PNB
Punjab National Bank
Historical option data for PNB
27 Dec 2024 09:03 AM IST
| PNB 30JAN2025 120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.04
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 102.16 | 0.3 | 0.00 | 32.18 | 887 | -21 | 1,044 | |||
| 26 Dec | 102.16 | 0.3 | -0.05 | 32.18 | 887 | -21 | 1,044 | |||
| 24 Dec | 101.64 | 0.35 | -0.05 | 33.04 | 389 | 102 | 1,065 | |||
| 23 Dec | 101.38 | 0.4 | 0.05 | 33.70 | 357 | 66 | 961 | |||
| 20 Dec | 100.77 | 0.35 | -0.20 | 32.52 | 387 | 26 | 896 | |||
| 19 Dec | 103.52 | 0.55 | 0.00 | 31.43 | 677 | 87 | 944 | |||
| 18 Dec | 103.03 | 0.55 | -0.20 | 31.64 | 2,044 | -1,033 | 855 | |||
| 17 Dec | 105.99 | 0.75 | -0.45 | 29.21 | 489 | 140 | 1,867 | |||
| 16 Dec | 108.18 | 1.2 | 0.10 | 29.88 | 505 | 2 | 1,726 | |||
| 13 Dec | 107.73 | 1.1 | -0.45 | 27.85 | 2,086 | 1,249 | 1,725 | |||
| 12 Dec | 107.82 | 1.55 | -0.25 | 31.66 | 249 | 33 | 475 | |||
| 11 Dec | 108.58 | 1.8 | -0.90 | 31.90 | 259 | 71 | 441 | |||
| 10 Dec | 110.47 | 2.7 | 0.70 | 33.02 | 332 | 132 | 366 | |||
| 9 Dec | 108.77 | 2 | -0.35 | 32.44 | 72 | -10 | 234 | |||
| 6 Dec | 110.10 | 2.35 | 0.25 | 31.05 | 200 | 18 | 243 | |||
| 5 Dec | 109.08 | 2.1 | 0.00 | 30.92 | 99 | 14 | 222 | |||
| 4 Dec | 110.01 | 2.1 | 0.25 | 28.86 | 211 | 123 | 207 | |||
| 3 Dec | 107.97 | 1.85 | 0.40 | 30.91 | 97 | 57 | 84 | |||
| 2 Dec | 105.00 | 1.45 | -0.10 | 32.31 | 23 | 15 | 27 | |||
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| 29 Nov | 104.90 | 1.55 | -0.45 | 32.55 | 9 | 1 | 12 | |||
| 28 Nov | 106.29 | 2 | 0.40 | 32.51 | 10 | 6 | 11 | |||
| 27 Nov | 104.38 | 1.6 | 0.00 | 32.98 | 3 | 2 | 4 | |||
| 26 Nov | 105.11 | 1.6 | 31.51 | 1 | 0 | 1 | ||||
For Punjab National Bank - strike price 120 expiring on 30JAN2025
Delta for 120 CE is 0.07
Historical price for 120 CE is as follows
On 27 Dec PNB was trading at 102.16. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 32.18, the open interest changed by -21 which decreased total open position to 1044
On 26 Dec PNB was trading at 102.16. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 32.18, the open interest changed by -21 which decreased total open position to 1044
On 24 Dec PNB was trading at 101.64. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.04, the open interest changed by 102 which increased total open position to 1065
On 23 Dec PNB was trading at 101.38. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 33.70, the open interest changed by 66 which increased total open position to 961
On 20 Dec PNB was trading at 100.77. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 32.52, the open interest changed by 26 which increased total open position to 896
On 19 Dec PNB was trading at 103.52. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 31.43, the open interest changed by 87 which increased total open position to 944
On 18 Dec PNB was trading at 103.03. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 31.64, the open interest changed by -1033 which decreased total open position to 855
On 17 Dec PNB was trading at 105.99. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 29.21, the open interest changed by 140 which increased total open position to 1867
On 16 Dec PNB was trading at 108.18. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 29.88, the open interest changed by 2 which increased total open position to 1726
On 13 Dec PNB was trading at 107.73. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 27.85, the open interest changed by 1249 which increased total open position to 1725
On 12 Dec PNB was trading at 107.82. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 31.66, the open interest changed by 33 which increased total open position to 475
On 11 Dec PNB was trading at 108.58. The strike last trading price was 1.8, which was -0.90 lower than the previous day. The implied volatity was 31.90, the open interest changed by 71 which increased total open position to 441
On 10 Dec PNB was trading at 110.47. The strike last trading price was 2.7, which was 0.70 higher than the previous day. The implied volatity was 33.02, the open interest changed by 132 which increased total open position to 366
On 9 Dec PNB was trading at 108.77. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 32.44, the open interest changed by -10 which decreased total open position to 234
On 6 Dec PNB was trading at 110.10. The strike last trading price was 2.35, which was 0.25 higher than the previous day. The implied volatity was 31.05, the open interest changed by 18 which increased total open position to 243
On 5 Dec PNB was trading at 109.08. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 30.92, the open interest changed by 14 which increased total open position to 222
On 4 Dec PNB was trading at 110.01. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was 28.86, the open interest changed by 123 which increased total open position to 207
On 3 Dec PNB was trading at 107.97. The strike last trading price was 1.85, which was 0.40 higher than the previous day. The implied volatity was 30.91, the open interest changed by 57 which increased total open position to 84
On 2 Dec PNB was trading at 105.00. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 32.31, the open interest changed by 15 which increased total open position to 27
On 29 Nov PNB was trading at 104.90. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 32.55, the open interest changed by 1 which increased total open position to 12
On 28 Nov PNB was trading at 106.29. The strike last trading price was 2, which was 0.40 higher than the previous day. The implied volatity was 32.51, the open interest changed by 6 which increased total open position to 11
On 27 Nov PNB was trading at 104.38. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 32.98, the open interest changed by 2 which increased total open position to 4
On 26 Nov PNB was trading at 105.11. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 1
| PNB 30JAN2025 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.02
Theta: 0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 102.16 | 16.9 | 0.00 | 25.84 | 15 | 14 | 171 |
| 26 Dec | 102.16 | 16.9 | -0.50 | 25.84 | 15 | 12 | 171 |
| 24 Dec | 101.64 | 17.4 | -0.10 | 29.90 | 66 | 61 | 158 |
| 23 Dec | 101.38 | 17.5 | -0.90 | 31.38 | 19 | 14 | 92 |
| 20 Dec | 100.77 | 18.4 | 2.55 | 35.75 | 24 | 23 | 77 |
| 19 Dec | 103.52 | 15.85 | 2.55 | 32.51 | 10 | 7 | 53 |
| 18 Dec | 103.03 | 13.3 | 0.00 | 0.00 | 0 | 11 | 0 |
| 17 Dec | 105.99 | 13.3 | 1.40 | 27.03 | 13 | 10 | 45 |
| 16 Dec | 108.18 | 11.9 | 0.25 | 30.54 | 10 | 8 | 34 |
| 13 Dec | 107.73 | 11.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 107.82 | 11.65 | 0.00 | 0.00 | 0 | 8 | 0 |
| 11 Dec | 108.58 | 11.65 | 0.15 | 31.88 | 8 | 7 | 25 |
| 10 Dec | 110.47 | 11.5 | 0.50 | 42.26 | 4 | 3 | 17 |
| 9 Dec | 108.77 | 11 | 0.00 | 27.68 | 1 | 0 | 13 |
| 6 Dec | 110.10 | 11 | -0.50 | 34.52 | 7 | 3 | 12 |
| 5 Dec | 109.08 | 11.5 | -1.35 | 33.18 | 7 | 3 | 6 |
| 4 Dec | 110.01 | 12.85 | 0.00 | 0.00 | 0 | 3 | 0 |
| 3 Dec | 107.97 | 12.85 | -9.95 | 36.05 | 3 | 2 | 2 |
| 2 Dec | 105.00 | 22.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 104.90 | 22.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 106.29 | 22.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 104.38 | 22.8 | 22.80 | - | 0 | 0 | 0 |
| 26 Nov | 105.11 | 0 | - | 0 | 0 | 0 | |
For Punjab National Bank - strike price 120 expiring on 30JAN2025
Delta for 120 PE is -0.97
Historical price for 120 PE is as follows
On 27 Dec PNB was trading at 102.16. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was 25.84, the open interest changed by 14 which increased total open position to 171
On 26 Dec PNB was trading at 102.16. The strike last trading price was 16.9, which was -0.50 lower than the previous day. The implied volatity was 25.84, the open interest changed by 12 which increased total open position to 171
On 24 Dec PNB was trading at 101.64. The strike last trading price was 17.4, which was -0.10 lower than the previous day. The implied volatity was 29.90, the open interest changed by 61 which increased total open position to 158
On 23 Dec PNB was trading at 101.38. The strike last trading price was 17.5, which was -0.90 lower than the previous day. The implied volatity was 31.38, the open interest changed by 14 which increased total open position to 92
On 20 Dec PNB was trading at 100.77. The strike last trading price was 18.4, which was 2.55 higher than the previous day. The implied volatity was 35.75, the open interest changed by 23 which increased total open position to 77
On 19 Dec PNB was trading at 103.52. The strike last trading price was 15.85, which was 2.55 higher than the previous day. The implied volatity was 32.51, the open interest changed by 7 which increased total open position to 53
On 18 Dec PNB was trading at 103.03. The strike last trading price was 13.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 17 Dec PNB was trading at 105.99. The strike last trading price was 13.3, which was 1.40 higher than the previous day. The implied volatity was 27.03, the open interest changed by 10 which increased total open position to 45
On 16 Dec PNB was trading at 108.18. The strike last trading price was 11.9, which was 0.25 higher than the previous day. The implied volatity was 30.54, the open interest changed by 8 which increased total open position to 34
On 13 Dec PNB was trading at 107.73. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 11.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 11 Dec PNB was trading at 108.58. The strike last trading price was 11.65, which was 0.15 higher than the previous day. The implied volatity was 31.88, the open interest changed by 7 which increased total open position to 25
On 10 Dec PNB was trading at 110.47. The strike last trading price was 11.5, which was 0.50 higher than the previous day. The implied volatity was 42.26, the open interest changed by 3 which increased total open position to 17
On 9 Dec PNB was trading at 108.77. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 13
On 6 Dec PNB was trading at 110.10. The strike last trading price was 11, which was -0.50 lower than the previous day. The implied volatity was 34.52, the open interest changed by 3 which increased total open position to 12
On 5 Dec PNB was trading at 109.08. The strike last trading price was 11.5, which was -1.35 lower than the previous day. The implied volatity was 33.18, the open interest changed by 3 which increased total open position to 6
On 4 Dec PNB was trading at 110.01. The strike last trading price was 12.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 3 Dec PNB was trading at 107.97. The strike last trading price was 12.85, which was -9.95 lower than the previous day. The implied volatity was 36.05, the open interest changed by 2 which increased total open position to 2
On 2 Dec PNB was trading at 105.00. The strike last trading price was 22.8, 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 22.8, 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 22.8, 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 22.8, which was 22.80 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
