Historical option data for PNB
23 Jun 2026 01:26 PM IST
| PNB 28-Jul-2026 (35d) 109 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0
Theta: -0.06
Gamma: 0.03903
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 107.48 | 3.61 | -1.39 (-27.80%) | 30.49 | 32 | 20 | 71 | |||||||||
| 22 Jun | 109.80 | 4.67 | 0.67 (16.75%) | 29.07 | 29 | 7 | 52 | |||||||||
| 19 Jun | 108.77 | 4.35 | -0.65 (-13.00%) | 29.2 | 16 | 11 | 44 | |||||||||
| 18 Jun | 109.58 | 4.74 | 0.74 (18.50%) | 28.19 | 30 | 26 | 34 | |||||||||
| 17 Jun | 108.87 | 4.46 | 0.46 (11.50%) | 28.43 | 10 | 2 | 7 | |||||||||
| 16 Jun | 107.97 | 4.05 | 0.05 (1.25%) | 28.35 | 5 | -3 | 4 | |||||||||
| 15 Jun | 107.96 | 3.65 | -0.35 (-8.75%) | 28.52 | 15 | 0 | 7 | |||||||||
| 12 Jun | 106.88 | 3.65 | -5.35 (-59.44%) | 28.52 | 15 | 0 | 6 | |||||||||
| 11 Jun | 106.17 | 4.14 | 0.14 (3.50%) | 29.8 | 8 | 0 | 6 | |||||||||
| 10 Jun | 107.17 | 4.17 | -1.83 (-30.50%) | 29.8 | 8 | 3 | 3 | |||||||||
For Punjab National Bank - strike price 109 expiring on 28JUL2026
Delta for 109 CE is 0.48
Historical price for 109 CE is as follows
On 23 Jun PNB was trading at 107.48. The strike last trading price was 3.61, which was -1.39 lower than the previous day. The implied volatity was 30.49, the open interest changed by 20 which increased total open position to 71
On 22 Jun PNB was trading at 109.80. The strike last trading price was 4.67, which was 0.67 higher than the previous day. The implied volatity was 29.07, the open interest changed by 7 which increased total open position to 52
On 19 Jun PNB was trading at 108.77. The strike last trading price was 4.35, which was -0.65 lower than the previous day. The implied volatity was 29.2, the open interest changed by 11 which increased total open position to 44
On 18 Jun PNB was trading at 109.58. The strike last trading price was 4.74, which was 0.74 higher than the previous day. The implied volatity was 28.19, the open interest changed by 26 which increased total open position to 34
On 17 Jun PNB was trading at 108.87. The strike last trading price was 4.46, which was 0.46 higher than the previous day. The implied volatity was 28.43, the open interest changed by 2 which increased total open position to 7
On 16 Jun PNB was trading at 107.97. The strike last trading price was 4.05, which was 0.05 higher than the previous day. The implied volatity was 28.35, the open interest changed by -3 which decreased total open position to 4
On 15 Jun PNB was trading at 107.96. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 7
On 12 Jun PNB was trading at 106.88. The strike last trading price was 3.65, which was -5.35 lower than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 6
On 11 Jun PNB was trading at 106.17. The strike last trading price was 4.14, which was 0.14 higher than the previous day. The implied volatity was 29.8, the open interest changed by 0 which decreased total open position to 6
On 10 Jun PNB was trading at 107.17. The strike last trading price was 4.17, which was -1.83 lower than the previous day. The implied volatity was 29.8, the open interest changed by 3 which increased total open position to 3
| PNB 28-Jul-2026 (35d) 109 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0
Theta: -0.04
Gamma: 0.04338
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 107.48 | 4.15 | 1.1 (36.07%) | 27.4 | 12 | 5 | 26 |
| 22 Jun | 109.80 | 3.05 | -0.52 (-14.57%) | 27.09 | 29 | 15 | 21 |
| 19 Jun | 108.77 | 3.57 | 0.51 (16.67%) | 26.48 | 1 | 0 | 5 |
| 18 Jun | 109.58 | 3.06 | -0.36 (-10.53%) | 25 | 3 | 2 | 4 |
| 17 Jun | 108.87 | 3.42 | -0.43 (-11.17%) | 25.42 | 3 | 1 | 1 |
| 16 Jun | 107.97 | 0 | 0 (-49.34%) | 24.75 | 0 | 0 | 0 |
| 15 Jun | 107.96 | 3.85 | -3.75 (-49.34%) | 24.75 | 1 | 0 | 0 |
| 12 Jun | 106.88 | 0 | 0 | - | 0 | 1 | 1 |
| 11 Jun | 106.17 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 107.17 | 0 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 109 expiring on 28JUL2026
Delta for 109 PE is -0.52
Historical price for 109 PE is as follows
On 23 Jun PNB was trading at 107.48. The strike last trading price was 4.15, which was 1.1 higher than the previous day. The implied volatity was 27.4, the open interest changed by 5 which increased total open position to 26
On 22 Jun PNB was trading at 109.80. The strike last trading price was 3.05, which was -0.52 lower than the previous day. The implied volatity was 27.09, the open interest changed by 15 which increased total open position to 21
On 19 Jun PNB was trading at 108.77. The strike last trading price was 3.57, which was 0.51 higher than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 5
On 18 Jun PNB was trading at 109.58. The strike last trading price was 3.06, which was -0.36 lower than the previous day. The implied volatity was 25, the open interest changed by 2 which increased total open position to 4
On 17 Jun PNB was trading at 108.87. The strike last trading price was 3.42, which was -0.43 lower than the previous day. The implied volatity was 25.42, the open interest changed by 1 which increased total open position to 1
On 16 Jun PNB was trading at 107.97. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 0
On 15 Jun PNB was trading at 107.96. The strike last trading price was 3.85, which was -3.75 lower than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 0
On 12 Jun PNB was trading at 106.88. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Jun PNB was trading at 106.17. 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 Jun PNB was trading at 107.17. 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
