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Historical option data for PNB

23 Jun 2026 02:33 PM IST
PNB 28-Jul-2026 (35d) 110 CE
Delta: 0.45
Vega: 0
Theta: -0.06
Gamma: 0.03952
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 107.54 3.19 -0.81 (-20.25%) 29.87 344 184 541
22 Jun 109.80 4.19 0.19 (4.75%) 29.33 175 92 355
19 Jun 108.77 3.91 -0.09 (-2.25%) 28.98 95 39 264
18 Jun 109.58 4.28 0.28 (7.00%) 28.93 236 56 223
17 Jun 108.87 3.87 0.87 (29.00%) 28.04 192 40 168
16 Jun 107.97 3.45 -0.55 (-13.75%) 27.72 123 84 128
15 Jun 107.96 3.6 0.6 (20.00%) 28.46 177 -1 45
12 Jun 106.88 3.22 -0.78 (-19.50%) 27.77 68 -72 44
11 Jun 106.17 3.25 -0.75 (-18.75%) 29.7 70 15 116
10 Jun 107.17 3.73 -1.27 (-25.40%) 29.93 49 30 100
9 Jun 109.65 5.2 2.2 (73.33%) 30.21 64 -2 71
8 Jun 105.71 3.29 -0.71 (-17.75%) 31.07 23 6 72
5 Jun 106.85 3.9 -0.1 (-2.50%) 29.67 77 0 65
4 Jun 105.67 3.5 -0.5 (-12.50%) 30.41 31 10 65
3 Jun 105.80 3.6 0.6 (20.00%) 30.24 18 10 55
2 Jun 104.09 2.96 -0.04 (-1.33%) 30.11 29 8 45
1 Jun 103.78 2.8 -1.2 (-30.00%) 29.93 38 16 35
29 May 106.05 3.79 -0.21 (-5.25%) 29.78 20 3 18
27 May 106.67 3.65 -0.35 (-8.75%) 26.76 1 0 15
26 May 105.91 4.1 0.1 (2.50%) 30.07 5 2 15
25 May 106.26 4.05 1.05 (35.00%) 29.9 5 1 12
22 May 102.66 3.25 0.25 (8.33%) 31.91 6 1 11
21 May 101.92 3.05 0.05 (1.67%) 32.03 1 1 10
20 May 102.22 3.15 0.15 (5.00%) 32.69 2 0 9
19 May 101.30 3.35 0.35 (11.67%) 34.92 8 5 8
18 May 99.49 2.72 -1.28 (-32.00%) 35.9 1 1 3
15 May 102.05 4.17 0.17 (4.25%) 31.13 0 0 2
14 May 104.62 4.17 -5.57 (-57.19%) 31.13 2 2 2
13 May 102.77 0 -9.74 (-100.00%) 0 0 0 0
12 May 102.78 0 -9.74 (-100.00%) 0 0 0 0
11 May 104.62 0 -9.74 (-100.00%) 0 0 0 0
8 May 107.24 0 0 - 0 0 0
7 May 109.11 0 0 - 0 0 0
6 May 110.18 0 0 - 0 0 0
30 Apr 109.36 0 0 - 0 0 0
29 Apr 111.18 0 0 - 0 0 0


For Punjab National Bank - strike price 110 expiring on 28JUL2026

Delta for 110 CE is 0.45

Historical price for 110 CE is as follows

On 23 Jun PNB was trading at 107.54. The strike last trading price was 3.19, which was -0.81 lower than the previous day. The implied volatity was 29.87, the open interest changed by 184 which increased total open position to 541


On 22 Jun PNB was trading at 109.80. The strike last trading price was 4.19, which was 0.19 higher than the previous day. The implied volatity was 29.33, the open interest changed by 92 which increased total open position to 355


On 19 Jun PNB was trading at 108.77. The strike last trading price was 3.91, which was -0.09 lower than the previous day. The implied volatity was 28.98, the open interest changed by 39 which increased total open position to 264


On 18 Jun PNB was trading at 109.58. The strike last trading price was 4.28, which was 0.28 higher than the previous day. The implied volatity was 28.93, the open interest changed by 56 which increased total open position to 223


On 17 Jun PNB was trading at 108.87. The strike last trading price was 3.87, which was 0.87 higher than the previous day. The implied volatity was 28.04, the open interest changed by 40 which increased total open position to 168


On 16 Jun PNB was trading at 107.97. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 27.72, the open interest changed by 84 which increased total open position to 128


On 15 Jun PNB was trading at 107.96. The strike last trading price was 3.6, which was 0.6 higher than the previous day. The implied volatity was 28.46, the open interest changed by -1 which decreased total open position to 45


On 12 Jun PNB was trading at 106.88. The strike last trading price was 3.22, which was -0.78 lower than the previous day. The implied volatity was 27.77, the open interest changed by -72 which decreased total open position to 44


On 11 Jun PNB was trading at 106.17. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 29.7, the open interest changed by 15 which increased total open position to 116


On 10 Jun PNB was trading at 107.17. The strike last trading price was 3.73, which was -1.27 lower than the previous day. The implied volatity was 29.93, the open interest changed by 30 which increased total open position to 100


On 9 Jun PNB was trading at 109.65. The strike last trading price was 5.2, which was 2.2 higher than the previous day. The implied volatity was 30.21, the open interest changed by -2 which decreased total open position to 71


On 8 Jun PNB was trading at 105.71. The strike last trading price was 3.29, which was -0.71 lower than the previous day. The implied volatity was 31.07, the open interest changed by 6 which increased total open position to 72


On 5 Jun PNB was trading at 106.85. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 65


On 4 Jun PNB was trading at 105.67. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 30.41, the open interest changed by 10 which increased total open position to 65


On 3 Jun PNB was trading at 105.80. The strike last trading price was 3.6, which was 0.6 higher than the previous day. The implied volatity was 30.24, the open interest changed by 10 which increased total open position to 55


On 2 Jun PNB was trading at 104.09. The strike last trading price was 2.96, which was -0.04 lower than the previous day. The implied volatity was 30.11, the open interest changed by 8 which increased total open position to 45


On 1 Jun PNB was trading at 103.78. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 29.93, the open interest changed by 16 which increased total open position to 35


On 29 May PNB was trading at 106.05. The strike last trading price was 3.79, which was -0.21 lower than the previous day. The implied volatity was 29.78, the open interest changed by 3 which increased total open position to 18


On 27 May PNB was trading at 106.67. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 15


On 26 May PNB was trading at 105.91. The strike last trading price was 4.1, which was 0.1 higher than the previous day. The implied volatity was 30.07, the open interest changed by 2 which increased total open position to 15


On 25 May PNB was trading at 106.26. The strike last trading price was 4.05, which was 1.05 higher than the previous day. The implied volatity was 29.9, the open interest changed by 1 which increased total open position to 12


On 22 May PNB was trading at 102.66. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 31.91, the open interest changed by 1 which increased total open position to 11


On 21 May PNB was trading at 101.92. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 32.03, the open interest changed by 1 which increased total open position to 10


On 20 May PNB was trading at 102.22. The strike last trading price was 3.15, which was 0.15 higher than the previous day. The implied volatity was 32.69, the open interest changed by 0 which decreased total open position to 9


On 19 May PNB was trading at 101.30. The strike last trading price was 3.35, which was 0.35 higher than the previous day. The implied volatity was 34.92, the open interest changed by 5 which increased total open position to 8


On 18 May PNB was trading at 99.49. The strike last trading price was 2.72, which was -1.28 lower than the previous day. The implied volatity was 35.9, the open interest changed by 1 which increased total open position to 3


On 15 May PNB was trading at 102.05. The strike last trading price was 4.17, which was 0.17 higher than the previous day. The implied volatity was 31.13, the open interest changed by 0 which decreased total open position to 2


On 14 May PNB was trading at 104.62. The strike last trading price was 4.17, which was -5.57 lower than the previous day. The implied volatity was 31.13, the open interest changed by 2 which increased total open position to 2


On 13 May PNB was trading at 102.77. The strike last trading price was 0, which was -9.74 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May PNB was trading at 102.78. The strike last trading price was 0, which was -9.74 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May PNB was trading at 104.62. The strike last trading price was 0, which was -9.74 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May PNB was trading at 107.24. 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 7 May PNB was trading at 109.11. 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 6 May PNB was trading at 110.18. 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 30 Apr PNB was trading at 109.36. 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 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


PNB 28-Jul-2026 (35d) 110 PE
Delta: -0.56
Vega: 0
Theta: -0.04
Gamma: 0.04302
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 107.54 4.69 1.11 (31.01%) 27.34 139 70 204
22 Jun 109.80 3.61 -0.4 (-9.98%) 27.23 103 21 133
19 Jun 108.77 4.07 0.61 (17.63%) 26.25 58 28 113
18 Jun 109.58 3.47 -0.42 (-10.80%) 24.65 58 37 84
17 Jun 108.87 3.88 -0.67 (-14.73%) 25.01 46 20 48
16 Jun 107.97 4.55 0.14 (3.17%) 25.97 19 13 29
15 Jun 107.96 4.49 -5.55 (-55.28%) 25.29 18 -23 16
12 Jun 106.88 6.2 6.2 (15.89%) 27.22 11 -39 0
11 Jun 106.17 6.2 0.85 (15.89%) 27.22 11 4 38
10 Jun 107.17 5.35 1.18 (28.30%) 28.11 14 3 34
9 Jun 109.65 4.1 -2.22 (-35.13%) 27.5 31 21 31
8 Jun 105.71 6.32 0.54 (9.34%) 28.71 6 -1 9
5 Jun 106.85 5.78 -1.08 (-15.74%) 27.33 5 2 9
4 Jun 105.67 8.8 8.8 - 4 0 7
3 Jun 105.80 8.8 8.8 (-6.67%) 24.57 4 0 7
2 Jun 104.09 6.86 -0.49 (-6.67%) 24.57 4 2 5
1 Jun 103.78 7.35 1.45 (24.58%) 25.04 3 1 1
29 May 106.05 0 0 - 0 0 0
27 May 106.67 0 0 - 0 0 0
26 May 105.91 0 0 - 0 0 0
25 May 106.26 0 0 - 0 0 0
22 May 102.66 0 0 - 0 0 0
21 May 101.92 0 0 - 0 0 0
20 May 102.22 0 0 - 0 0 0
19 May 101.30 0 0 - 0 0 0
18 May 99.49 0 0 (0.00%) - 0 0 0
15 May 102.05 5.9 0 (0.00%) - 0 0 0
14 May 104.62 6 0 (0.00%) 0 0 0 0
13 May 102.77 5.9 0 (0.00%) 0 0 0 0
12 May 102.78 5.9 0 (0.00%) 0 0 0 0
11 May 104.62 6 0 (0.00%) 0 0 0 0
8 May 107.24 5.9 5.9 - 0 0 0
7 May 109.11 5.9 5.9 (-21.33%) 34.69 0 0 0
6 May 110.18 5.9 -1.6 (-21.33%) 34.69 1 0 1
30 Apr 109.36 0 0 - 0 0 0
29 Apr 111.18 0 0 - 0 0 0


For Punjab National Bank - strike price 110 expiring on 28JUL2026

Delta for 110 PE is -0.56

Historical price for 110 PE is as follows

On 23 Jun PNB was trading at 107.54. The strike last trading price was 4.69, which was 1.11 higher than the previous day. The implied volatity was 27.34, the open interest changed by 70 which increased total open position to 204


On 22 Jun PNB was trading at 109.80. The strike last trading price was 3.61, which was -0.4 lower than the previous day. The implied volatity was 27.23, the open interest changed by 21 which increased total open position to 133


On 19 Jun PNB was trading at 108.77. The strike last trading price was 4.07, which was 0.61 higher than the previous day. The implied volatity was 26.25, the open interest changed by 28 which increased total open position to 113


On 18 Jun PNB was trading at 109.58. The strike last trading price was 3.47, which was -0.42 lower than the previous day. The implied volatity was 24.65, the open interest changed by 37 which increased total open position to 84


On 17 Jun PNB was trading at 108.87. The strike last trading price was 3.88, which was -0.67 lower than the previous day. The implied volatity was 25.01, the open interest changed by 20 which increased total open position to 48


On 16 Jun PNB was trading at 107.97. The strike last trading price was 4.55, which was 0.14 higher than the previous day. The implied volatity was 25.97, the open interest changed by 13 which increased total open position to 29


On 15 Jun PNB was trading at 107.96. The strike last trading price was 4.49, which was -5.55 lower than the previous day. The implied volatity was 25.29, the open interest changed by -23 which decreased total open position to 16


On 12 Jun PNB was trading at 106.88. The strike last trading price was 6.2, which was 6.2 higher than the previous day. The implied volatity was 27.22, the open interest changed by -39 which decreased total open position to 0


On 11 Jun PNB was trading at 106.17. The strike last trading price was 6.2, which was 0.85 higher than the previous day. The implied volatity was 27.22, the open interest changed by 4 which increased total open position to 38


On 10 Jun PNB was trading at 107.17. The strike last trading price was 5.35, which was 1.18 higher than the previous day. The implied volatity was 28.11, the open interest changed by 3 which increased total open position to 34


On 9 Jun PNB was trading at 109.65. The strike last trading price was 4.1, which was -2.22 lower than the previous day. The implied volatity was 27.5, the open interest changed by 21 which increased total open position to 31


On 8 Jun PNB was trading at 105.71. The strike last trading price was 6.32, which was 0.54 higher than the previous day. The implied volatity was 28.71, the open interest changed by -1 which decreased total open position to 9


On 5 Jun PNB was trading at 106.85. The strike last trading price was 5.78, which was -1.08 lower than the previous day. The implied volatity was 27.33, the open interest changed by 2 which increased total open position to 9


On 4 Jun PNB was trading at 105.67. The strike last trading price was 8.8, which was 8.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 3 Jun PNB was trading at 105.80. The strike last trading price was 8.8, which was 8.8 higher than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 7


On 2 Jun PNB was trading at 104.09. The strike last trading price was 6.86, which was -0.49 lower than the previous day. The implied volatity was 24.57, the open interest changed by 2 which increased total open position to 5


On 1 Jun PNB was trading at 103.78. The strike last trading price was 7.35, which was 1.45 higher than the previous day. The implied volatity was 25.04, the open interest changed by 1 which increased total open position to 1


On 29 May PNB was trading at 106.05. 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 May PNB was trading at 106.67. 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 26 May PNB was trading at 105.91. 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 25 May PNB was trading at 106.26. 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 May PNB was trading at 102.66. 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 May PNB was trading at 101.92. 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 May PNB was trading at 102.22. 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 19 May PNB was trading at 101.30. 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 18 May PNB was trading at 99.49. 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 May PNB was trading at 102.05. The strike last trading price was 5.9, 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 14 May PNB was trading at 104.62. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May PNB was trading at 102.77. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May PNB was trading at 102.78. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May PNB was trading at 104.62. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May PNB was trading at 107.24. The strike last trading price was 5.9, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May PNB was trading at 109.11. The strike last trading price was 5.9, which was 5.9 higher than the previous day. The implied volatity was 34.69, the open interest changed by 0 which decreased total open position to 0


On 6 May PNB was trading at 110.18. The strike last trading price was 5.9, which was -1.6 lower than the previous day. The implied volatity was 34.69, the open interest changed by 0 which decreased total open position to 1


On 30 Apr PNB was trading at 109.36. 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 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