PNB
Punjab National Bank
Historical option data for PNB
26 Dec 2024 04:12 PM IST
| PNB 30JAN2025 112 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
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 | 0.9 | -0.05 | 28.90 | 101 | 68 | 147 | |||
| 24 Dec | 101.64 | 0.95 | -0.20 | 29.51 | 71 | 27 | 79 | |||
| 23 Dec | 101.38 | 1.15 | -0.10 | 31.38 | 36 | 14 | 51 | |||
| 20 Dec | 100.77 | 1.25 | -0.40 | 32.72 | 30 | -2 | 37 | |||
| 19 Dec | 103.52 | 1.65 | -0.05 | 30.18 | 45 | 11 | 37 | |||
| 18 Dec | 103.03 | 1.7 | -0.80 | 31.06 | 19 | 9 | 26 | |||
| 17 Dec | 105.99 | 2.5 | -0.80 | 30.06 | 16 | 6 | 17 | |||
| 16 Dec | 108.18 | 3.3 | 0.10 | 29.64 | 10 | 3 | 12 | |||
| 13 Dec | 107.73 | 3.2 | -0.50 | 28.07 | 11 | 3 | 9 | |||
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| 12 Dec | 107.82 | 3.7 | -1.35 | 30.95 | 5 | 4 | 5 | |||
| 11 Dec | 108.58 | 5.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 110.47 | 5.05 | 0.50 | 28.92 | 1 | 0 | 0 | |||
| 9 Dec | 108.77 | 4.55 | 0.00 | 1.62 | 0 | 0 | 0 | |||
| 6 Dec | 110.10 | 4.55 | 0.00 | 0.33 | 0 | 0 | 0 | |||
| 5 Dec | 109.08 | 4.55 | 0.00 | 1.09 | 0 | 0 | 0 | |||
| 4 Dec | 110.01 | 4.55 | 0.00 | 0.26 | 0 | 0 | 0 | |||
| 3 Dec | 107.97 | 4.55 | 0.00 | 1.90 | 0 | 0 | 0 | |||
| 2 Dec | 105.00 | 4.55 | 0.00 | 3.99 | 0 | 0 | 0 | |||
| 29 Nov | 104.90 | 4.55 | 0.00 | 3.90 | 0 | 0 | 0 | |||
| 28 Nov | 106.29 | 4.55 | 0.00 | 2.82 | 0 | 0 | 0 | |||
| 27 Nov | 104.38 | 4.55 | 0.00 | 4.23 | 0 | 0 | 0 | |||
| 26 Nov | 105.11 | 4.55 | 0.00 | 3.61 | 0 | 0 | 0 | |||
| 12 Nov | 103.73 | 4.55 | 0.00 | 3.56 | 0 | 0 | 0 | |||
| 11 Nov | 105.14 | 4.55 | 0.00 | 2.98 | 0 | 0 | 0 | |||
| 8 Nov | 104.79 | 4.55 | 0.00 | 2.97 | 0 | 0 | 0 | |||
| 7 Nov | 106.71 | 4.55 | 0.00 | 1.74 | 0 | 0 | 0 | |||
| 6 Nov | 106.98 | 4.55 | 0.00 | 1.55 | 0 | 0 | 0 | |||
| 5 Nov | 104.71 | 4.55 | -63.85 | 3.75 | 0 | 0 | 0 | |||
| 4 Nov | 103.65 | 68.4 | 3.59 | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 112 expiring on 30JAN2025
Delta for 112 CE is 0.19
Historical price for 112 CE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 28.90, the open interest changed by 68 which increased total open position to 147
On 24 Dec PNB was trading at 101.64. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 29.51, the open interest changed by 27 which increased total open position to 79
On 23 Dec PNB was trading at 101.38. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 31.38, the open interest changed by 14 which increased total open position to 51
On 20 Dec PNB was trading at 100.77. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 32.72, the open interest changed by -2 which decreased total open position to 37
On 19 Dec PNB was trading at 103.52. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 30.18, the open interest changed by 11 which increased total open position to 37
On 18 Dec PNB was trading at 103.03. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 31.06, the open interest changed by 9 which increased total open position to 26
On 17 Dec PNB was trading at 105.99. The strike last trading price was 2.5, which was -0.80 lower than the previous day. The implied volatity was 30.06, the open interest changed by 6 which increased total open position to 17
On 16 Dec PNB was trading at 108.18. The strike last trading price was 3.3, which was 0.10 higher than the previous day. The implied volatity was 29.64, the open interest changed by 3 which increased total open position to 12
On 13 Dec PNB was trading at 107.73. The strike last trading price was 3.2, which was -0.50 lower than the previous day. The implied volatity was 28.07, the open interest changed by 3 which increased total open position to 9
On 12 Dec PNB was trading at 107.82. The strike last trading price was 3.7, which was -1.35 lower than the previous day. The implied volatity was 30.95, the open interest changed by 4 which increased total open position to 5
On 11 Dec PNB was trading at 108.58. The strike last trading price was 5.05, 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 10 Dec PNB was trading at 110.47. The strike last trading price was 5.05, which was 0.50 higher than the previous day. The implied volatity was 28.92, 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 4.55, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 4.55, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 4.55, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 4.55, which was 0.00 lower than the previous day. The implied volatity was 0.26, 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 4.55, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 4.55, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 4.55, which was 0.00 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PNB was trading at 106.29. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PNB was trading at 104.38. The strike last trading price was 4.55, which was 0.00 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 26 Nov PNB was trading at 105.11. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 12 Nov PNB was trading at 103.73. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0
On 11 Nov PNB was trading at 105.14. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0
On 8 Nov PNB was trading at 104.79. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PNB was trading at 106.71. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PNB was trading at 106.98. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PNB was trading at 104.71. The strike last trading price was 4.55, which was -63.85 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PNB was trading at 103.65. The strike last trading price was 68.4, which was lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
| PNB 30JAN2025 112 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.07
Theta: -0.00
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 102.16 | 9.5 | -1.35 | 25.39 | 1 | 0 | 15 |
| 24 Dec | 101.64 | 10.85 | 0.85 | 36.25 | 4 | 1 | 15 |
| 23 Dec | 101.38 | 10 | 0.90 | 26.35 | 7 | 3 | 10 |
| 20 Dec | 100.77 | 9.1 | -7.55 | - | 9 | 7 | 7 |
| 19 Dec | 103.52 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 103.03 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 105.99 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 108.18 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 107.73 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 107.82 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 108.58 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 110.47 | 16.65 | 0.00 | 0.51 | 0 | 0 | 0 |
| 9 Dec | 108.77 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 110.10 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 109.08 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 110.01 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 107.97 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 105.00 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 104.90 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 106.29 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 104.38 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 105.11 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 103.73 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 105.14 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 104.79 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 106.71 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 106.98 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 104.71 | 16.65 | -259.65 | - | 0 | 0 | 0 |
| 4 Nov | 103.65 | 276.3 | - | 0 | 0 | 0 | |
For Punjab National Bank - strike price 112 expiring on 30JAN2025
Delta for 112 PE is -0.85
Historical price for 112 PE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 9.5, which was -1.35 lower than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 15
On 24 Dec PNB was trading at 101.64. The strike last trading price was 10.85, which was 0.85 higher than the previous day. The implied volatity was 36.25, the open interest changed by 1 which increased total open position to 15
On 23 Dec PNB was trading at 101.38. The strike last trading price was 10, which was 0.90 higher than the previous day. The implied volatity was 26.35, the open interest changed by 3 which increased total open position to 10
On 20 Dec PNB was trading at 100.77. The strike last trading price was 9.1, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 19 Dec PNB was trading at 103.52. The strike last trading price was 16.65, 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 16.65, 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 16.65, 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 16.65, 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 16.65, 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 16.65, 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 16.65, 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 16.65, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 16.65, 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 16.65, 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 16.65, 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 16.65, 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 16.65, 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 16.65, 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 16.65, 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 28 Nov PNB was trading at 106.29. The strike last trading price was 16.65, 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 27 Nov PNB was trading at 104.38. The strike last trading price was 16.65, 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 26 Nov PNB was trading at 105.11. The strike last trading price was 16.65, 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 Nov PNB was trading at 103.73. The strike last trading price was 16.65, 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 Nov PNB was trading at 105.14. The strike last trading price was 16.65, 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 8 Nov PNB was trading at 104.79. The strike last trading price was 16.65, 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 7 Nov PNB was trading at 106.71. The strike last trading price was 16.65, 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 Nov PNB was trading at 106.98. The strike last trading price was 16.65, 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 Nov PNB was trading at 104.71. The strike last trading price was 16.65, which was -259.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PNB was trading at 103.65. The strike last trading price was 276.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
