 2.35 -1.70 29.82 815 70 135
5 Nov 104.71 4.05 -0.90 34.94 233 51 64
4 Nov 103.65 4.95 -3.85 38.34 15 10 11
1 Nov 100.98 8.8 0.00 0.00 0 0 0
31 Oct 97.90 8.8 0.00 - 0 0 0
30 Oct 99.96 8.8 0.00 - 0 0 1
29 Oct 101.33 8.8 0.00 - 0 0 1
28 Oct 98.64 8.8 0.00 - 0 0 0
25 Oct 95.72 8.8 0.00 - 0 1 0
24 Oct 98.75 8.8 2.05 - 1 0 0
23 Oct 96.68 6.75 0.00 - 0 0 0
22 Oct 94.95 6.75 0.00 - 0 0 0
21 Oct 102.29 6.75 0.00 - 0 0 0
18 Oct 103.27 6.75 0.00 - 0 0 0
17 Oct 102.46 6.75 0.00 - 0 0 0
16 Oct 105.05 6.75 0.00 - 0 0 0
15 Oct 104.98 6.75 0.00 - 0 0 0
14 Oct 105.01 6.75 0.00 - 0 0 0
11 Oct 104.91 6.75 0.00 - 0 0 0
10 Oct 103.69 6.75 0.00 - 0 0 0
9 Oct 104.10 6.75 0.00 - 0 0 0
8 Oct 102.49 6.75 0.00 - 0 0 0
7 Oct 102.07 6.75 0.00 - 0 0 0
4 Oct 105.85 6.75 0.00 - 0 0 0
3 Oct 105.06 6.75 0.00 - 0 0 0
1 Oct 105.21 6.75 0.00 - 0 0 0
30 Sept 107.21 6.75 0.00 - 0 0 0
27 Sept 109.22 6.75 - 0 0 0


For Punjab National Bank - strike price 106 expiring on 28NOV2024

Delta for 106 PE is -0.86

Historical price for 106 PE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 9.75, which was 4.00 higher than the previous day. The implied volatity was 59.04, the open interest changed by -10 which decreased total open position to 245


On 20 Nov PNB was trading at 100.86. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 36.13, the open interest changed by 9 which increased total open position to 255


On 19 Nov PNB was trading at 100.86. The strike last trading price was 5.75, which was 0.10 higher than the previous day. The implied volatity was 36.13, the open interest changed by 9 which increased total open position to 255


On 18 Nov PNB was trading at 100.53. The strike last trading price was 5.65, which was -0.95 lower than the previous day. The implied volatity was 32.59, the open interest changed by -5 which decreased total open position to 247


On 14 Nov PNB was trading at 99.49. The strike last trading price was 6.6, which was 0.95 higher than the previous day. The implied volatity was 32.74, the open interest changed by 14 which increased total open position to 252


On 13 Nov PNB was trading at 100.56. The strike last trading price was 5.65, which was 1.80 higher than the previous day. The implied volatity was 31.31, the open interest changed by 5 which increased total open position to 239


On 12 Nov PNB was trading at 103.73. The strike last trading price was 3.85, which was 0.95 higher than the previous day. The implied volatity was 31.06, the open interest changed by -69 which decreased total open position to 234


On 11 Nov PNB was trading at 105.14. The strike last trading price was 2.9, which was -0.45 lower than the previous day. The implied volatity was 29.35, the open interest changed by 143 which increased total open position to 303


On 8 Nov PNB was trading at 104.79. The strike last trading price was 3.35, which was 0.80 higher than the previous day. The implied volatity was 28.97, the open interest changed by -54 which decreased total open position to 160


On 7 Nov PNB was trading at 106.71. The strike last trading price was 2.55, which was 0.20 higher than the previous day. The implied volatity was 30.91, the open interest changed by 68 which increased total open position to 206


On 6 Nov PNB was trading at 106.98. The strike last trading price was 2.35, which was -1.70 lower than the previous day. The implied volatity was 29.82, the open interest changed by 70 which increased total open position to 135


On 5 Nov PNB was trading at 104.71. The strike last trading price was 4.05, which was -0.90 lower than the previous day. The implied volatity was 34.94, the open interest changed by 51 which increased total open position to 64


On 4 Nov PNB was trading at 103.65. The strike last trading price was 4.95, which was -3.85 lower than the previous day. The implied volatity was 38.34, the open interest changed by 10 which increased total open position to 11


On 1 Nov PNB was trading at 100.98. The strike last trading price was 8.8, 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 8.8, 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 Oct PNB was trading at 99.96. The strike last trading price was 8.8, 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 8.8, 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 8.8, 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 25 Oct PNB was trading at 95.72. The strike last trading price was 8.8, 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 8.8, which was 2.05 higher 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 4 Oct PNB was trading at 105.85. The strike last trading price was 6.75, 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 3 Oct PNB was trading at 105.06. The strike last trading price was 6.75, 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 1 Oct PNB was trading at 105.21. The strike last trading price was 6.75, 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 30 Sept PNB was trading at 107.21. The strike last trading price was 6.75, 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 27 Sept PNB was trading at 109.22. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to