Historical option data for PNB
20 May 2026 04:10 PM IST
| PNB 26-May-2026 (5d) 107 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0
Theta: -0.09
Gamma: 0.05475
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 102.22 | 0.37 | 0.37 | 33.08 | 509 | -12 | 424 | |||||||||
| 19 May | 101.30 | 0.35 | 0.35 (-66.00%) | 34.46 | 342 | 1 | 438 | |||||||||
| 18 May | 99.49 | 0.34 | -0.66 (-66.00%) | 38.49 | 657 | -19 | 436 | |||||||||
| 15 May | 102.05 | 0.84 | -0.9 (-51.72%) | 34.67 | 496 | 29 | 454 | |||||||||
| 14 May | 104.62 | 1.85 | 0.51 (38.06%) | 36.22 | 742 | -58 | 423 | |||||||||
| 13 May | 102.77 | 1.42 | 0.03 (2.16%) | 0 | 374 | 9 | 480 | |||||||||
| 12 May | 102.78 | 1.49 | -0.56 (-27.32%) | 36.71 | 599 | -52 | 473 | |||||||||
| 11 May | 104.62 | 2.06 | -0.94 (-31.33%) | 34.95 | 960 | 119 | 527 | |||||||||
| 8 May | 107.24 | 3.48 | -1.33 (-27.65%) | 33.75 | 708 | 70 | 402 | |||||||||
| 7 May | 109.11 | 4.73 | -0.94 (-16.58%) | 34.35 | 156 | 9 | 331 | |||||||||
| 6 May | 110.18 | 5.76 | 1.64 (39.81%) | 36.16 | 564 | -21 | 322 | |||||||||
| 5 May | 107.89 | 4.2 | -1.09 (-20.60%) | 33.7 | 2,146 | 327 | 342 | |||||||||
| 4 May | 108.68 | 5.41 | -0.44 (-7.52%) | 40.51 | 8 | 4 | 14 | |||||||||
| 30 Apr | 109.36 | 5.85 | 2.13 (57.26%) | 36.54 | 18 | 10 | 10 | |||||||||
| 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 | 0 | 0 | |||||||||
| 20 Apr | 113.74 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 114.48 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 113.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 113.08 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 110.73 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 111.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 109.59 | 3.72 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 111.14 | 3.72 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 104.58 | 3.72 | 0 (0.00%) | 1.07 | 0 | 0 | 0 | |||||||||
| 6 Apr | 106.50 | 3.72 | 0 (0.00%) | 0.18 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 107 expiring on 26MAY2026
Delta for 107 CE is 0.16
Historical price for 107 CE is as follows
On 20 May PNB was trading at 102.22. The strike last trading price was 0.37, which was 0.37 higher than the previous day. The implied volatity was 33.08, the open interest changed by -12 which decreased total open position to 424
On 19 May PNB was trading at 101.30. The strike last trading price was 0.35, which was 0.35 higher than the previous day. The implied volatity was 34.46, the open interest changed by 1 which increased total open position to 438
On 18 May PNB was trading at 99.49. The strike last trading price was 0.34, which was -0.66 lower than the previous day. The implied volatity was 38.49, the open interest changed by -19 which decreased total open position to 436
On 15 May PNB was trading at 102.05. The strike last trading price was 0.84, which was -0.9 lower than the previous day. The implied volatity was 34.67, the open interest changed by 29 which increased total open position to 454
On 14 May PNB was trading at 104.62. The strike last trading price was 1.85, which was 0.51 higher than the previous day. The implied volatity was 36.22, the open interest changed by -58 which decreased total open position to 423
On 13 May PNB was trading at 102.77. The strike last trading price was 1.42, which was 0.03 higher than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 480
On 12 May PNB was trading at 102.78. The strike last trading price was 1.49, which was -0.56 lower than the previous day. The implied volatity was 36.71, the open interest changed by -52 which decreased total open position to 473
On 11 May PNB was trading at 104.62. The strike last trading price was 2.06, which was -0.94 lower than the previous day. The implied volatity was 34.95, the open interest changed by 119 which increased total open position to 527
On 8 May PNB was trading at 107.24. The strike last trading price was 3.48, which was -1.33 lower than the previous day. The implied volatity was 33.75, the open interest changed by 70 which increased total open position to 402
On 7 May PNB was trading at 109.11. The strike last trading price was 4.73, which was -0.94 lower than the previous day. The implied volatity was 34.35, the open interest changed by 9 which increased total open position to 331
On 6 May PNB was trading at 110.18. The strike last trading price was 5.76, which was 1.64 higher than the previous day. The implied volatity was 36.16, the open interest changed by -21 which decreased total open position to 322
On 5 May PNB was trading at 107.89. The strike last trading price was 4.2, which was -1.09 lower than the previous day. The implied volatity was 33.7, the open interest changed by 327 which increased total open position to 342
On 4 May PNB was trading at 108.68. The strike last trading price was 5.41, which was -0.44 lower than the previous day. The implied volatity was 40.51, the open interest changed by 4 which increased total open position to 14
On 30 Apr PNB was trading at 109.36. The strike last trading price was 5.85, which was 2.13 higher than the previous day. The implied volatity was 36.54, the open interest changed by 10 which increased total open position to 10
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 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 20 Apr PNB was trading at 113.74. 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 17 Apr PNB was trading at 114.48. 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 16 Apr PNB was trading at 113.56. 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 15 Apr PNB was trading at 113.08. 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 13 Apr PNB was trading at 110.73. 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 10 Apr PNB was trading at 111.80. 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 9 Apr PNB was trading at 109.59. The strike last trading price was 3.72, 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 3.72, 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 7 Apr PNB was trading at 104.58. The strike last trading price was 3.72, which was 0 lower than the previous day. The implied volatity was 1.07, 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 3.72, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
| PNB 26-May-2026 (5d) 107 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0
Theta: -0.05
Gamma: 0.05307
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 102.22 | 4.86 | -1.17 (-19.40%) | 28.57 | 18 | -4 | 238 |
| 19 May | 101.30 | 6.03 | -1.27 (-17.40%) | 35.17 | 34 | -7 | 243 |
| 18 May | 99.49 | 7.3 | 1.87 (34.44%) | 30.34 | 109 | -34 | 250 |
| 15 May | 102.05 | 5.53 | 1.9 (52.34%) | 33.25 | 64 | -5 | 286 |
| 14 May | 104.62 | 3.49 | -1.65 (-32.10%) | 31.03 | 145 | -29 | 289 |
| 13 May | 102.77 | 4.99 | -0.41 (-7.59%) | 0 | 65 | -16 | 319 |
| 12 May | 102.78 | 5.29 | 1.16 (28.09%) | 0 | 107 | -44 | 335 |
| 11 May | 104.62 | 4.12 | 1.34 (48.20%) | 33.7 | 668 | -15 | 413 |
| 8 May | 107.24 | 2.8 | 0.86 (44.33%) | 31.81 | 1,078 | 59 | 428 |
| 7 May | 109.11 | 2 | 0.34 (20.48%) | 30.46 | 787 | 5 | 371 |
| 6 May | 110.18 | 1.66 | -1.19 (-41.75%) | 30.81 | 1,679 | 44 | 366 |
| 5 May | 107.89 | 2.85 | -0.28 (-8.95%) | 33.59 | 3,220 | 273 | 327 |
| 4 May | 108.68 | 3.17 | 0.09 (2.92%) | 38.93 | 125 | 29 | 54 |
| 30 Apr | 109.36 | 3.02 | -5.96 (-66.37%) | 37.38 | 103 | 27 | 27 |
| 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 | 0 | 0 |
| 20 Apr | 113.74 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 114.48 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 113.56 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 113.08 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 110.73 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 111.80 | 0 | 0 (0.00%) | 5.09 | 0 | 0 | 0 |
| 9 Apr | 109.59 | 8.98 | 0 (0.00%) | 3.44 | 0 | 0 | 0 |
| 8 Apr | 111.14 | 8.98 | 0 (0.00%) | 4.7 | 0 | 0 | 0 |
| 7 Apr | 104.58 | 8.98 | 0 (0.00%) | 0.07 | 0 | 0 | 0 |
| 6 Apr | 106.50 | 8.98 | 0 (0.00%) | 1.12 | 0 | 0 | 0 |
For Punjab National Bank - strike price 107 expiring on 26MAY2026
Delta for 107 PE is -0.88
Historical price for 107 PE is as follows
On 20 May PNB was trading at 102.22. The strike last trading price was 4.86, which was -1.17 lower than the previous day. The implied volatity was 28.57, the open interest changed by -4 which decreased total open position to 238
On 19 May PNB was trading at 101.30. The strike last trading price was 6.03, which was -1.27 lower than the previous day. The implied volatity was 35.17, the open interest changed by -7 which decreased total open position to 243
On 18 May PNB was trading at 99.49. The strike last trading price was 7.3, which was 1.87 higher than the previous day. The implied volatity was 30.34, the open interest changed by -34 which decreased total open position to 250
On 15 May PNB was trading at 102.05. The strike last trading price was 5.53, which was 1.9 higher than the previous day. The implied volatity was 33.25, the open interest changed by -5 which decreased total open position to 286
On 14 May PNB was trading at 104.62. The strike last trading price was 3.49, which was -1.65 lower than the previous day. The implied volatity was 31.03, the open interest changed by -29 which decreased total open position to 289
On 13 May PNB was trading at 102.77. The strike last trading price was 4.99, which was -0.41 lower than the previous day. The implied volatity was 0, the open interest changed by -16 which decreased total open position to 319
On 12 May PNB was trading at 102.78. The strike last trading price was 5.29, which was 1.16 higher than the previous day. The implied volatity was 0, the open interest changed by -44 which decreased total open position to 335
On 11 May PNB was trading at 104.62. The strike last trading price was 4.12, which was 1.34 higher than the previous day. The implied volatity was 33.7, the open interest changed by -15 which decreased total open position to 413
On 8 May PNB was trading at 107.24. The strike last trading price was 2.8, which was 0.86 higher than the previous day. The implied volatity was 31.81, the open interest changed by 59 which increased total open position to 428
On 7 May PNB was trading at 109.11. The strike last trading price was 2, which was 0.34 higher than the previous day. The implied volatity was 30.46, the open interest changed by 5 which increased total open position to 371
On 6 May PNB was trading at 110.18. The strike last trading price was 1.66, which was -1.19 lower than the previous day. The implied volatity was 30.81, the open interest changed by 44 which increased total open position to 366
On 5 May PNB was trading at 107.89. The strike last trading price was 2.85, which was -0.28 lower than the previous day. The implied volatity was 33.59, the open interest changed by 273 which increased total open position to 327
On 4 May PNB was trading at 108.68. The strike last trading price was 3.17, which was 0.09 higher than the previous day. The implied volatity was 38.93, the open interest changed by 29 which increased total open position to 54
On 30 Apr PNB was trading at 109.36. The strike last trading price was 3.02, which was -5.96 lower than the previous day. The implied volatity was 37.38, the open interest changed by 27 which increased total open position to 27
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 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 20 Apr PNB was trading at 113.74. 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 17 Apr PNB was trading at 114.48. 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 16 Apr PNB was trading at 113.56. 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 15 Apr PNB was trading at 113.08. 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 13 Apr PNB was trading at 110.73. 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 10 Apr PNB was trading at 111.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.09, 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 8.98, which was 0 lower than the previous day. The implied volatity was 3.44, 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 8.98, which was 0 lower than the previous day. The implied volatity was 4.7, 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 8.98, which was 0 lower than the previous day. The implied volatity was 0.07, 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 8.98, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
