PNB
Punjab National Bank
Historical option data for PNB
26 Dec 2024 04:12 PM IST
| PNB 30JAN2025 107 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
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 | 2.05 | 0.10 | 28.70 | 139 | 52 | 194 | |||
| 24 Dec | 101.64 | 1.95 | -0.45 | 28.19 | 54 | 16 | 142 | |||
| 23 Dec | 101.38 | 2.4 | -0.10 | 31.64 | 75 | 24 | 126 | |||
| 20 Dec | 100.77 | 2.5 | -0.80 | 33.19 | 111 | 30 | 103 | |||
| 19 Dec | 103.52 | 3.3 | 0.10 | 31.00 | 250 | 16 | 74 | |||
| 18 Dec | 103.03 | 3.2 | -1.15 | 31.02 | 64 | 28 | 59 | |||
| 17 Dec | 105.99 | 4.35 | -1.20 | 29.28 | 49 | 20 | 31 | |||
| 16 Dec | 108.18 | 5.55 | 0.05 | 29.09 | 2 | 1 | 10 | |||
| 13 Dec | 107.73 | 5.5 | -2.80 | 27.71 | 22 | 8 | 8 | |||
| 12 Dec | 107.82 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 108.58 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 110.47 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 108.77 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 110.10 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 109.08 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Dec | 110.01 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 107.97 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 105.00 | 8.3 | 0.00 | 0.36 | 0 | 0 | 0 | |||
| 29 Nov | 104.90 | 8.3 | 0.41 | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 107 expiring on 30JAN2025
Delta for 107 CE is 0.35
Historical price for 107 CE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 2.05, which was 0.10 higher than the previous day. The implied volatity was 28.70, the open interest changed by 52 which increased total open position to 194
On 24 Dec PNB was trading at 101.64. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 28.19, the open interest changed by 16 which increased total open position to 142
On 23 Dec PNB was trading at 101.38. The strike last trading price was 2.4, which was -0.10 lower than the previous day. The implied volatity was 31.64, the open interest changed by 24 which increased total open position to 126
On 20 Dec PNB was trading at 100.77. The strike last trading price was 2.5, which was -0.80 lower than the previous day. The implied volatity was 33.19, the open interest changed by 30 which increased total open position to 103
On 19 Dec PNB was trading at 103.52. The strike last trading price was 3.3, which was 0.10 higher than the previous day. The implied volatity was 31.00, the open interest changed by 16 which increased total open position to 74
On 18 Dec PNB was trading at 103.03. The strike last trading price was 3.2, which was -1.15 lower than the previous day. The implied volatity was 31.02, the open interest changed by 28 which increased total open position to 59
On 17 Dec PNB was trading at 105.99. The strike last trading price was 4.35, which was -1.20 lower than the previous day. The implied volatity was 29.28, the open interest changed by 20 which increased total open position to 31
On 16 Dec PNB was trading at 108.18. The strike last trading price was 5.55, which was 0.05 higher than the previous day. The implied volatity was 29.09, the open interest changed by 1 which increased total open position to 10
On 13 Dec PNB was trading at 107.73. The strike last trading price was 5.5, which was -2.80 lower than the previous day. The implied volatity was 27.71, 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 8.3, 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 8.3, 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 8.3, 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 8.3, 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 8.3, 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 8.3, 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 8.3, 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 8.3, 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 8.3, which was 0.00 lower than the previous day. The implied volatity was 0.36, 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 8.3, which was lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
| PNB 30JAN2025 107 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
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 | 6.15 | -0.60 | 30.15 | 8 | 1 | 18 |
| 24 Dec | 101.64 | 6.75 | 0.20 | 32.28 | 26 | -6 | 16 |
| 23 Dec | 101.38 | 6.55 | -0.75 | 30.06 | 40 | -16 | 26 |
| 20 Dec | 100.77 | 7.3 | 1.45 | 31.39 | 11 | 3 | 42 |
| 19 Dec | 103.52 | 5.85 | -0.25 | 32.27 | 26 | 9 | 38 |
| 18 Dec | 103.03 | 6.1 | 1.80 | 32.27 | 11 | 0 | 29 |
| 17 Dec | 105.99 | 4.3 | 0.85 | 29.78 | 31 | 23 | 28 |
| 16 Dec | 108.18 | 3.45 | -4.20 | 29.75 | 6 | 3 | 3 |
| 13 Dec | 107.73 | 7.65 | 0.00 | 1.98 | 0 | 0 | 0 |
| 12 Dec | 107.82 | 7.65 | 0.00 | 1.93 | 0 | 0 | 0 |
| 11 Dec | 108.58 | 7.65 | 0.00 | 2.51 | 0 | 0 | 0 |
| 10 Dec | 110.47 | 7.65 | 0.00 | 4.42 | 0 | 0 | 0 |
| 9 Dec | 108.77 | 7.65 | 0.00 | 2.67 | 0 | 0 | 0 |
| 6 Dec | 110.10 | 7.65 | 0.00 | 3.70 | 0 | 0 | 0 |
| 5 Dec | 109.08 | 7.65 | 0.00 | 2.98 | 0 | 0 | 0 |
| 4 Dec | 110.01 | 7.65 | 0.00 | 3.64 | 0 | 0 | 0 |
| 3 Dec | 107.97 | 7.65 | 0.00 | 1.99 | 0 | 0 | 0 |
| 2 Dec | 105.00 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 104.90 | 7.65 | - | 0 | 0 | 0 | |
For Punjab National Bank - strike price 107 expiring on 30JAN2025
Delta for 107 PE is -0.64
Historical price for 107 PE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 6.15, which was -0.60 lower than the previous day. The implied volatity was 30.15, the open interest changed by 1 which increased total open position to 18
On 24 Dec PNB was trading at 101.64. The strike last trading price was 6.75, which was 0.20 higher than the previous day. The implied volatity was 32.28, the open interest changed by -6 which decreased total open position to 16
On 23 Dec PNB was trading at 101.38. The strike last trading price was 6.55, which was -0.75 lower than the previous day. The implied volatity was 30.06, the open interest changed by -16 which decreased total open position to 26
On 20 Dec PNB was trading at 100.77. The strike last trading price was 7.3, which was 1.45 higher than the previous day. The implied volatity was 31.39, the open interest changed by 3 which increased total open position to 42
On 19 Dec PNB was trading at 103.52. The strike last trading price was 5.85, which was -0.25 lower than the previous day. The implied volatity was 32.27, the open interest changed by 9 which increased total open position to 38
On 18 Dec PNB was trading at 103.03. The strike last trading price was 6.1, which was 1.80 higher than the previous day. The implied volatity was 32.27, the open interest changed by 0 which decreased total open position to 29
On 17 Dec PNB was trading at 105.99. The strike last trading price was 4.3, which was 0.85 higher than the previous day. The implied volatity was 29.78, the open interest changed by 23 which increased total open position to 28
On 16 Dec PNB was trading at 108.18. The strike last trading price was 3.45, which was -4.20 lower than the previous day. The implied volatity was 29.75, the open interest changed by 3 which increased total open position to 3
On 13 Dec PNB was trading at 107.73. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 12 Dec PNB was trading at 107.82. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 2.51, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 2.67, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 3.70, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 2.98, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 3.64, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 1.99, 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 7.65, 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 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
