PNB
Punjab National Bank
Historical option data for PNB
26 Dec 2024 04:12 PM IST
| PNB 30JAN2025 111 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.09
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 102.16 | 1.05 | -0.05 | 28.62 | 42 | 22 | 138 | |||
| 24 Dec | 101.64 | 1.1 | -0.25 | 29.25 | 117 | 73 | 116 | |||
| 23 Dec | 101.38 | 1.35 | -0.10 | 31.48 | 54 | 19 | 44 | |||
| 20 Dec | 100.77 | 1.45 | -0.40 | 32.83 | 39 | 15 | 25 | |||
| 19 Dec | 103.52 | 1.85 | -0.10 | 29.79 | 15 | -8 | 9 | |||
| 18 Dec | 103.03 | 1.95 | -0.85 | 31.12 | 3 | 0 | 17 | |||
| 17 Dec | 105.99 | 2.8 | -0.90 | 29.87 | 14 | 10 | 16 | |||
| 16 Dec | 108.18 | 3.7 | 0.45 | 29.41 | 5 | 4 | 6 | |||
| 13 Dec | 107.73 | 3.25 | -2.05 | 25.69 | 3 | 2 | 3 | |||
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| 12 Dec | 107.82 | 5.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Dec | 108.58 | 5.3 | -1.25 | 35.86 | 1 | 0 | 0 | |||
| 10 Dec | 110.47 | 6.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 108.77 | 6.55 | 0.00 | 0.69 | 0 | 0 | 0 | |||
| 6 Dec | 110.10 | 6.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 109.08 | 6.55 | 0.00 | 0.23 | 0 | 0 | 0 | |||
| 4 Dec | 110.01 | 6.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 107.97 | 6.55 | 0.00 | 1.29 | 0 | 0 | 0 | |||
| 2 Dec | 105.00 | 6.55 | 0.00 | 3.29 | 0 | 0 | 0 | |||
| 29 Nov | 104.90 | 6.55 | 3.23 | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 111 expiring on 30JAN2025
Delta for 111 CE is 0.21
Historical price for 111 CE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 28.62, the open interest changed by 22 which increased total open position to 138
On 24 Dec PNB was trading at 101.64. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 29.25, the open interest changed by 73 which increased total open position to 116
On 23 Dec PNB was trading at 101.38. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 31.48, the open interest changed by 19 which increased total open position to 44
On 20 Dec PNB was trading at 100.77. The strike last trading price was 1.45, which was -0.40 lower than the previous day. The implied volatity was 32.83, the open interest changed by 15 which increased total open position to 25
On 19 Dec PNB was trading at 103.52. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was 29.79, the open interest changed by -8 which decreased total open position to 9
On 18 Dec PNB was trading at 103.03. The strike last trading price was 1.95, which was -0.85 lower than the previous day. The implied volatity was 31.12, the open interest changed by 0 which decreased total open position to 17
On 17 Dec PNB was trading at 105.99. The strike last trading price was 2.8, which was -0.90 lower than the previous day. The implied volatity was 29.87, the open interest changed by 10 which increased total open position to 16
On 16 Dec PNB was trading at 108.18. The strike last trading price was 3.7, which was 0.45 higher than the previous day. The implied volatity was 29.41, the open interest changed by 4 which increased total open position to 6
On 13 Dec PNB was trading at 107.73. The strike last trading price was 3.25, which was -2.05 lower than the previous day. The implied volatity was 25.69, the open interest changed by 2 which increased total open position to 3
On 12 Dec PNB was trading at 107.82. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Dec PNB was trading at 108.58. The strike last trading price was 5.3, which was -1.25 lower than the previous day. The implied volatity was 35.86, the open interest changed by 0 which decreased total open position to 0
On 10 Dec PNB was trading at 110.47. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PNB was trading at 108.77. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 6 Dec PNB was trading at 110.10. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec PNB was trading at 109.08. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PNB was trading at 110.01. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec PNB was trading at 107.97. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PNB was trading at 105.00. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 29 Nov PNB was trading at 104.90. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
| PNB 30JAN2025 111 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.10
Theta: -0.02
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 102.16 | 9.35 | 0.10 | 32.88 | 19 | -4 | 23 |
| 24 Dec | 101.64 | 9.25 | 0.05 | 27.94 | 1 | 0 | 26 |
| 23 Dec | 101.38 | 9.2 | -1.60 | 26.77 | 17 | 8 | 24 |
| 20 Dec | 100.77 | 10.8 | 0.90 | 36.29 | 23 | 16 | 16 |
| 19 Dec | 103.52 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 103.03 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 105.99 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 108.18 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 107.73 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 107.82 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 108.58 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 110.47 | 9.9 | 0.00 | 1.33 | 0 | 0 | 0 |
| 9 Dec | 108.77 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 110.10 | 9.9 | 0.00 | 0.83 | 0 | 0 | 0 |
| 5 Dec | 109.08 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 110.01 | 9.9 | 0.00 | 0.64 | 0 | 0 | 0 |
| 3 Dec | 107.97 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 105.00 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 104.90 | 9.9 | - | 0 | 0 | 0 | |
For Punjab National Bank - strike price 111 expiring on 30JAN2025
Delta for 111 PE is -0.75
Historical price for 111 PE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 9.35, which was 0.10 higher than the previous day. The implied volatity was 32.88, the open interest changed by -4 which decreased total open position to 23
On 24 Dec PNB was trading at 101.64. The strike last trading price was 9.25, which was 0.05 higher than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 26
On 23 Dec PNB was trading at 101.38. The strike last trading price was 9.2, which was -1.60 lower than the previous day. The implied volatity was 26.77, the open interest changed by 8 which increased total open position to 24
On 20 Dec PNB was trading at 100.77. The strike last trading price was 10.8, which was 0.90 higher than the previous day. The implied volatity was 36.29, the open interest changed by 16 which increased total open position to 16
On 19 Dec PNB was trading at 103.52. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec PNB was trading at 103.03. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PNB was trading at 105.99. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec PNB was trading at 108.18. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec PNB was trading at 107.73. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec PNB was trading at 107.82. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec PNB was trading at 108.58. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec PNB was trading at 110.47. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PNB was trading at 108.77. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec PNB was trading at 110.10. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
On 5 Dec PNB was trading at 109.08. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PNB was trading at 110.01. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 3 Dec PNB was trading at 107.97. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PNB was trading at 105.00. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov PNB was trading at 104.90. The strike last trading price was 9.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
