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Historical option data for PNB

18 Jun 2026 04:10 PM IST
PNB 30-Jun-2026 (11d) 107 CE
Delta: 0.7
Vega: 0
Theta: -0.09
Gamma: 0.06048
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 109.58 3.94 -0.06 (-1.50%) 28.63 488 -94 1,172
17 Jun 108.87 3.55 0.55 (18.33%) 28.41 946 -115 1,267
16 Jun 107.97 2.98 -0.02 (-0.67%) 27.25 1,394 -172 1,388
15 Jun 107.96 3.05 0.05 (1.67%) 28.01 1,923 -611 1,562
12 Jun 106.88 2.6 0.6 (30.00%) 26.14 5,102 1,854 2,419
11 Jun 106.17 2.68 -0.32 (-10.67%) 28.85 757 69 565
10 Jun 107.17 3.11 -1.89 (-37.80%) 28.63 387 -17 496
9 Jun 109.65 5.05 2.05 (68.33%) 30.34 1,214 -128 513
8 Jun 105.71 2.6 -1.4 (-35.00%) 30.42 756 54 640
5 Jun 106.85 3.6 0.6 (20.00%) 30.23 2,117 36 586
4 Jun 105.67 3 0 (0.00%) 30.29 1,032 191 551
3 Jun 105.80 3.1 1.1 (55.00%) 29.92 689 7 359
2 Jun 104.09 2.32 0.32 (16.00%) 28.72 398 14 353
1 Jun 103.78 2.19 -0.81 (-27.00%) 28.43 482 56 338
29 May 106.05 3.34 -0.66 (-16.50%) 27.35 542 56 289
27 May 106.67 3.58 0.58 (19.33%) 26.56 373 9 233
26 May 105.91 3.46 -0.54 (-13.50%) 27.94 597 139 224
25 May 106.26 3.99 1.99 (99.50%) 29.51 187 34 85
22 May 102.66 2.55 0.55 (27.50%) 29.78 16 4 50
21 May 101.92 2.32 -0.68 (-22.67%) 29.87 8 3 46
20 May 102.22 2.51 0.51 (25.50%) 30.64 18 2 45
19 May 101.30 2.36 0.36 (18.00%) 31.39 18 0 42
18 May 99.49 2.06 -0.94 (-31.33%) 32.49 38 27 42
15 May 102.05 2.99 -2.94 (-49.58%) 32.55 2 1 14
14 May 104.62 5.93 0 (0.00%) 0 0 0 13
13 May 102.77 5.93 0 (0.00%) 0 0 0 13
12 May 102.78 5.93 0 (0.00%) 0 0 0 13
11 May 104.62 5.93 -0.07 (-1.17%) 0 0 0 13
8 May 107.24 5.93 -0.07 (-1.17%) 33.76 12 11 12
7 May 109.11 6 0 (0.00%) - 0 0 1
6 May 110.18 6 0 (0.00%) 29.76 0 0 1
5 May 107.89 6 -3.8 (-38.78%) 29.76 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


For Punjab National Bank - strike price 107 expiring on 30JUN2026

Delta for 107 CE is 0.7

Historical price for 107 CE is as follows

On 18 Jun PNB was trading at 109.58. The strike last trading price was 3.94, which was -0.06 lower than the previous day. The implied volatity was 28.63, the open interest changed by -94 which decreased total open position to 1172


On 17 Jun PNB was trading at 108.87. The strike last trading price was 3.55, which was 0.55 higher than the previous day. The implied volatity was 28.41, the open interest changed by -115 which decreased total open position to 1267


On 16 Jun PNB was trading at 107.97. The strike last trading price was 2.98, which was -0.02 lower than the previous day. The implied volatity was 27.25, the open interest changed by -172 which decreased total open position to 1388


On 15 Jun PNB was trading at 107.96. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 28.01, the open interest changed by -611 which decreased total open position to 1562


On 12 Jun PNB was trading at 106.88. The strike last trading price was 2.6, which was 0.6 higher than the previous day. The implied volatity was 26.14, the open interest changed by 1854 which increased total open position to 2419


On 11 Jun PNB was trading at 106.17. The strike last trading price was 2.68, which was -0.32 lower than the previous day. The implied volatity was 28.85, the open interest changed by 69 which increased total open position to 565


On 10 Jun PNB was trading at 107.17. The strike last trading price was 3.11, which was -1.89 lower than the previous day. The implied volatity was 28.63, the open interest changed by -17 which decreased total open position to 496


On 9 Jun PNB was trading at 109.65. The strike last trading price was 5.05, which was 2.05 higher than the previous day. The implied volatity was 30.34, the open interest changed by -128 which decreased total open position to 513


On 8 Jun PNB was trading at 105.71. The strike last trading price was 2.6, which was -1.4 lower than the previous day. The implied volatity was 30.42, the open interest changed by 54 which increased total open position to 640


On 5 Jun PNB was trading at 106.85. The strike last trading price was 3.6, which was 0.6 higher than the previous day. The implied volatity was 30.23, the open interest changed by 36 which increased total open position to 586


On 4 Jun PNB was trading at 105.67. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 30.29, the open interest changed by 191 which increased total open position to 551


On 3 Jun PNB was trading at 105.80. The strike last trading price was 3.1, which was 1.1 higher than the previous day. The implied volatity was 29.92, the open interest changed by 7 which increased total open position to 359


On 2 Jun PNB was trading at 104.09. The strike last trading price was 2.32, which was 0.32 higher than the previous day. The implied volatity was 28.72, the open interest changed by 14 which increased total open position to 353


On 1 Jun PNB was trading at 103.78. The strike last trading price was 2.19, which was -0.81 lower than the previous day. The implied volatity was 28.43, the open interest changed by 56 which increased total open position to 338


On 29 May PNB was trading at 106.05. The strike last trading price was 3.34, which was -0.66 lower than the previous day. The implied volatity was 27.35, the open interest changed by 56 which increased total open position to 289


On 27 May PNB was trading at 106.67. The strike last trading price was 3.58, which was 0.58 higher than the previous day. The implied volatity was 26.56, the open interest changed by 9 which increased total open position to 233


On 26 May PNB was trading at 105.91. The strike last trading price was 3.46, which was -0.54 lower than the previous day. The implied volatity was 27.94, the open interest changed by 139 which increased total open position to 224


On 25 May PNB was trading at 106.26. The strike last trading price was 3.99, which was 1.99 higher than the previous day. The implied volatity was 29.51, the open interest changed by 34 which increased total open position to 85


On 22 May PNB was trading at 102.66. The strike last trading price was 2.55, which was 0.55 higher than the previous day. The implied volatity was 29.78, the open interest changed by 4 which increased total open position to 50


On 21 May PNB was trading at 101.92. The strike last trading price was 2.32, which was -0.68 lower than the previous day. The implied volatity was 29.87, the open interest changed by 3 which increased total open position to 46


On 20 May PNB was trading at 102.22. The strike last trading price was 2.51, which was 0.51 higher than the previous day. The implied volatity was 30.64, the open interest changed by 2 which increased total open position to 45


On 19 May PNB was trading at 101.30. The strike last trading price was 2.36, which was 0.36 higher than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 42


On 18 May PNB was trading at 99.49. The strike last trading price was 2.06, which was -0.94 lower than the previous day. The implied volatity was 32.49, the open interest changed by 27 which increased total open position to 42


On 15 May PNB was trading at 102.05. The strike last trading price was 2.99, which was -2.94 lower than the previous day. The implied volatity was 32.55, the open interest changed by 1 which increased total open position to 14


On 14 May PNB was trading at 104.62. The strike last trading price was 5.93, 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 13


On 13 May PNB was trading at 102.77. The strike last trading price was 5.93, 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 13


On 12 May PNB was trading at 102.78. The strike last trading price was 5.93, 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 13


On 11 May PNB was trading at 104.62. The strike last trading price was 5.93, which was -0.07 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 13


On 8 May PNB was trading at 107.24. The strike last trading price was 5.93, which was -0.07 lower than the previous day. The implied volatity was 33.76, the open interest changed by 11 which increased total open position to 12


On 7 May PNB was trading at 109.11. The strike last trading price was 6, which was 0 lower 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 6, which was 0 lower than the previous day. The implied volatity was 29.76, 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 6, which was -3.8 lower than the previous day. The implied volatity was 29.76, 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


PNB 30-Jun-2026 (11d) 107 PE
Delta: -0.29
Vega: 0
Theta: -0.06
Gamma: 0.06751
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 109.58 0.92 -0.36 (-28.13%) 25.02 1,100 -48 845
17 Jun 108.87 1.24 -0.49 (-28.32%) 25.49 1,175 -3 893
16 Jun 107.97 1.7 0 (0.00%) 26.65 937 -34 900
15 Jun 107.96 1.7 -0.75 (-30.61%) 25.62 860 -8 934
12 Jun 106.88 2.39 -2.53 (-51.42%) 26.09 561 271 948
11 Jun 106.17 2.94 0.27 (10.11%) 28.66 588 104 677
10 Jun 107.17 2.74 1.11 (68.10%) 29.77 641 -43 572
9 Jun 109.65 1.6 -2.04 (-56.04%) 28.17 990 43 613
8 Jun 105.71 3.81 0.88 (30.03%) 30.07 273 -19 571
5 Jun 106.85 2.86 -0.56 (-16.37%) 27.26 1,576 251 596
4 Jun 105.67 3.38 -0.16 (-4.52%) 25.45 276 46 345
3 Jun 105.80 3.52 -0.59 (-14.36%) 26.97 289 27 300
2 Jun 104.09 3.98 -0.42 (-9.55%) 23.2 43 1 273
1 Jun 103.78 4.46 1.14 (34.34%) 24.33 200 27 271
29 May 106.05 3.2 0.18 (5.96%) 24.42 443 74 245
27 May 106.67 3.01 -0.46 (-13.26%) 23.82 254 31 172
26 May 105.91 3.49 -0.09 (-2.51%) 24.49 300 85 143
25 May 106.26 3.55 -2.25 (-38.79%) 26.42 62 34 58
22 May 102.66 5.8 -1.2 (-17.14%) 27.41 1 0 23
21 May 101.92 7 7 (-0.99%) 28.46 1 0 23
20 May 102.22 7 -0.07 (-0.99%) 28.46 1 0 23
19 May 101.30 7.07 -2.03 (-22.31%) 29.22 18 14 22
18 May 99.49 9.1 2.61 (40.22%) 30.13 2 1 7
15 May 102.05 6.49 1.29 (24.81%) 29.29 1 0 5
14 May 104.62 5.2 -0.1 (-1.89%) 29.2 1 0 5
13 May 102.77 5.3 0 (0.00%) 0 0 0 5
12 May 102.78 5.3 0 (0.00%) 0 0 0 5
11 May 104.62 5.3 0.96 (22.12%) 28.54 6 4 4
8 May 107.24 0 0 - 0 0 0
7 May 109.11 0 0 - 0 0 0
6 May 110.18 0 0 - 0 0 0
5 May 107.89 0 0 - 0 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


For Punjab National Bank - strike price 107 expiring on 30JUN2026

Delta for 107 PE is -0.29

Historical price for 107 PE is as follows

On 18 Jun PNB was trading at 109.58. The strike last trading price was 0.92, which was -0.36 lower than the previous day. The implied volatity was 25.02, the open interest changed by -48 which decreased total open position to 845


On 17 Jun PNB was trading at 108.87. The strike last trading price was 1.24, which was -0.49 lower than the previous day. The implied volatity was 25.49, the open interest changed by -3 which decreased total open position to 893


On 16 Jun PNB was trading at 107.97. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 26.65, the open interest changed by -34 which decreased total open position to 900


On 15 Jun PNB was trading at 107.96. The strike last trading price was 1.7, which was -0.75 lower than the previous day. The implied volatity was 25.62, the open interest changed by -8 which decreased total open position to 934


On 12 Jun PNB was trading at 106.88. The strike last trading price was 2.39, which was -2.53 lower than the previous day. The implied volatity was 26.09, the open interest changed by 271 which increased total open position to 948


On 11 Jun PNB was trading at 106.17. The strike last trading price was 2.94, which was 0.27 higher than the previous day. The implied volatity was 28.66, the open interest changed by 104 which increased total open position to 677


On 10 Jun PNB was trading at 107.17. The strike last trading price was 2.74, which was 1.11 higher than the previous day. The implied volatity was 29.77, the open interest changed by -43 which decreased total open position to 572


On 9 Jun PNB was trading at 109.65. The strike last trading price was 1.6, which was -2.04 lower than the previous day. The implied volatity was 28.17, the open interest changed by 43 which increased total open position to 613


On 8 Jun PNB was trading at 105.71. The strike last trading price was 3.81, which was 0.88 higher than the previous day. The implied volatity was 30.07, the open interest changed by -19 which decreased total open position to 571


On 5 Jun PNB was trading at 106.85. The strike last trading price was 2.86, which was -0.56 lower than the previous day. The implied volatity was 27.26, the open interest changed by 251 which increased total open position to 596


On 4 Jun PNB was trading at 105.67. The strike last trading price was 3.38, which was -0.16 lower than the previous day. The implied volatity was 25.45, the open interest changed by 46 which increased total open position to 345


On 3 Jun PNB was trading at 105.80. The strike last trading price was 3.52, which was -0.59 lower than the previous day. The implied volatity was 26.97, the open interest changed by 27 which increased total open position to 300


On 2 Jun PNB was trading at 104.09. The strike last trading price was 3.98, which was -0.42 lower than the previous day. The implied volatity was 23.2, the open interest changed by 1 which increased total open position to 273


On 1 Jun PNB was trading at 103.78. The strike last trading price was 4.46, which was 1.14 higher than the previous day. The implied volatity was 24.33, the open interest changed by 27 which increased total open position to 271


On 29 May PNB was trading at 106.05. The strike last trading price was 3.2, which was 0.18 higher than the previous day. The implied volatity was 24.42, the open interest changed by 74 which increased total open position to 245


On 27 May PNB was trading at 106.67. The strike last trading price was 3.01, which was -0.46 lower than the previous day. The implied volatity was 23.82, the open interest changed by 31 which increased total open position to 172


On 26 May PNB was trading at 105.91. The strike last trading price was 3.49, which was -0.09 lower than the previous day. The implied volatity was 24.49, the open interest changed by 85 which increased total open position to 143


On 25 May PNB was trading at 106.26. The strike last trading price was 3.55, which was -2.25 lower than the previous day. The implied volatity was 26.42, the open interest changed by 34 which increased total open position to 58


On 22 May PNB was trading at 102.66. The strike last trading price was 5.8, which was -1.2 lower than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 23


On 21 May PNB was trading at 101.92. The strike last trading price was 7, which was 7 higher than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 23


On 20 May PNB was trading at 102.22. The strike last trading price was 7, which was -0.07 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 23


On 19 May PNB was trading at 101.30. The strike last trading price was 7.07, which was -2.03 lower than the previous day. The implied volatity was 29.22, the open interest changed by 14 which increased total open position to 22


On 18 May PNB was trading at 99.49. The strike last trading price was 9.1, which was 2.61 higher than the previous day. The implied volatity was 30.13, the open interest changed by 1 which increased total open position to 7


On 15 May PNB was trading at 102.05. The strike last trading price was 6.49, which was 1.29 higher than the previous day. The implied volatity was 29.29, the open interest changed by 0 which decreased total open position to 5


On 14 May PNB was trading at 104.62. The strike last trading price was 5.2, which was -0.1 lower than the previous day. The implied volatity was 29.2, the open interest changed by 0 which decreased total open position to 5


On 13 May PNB was trading at 102.77. The strike last trading price was 5.3, 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 5


On 12 May PNB was trading at 102.78. The strike last trading price was 5.3, 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 5


On 11 May PNB was trading at 104.62. The strike last trading price was 5.3, which was 0.96 higher than the previous day. The implied volatity was 28.54, the open interest changed by 4 which increased total open position to 4


On 8 May PNB was trading at 107.24. 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 7 May PNB was trading at 109.11. 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 6 May PNB was trading at 110.18. 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 5 May PNB was trading at 107.89. 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 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