PNB
Punjab National Bank
Historical option data for PNB
15 May 2026 04:10 PM IST
| PNB 26-May-2026 (10d) 109 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0
Theta: -0.07
Gamma: 0.03812
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 102.05 | 0.53 | -0.6499999999999999 (-55.08%) | 35.68 | 308 | -2 | 441 | |||||||||
| 14 May | 104.62 | 1.21 | 0.2899999999999999 (31.52%) | 36.05 | 378 | -11 | 443 | |||||||||
| 13 May | 102.77 | 0.98 | 0 (0.00%) | 37.98 | 314 | -18 | 454 | |||||||||
| 12 May | 102.78 | 1.01 | -0.44999999999999996 (-30.82%) | 0 | 396 | -16 | 472 | |||||||||
| 11 May | 104.62 | 1.47 | -1.53 (-51.00%) | 0 | 673 | -26 | 489 | |||||||||
| 8 May | 107.24 | 2.57 | -1.0100000000000002 (-28.21%) | 33.84 | 1,460 | 93 | 515 | |||||||||
| 7 May | 109.11 | 3.6 | -0.8299999999999996 (-18.74%) | 34.42 | 797 | 89 | 416 | |||||||||
| 6 May | 110.18 | 4.47 | 1.3399999999999999 (42.81%) | 34.88 | 1,918 | -94 | 318 | |||||||||
| 5 May | 107.89 | 3.19 | -1.1199999999999997 (-25.99%) | 33.61 | 3,570 | 250 | 422 | |||||||||
| 4 May | 108.68 | 4.35 | -0.3600000000000003 (-7.64%) | 39.29 | 383 | 53 | 173 | |||||||||
| 30 Apr | 109.36 | 4.78 | 1.6800000000000002 (54.19%) | 36.8 | 331 | 119 | 119 | |||||||||
| 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 | 3.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 111.14 | 3.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 104.58 | 3.1 | 0 (0.00%) | 2.64 | 0 | 0 | 0 | |||||||||
| 6 Apr | 106.50 | 3.1 | 0 (0.00%) | 0.83 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 109 expiring on 26MAY2026
Delta for 109 CE is 0.16
Historical price for 109 CE is as follows
On 15 May PNB was trading at 102.05. The strike last trading price was 0.53, which was -0.6499999999999999 lower than the previous day. The implied volatity was 35.68, the open interest changed by -2 which decreased total open position to 441
On 14 May PNB was trading at 104.62. The strike last trading price was 1.21, which was 0.2899999999999999 higher than the previous day. The implied volatity was 36.05, the open interest changed by -11 which decreased total open position to 443
On 13 May PNB was trading at 102.77. The strike last trading price was 0.98, which was 0 lower than the previous day. The implied volatity was 37.98, the open interest changed by -18 which decreased total open position to 454
On 12 May PNB was trading at 102.78. The strike last trading price was 1.01, which was -0.44999999999999996 lower than the previous day. The implied volatity was 0, the open interest changed by -16 which decreased total open position to 472
On 11 May PNB was trading at 104.62. The strike last trading price was 1.47, which was -1.53 lower than the previous day. The implied volatity was 0, the open interest changed by -26 which decreased total open position to 489
On 8 May PNB was trading at 107.24. The strike last trading price was 2.57, which was -1.0100000000000002 lower than the previous day. The implied volatity was 33.84, the open interest changed by 93 which increased total open position to 515
On 7 May PNB was trading at 109.11. The strike last trading price was 3.6, which was -0.8299999999999996 lower than the previous day. The implied volatity was 34.42, the open interest changed by 89 which increased total open position to 416
On 6 May PNB was trading at 110.18. The strike last trading price was 4.47, which was 1.3399999999999999 higher than the previous day. The implied volatity was 34.88, the open interest changed by -94 which decreased total open position to 318
On 5 May PNB was trading at 107.89. The strike last trading price was 3.19, which was -1.1199999999999997 lower than the previous day. The implied volatity was 33.61, the open interest changed by 250 which increased total open position to 422
On 4 May PNB was trading at 108.68. The strike last trading price was 4.35, which was -0.3600000000000003 lower than the previous day. The implied volatity was 39.29, the open interest changed by 53 which increased total open position to 173
On 30 Apr PNB was trading at 109.36. The strike last trading price was 4.78, which was 1.6800000000000002 higher than the previous day. The implied volatity was 36.8, the open interest changed by 119 which increased total open position to 119
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 3.1, 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 3.1, 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 3.1, which was 0 lower than the previous day. The implied volatity was 2.64, 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 3.1, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
| PNB 26-May-2026 (10d) 109 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0
Theta: -0.06
Gamma: 0.04131
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 102.05 | 6.77 | 1.6999999999999993 (33.53%) | 34.34 | 7 | -2 | 316 |
| 14 May | 104.62 | 4.9 | -1.0999999999999996 (-18.33%) | 31.42 | 54 | -7 | 319 |
| 13 May | 102.77 | 6 | -1.04 (-14.77%) | 0 | 35 | -14 | 325 |
| 12 May | 102.78 | 6.82 | 1.2300000000000004 (22.00%) | 0 | 44 | -21 | 340 |
| 11 May | 104.62 | 5.5 | 1.6800000000000002 (43.98%) | 0 | 260 | -84 | 362 |
| 8 May | 107.24 | 3.89 | 1.1 (39.43%) | 31.59 | 919 | 28 | 439 |
| 7 May | 109.11 | 2.88 | 0.5299999999999998 (22.55%) | 30.38 | 836 | 59 | 412 |
| 6 May | 110.18 | 2.37 | -1.5 (-38.76%) | 29.9 | 1,451 | 43 | 353 |
| 5 May | 107.89 | 3.81 | -0.23999999999999977 (-5.93%) | 33.28 | 2,370 | 120 | 318 |
| 4 May | 108.68 | 4.07 | 0.14000000000000012 (3.56%) | 38.63 | 341 | 106 | 198 |
| 30 Apr | 109.36 | 3.89 | 0.8999999999999999 (30.10%) | 37.35 | 275 | 42 | 134 |
| 29 Apr | 111.18 | 3.06 | 0.06999999999999984 (2.34%) | 34.85 | 63 | -3 | 91 |
| 28 Apr | 111.39 | 2.97 | 0.7600000000000002 (34.39%) | 35.1 | 54 | 18 | 90 |
| 27 Apr | 113.88 | 2.26 | -0.3400000000000003 (-13.08%) | 35.18 | 72 | 41 | 72 |
| 24 Apr | 113.09 | 2.6 | 0 (0.00%) | 33.11 | 1 | 0 | 31 |
| 23 Apr | 112.71 | 2.6 | 0.4500000000000002 (20.93%) | 33.96 | 28 | 10 | 31 |
| 22 Apr | 114.67 | 2.15 | -0.1499999999999999 (-6.52%) | 33.76 | 10 | 5 | 21 |
| 21 Apr | 114.11 | 2.32 | -8.02 (-77.56%) | 32.59 | 27 | 15 | 15 |
| 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%) | 3.46 | 0 | 0 | 0 |
| 9 Apr | 109.59 | 10.34 | 0 (0.00%) | 1.76 | 0 | 0 | 0 |
| 8 Apr | 111.14 | 10.34 | 0 (0.00%) | 3.07 | 0 | 0 | 0 |
| 7 Apr | 104.58 | 10.34 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 106.50 | 10.34 | 0 (0.00%) | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 109 expiring on 26MAY2026
Delta for 109 PE is -0.83
Historical price for 109 PE is as follows
On 15 May PNB was trading at 102.05. The strike last trading price was 6.77, which was 1.6999999999999993 higher than the previous day. The implied volatity was 34.34, the open interest changed by -2 which decreased total open position to 316
On 14 May PNB was trading at 104.62. The strike last trading price was 4.9, which was -1.0999999999999996 lower than the previous day. The implied volatity was 31.42, the open interest changed by -7 which decreased total open position to 319
On 13 May PNB was trading at 102.77. The strike last trading price was 6, which was -1.04 lower than the previous day. The implied volatity was 0, the open interest changed by -14 which decreased total open position to 325
On 12 May PNB was trading at 102.78. The strike last trading price was 6.82, which was 1.2300000000000004 higher than the previous day. The implied volatity was 0, the open interest changed by -21 which decreased total open position to 340
On 11 May PNB was trading at 104.62. The strike last trading price was 5.5, which was 1.6800000000000002 higher than the previous day. The implied volatity was 0, the open interest changed by -84 which decreased total open position to 362
On 8 May PNB was trading at 107.24. The strike last trading price was 3.89, which was 1.1 higher than the previous day. The implied volatity was 31.59, the open interest changed by 28 which increased total open position to 439
On 7 May PNB was trading at 109.11. The strike last trading price was 2.88, which was 0.5299999999999998 higher than the previous day. The implied volatity was 30.38, the open interest changed by 59 which increased total open position to 412
On 6 May PNB was trading at 110.18. The strike last trading price was 2.37, which was -1.5 lower than the previous day. The implied volatity was 29.9, the open interest changed by 43 which increased total open position to 353
On 5 May PNB was trading at 107.89. The strike last trading price was 3.81, which was -0.23999999999999977 lower than the previous day. The implied volatity was 33.28, the open interest changed by 120 which increased total open position to 318
On 4 May PNB was trading at 108.68. The strike last trading price was 4.07, which was 0.14000000000000012 higher than the previous day. The implied volatity was 38.63, the open interest changed by 106 which increased total open position to 198
On 30 Apr PNB was trading at 109.36. The strike last trading price was 3.89, which was 0.8999999999999999 higher than the previous day. The implied volatity was 37.35, the open interest changed by 42 which increased total open position to 134
On 29 Apr PNB was trading at 111.18. The strike last trading price was 3.06, which was 0.06999999999999984 higher than the previous day. The implied volatity was 34.85, the open interest changed by -3 which decreased total open position to 91
On 28 Apr PNB was trading at 111.39. The strike last trading price was 2.97, which was 0.7600000000000002 higher than the previous day. The implied volatity was 35.1, the open interest changed by 18 which increased total open position to 90
On 27 Apr PNB was trading at 113.88. The strike last trading price was 2.26, which was -0.3400000000000003 lower than the previous day. The implied volatity was 35.18, the open interest changed by 41 which increased total open position to 72
On 24 Apr PNB was trading at 113.09. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 31
On 23 Apr PNB was trading at 112.71. The strike last trading price was 2.6, which was 0.4500000000000002 higher than the previous day. The implied volatity was 33.96, the open interest changed by 10 which increased total open position to 31
On 22 Apr PNB was trading at 114.67. The strike last trading price was 2.15, which was -0.1499999999999999 lower than the previous day. The implied volatity was 33.76, the open interest changed by 5 which increased total open position to 21
On 21 Apr PNB was trading at 114.11. The strike last trading price was 2.32, which was -8.02 lower than the previous day. The implied volatity was 32.59, the open interest changed by 15 which increased total open position to 15
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 3.46, 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 10.34, which was 0 lower than the previous day. The implied volatity was 1.76, 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 10.34, which was 0 lower than the previous day. The implied volatity was 3.07, 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 10.34, 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 Apr PNB was trading at 106.50. The strike last trading price was 10.34, 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
