PNB
Punjab National Bank
Historical option data for PNB
03 Dec 2024 04:12 PM IST
| PNB 26DEC2024 115 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0.08
Theta: -0.06
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 3 Dec | 107.97 | 1.05 | 0.30 | 30.00 | 2,133 | 136 | 1,252 | |||
| 2 Dec | 105.00 | 0.75 | 0.05 | 32.52 | 1,097 | 78 | 1,117 | |||
| 29 Nov | 104.90 | 0.7 | -0.60 | 30.20 | 1,842 | 85 | 1,035 | |||
| 28 Nov | 106.29 | 1.3 | 0.45 | 31.62 | 1,500 | 188 | 937 | |||
| 27 Nov | 104.38 | 0.85 | -0.15 | 31.95 | 882 | 227 | 748 | |||
| 26 Nov | 105.11 | 1 | 0.05 | 31.72 | 342 | 12 | 515 | |||
| 25 Nov | 104.11 | 0.95 | 0.45 | 32.58 | 1,007 | 206 | 501 | |||
| 22 Nov | 99.82 | 0.5 | 0.10 | 33.13 | 238 | 54 | 349 | |||
| 21 Nov | 96.37 | 0.4 | -0.25 | 36.94 | 316 | 43 | 293 | |||
| 20 Nov | 100.86 | 0.65 | 0.00 | 32.84 | 355 | 113 | 250 | |||
| 19 Nov | 100.86 | 0.65 | -0.10 | 32.84 | 355 | 113 | 250 | |||
| 18 Nov | 100.53 | 0.75 | 0.00 | 33.78 | 206 | 55 | 133 | |||
| 14 Nov | 99.49 | 0.75 | -0.25 | 33.69 | 55 | 19 | 77 | |||
| 13 Nov | 100.56 | 1 | -0.20 | 34.16 | 57 | 5 | 51 | |||
| 12 Nov | 103.73 | 1.2 | -0.60 | 30.58 | 55 | 19 | 46 | |||
| 11 Nov | 105.14 | 1.8 | -0.30 | 32.31 | 43 | -1 | 28 | |||
| 8 Nov | 104.79 | 2.1 | -0.70 | 34.77 | 46 | 11 | 29 | |||
| 7 Nov | 106.71 | 2.8 | -0.05 | 34.59 | 20 | 8 | 18 | |||
| 6 Nov | 106.98 | 2.85 | 0.25 | 33.68 | 13 | 10 | 11 | |||
| 5 Nov | 104.71 | 2.6 | 2.60 | 36.98 | 1 | 0 | 0 | |||
| 4 Nov | 103.65 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 115 expiring on 26DEC2024
Delta for 115 CE is 0.23
Historical price for 115 CE is as follows
On 3 Dec PNB was trading at 107.97. The strike last trading price was 1.05, which was 0.30 higher than the previous day. The implied volatity was 30.00, the open interest changed by 136 which increased total open position to 1252
On 2 Dec PNB was trading at 105.00. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 32.52, the open interest changed by 78 which increased total open position to 1117
On 29 Nov PNB was trading at 104.90. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 30.20, the open interest changed by 85 which increased total open position to 1035
On 28 Nov PNB was trading at 106.29. The strike last trading price was 1.3, which was 0.45 higher than the previous day. The implied volatity was 31.62, the open interest changed by 188 which increased total open position to 937
On 27 Nov PNB was trading at 104.38. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 31.95, the open interest changed by 227 which increased total open position to 748
On 26 Nov PNB was trading at 105.11. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 31.72, the open interest changed by 12 which increased total open position to 515
On 25 Nov PNB was trading at 104.11. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was 32.58, the open interest changed by 206 which increased total open position to 501
On 22 Nov PNB was trading at 99.82. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 33.13, the open interest changed by 54 which increased total open position to 349
On 21 Nov PNB was trading at 96.37. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 36.94, the open interest changed by 43 which increased total open position to 293
On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 32.84, the open interest changed by 113 which increased total open position to 250
On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 32.84, the open interest changed by 113 which increased total open position to 250
On 18 Nov PNB was trading at 100.53. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 33.78, the open interest changed by 55 which increased total open position to 133
On 14 Nov PNB was trading at 99.49. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 33.69, the open interest changed by 19 which increased total open position to 77
On 13 Nov PNB was trading at 100.56. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 34.16, the open interest changed by 5 which increased total open position to 51
On 12 Nov PNB was trading at 103.73. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 30.58, the open interest changed by 19 which increased total open position to 46
On 11 Nov PNB was trading at 105.14. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 32.31, the open interest changed by -1 which decreased total open position to 28
On 8 Nov PNB was trading at 104.79. The strike last trading price was 2.1, which was -0.70 lower than the previous day. The implied volatity was 34.77, the open interest changed by 11 which increased total open position to 29
On 7 Nov PNB was trading at 106.71. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 34.59, the open interest changed by 8 which increased total open position to 18
On 6 Nov PNB was trading at 106.98. The strike last trading price was 2.85, which was 0.25 higher than the previous day. The implied volatity was 33.68, the open interest changed by 10 which increased total open position to 11
On 5 Nov PNB was trading at 104.71. The strike last trading price was 2.6, which was 2.60 higher than the previous day. The implied volatity was 36.98, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PNB 26DEC2024 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.08
Theta: -0.03
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 107.97 | 7.5 | -2.40 | 29.67 | 139 | 55 | 428 |
| 2 Dec | 105.00 | 9.9 | -0.10 | 31.68 | 31 | 25 | 370 |
| 29 Nov | 104.90 | 10 | 1.40 | 30.17 | 135 | 99 | 343 |
| 28 Nov | 106.29 | 8.6 | -1.85 | 33.51 | 193 | 45 | 244 |
| 27 Nov | 104.38 | 10.45 | 0.30 | 31.42 | 39 | 32 | 198 |
| 26 Nov | 105.11 | 10.15 | -0.15 | 33.95 | 15 | 14 | 165 |
| 25 Nov | 104.11 | 10.3 | -4.20 | 26.13 | 27 | 40 | 150 |
| 22 Nov | 99.82 | 14.5 | -3.20 | 34.11 | 20 | 8 | 118 |
| 21 Nov | 96.37 | 17.7 | 3.80 | 36.85 | 10 | 8 | 108 |
| 20 Nov | 100.86 | 13.9 | 0.00 | 33.24 | 94 | 92 | 93 |
| 19 Nov | 100.86 | 13.9 | 0.40 | 33.24 | 94 | 85 | 93 |
| 18 Nov | 100.53 | 13.5 | -0.75 | 26.02 | 3 | 2 | 7 |
| 14 Nov | 99.49 | 14.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 100.56 | 14.25 | 3.00 | 38.58 | 1 | 0 | 4 |
| 12 Nov | 103.73 | 11.25 | 0.85 | 29.86 | 3 | 1 | 4 |
| 11 Nov | 105.14 | 10.4 | 1.40 | 32.96 | 2 | 1 | 2 |
| 8 Nov | 104.79 | 9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 106.71 | 9 | -8.95 | 29.50 | 1 | 0 | 0 |
| 6 Nov | 106.98 | 17.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 104.71 | 17.95 | 17.95 | - | 0 | 0 | 0 |
| 4 Nov | 103.65 | 0 | 0.00 | 0 | 0 | 0 | |
For Punjab National Bank - strike price 115 expiring on 26DEC2024
Delta for 115 PE is -0.77
Historical price for 115 PE is as follows
On 3 Dec PNB was trading at 107.97. The strike last trading price was 7.5, which was -2.40 lower than the previous day. The implied volatity was 29.67, the open interest changed by 55 which increased total open position to 428
On 2 Dec PNB was trading at 105.00. The strike last trading price was 9.9, which was -0.10 lower than the previous day. The implied volatity was 31.68, the open interest changed by 25 which increased total open position to 370
On 29 Nov PNB was trading at 104.90. The strike last trading price was 10, which was 1.40 higher than the previous day. The implied volatity was 30.17, the open interest changed by 99 which increased total open position to 343
On 28 Nov PNB was trading at 106.29. The strike last trading price was 8.6, which was -1.85 lower than the previous day. The implied volatity was 33.51, the open interest changed by 45 which increased total open position to 244
On 27 Nov PNB was trading at 104.38. The strike last trading price was 10.45, which was 0.30 higher than the previous day. The implied volatity was 31.42, the open interest changed by 32 which increased total open position to 198
On 26 Nov PNB was trading at 105.11. The strike last trading price was 10.15, which was -0.15 lower than the previous day. The implied volatity was 33.95, the open interest changed by 14 which increased total open position to 165
On 25 Nov PNB was trading at 104.11. The strike last trading price was 10.3, which was -4.20 lower than the previous day. The implied volatity was 26.13, the open interest changed by 40 which increased total open position to 150
On 22 Nov PNB was trading at 99.82. The strike last trading price was 14.5, which was -3.20 lower than the previous day. The implied volatity was 34.11, the open interest changed by 8 which increased total open position to 118
On 21 Nov PNB was trading at 96.37. The strike last trading price was 17.7, which was 3.80 higher than the previous day. The implied volatity was 36.85, the open interest changed by 8 which increased total open position to 108
On 20 Nov PNB was trading at 100.86. The strike last trading price was 13.9, which was 0.00 lower than the previous day. The implied volatity was 33.24, the open interest changed by 92 which increased total open position to 93
On 19 Nov PNB was trading at 100.86. The strike last trading price was 13.9, which was 0.40 higher than the previous day. The implied volatity was 33.24, the open interest changed by 85 which increased total open position to 93
On 18 Nov PNB was trading at 100.53. The strike last trading price was 13.5, which was -0.75 lower than the previous day. The implied volatity was 26.02, the open interest changed by 2 which increased total open position to 7
On 14 Nov PNB was trading at 99.49. The strike last trading price was 14.25, 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 13 Nov PNB was trading at 100.56. The strike last trading price was 14.25, which was 3.00 higher than the previous day. The implied volatity was 38.58, the open interest changed by 0 which decreased total open position to 4
On 12 Nov PNB was trading at 103.73. The strike last trading price was 11.25, which was 0.85 higher than the previous day. The implied volatity was 29.86, the open interest changed by 1 which increased total open position to 4
On 11 Nov PNB was trading at 105.14. The strike last trading price was 10.4, which was 1.40 higher than the previous day. The implied volatity was 32.96, the open interest changed by 1 which increased total open position to 2
On 8 Nov PNB was trading at 104.79. The strike last trading price was 9, 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 7 Nov PNB was trading at 106.71. The strike last trading price was 9, which was -8.95 lower than the previous day. The implied volatity was 29.50, 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 17.95, 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 17.95, which was 17.95 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
