[--[65.84.65.76]--]

PNB

Punjab National Bank
117.83 +1.83 (1.58%)
L: 115.13 H: 118.1

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Historical option data for PNB

09 Dec 2025 04:12 PM IST
PNB 30-DEC-2025 115 CE
Delta: 0.72
Vega: 0.09
Theta: -0.07
Gamma: 0.06
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 117.83 4.42 0.77 21.36 1,263 110 692
8 Dec 116.00 3.55 -4.21 24.37 631 134 582
5 Dec 121.71 7.65 1.35 18.19 208 4 448
4 Dec 119.53 6.28 -0.32 22.26 483 267 443
3 Dec 119.80 6.75 -4.4 23.65 173 35 177
2 Dec 125.35 10.7 -0.75 - 70 -55 143
1 Dec 125.30 11.45 0.5 22.64 49 21 199
28 Nov 124.50 10.95 0.15 21.17 9 2 179
27 Nov 124.93 10.8 -0.45 - 12 5 178
26 Nov 124.99 11.25 1.64 21.45 177 47 172
25 Nov 123.05 9.65 1.15 21.92 46 11 124
24 Nov 121.75 8.35 -0.7 20.76 28 23 112
21 Nov 122.37 8.97 -1.55 17.20 21 6 89
20 Nov 123.86 10.52 -1.37 21.40 19 8 83
19 Nov 125.06 12.1 2.35 23.79 102 59 74
18 Nov 122.38 9.75 -0.85 23.44 9 5 14
17 Nov 123.00 10.6 0.81 26.76 11 4 8
14 Nov 122.21 9.79 -0.21 23.88 1 0 3
13 Nov 121.07 10 0.25 - 0 1 0
12 Nov 122.45 10 0.25 25.20 1 0 2
11 Nov 122.02 9.75 0.2 - 0 1 0
10 Nov 122.34 9.75 0.2 21.00 1 0 1
7 Nov 122.38 9.55 -1.9 - 0 1 0
6 Nov 120.46 9.55 -1.9 27.94 1 0 0
4 Nov 123.25 11.45 0 - 0 0 0
3 Nov 123.52 11.45 0 - 0 0 0
31 Oct 122.89 11.45 0 - 0 0 0
30 Oct 120.09 11.45 0 - 0 0 0
29 Oct 121.10 11.45 0 - 0 0 0


For Punjab National Bank - strike price 115 expiring on 30DEC2025

Delta for 115 CE is 0.72

Historical price for 115 CE is as follows

On 9 Dec PNB was trading at 117.83. The strike last trading price was 4.42, which was 0.77 higher than the previous day. The implied volatity was 21.36, the open interest changed by 110 which increased total open position to 692


On 8 Dec PNB was trading at 116.00. The strike last trading price was 3.55, which was -4.21 lower than the previous day. The implied volatity was 24.37, the open interest changed by 134 which increased total open position to 582


On 5 Dec PNB was trading at 121.71. The strike last trading price was 7.65, which was 1.35 higher than the previous day. The implied volatity was 18.19, the open interest changed by 4 which increased total open position to 448


On 4 Dec PNB was trading at 119.53. The strike last trading price was 6.28, which was -0.32 lower than the previous day. The implied volatity was 22.26, the open interest changed by 267 which increased total open position to 443


On 3 Dec PNB was trading at 119.80. The strike last trading price was 6.75, which was -4.4 lower than the previous day. The implied volatity was 23.65, the open interest changed by 35 which increased total open position to 177


On 2 Dec PNB was trading at 125.35. The strike last trading price was 10.7, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 143


On 1 Dec PNB was trading at 125.30. The strike last trading price was 11.45, which was 0.5 higher than the previous day. The implied volatity was 22.64, the open interest changed by 21 which increased total open position to 199


On 28 Nov PNB was trading at 124.50. The strike last trading price was 10.95, which was 0.15 higher than the previous day. The implied volatity was 21.17, the open interest changed by 2 which increased total open position to 179


On 27 Nov PNB was trading at 124.93. The strike last trading price was 10.8, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 178


On 26 Nov PNB was trading at 124.99. The strike last trading price was 11.25, which was 1.64 higher than the previous day. The implied volatity was 21.45, the open interest changed by 47 which increased total open position to 172


On 25 Nov PNB was trading at 123.05. The strike last trading price was 9.65, which was 1.15 higher than the previous day. The implied volatity was 21.92, the open interest changed by 11 which increased total open position to 124


On 24 Nov PNB was trading at 121.75. The strike last trading price was 8.35, which was -0.7 lower than the previous day. The implied volatity was 20.76, the open interest changed by 23 which increased total open position to 112


On 21 Nov PNB was trading at 122.37. The strike last trading price was 8.97, which was -1.55 lower than the previous day. The implied volatity was 17.20, the open interest changed by 6 which increased total open position to 89


On 20 Nov PNB was trading at 123.86. The strike last trading price was 10.52, which was -1.37 lower than the previous day. The implied volatity was 21.40, the open interest changed by 8 which increased total open position to 83


On 19 Nov PNB was trading at 125.06. The strike last trading price was 12.1, which was 2.35 higher than the previous day. The implied volatity was 23.79, the open interest changed by 59 which increased total open position to 74


On 18 Nov PNB was trading at 122.38. The strike last trading price was 9.75, which was -0.85 lower than the previous day. The implied volatity was 23.44, the open interest changed by 5 which increased total open position to 14


On 17 Nov PNB was trading at 123.00. The strike last trading price was 10.6, which was 0.81 higher than the previous day. The implied volatity was 26.76, the open interest changed by 4 which increased total open position to 8


On 14 Nov PNB was trading at 122.21. The strike last trading price was 9.79, which was -0.21 lower than the previous day. The implied volatity was 23.88, the open interest changed by 0 which decreased total open position to 3


On 13 Nov PNB was trading at 121.07. The strike last trading price was 10, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov PNB was trading at 122.45. The strike last trading price was 10, which was 0.25 higher than the previous day. The implied volatity was 25.20, the open interest changed by 0 which decreased total open position to 2


On 11 Nov PNB was trading at 122.02. The strike last trading price was 9.75, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov PNB was trading at 122.34. The strike last trading price was 9.75, which was 0.2 higher than the previous day. The implied volatity was 21.00, the open interest changed by 0 which decreased total open position to 1


On 7 Nov PNB was trading at 122.38. The strike last trading price was 9.55, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov PNB was trading at 120.46. The strike last trading price was 9.55, which was -1.9 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 0


On 4 Nov PNB was trading at 123.25. The strike last trading price was 11.45, 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 3 Nov PNB was trading at 123.52. The strike last trading price was 11.45, 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 31 Oct PNB was trading at 122.89. The strike last trading price was 11.45, 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 Oct PNB was trading at 120.09. The strike last trading price was 11.45, 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 Oct PNB was trading at 121.10. The strike last trading price was 11.45, 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 30DEC2025 115 PE
Delta: -0.29
Vega: 0.10
Theta: -0.04
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 117.83 1.21 -0.81 22.93 2,689 386 1,379
8 Dec 116.00 2.07 1.49 24.38 1,870 297 990
5 Dec 121.71 0.59 -0.46 23.65 984 -186 695
4 Dec 119.53 1.05 -0.08 24.24 701 181 883
3 Dec 119.80 1.13 0.7 25.49 1,371 231 703
2 Dec 125.35 0.5 0.11 27.27 274 3 474
1 Dec 125.30 0.39 -0.07 25.54 135 1 471
28 Nov 124.50 0.46 -0.07 24.66 128 48 470
27 Nov 124.93 0.51 -0.06 25.39 179 26 424
26 Nov 124.99 0.57 -0.28 25.89 584 19 397
25 Nov 123.05 0.86 -0.23 26.02 206 37 378
24 Nov 121.75 1.14 0.11 25.93 165 53 342
21 Nov 122.37 1.02 0.12 25.48 130 37 289
20 Nov 123.86 0.94 0.13 26.63 147 51 252
19 Nov 125.06 0.8 -0.33 27.08 260 42 179
18 Nov 122.38 1.12 -0.07 25.89 50 10 135
17 Nov 123.00 1.22 -0.09 27.36 135 -11 125
14 Nov 122.21 1.3 -0.43 26.01 34 10 135
13 Nov 121.07 1.68 0.36 27.08 60 25 125
12 Nov 122.45 1.3 -0.2 25.46 36 13 100
11 Nov 122.02 1.5 -0.06 26.06 44 12 87
10 Nov 122.34 1.56 -0.09 27.34 63 45 74
7 Nov 122.38 1.65 -0.25 27.24 23 4 31
6 Nov 120.46 1.9 0.33 26.19 23 12 18
4 Nov 123.25 1.57 -2.53 27.16 29 10 10
3 Nov 123.52 4.1 0 - 0 0 0
31 Oct 122.89 4.1 0 - 0 0 0
30 Oct 120.09 4.1 0 4.91 0 0 0
29 Oct 121.10 4.1 0 5.44 0 0 0


For Punjab National Bank - strike price 115 expiring on 30DEC2025

Delta for 115 PE is -0.29

Historical price for 115 PE is as follows

On 9 Dec PNB was trading at 117.83. The strike last trading price was 1.21, which was -0.81 lower than the previous day. The implied volatity was 22.93, the open interest changed by 386 which increased total open position to 1379


On 8 Dec PNB was trading at 116.00. The strike last trading price was 2.07, which was 1.49 higher than the previous day. The implied volatity was 24.38, the open interest changed by 297 which increased total open position to 990


On 5 Dec PNB was trading at 121.71. The strike last trading price was 0.59, which was -0.46 lower than the previous day. The implied volatity was 23.65, the open interest changed by -186 which decreased total open position to 695


On 4 Dec PNB was trading at 119.53. The strike last trading price was 1.05, which was -0.08 lower than the previous day. The implied volatity was 24.24, the open interest changed by 181 which increased total open position to 883


On 3 Dec PNB was trading at 119.80. The strike last trading price was 1.13, which was 0.7 higher than the previous day. The implied volatity was 25.49, the open interest changed by 231 which increased total open position to 703


On 2 Dec PNB was trading at 125.35. The strike last trading price was 0.5, which was 0.11 higher than the previous day. The implied volatity was 27.27, the open interest changed by 3 which increased total open position to 474


On 1 Dec PNB was trading at 125.30. The strike last trading price was 0.39, which was -0.07 lower than the previous day. The implied volatity was 25.54, the open interest changed by 1 which increased total open position to 471


On 28 Nov PNB was trading at 124.50. The strike last trading price was 0.46, which was -0.07 lower than the previous day. The implied volatity was 24.66, the open interest changed by 48 which increased total open position to 470


On 27 Nov PNB was trading at 124.93. The strike last trading price was 0.51, which was -0.06 lower than the previous day. The implied volatity was 25.39, the open interest changed by 26 which increased total open position to 424


On 26 Nov PNB was trading at 124.99. The strike last trading price was 0.57, which was -0.28 lower than the previous day. The implied volatity was 25.89, the open interest changed by 19 which increased total open position to 397


On 25 Nov PNB was trading at 123.05. The strike last trading price was 0.86, which was -0.23 lower than the previous day. The implied volatity was 26.02, the open interest changed by 37 which increased total open position to 378


On 24 Nov PNB was trading at 121.75. The strike last trading price was 1.14, which was 0.11 higher than the previous day. The implied volatity was 25.93, the open interest changed by 53 which increased total open position to 342


On 21 Nov PNB was trading at 122.37. The strike last trading price was 1.02, which was 0.12 higher than the previous day. The implied volatity was 25.48, the open interest changed by 37 which increased total open position to 289


On 20 Nov PNB was trading at 123.86. The strike last trading price was 0.94, which was 0.13 higher than the previous day. The implied volatity was 26.63, the open interest changed by 51 which increased total open position to 252


On 19 Nov PNB was trading at 125.06. The strike last trading price was 0.8, which was -0.33 lower than the previous day. The implied volatity was 27.08, the open interest changed by 42 which increased total open position to 179


On 18 Nov PNB was trading at 122.38. The strike last trading price was 1.12, which was -0.07 lower than the previous day. The implied volatity was 25.89, the open interest changed by 10 which increased total open position to 135


On 17 Nov PNB was trading at 123.00. The strike last trading price was 1.22, which was -0.09 lower than the previous day. The implied volatity was 27.36, the open interest changed by -11 which decreased total open position to 125


On 14 Nov PNB was trading at 122.21. The strike last trading price was 1.3, which was -0.43 lower than the previous day. The implied volatity was 26.01, the open interest changed by 10 which increased total open position to 135


On 13 Nov PNB was trading at 121.07. The strike last trading price was 1.68, which was 0.36 higher than the previous day. The implied volatity was 27.08, the open interest changed by 25 which increased total open position to 125


On 12 Nov PNB was trading at 122.45. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 25.46, the open interest changed by 13 which increased total open position to 100


On 11 Nov PNB was trading at 122.02. The strike last trading price was 1.5, which was -0.06 lower than the previous day. The implied volatity was 26.06, the open interest changed by 12 which increased total open position to 87


On 10 Nov PNB was trading at 122.34. The strike last trading price was 1.56, which was -0.09 lower than the previous day. The implied volatity was 27.34, the open interest changed by 45 which increased total open position to 74


On 7 Nov PNB was trading at 122.38. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 27.24, the open interest changed by 4 which increased total open position to 31


On 6 Nov PNB was trading at 120.46. The strike last trading price was 1.9, which was 0.33 higher than the previous day. The implied volatity was 26.19, the open interest changed by 12 which increased total open position to 18


On 4 Nov PNB was trading at 123.25. The strike last trading price was 1.57, which was -2.53 lower than the previous day. The implied volatity was 27.16, the open interest changed by 10 which increased total open position to 10


On 3 Nov PNB was trading at 123.52. The strike last trading price was 4.1, 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 31 Oct PNB was trading at 122.89. The strike last trading price was 4.1, 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 Oct PNB was trading at 120.09. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0


On 29 Oct PNB was trading at 121.10. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0