PNB
Punjab National Bank
Historical option data for PNB
08 Apr 2026 11:27 AM IST
| PNB 28-Apr-2026 (20d) 109 CE | ||||||||||||||||
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Delta: 0.6
Vega: 0.1
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 110.32 | 4.8 | 2.17 | 36.69 | 367 | 36 | 117 | |||||||||
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| 7 Apr | 104.58 | 2.6 | -0.92 | 41.65 | 98 | 3 | 81 | |||||||||
| 6 Apr | 106.50 | 3.53 | 0.55 | 40.92 | 113 | -3 | 77 | |||||||||
| 2 Apr | 104.48 | 2.89 | 0.03 | 40.21 | 83 | 11 | 79 | |||||||||
| 1 Apr | 104.00 | 2.87 | 0.61 | 39 | 67 | -1 | 68 | |||||||||
| 30 Mar | 100.56 | 2.25 | -1.55 | 43.63 | 61 | -14 | 68 | |||||||||
| 27 Mar | 105.13 | 3.81 | -2.19 | 41.29 | 42 | 23 | 80 | |||||||||
| 25 Mar | 110.07 | 5.97 | 1.17 | 35.85 | 73 | 5 | 56 | |||||||||
| 24 Mar | 107.26 | 4.8 | -0.36 | 37.98 | 6 | 3 | 51 | |||||||||
| 23 Mar | 105.55 | 5.16 | -1.84 | 47.7 | 62 | 46 | 47 | |||||||||
| 20 Mar | 111.53 | 7 | -16.99 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 109.49 | 7 | -16.99 | - | 0 | 0 | 1 | |||||||||
| 18 Mar | 113.12 | 7 | -16.99 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 112.00 | 7 | -16.99 | 30.72 | 1 | 0 | 0 | |||||||||
| 16 Mar | 110.97 | 23.99 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 111.70 | 23.99 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 116.61 | 23.99 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 115.84 | 23.99 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 117.53 | 23.99 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 115.07 | 23.99 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 119.31 | 23.99 | 0 | - | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 109 expiring on 28APR2026
Delta for 109 CE is 0.6
Historical price for 109 CE is as follows
On 8 Apr PNB was trading at 110.32. The strike last trading price was 4.8, which was 2.17 higher than the previous day. The implied volatity was 36.69, the open interest changed by 36 which increased total open position to 117
On 7 Apr PNB was trading at 104.58. The strike last trading price was 2.6, which was -0.92 lower than the previous day. The implied volatity was 41.65, the open interest changed by 3 which increased total open position to 81
On 6 Apr PNB was trading at 106.50. The strike last trading price was 3.53, which was 0.55 higher than the previous day. The implied volatity was 40.92, the open interest changed by -3 which decreased total open position to 77
On 2 Apr PNB was trading at 104.48. The strike last trading price was 2.89, which was 0.03 higher than the previous day. The implied volatity was 40.21, the open interest changed by 11 which increased total open position to 79
On 1 Apr PNB was trading at 104.00. The strike last trading price was 2.87, which was 0.61 higher than the previous day. The implied volatity was 39, the open interest changed by -1 which decreased total open position to 68
On 30 Mar PNB was trading at 100.56. The strike last trading price was 2.25, which was -1.55 lower than the previous day. The implied volatity was 43.63, the open interest changed by -14 which decreased total open position to 68
On 27 Mar PNB was trading at 105.13. The strike last trading price was 3.81, which was -2.19 lower than the previous day. The implied volatity was 41.29, the open interest changed by 23 which increased total open position to 80
On 25 Mar PNB was trading at 110.07. The strike last trading price was 5.97, which was 1.17 higher than the previous day. The implied volatity was 35.85, the open interest changed by 5 which increased total open position to 56
On 24 Mar PNB was trading at 107.26. The strike last trading price was 4.8, which was -0.36 lower than the previous day. The implied volatity was 37.98, the open interest changed by 3 which increased total open position to 51
On 23 Mar PNB was trading at 105.55. The strike last trading price was 5.16, which was -1.84 lower than the previous day. The implied volatity was 47.7, the open interest changed by 46 which increased total open position to 47
On 20 Mar PNB was trading at 111.53. The strike last trading price was 7, which was -16.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar PNB was trading at 109.49. The strike last trading price was 7, which was -16.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar PNB was trading at 113.12. The strike last trading price was 7, which was -16.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar PNB was trading at 112.00. The strike last trading price was 7, which was -16.99 lower than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 0
On 16 Mar PNB was trading at 110.97. The strike last trading price was 23.99, 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 Mar PNB was trading at 111.70. The strike last trading price was 23.99, 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 12 Mar PNB was trading at 116.61. The strike last trading price was 23.99, 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 11 Mar PNB was trading at 115.84. The strike last trading price was 23.99, 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 Mar PNB was trading at 117.53. The strike last trading price was 23.99, 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 Mar PNB was trading at 115.07. The strike last trading price was 23.99, 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 Mar PNB was trading at 119.31. The strike last trading price was 23.99, 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 28-Apr-2026 (20d) 109 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.4
Vega: 0.1
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 110.32 | 2.95 | -2.66 | 37.4 | 154 | 24 | 69 |
| 7 Apr | 104.58 | 5.61 | -4.39 | - | 0 | 0 | 45 |
| 6 Apr | 106.50 | 5.61 | -4.39 | 45 | 6 | -1 | 45 |
| 2 Apr | 104.48 | 10 | 2.69 | - | 0 | 0 | 46 |
| 1 Apr | 104.00 | 10 | 2.69 | - | 0 | 0 | 46 |
| 30 Mar | 100.56 | 10 | 2.69 | 47.23 | 8 | -3 | 47 |
| 27 Mar | 105.13 | 7.39 | 3.26 | 45.63 | 44 | 16 | 50 |
| 25 Mar | 110.07 | 4.15 | -2.17 | 39.15 | 27 | 11 | 34 |
| 24 Mar | 107.26 | 6.32 | -0.73 | 45.59 | 1 | 0 | 22 |
| 23 Mar | 105.55 | 7.07 | 3.14 | 42.6 | 20 | 8 | 23 |
| 20 Mar | 111.53 | 3.93 | 1.49 | 39.1 | 11 | 1 | 8 |
| 19 Mar | 109.49 | 2.44 | -1.64 | - | 0 | 0 | 7 |
| 18 Mar | 113.12 | 2.44 | -1.64 | - | 0 | 0 | 7 |
| 17 Mar | 112.00 | 2.44 | -1.64 | - | 0 | 0 | 7 |
| 16 Mar | 110.97 | 2.44 | -1.64 | - | 0 | 0 | 0 |
| 13 Mar | 111.70 | 2.44 | -1.64 | - | 0 | 0 | 0 |
| 12 Mar | 116.61 | 2.44 | -1.64 | - | 0 | 0 | 0 |
| 11 Mar | 115.84 | 2.44 | -1.64 | - | 0 | 0 | 7 |
| 10 Mar | 117.53 | 2.44 | -1.64 | 38.19 | 9 | -3 | 7 |
| 9 Mar | 115.07 | 4.08 | 2.31 | 44.28 | 3 | 1 | 10 |
| 6 Mar | 119.31 | 1.78 | 1.07 | 33.91 | 42 | 5 | 5 |
For Punjab National Bank - strike price 109 expiring on 28APR2026
Delta for 109 PE is -0.4
Historical price for 109 PE is as follows
On 8 Apr PNB was trading at 110.32. The strike last trading price was 2.95, which was -2.66 lower than the previous day. The implied volatity was 37.4, the open interest changed by 24 which increased total open position to 69
On 7 Apr PNB was trading at 104.58. The strike last trading price was 5.61, which was -4.39 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 6 Apr PNB was trading at 106.50. The strike last trading price was 5.61, which was -4.39 lower than the previous day. The implied volatity was 45, the open interest changed by -1 which decreased total open position to 45
On 2 Apr PNB was trading at 104.48. The strike last trading price was 10, which was 2.69 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 1 Apr PNB was trading at 104.00. The strike last trading price was 10, which was 2.69 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 30 Mar PNB was trading at 100.56. The strike last trading price was 10, which was 2.69 higher than the previous day. The implied volatity was 47.23, the open interest changed by -3 which decreased total open position to 47
On 27 Mar PNB was trading at 105.13. The strike last trading price was 7.39, which was 3.26 higher than the previous day. The implied volatity was 45.63, the open interest changed by 16 which increased total open position to 50
On 25 Mar PNB was trading at 110.07. The strike last trading price was 4.15, which was -2.17 lower than the previous day. The implied volatity was 39.15, the open interest changed by 11 which increased total open position to 34
On 24 Mar PNB was trading at 107.26. The strike last trading price was 6.32, which was -0.73 lower than the previous day. The implied volatity was 45.59, the open interest changed by 0 which decreased total open position to 22
On 23 Mar PNB was trading at 105.55. The strike last trading price was 7.07, which was 3.14 higher than the previous day. The implied volatity was 42.6, the open interest changed by 8 which increased total open position to 23
On 20 Mar PNB was trading at 111.53. The strike last trading price was 3.93, which was 1.49 higher than the previous day. The implied volatity was 39.1, the open interest changed by 1 which increased total open position to 8
On 19 Mar PNB was trading at 109.49. The strike last trading price was 2.44, which was -1.64 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Mar PNB was trading at 113.12. The strike last trading price was 2.44, which was -1.64 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Mar PNB was trading at 112.00. The strike last trading price was 2.44, which was -1.64 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Mar PNB was trading at 110.97. The strike last trading price was 2.44, which was -1.64 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar PNB was trading at 111.70. The strike last trading price was 2.44, which was -1.64 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar PNB was trading at 116.61. The strike last trading price was 2.44, which was -1.64 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar PNB was trading at 115.84. The strike last trading price was 2.44, which was -1.64 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Mar PNB was trading at 117.53. The strike last trading price was 2.44, which was -1.64 lower than the previous day. The implied volatity was 38.19, the open interest changed by -3 which decreased total open position to 7
On 9 Mar PNB was trading at 115.07. The strike last trading price was 4.08, which was 2.31 higher than the previous day. The implied volatity was 44.28, the open interest changed by 1 which increased total open position to 10
On 6 Mar PNB was trading at 119.31. The strike last trading price was 1.78, which was 1.07 higher than the previous day. The implied volatity was 33.91, the open interest changed by 5 which increased total open position to 5
