PNB
Punjab National Bank
Historical option data for PNB
07 May 2026 10:42 AM IST
| PNB 26-May-2026 (19d) 111 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0
Theta: -0.09
Gamma: 0.04698
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 109.77 | 2.96 | -0.3700000000000001 (-11.11%) | 33.36 | 756 | 4 | 519 | |||||||||
| 6 May | 110.18 | 3.37 | 1.0300000000000002 (44.02%) | 34.11 | 2,940 | 219 | 514 | |||||||||
| 5 May | 107.89 | 2.39 | -0.96 (-28.66%) | 33.74 | 2,431 | 107 | 297 | |||||||||
| 4 May | 108.68 | 3.39 | -0.3500000000000001 (-9.36%) | 38.55 | 526 | 87 | 191 | |||||||||
| 30 Apr | 109.36 | 3.78 | -0.9100000000000006 (-19.40%) | 36.39 | 247 | 8 | 112 | |||||||||
| 29 Apr | 111.18 | 4.6 | -0.25 (-5.15%) | 34.88 | 197 | 60 | 103 | |||||||||
| 28 Apr | 111.39 | 4.94 | -1.6599999999999993 (-25.15%) | 35.97 | 83 | 37 | 43 | |||||||||
| 27 Apr | 113.88 | 6.6 | 0.10999999999999943 (1.69%) | 36.89 | 4 | 1 | 4 | |||||||||
| 24 Apr | 113.09 | 6.49 | -0.96 (-12.89%) | 36.72 | 1 | 0 | 3 | |||||||||
| 23 Apr | 112.71 | 7.45 | -0.4500000000000002 (-5.70%) | - | 0 | 0 | 3 | |||||||||
| 22 Apr | 114.67 | 7.45 | -0.4500000000000002 (-5.70%) | - | 0 | 0 | 3 | |||||||||
| 21 Apr | 114.11 | 7.45 | -0.4500000000000002 (-5.70%) | - | 0 | 0 | 3 | |||||||||
| 20 Apr | 113.74 | 7.45 | -0.4500000000000002 (-5.70%) | - | 0 | 0 | 3 | |||||||||
| 17 Apr | 114.48 | 7.45 | 4.880000000000001 (189.88%) | 34.74 | 3 | 2 | 2 | |||||||||
| 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 | 2.57 | 0 (0.00%) | 0.15 | 0 | 0 | 0 | |||||||||
| 8 Apr | 111.14 | 2.57 | 0 (0.00%) | 0.07 | 0 | 0 | 0 | |||||||||
| 7 Apr | 104.58 | 2.57 | 0 (0.00%) | 4.23 | 0 | 0 | 0 | |||||||||
| 6 Apr | 106.50 | 2.57 | 0 (0.00%) | 2.36 | 0 | 0 | 0 | |||||||||
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| 2 Apr | 104.48 | 2.57 | 0 (0.00%) | 4 | 0 | 0 | 0 | |||||||||
| 1 Apr | 104.00 | 2.57 | 0 (0.00%) | 4.11 | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 111 expiring on 26MAY2026
Delta for 111 CE is 0.47
Historical price for 111 CE is as follows
On 7 May PNB was trading at 109.77. The strike last trading price was 2.96, which was -0.3700000000000001 lower than the previous day. The implied volatity was 33.36, the open interest changed by 4 which increased total open position to 519
On 6 May PNB was trading at 110.18. The strike last trading price was 3.37, which was 1.0300000000000002 higher than the previous day. The implied volatity was 34.11, the open interest changed by 219 which increased total open position to 514
On 5 May PNB was trading at 107.89. The strike last trading price was 2.39, which was -0.96 lower than the previous day. The implied volatity was 33.74, the open interest changed by 107 which increased total open position to 297
On 4 May PNB was trading at 108.68. The strike last trading price was 3.39, which was -0.3500000000000001 lower than the previous day. The implied volatity was 38.55, the open interest changed by 87 which increased total open position to 191
On 30 Apr PNB was trading at 109.36. The strike last trading price was 3.78, which was -0.9100000000000006 lower than the previous day. The implied volatity was 36.39, the open interest changed by 8 which increased total open position to 112
On 29 Apr PNB was trading at 111.18. The strike last trading price was 4.6, which was -0.25 lower than the previous day. The implied volatity was 34.88, the open interest changed by 60 which increased total open position to 103
On 28 Apr PNB was trading at 111.39. The strike last trading price was 4.94, which was -1.6599999999999993 lower than the previous day. The implied volatity was 35.97, the open interest changed by 37 which increased total open position to 43
On 27 Apr PNB was trading at 113.88. The strike last trading price was 6.6, which was 0.10999999999999943 higher than the previous day. The implied volatity was 36.89, the open interest changed by 1 which increased total open position to 4
On 24 Apr PNB was trading at 113.09. The strike last trading price was 6.49, which was -0.96 lower than the previous day. The implied volatity was 36.72, the open interest changed by 0 which decreased total open position to 3
On 23 Apr PNB was trading at 112.71. The strike last trading price was 7.45, which was -0.4500000000000002 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Apr PNB was trading at 114.67. The strike last trading price was 7.45, which was -0.4500000000000002 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Apr PNB was trading at 114.11. The strike last trading price was 7.45, which was -0.4500000000000002 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Apr PNB was trading at 113.74. The strike last trading price was 7.45, which was -0.4500000000000002 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr PNB was trading at 114.48. The strike last trading price was 7.45, which was 4.880000000000001 higher than the previous day. The implied volatity was 34.74, the open interest changed by 2 which increased total open position to 2
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 2.57, which was 0 lower than the previous day. The implied volatity was 0.15, 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 2.57, which was 0 lower than the previous day. The implied volatity was 0.07, 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 2.57, which was 0 lower than the previous day. The implied volatity was 4.23, 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 2.57, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0
On 2 Apr PNB was trading at 104.48. The strike last trading price was 2.57, which was 0 lower than the previous day. The implied volatity was 4, the open interest changed by 0 which decreased total open position to 0
On 1 Apr PNB was trading at 104.00. The strike last trading price was 2.57, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
| PNB 26-May-2026 (19d) 111 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0
Theta: -0.07
Gamma: 0.05297
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 109.77 | 3.5 | 0.2400000000000002 (7.36%) | 29.54 | 155 | 4 | 379 |
| 6 May | 110.18 | 3.26 | -1.79 (-35.45%) | 29.39 | 939 | 117 | 374 |
| 5 May | 107.89 | 5 | -0.15000000000000036 (-2.91%) | 32.8 | 852 | 28 | 255 |
| 4 May | 108.68 | 5.14 | 0.1899999999999995 (3.84%) | 38.36 | 419 | 8 | 229 |
| 30 Apr | 109.36 | 4.88 | 1.08 (28.42%) | 36.95 | 169 | -12 | 209 |
| 29 Apr | 111.18 | 3.89 | 0.010000000000000231 (0.26%) | 35.1 | 367 | 82 | 221 |
| 28 Apr | 111.39 | 3.81 | 0.9500000000000002 (33.22%) | 34.69 | 202 | 88 | 140 |
| 27 Apr | 113.88 | 2.9 | -0.26000000000000023 (-8.23%) | 34.24 | 82 | 36 | 51 |
| 24 Apr | 113.09 | 3.16 | -0.5699999999999998 (-15.28%) | 32.23 | 4 | 2 | 14 |
| 23 Apr | 112.71 | 3.73 | 0.73 (24.33%) | 34.56 | 5 | 1 | 12 |
| 22 Apr | 114.67 | 3 | 3 (-14.77%) | 34.78 | 0 | 0 | 11 |
| 21 Apr | 114.11 | 3 | -0.52 (-14.77%) | 34.78 | 1 | 0 | 11 |
| 20 Apr | 113.74 | 3.52 | -8.27 (-70.14%) | 35.2 | 20 | 10 | 10 |
| 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%) | 1.79 | 0 | 0 | 0 |
| 9 Apr | 109.59 | 11.79 | 0 (0.00%) | 0.07 | 0 | 0 | 0 |
| 8 Apr | 111.14 | 11.79 | 0 (0.00%) | 1.58 | 0 | 0 | 0 |
| 7 Apr | 104.58 | 11.79 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 106.50 | 11.79 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 104.48 | 11.79 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 104.00 | 11.79 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Punjab National Bank - strike price 111 expiring on 26MAY2026
Delta for 111 PE is -0.54
Historical price for 111 PE is as follows
On 7 May PNB was trading at 109.77. The strike last trading price was 3.5, which was 0.2400000000000002 higher than the previous day. The implied volatity was 29.54, the open interest changed by 4 which increased total open position to 379
On 6 May PNB was trading at 110.18. The strike last trading price was 3.26, which was -1.79 lower than the previous day. The implied volatity was 29.39, the open interest changed by 117 which increased total open position to 374
On 5 May PNB was trading at 107.89. The strike last trading price was 5, which was -0.15000000000000036 lower than the previous day. The implied volatity was 32.8, the open interest changed by 28 which increased total open position to 255
On 4 May PNB was trading at 108.68. The strike last trading price was 5.14, which was 0.1899999999999995 higher than the previous day. The implied volatity was 38.36, the open interest changed by 8 which increased total open position to 229
On 30 Apr PNB was trading at 109.36. The strike last trading price was 4.88, which was 1.08 higher than the previous day. The implied volatity was 36.95, the open interest changed by -12 which decreased total open position to 209
On 29 Apr PNB was trading at 111.18. The strike last trading price was 3.89, which was 0.010000000000000231 higher than the previous day. The implied volatity was 35.1, the open interest changed by 82 which increased total open position to 221
On 28 Apr PNB was trading at 111.39. The strike last trading price was 3.81, which was 0.9500000000000002 higher than the previous day. The implied volatity was 34.69, the open interest changed by 88 which increased total open position to 140
On 27 Apr PNB was trading at 113.88. The strike last trading price was 2.9, which was -0.26000000000000023 lower than the previous day. The implied volatity was 34.24, the open interest changed by 36 which increased total open position to 51
On 24 Apr PNB was trading at 113.09. The strike last trading price was 3.16, which was -0.5699999999999998 lower than the previous day. The implied volatity was 32.23, the open interest changed by 2 which increased total open position to 14
On 23 Apr PNB was trading at 112.71. The strike last trading price was 3.73, which was 0.73 higher than the previous day. The implied volatity was 34.56, the open interest changed by 1 which increased total open position to 12
On 22 Apr PNB was trading at 114.67. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was 34.78, the open interest changed by 0 which decreased total open position to 11
On 21 Apr PNB was trading at 114.11. The strike last trading price was 3, which was -0.52 lower than the previous day. The implied volatity was 34.78, the open interest changed by 0 which decreased total open position to 11
On 20 Apr PNB was trading at 113.74. The strike last trading price was 3.52, which was -8.27 lower than the previous day. The implied volatity was 35.2, the open interest changed by 10 which increased total open position to 10
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 1.79, 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 11.79, which was 0 lower than the previous day. The implied volatity was 0.07, 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 11.79, which was 0 lower than the previous day. The implied volatity was 1.58, 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 11.79, 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 11.79, 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 2 Apr PNB was trading at 104.48. The strike last trading price was 11.79, 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 1 Apr PNB was trading at 104.00. The strike last trading price was 11.79, 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
