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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 107 CE
Delta: 0.06
Vega: 0.02
Theta: -0.05
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 0.15 -0.30 45.44 269 -17 465
20 Nov 100.86 0.45 0.00 36.13 731 -27 486
19 Nov 100.86 0.45 0.00 36.13 731 -23 486
18 Nov 100.53 0.45 0.05 34.17 453 -46 511
14 Nov 99.49 0.4 -0.30 30.50 689 20 558
13 Nov 100.56 0.7 -0.70 31.44 1,227 44 548
12 Nov 103.73 1.4 -0.60 30.15 756 63 501
11 Nov 105.14 2 0.00 29.30 965 -80 438
8 Nov 104.79 2 -1.30 29.22 1,445 76 514
7 Nov 106.71 3.3 -0.30 31.12 1,778 71 438
6 Nov 106.98 3.6 0.65 31.29 1,247 200 363
5 Nov 104.71 2.95 0.15 35.53 675 36 164
4 Nov 103.65 2.8 0.90 36.93 451 69 129
1 Nov 100.98 1.9 0.45 35.12 10 5 60
31 Oct 97.90 1.45 0.00 - 2 0 55
30 Oct 99.96 1.45 0.00 - 0 -1 0
29 Oct 101.33 1.45 -0.40 - 1 0 56
28 Oct 98.64 1.85 0.30 - 63 6 55
25 Oct 95.72 1.55 -0.45 - 46 30 49
24 Oct 98.75 2 -1.70 - 9 2 17
23 Oct 96.68 3.7 0.00 - 0 0 0
22 Oct 94.95 3.7 0.00 - 0 0 15
21 Oct 102.29 3.7 0.00 - 0 0 15
18 Oct 103.27 3.7 0.00 - 9 0 15
17 Oct 102.46 3.7 0.00 - 9 0 15
16 Oct 105.05 3.7 0.00 - 9 0 15
15 Oct 104.98 3.7 0.00 - 9 0 15
14 Oct 105.01 3.7 0.00 - 9 0 15
11 Oct 104.91 3.7 0.00 - 9 0 15
10 Oct 103.69 3.7 0.00 - 9 0 15
9 Oct 104.10 3.7 0.00 - 9 0 15
8 Oct 102.49 3.7 0.00 - 9 0 15
7 Oct 102.07 3.7 -1.70 - 9 1 15
4 Oct 105.85 5.4 0.30 - 3 0 14
3 Oct 105.06 5.1 -3.80 - 24 14 14
1 Oct 105.21 8.9 0.00 - 0 0 0
30 Sept 107.21 8.9 0.00 - 0 0 0
27 Sept 109.22 8.9 - 0 0 0


For Punjab National Bank - strike price 107 expiring on 28NOV2024

Delta for 107 CE is 0.06

Historical price for 107 CE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 0.15, which was -0.30 lower than the previous day. The implied volatity was 45.44, the open interest changed by -17 which decreased total open position to 465


On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 36.13, the open interest changed by -27 which decreased total open position to 486


On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 36.13, the open interest changed by -23 which decreased total open position to 486


On 18 Nov PNB was trading at 100.53. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 34.17, the open interest changed by -46 which decreased total open position to 511


On 14 Nov PNB was trading at 99.49. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 30.50, the open interest changed by 20 which increased total open position to 558


On 13 Nov PNB was trading at 100.56. The strike last trading price was 0.7, which was -0.70 lower than the previous day. The implied volatity was 31.44, the open interest changed by 44 which increased total open position to 548


On 12 Nov PNB was trading at 103.73. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 30.15, the open interest changed by 63 which increased total open position to 501


On 11 Nov PNB was trading at 105.14. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 29.30, the open interest changed by -80 which decreased total open position to 438


On 8 Nov PNB was trading at 104.79. The strike last trading price was 2, which was -1.30 lower than the previous day. The implied volatity was 29.22, the open interest changed by 76 which increased total open position to 514


On 7 Nov PNB was trading at 106.71. The strike last trading price was 3.3, which was -0.30 lower than the previous day. The implied volatity was 31.12, the open interest changed by 71 which increased total open position to 438


On 6 Nov PNB was trading at 106.98. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was 31.29, the open interest changed by 200 which increased total open position to 363


On 5 Nov PNB was trading at 104.71. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 35.53, the open interest changed by 36 which increased total open position to 164


On 4 Nov PNB was trading at 103.65. The strike last trading price was 2.8, which was 0.90 higher than the previous day. The implied volatity was 36.93, the open interest changed by 69 which increased total open position to 129


On 1 Nov PNB was trading at 100.98. The strike last trading price was 1.9, which was 0.45 higher than the previous day. The implied volatity was 35.12, the open interest changed by 5 which increased total open position to 60


On 31 Oct PNB was trading at 97.90. The strike last trading price was 1.45, 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 1.45, 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 1.45, which was -0.40 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 1.85, which was 0.30 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 1.55, which was -0.45 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, which was -1.70 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 3.7, 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 3.7, 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 3.7, 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 3.7, 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 3.7, 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 3.7, 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 3.7, 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 3.7, 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 3.7, 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 3.7, 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 3.7, 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 3.7, 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 3.7, which was -1.70 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 5.4, which was 0.30 higher 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 5.1, which was -3.80 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 8.9, 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 8.9, 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 8.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PNB 28NOV2024 107 PE
Delta: -0.91
Vega: 0.02
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 10.5 4.35 53.51 51 -25 188
20 Nov 100.86 6.15 0.00 17.13 43 9 213
19 Nov 100.86 6.15 -0.45 17.13 43 9 213
18 Nov 100.53 6.6 -0.90 35.23 29 -7 205
14 Nov 99.49 7.5 0.95 34.00 127 -3 212
13 Nov 100.56 6.55 2.05 33.13 173 3 215
12 Nov 103.73 4.5 1.05 31.01 440 -36 211
11 Nov 105.14 3.45 -0.50 29.16 332 24 245
8 Nov 104.79 3.95 0.90 29.06 775 -2 221
7 Nov 106.71 3.05 0.20 31.16 821 91 228
6 Nov 106.98 2.85 -1.75 30.26 456 64 140
5 Nov 104.71 4.6 -0.85 34.77 75 32 78
4 Nov 103.65 5.45 1.45 37.42 57 30 45
1 Nov 100.98 4 0.00 0.00 0 0 0
31 Oct 97.90 4 0.00 - 0 0 0
30 Oct 99.96 4 0.00 - 12 0 15
29 Oct 101.33 4 -5.25 - 12 0 27
28 Oct 98.64 9.25 -0.95 - 25 25 28
25 Oct 95.72 10.2 0.70 - 1 0 3
24 Oct 98.75 9.5 2.25 - 3 2 2
23 Oct 96.68 7.25 0.00 - 0 0 0
22 Oct 94.95 7.25 0.00 - 0 0 0
21 Oct 102.29 7.25 0.00 - 0 0 0
18 Oct 103.27 7.25 0.00 - 0 0 0
17 Oct 102.46 7.25 0.00 - 0 0 0
16 Oct 105.05 7.25 0.00 - 0 0 0
15 Oct 104.98 7.25 0.00 - 0 0 0
14 Oct 105.01 7.25 0.00 - 0 0 0
11 Oct 104.91 7.25 0.00 - 0 0 0
10 Oct 103.69 7.25 0.00 - 0 0 0
9 Oct 104.10 7.25 0.00 - 0 0 0
8 Oct 102.49 7.25 0.00 - 0 0 0
7 Oct 102.07 7.25 0.00 - 0 0 0
4 Oct 105.85 7.25 0.00 - 0 0 0
3 Oct 105.06 7.25 0.00 - 0 0 0
1 Oct 105.21 7.25 0.00 - 0 0 0
30 Sept 107.21 7.25 0.00 - 0 0 0
27 Sept 109.22 7.25 - 0 0 0


For Punjab National Bank - strike price 107 expiring on 28NOV2024

Delta for 107 PE is -0.91

Historical price for 107 PE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 10.5, which was 4.35 higher than the previous day. The implied volatity was 53.51, the open interest changed by -25 which decreased total open position to 188


On 20 Nov PNB was trading at 100.86. The strike last trading price was 6.15, which was 0.00 lower than the previous day. The implied volatity was 17.13, the open interest changed by 9 which increased total open position to 213


On 19 Nov PNB was trading at 100.86. The strike last trading price was 6.15, which was -0.45 lower than the previous day. The implied volatity was 17.13, the open interest changed by 9 which increased total open position to 213


On 18 Nov PNB was trading at 100.53. The strike last trading price was 6.6, which was -0.90 lower than the previous day. The implied volatity was 35.23, the open interest changed by -7 which decreased total open position to 205


On 14 Nov PNB was trading at 99.49. The strike last trading price was 7.5, which was 0.95 higher than the previous day. The implied volatity was 34.00, the open interest changed by -3 which decreased total open position to 212


On 13 Nov PNB was trading at 100.56. The strike last trading price was 6.55, which was 2.05 higher than the previous day. The implied volatity was 33.13, the open interest changed by 3 which increased total open position to 215


On 12 Nov PNB was trading at 103.73. The strike last trading price was 4.5, which was 1.05 higher than the previous day. The implied volatity was 31.01, the open interest changed by -36 which decreased total open position to 211


On 11 Nov PNB was trading at 105.14. The strike last trading price was 3.45, which was -0.50 lower than the previous day. The implied volatity was 29.16, the open interest changed by 24 which increased total open position to 245


On 8 Nov PNB was trading at 104.79. The strike last trading price was 3.95, which was 0.90 higher than the previous day. The implied volatity was 29.06, the open interest changed by -2 which decreased total open position to 221


On 7 Nov PNB was trading at 106.71. The strike last trading price was 3.05, which was 0.20 higher than the previous day. The implied volatity was 31.16, the open interest changed by 91 which increased total open position to 228


On 6 Nov PNB was trading at 106.98. The strike last trading price was 2.85, which was -1.75 lower than the previous day. The implied volatity was 30.26, the open interest changed by 64 which increased total open position to 140


On 5 Nov PNB was trading at 104.71. The strike last trading price was 4.6, which was -0.85 lower than the previous day. The implied volatity was 34.77, the open interest changed by 32 which increased total open position to 78


On 4 Nov PNB was trading at 103.65. The strike last trading price was 5.45, which was 1.45 higher than the previous day. The implied volatity was 37.42, the open interest changed by 30 which increased total open position to 45


On 1 Nov PNB was trading at 100.98. The strike last trading price was 4, 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 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 Oct PNB was trading at 99.96. The strike last trading price was 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 29 Oct PNB was trading at 101.33. The strike last trading price was 4, which was -5.25 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 9.25, which was -0.95 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 10.2, 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 24 Oct PNB was trading at 98.75. The strike last trading price was 9.5, which was 2.25 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to