PNB
Punjab National Bank
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
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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
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| 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































































































































































































































