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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 108 CE
Delta: 0.04
Vega: 0.01
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 0.1 -0.25 44.96 199 -17 319
20 Nov 100.86 0.35 0.00 36.88 274 -33 338
19 Nov 100.86 0.35 0.00 36.88 274 -31 338
18 Nov 100.53 0.35 0.00 34.90 273 -7 366
14 Nov 99.49 0.35 -0.20 32.07 346 21 371
13 Nov 100.56 0.55 -0.60 31.72 955 -42 354
12 Nov 103.73 1.15 -0.45 30.64 587 25 396
11 Nov 105.14 1.6 0.00 28.97 660 -15 368
8 Nov 104.79 1.6 -1.15 28.70 971 -6 383
7 Nov 106.71 2.75 -0.25 30.34 1,770 145 390
6 Nov 106.98 3 0.40 30.23 614 111 246
5 Nov 104.71 2.6 0.15 35.89 551 49 134
4 Nov 103.65 2.45 0.80 37.00 430 52 85
1 Nov 100.98 1.65 0.45 35.31 28 10 35
31 Oct 97.90 1.2 -0.15 - 3 0 25
30 Oct 99.96 1.35 0.00 - 0 -3 0
29 Oct 101.33 1.35 -0.15 - 3 -2 26
28 Oct 98.64 1.5 0.15 - 74 24 28
25 Oct 95.72 1.35 -0.50 - 2 1 4
24 Oct 98.75 1.85 -6.55 - 22 8 8
23 Oct 96.68 8.4 0.00 - 0 0 0
22 Oct 94.95 8.4 0.00 - 0 0 0
21 Oct 102.29 8.4 0.00 - 0 0 0
18 Oct 103.27 8.4 0.00 - 0 0 0
17 Oct 102.46 8.4 0.00 - 0 0 0
16 Oct 105.05 8.4 0.00 - 0 0 0
15 Oct 104.98 8.4 0.00 - 0 0 0
14 Oct 105.01 8.4 0.00 - 0 0 0
11 Oct 104.91 8.4 0.00 - 0 0 0
10 Oct 103.69 8.4 0.00 - 0 0 0
9 Oct 104.10 8.4 0.00 - 0 0 0
8 Oct 102.49 8.4 0.00 - 0 0 0
7 Oct 102.07 8.4 0.00 - 0 0 0
4 Oct 105.85 8.4 0.00 - 0 0 0
3 Oct 105.06 8.4 0.00 - 0 0 0
1 Oct 105.21 8.4 0.00 - 0 0 0
30 Sept 107.21 8.4 0.00 - 0 0 0
27 Sept 109.22 8.4 - 0 0 0


For Punjab National Bank - strike price 108 expiring on 28NOV2024

Delta for 108 CE is 0.04

Historical price for 108 CE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 0.1, which was -0.25 lower than the previous day. The implied volatity was 44.96, the open interest changed by -17 which decreased total open position to 319


On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 36.88, the open interest changed by -33 which decreased total open position to 338


On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 36.88, the open interest changed by -31 which decreased total open position to 338


On 18 Nov PNB was trading at 100.53. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 34.90, the open interest changed by -7 which decreased total open position to 366


On 14 Nov PNB was trading at 99.49. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 32.07, the open interest changed by 21 which increased total open position to 371


On 13 Nov PNB was trading at 100.56. The strike last trading price was 0.55, which was -0.60 lower than the previous day. The implied volatity was 31.72, the open interest changed by -42 which decreased total open position to 354


On 12 Nov PNB was trading at 103.73. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 30.64, the open interest changed by 25 which increased total open position to 396


On 11 Nov PNB was trading at 105.14. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 28.97, the open interest changed by -15 which decreased total open position to 368


On 8 Nov PNB was trading at 104.79. The strike last trading price was 1.6, which was -1.15 lower than the previous day. The implied volatity was 28.70, the open interest changed by -6 which decreased total open position to 383


On 7 Nov PNB was trading at 106.71. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 30.34, the open interest changed by 145 which increased total open position to 390


On 6 Nov PNB was trading at 106.98. The strike last trading price was 3, which was 0.40 higher than the previous day. The implied volatity was 30.23, the open interest changed by 111 which increased total open position to 246


On 5 Nov PNB was trading at 104.71. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 35.89, the open interest changed by 49 which increased total open position to 134


On 4 Nov PNB was trading at 103.65. The strike last trading price was 2.45, which was 0.80 higher than the previous day. The implied volatity was 37.00, the open interest changed by 52 which increased total open position to 85


On 1 Nov PNB was trading at 100.98. The strike last trading price was 1.65, which was 0.45 higher than the previous day. The implied volatity was 35.31, the open interest changed by 10 which increased total open position to 35


On 31 Oct PNB was trading at 97.90. The strike last trading price was 1.2, which was -0.15 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 1.35, 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 1.35, which was -0.15 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 1.5, 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 1.35, 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 24 Oct PNB was trading at 98.75. The strike last trading price was 1.85, which was -6.55 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, 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 8.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PNB 28NOV2024 108 PE
Delta: -0.85
Vega: 0.03
Theta: -0.13
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 11.9 4.40 72.30 10 -7 105
20 Nov 100.86 7.5 0.00 37.37 49 -10 114
19 Nov 100.86 7.5 1.25 37.37 49 -8 114
18 Nov 100.53 6.25 -2.25 - 21 -9 124
14 Nov 99.49 8.5 1.30 37.09 56 10 132
13 Nov 100.56 7.2 2.05 29.74 56 -2 124
12 Nov 103.73 5.15 1.05 30.26 36 3 127
11 Nov 105.14 4.1 -0.50 29.46 161 5 123
8 Nov 104.79 4.6 1.00 29.14 545 4 118
7 Nov 106.71 3.6 0.25 31.42 543 45 115
6 Nov 106.98 3.35 -1.85 30.22 145 42 70
5 Nov 104.71 5.2 -4.30 34.99 78 23 24
4 Nov 103.65 9.5 0.00 0.00 0 0 0
1 Nov 100.98 9.5 0.00 0.00 0 0 0
31 Oct 97.90 9.5 0.00 - 0 0 0
30 Oct 99.96 9.5 0.00 - 0 0 1
29 Oct 101.33 9.5 0.00 - 0 0 1
28 Oct 98.64 9.5 1.75 - 1 0 0
25 Oct 95.72 7.75 0.00 - 0 0 0
24 Oct 98.75 7.75 0.00 - 0 0 0
23 Oct 96.68 7.75 0.00 - 0 0 0
22 Oct 94.95 7.75 0.00 - 0 0 0
21 Oct 102.29 7.75 0.00 - 0 0 0
18 Oct 103.27 7.75 0.00 - 0 0 0
17 Oct 102.46 7.75 0.00 - 0 0 0
16 Oct 105.05 7.75 0.00 - 0 0 0
15 Oct 104.98 7.75 0.00 - 0 0 0
14 Oct 105.01 7.75 0.00 - 0 0 0
11 Oct 104.91 7.75 0.00 - 0 0 0
10 Oct 103.69 7.75 0.00 - 0 0 0
9 Oct 104.10 7.75 0.00 - 0 0 0
8 Oct 102.49 7.75 0.00 - 0 0 0
7 Oct 102.07 7.75 0.00 - 0 0 0
4 Oct 105.85 7.75 0.00 - 0 0 0
3 Oct 105.06 7.75 0.00 - 0 0 0
1 Oct 105.21 7.75 0.00 - 0 0 0
30 Sept 107.21 7.75 0.00 - 0 0 0
27 Sept 109.22 7.75 - 0 0 0


For Punjab National Bank - strike price 108 expiring on 28NOV2024

Delta for 108 PE is -0.85

Historical price for 108 PE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 11.9, which was 4.40 higher than the previous day. The implied volatity was 72.30, the open interest changed by -7 which decreased total open position to 105


On 20 Nov PNB was trading at 100.86. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 37.37, the open interest changed by -10 which decreased total open position to 114


On 19 Nov PNB was trading at 100.86. The strike last trading price was 7.5, which was 1.25 higher than the previous day. The implied volatity was 37.37, the open interest changed by -8 which decreased total open position to 114


On 18 Nov PNB was trading at 100.53. The strike last trading price was 6.25, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 124


On 14 Nov PNB was trading at 99.49. The strike last trading price was 8.5, which was 1.30 higher than the previous day. The implied volatity was 37.09, the open interest changed by 10 which increased total open position to 132


On 13 Nov PNB was trading at 100.56. The strike last trading price was 7.2, which was 2.05 higher than the previous day. The implied volatity was 29.74, the open interest changed by -2 which decreased total open position to 124


On 12 Nov PNB was trading at 103.73. The strike last trading price was 5.15, which was 1.05 higher than the previous day. The implied volatity was 30.26, the open interest changed by 3 which increased total open position to 127


On 11 Nov PNB was trading at 105.14. The strike last trading price was 4.1, which was -0.50 lower than the previous day. The implied volatity was 29.46, the open interest changed by 5 which increased total open position to 123


On 8 Nov PNB was trading at 104.79. The strike last trading price was 4.6, which was 1.00 higher than the previous day. The implied volatity was 29.14, the open interest changed by 4 which increased total open position to 118


On 7 Nov PNB was trading at 106.71. The strike last trading price was 3.6, which was 0.25 higher than the previous day. The implied volatity was 31.42, the open interest changed by 45 which increased total open position to 115


On 6 Nov PNB was trading at 106.98. The strike last trading price was 3.35, which was -1.85 lower than the previous day. The implied volatity was 30.22, the open interest changed by 42 which increased total open position to 70


On 5 Nov PNB was trading at 104.71. The strike last trading price was 5.2, which was -4.30 lower than the previous day. The implied volatity was 34.99, the open interest changed by 23 which increased total open position to 24


On 4 Nov PNB was trading at 103.65. The strike last trading price was 9.5, 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 1 Nov PNB was trading at 100.98. The strike last trading price was 9.5, 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 9.5, 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 30 Oct PNB was trading at 99.96. The strike last trading price was 9.5, 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 9.5, 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 28 Oct PNB was trading at 98.64. The strike last trading price was 9.5, which was 1.75 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 7.75, 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 24 Oct PNB was trading at 98.75. The strike last trading price was 7.75, 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 23 Oct PNB was trading at 96.68. The strike last trading price was 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, 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 7.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to