PNB
Punjab National Bank
Historical option data for PNB
24 Dec 2025 04:12 PM IST
| PNB 27-JAN-2026 120 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.14
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 120.93 | 4.3 | -0.24 | 21.22 | 294 | 70 | 663 | |||||||||
| 23 Dec | 120.90 | 4.4 | -0.53 | 22.93 | 533 | 21 | 592 | |||||||||
| 22 Dec | 121.31 | 5.1 | 0.93 | 22.78 | 773 | 150 | 583 | |||||||||
| 19 Dec | 119.82 | 4.15 | 0.14 | 22.92 | 334 | 16 | 434 | |||||||||
| 18 Dec | 118.90 | 4 | -0.52 | 25.50 | 225 | 104 | 418 | |||||||||
| 17 Dec | 119.33 | 4.37 | 1.17 | 26.23 | 356 | 68 | 314 | |||||||||
| 16 Dec | 117.03 | 3.2 | -0.92 | 24.91 | 197 | 123 | 246 | |||||||||
| 15 Dec | 118.74 | 4.4 | 0.69 | 25.63 | 115 | 8 | 121 | |||||||||
| 12 Dec | 117.81 | 3.74 | 0.06 | 24.71 | 63 | 19 | 113 | |||||||||
| 11 Dec | 117.57 | 3.75 | 0.24 | 24.39 | 31 | 7 | 93 | |||||||||
| 10 Dec | 117.16 | 3.5 | -0.62 | 25.35 | 51 | 9 | 84 | |||||||||
| 9 Dec | 117.83 | 4.2 | 0.79 | 26.33 | 44 | 14 | 80 | |||||||||
| 8 Dec | 116.00 | 3.51 | -2.69 | 27.13 | 74 | 42 | 68 | |||||||||
| 5 Dec | 121.71 | 6.11 | 0.91 | 23.18 | 22 | 3 | 27 | |||||||||
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| 4 Dec | 119.53 | 5.2 | -0.36 | 24.60 | 19 | 8 | 23 | |||||||||
| 3 Dec | 119.80 | 5.52 | -4.73 | 25.25 | 26 | 5 | 15 | |||||||||
| 2 Dec | 125.35 | 10.25 | 1.27 | 32.94 | 5 | -2 | 9 | |||||||||
| 1 Dec | 125.30 | 8.99 | -0.31 | - | 0 | 2 | 0 | |||||||||
| 28 Nov | 124.50 | 8.99 | -0.31 | 25.37 | 2 | 0 | 9 | |||||||||
| 27 Nov | 124.93 | 9.3 | 1.3 | - | 0 | 6 | 0 | |||||||||
| 26 Nov | 124.99 | 9.3 | 1.3 | 25.62 | 7 | 0 | 3 | |||||||||
| 25 Nov | 123.05 | 8 | -0.35 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 121.75 | 8 | -0.35 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 122.37 | 8 | -0.35 | 26.33 | 1 | 0 | 2 | |||||||||
| 20 Nov | 123.86 | 8.35 | -2.05 | - | 0 | 1 | 0 | |||||||||
| 19 Nov | 125.06 | 8.35 | -2.05 | 15.60 | 1 | 0 | 1 | |||||||||
| 17 Nov | 123.00 | 10.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 121.07 | 10.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 122.45 | 10.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 122.02 | 10.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 122.34 | 10.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 122.89 | 10.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 120.09 | 10.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 120 expiring on 27JAN2026
Delta for 120 CE is 0.62
Historical price for 120 CE is as follows
On 24 Dec PNB was trading at 120.93. The strike last trading price was 4.3, which was -0.24 lower than the previous day. The implied volatity was 21.22, the open interest changed by 70 which increased total open position to 663
On 23 Dec PNB was trading at 120.90. The strike last trading price was 4.4, which was -0.53 lower than the previous day. The implied volatity was 22.93, the open interest changed by 21 which increased total open position to 592
On 22 Dec PNB was trading at 121.31. The strike last trading price was 5.1, which was 0.93 higher than the previous day. The implied volatity was 22.78, the open interest changed by 150 which increased total open position to 583
On 19 Dec PNB was trading at 119.82. The strike last trading price was 4.15, which was 0.14 higher than the previous day. The implied volatity was 22.92, the open interest changed by 16 which increased total open position to 434
On 18 Dec PNB was trading at 118.90. The strike last trading price was 4, which was -0.52 lower than the previous day. The implied volatity was 25.50, the open interest changed by 104 which increased total open position to 418
On 17 Dec PNB was trading at 119.33. The strike last trading price was 4.37, which was 1.17 higher than the previous day. The implied volatity was 26.23, the open interest changed by 68 which increased total open position to 314
On 16 Dec PNB was trading at 117.03. The strike last trading price was 3.2, which was -0.92 lower than the previous day. The implied volatity was 24.91, the open interest changed by 123 which increased total open position to 246
On 15 Dec PNB was trading at 118.74. The strike last trading price was 4.4, which was 0.69 higher than the previous day. The implied volatity was 25.63, the open interest changed by 8 which increased total open position to 121
On 12 Dec PNB was trading at 117.81. The strike last trading price was 3.74, which was 0.06 higher than the previous day. The implied volatity was 24.71, the open interest changed by 19 which increased total open position to 113
On 11 Dec PNB was trading at 117.57. The strike last trading price was 3.75, which was 0.24 higher than the previous day. The implied volatity was 24.39, the open interest changed by 7 which increased total open position to 93
On 10 Dec PNB was trading at 117.16. The strike last trading price was 3.5, which was -0.62 lower than the previous day. The implied volatity was 25.35, the open interest changed by 9 which increased total open position to 84
On 9 Dec PNB was trading at 117.83. The strike last trading price was 4.2, which was 0.79 higher than the previous day. The implied volatity was 26.33, the open interest changed by 14 which increased total open position to 80
On 8 Dec PNB was trading at 116.00. The strike last trading price was 3.51, which was -2.69 lower than the previous day. The implied volatity was 27.13, the open interest changed by 42 which increased total open position to 68
On 5 Dec PNB was trading at 121.71. The strike last trading price was 6.11, which was 0.91 higher than the previous day. The implied volatity was 23.18, the open interest changed by 3 which increased total open position to 27
On 4 Dec PNB was trading at 119.53. The strike last trading price was 5.2, which was -0.36 lower than the previous day. The implied volatity was 24.60, the open interest changed by 8 which increased total open position to 23
On 3 Dec PNB was trading at 119.80. The strike last trading price was 5.52, which was -4.73 lower than the previous day. The implied volatity was 25.25, the open interest changed by 5 which increased total open position to 15
On 2 Dec PNB was trading at 125.35. The strike last trading price was 10.25, which was 1.27 higher than the previous day. The implied volatity was 32.94, the open interest changed by -2 which decreased total open position to 9
On 1 Dec PNB was trading at 125.30. The strike last trading price was 8.99, which was -0.31 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 28 Nov PNB was trading at 124.50. The strike last trading price was 8.99, which was -0.31 lower than the previous day. The implied volatity was 25.37, the open interest changed by 0 which decreased total open position to 9
On 27 Nov PNB was trading at 124.93. The strike last trading price was 9.3, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 26 Nov PNB was trading at 124.99. The strike last trading price was 9.3, which was 1.3 higher than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 3
On 25 Nov PNB was trading at 123.05. The strike last trading price was 8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov PNB was trading at 121.75. The strike last trading price was 8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov PNB was trading at 122.37. The strike last trading price was 8, which was -0.35 lower than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 2
On 20 Nov PNB was trading at 123.86. The strike last trading price was 8.35, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov PNB was trading at 125.06. The strike last trading price was 8.35, which was -2.05 lower than the previous day. The implied volatity was 15.60, the open interest changed by 0 which decreased total open position to 1
On 17 Nov PNB was trading at 123.00. The strike last trading price was 10.35, 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 13 Nov PNB was trading at 121.07. The strike last trading price was 10.35, 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 12 Nov PNB was trading at 122.45. The strike last trading price was 10.35, 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 11 Nov PNB was trading at 122.02. The strike last trading price was 10.35, 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 10 Nov PNB was trading at 122.34. The strike last trading price was 10.35, 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 10.35, 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 10.35, 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 27JAN2026 120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.14
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 120.93 | 2.42 | -0.06 | 23.23 | 169 | 32 | 455 |
| 23 Dec | 120.90 | 2.55 | 0.06 | 22.96 | 277 | 53 | 423 |
| 22 Dec | 121.31 | 2.31 | -1.03 | 23.82 | 172 | 59 | 371 |
| 19 Dec | 119.82 | 3.39 | -0.67 | 25.23 | 164 | 108 | 312 |
| 18 Dec | 118.90 | 4.07 | 0.17 | 26.00 | 70 | 28 | 203 |
| 17 Dec | 119.33 | 3.97 | -0.92 | 26.23 | 121 | 60 | 174 |
| 16 Dec | 117.03 | 4.91 | 0.94 | 25.31 | 27 | 8 | 112 |
| 15 Dec | 118.74 | 3.8 | -1.05 | 24.74 | 16 | 6 | 105 |
| 12 Dec | 117.81 | 4.85 | 0.21 | 26.53 | 18 | 2 | 98 |
| 11 Dec | 117.57 | 4.64 | -0.61 | 25.13 | 6 | 4 | 96 |
| 10 Dec | 117.16 | 5.31 | 0.39 | 25.82 | 17 | 4 | 91 |
| 9 Dec | 117.83 | 4.87 | -1.01 | 26.16 | 21 | 7 | 87 |
| 8 Dec | 116.00 | 5.9 | 2.75 | 26.01 | 36 | 16 | 80 |
| 5 Dec | 121.71 | 3.14 | -0.78 | 25.37 | 16 | 2 | 63 |
| 4 Dec | 119.53 | 3.92 | -0.17 | 25.05 | 12 | 3 | 61 |
| 3 Dec | 119.80 | 4.1 | 1.97 | 26.48 | 42 | 12 | 58 |
| 2 Dec | 125.35 | 2.3 | 0.2 | 26.27 | 39 | 17 | 47 |
| 1 Dec | 125.30 | 2.1 | -0.23 | 25.32 | 18 | 3 | 29 |
| 28 Nov | 124.50 | 2.33 | 0.03 | 25.29 | 9 | 1 | 26 |
| 27 Nov | 124.93 | 2.3 | -0.14 | 25.30 | 18 | 8 | 24 |
| 26 Nov | 124.99 | 2.44 | -0.81 | 25.97 | 21 | 12 | 16 |
| 25 Nov | 123.05 | 3.25 | -0.75 | 27.16 | 1 | 0 | 3 |
| 24 Nov | 121.75 | 4 | 0.8 | 28.10 | 1 | 0 | 2 |
| 21 Nov | 122.37 | 3.2 | 0.1 | - | 0 | 1 | 0 |
| 20 Nov | 123.86 | 3.2 | 0.1 | 27.26 | 2 | 0 | 1 |
| 19 Nov | 125.06 | 3.1 | -1.34 | 29.09 | 2 | 0 | 1 |
| 17 Nov | 123.00 | 7.4 | 0 | 3.40 | 0 | 0 | 0 |
| 13 Nov | 121.07 | 7.4 | 0 | 2.35 | 0 | 0 | 0 |
| 12 Nov | 122.45 | 7.4 | 0 | 2.87 | 0 | 0 | 0 |
| 11 Nov | 122.02 | 7.4 | 0 | 2.61 | 0 | 0 | 0 |
| 10 Nov | 122.34 | 7.4 | 0 | 2.95 | 0 | 0 | 0 |
| 31 Oct | 122.89 | 7.4 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 120.09 | 7.4 | 0 | 1.75 | 0 | 0 | 0 |
For Punjab National Bank - strike price 120 expiring on 27JAN2026
Delta for 120 PE is -0.39
Historical price for 120 PE is as follows
On 24 Dec PNB was trading at 120.93. The strike last trading price was 2.42, which was -0.06 lower than the previous day. The implied volatity was 23.23, the open interest changed by 32 which increased total open position to 455
On 23 Dec PNB was trading at 120.90. The strike last trading price was 2.55, which was 0.06 higher than the previous day. The implied volatity was 22.96, the open interest changed by 53 which increased total open position to 423
On 22 Dec PNB was trading at 121.31. The strike last trading price was 2.31, which was -1.03 lower than the previous day. The implied volatity was 23.82, the open interest changed by 59 which increased total open position to 371
On 19 Dec PNB was trading at 119.82. The strike last trading price was 3.39, which was -0.67 lower than the previous day. The implied volatity was 25.23, the open interest changed by 108 which increased total open position to 312
On 18 Dec PNB was trading at 118.90. The strike last trading price was 4.07, which was 0.17 higher than the previous day. The implied volatity was 26.00, the open interest changed by 28 which increased total open position to 203
On 17 Dec PNB was trading at 119.33. The strike last trading price was 3.97, which was -0.92 lower than the previous day. The implied volatity was 26.23, the open interest changed by 60 which increased total open position to 174
On 16 Dec PNB was trading at 117.03. The strike last trading price was 4.91, which was 0.94 higher than the previous day. The implied volatity was 25.31, the open interest changed by 8 which increased total open position to 112
On 15 Dec PNB was trading at 118.74. The strike last trading price was 3.8, which was -1.05 lower than the previous day. The implied volatity was 24.74, the open interest changed by 6 which increased total open position to 105
On 12 Dec PNB was trading at 117.81. The strike last trading price was 4.85, which was 0.21 higher than the previous day. The implied volatity was 26.53, the open interest changed by 2 which increased total open position to 98
On 11 Dec PNB was trading at 117.57. The strike last trading price was 4.64, which was -0.61 lower than the previous day. The implied volatity was 25.13, the open interest changed by 4 which increased total open position to 96
On 10 Dec PNB was trading at 117.16. The strike last trading price was 5.31, which was 0.39 higher than the previous day. The implied volatity was 25.82, the open interest changed by 4 which increased total open position to 91
On 9 Dec PNB was trading at 117.83. The strike last trading price was 4.87, which was -1.01 lower than the previous day. The implied volatity was 26.16, the open interest changed by 7 which increased total open position to 87
On 8 Dec PNB was trading at 116.00. The strike last trading price was 5.9, which was 2.75 higher than the previous day. The implied volatity was 26.01, the open interest changed by 16 which increased total open position to 80
On 5 Dec PNB was trading at 121.71. The strike last trading price was 3.14, which was -0.78 lower than the previous day. The implied volatity was 25.37, the open interest changed by 2 which increased total open position to 63
On 4 Dec PNB was trading at 119.53. The strike last trading price was 3.92, which was -0.17 lower than the previous day. The implied volatity was 25.05, the open interest changed by 3 which increased total open position to 61
On 3 Dec PNB was trading at 119.80. The strike last trading price was 4.1, which was 1.97 higher than the previous day. The implied volatity was 26.48, the open interest changed by 12 which increased total open position to 58
On 2 Dec PNB was trading at 125.35. The strike last trading price was 2.3, which was 0.2 higher than the previous day. The implied volatity was 26.27, the open interest changed by 17 which increased total open position to 47
On 1 Dec PNB was trading at 125.30. The strike last trading price was 2.1, which was -0.23 lower than the previous day. The implied volatity was 25.32, the open interest changed by 3 which increased total open position to 29
On 28 Nov PNB was trading at 124.50. The strike last trading price was 2.33, which was 0.03 higher than the previous day. The implied volatity was 25.29, the open interest changed by 1 which increased total open position to 26
On 27 Nov PNB was trading at 124.93. The strike last trading price was 2.3, which was -0.14 lower than the previous day. The implied volatity was 25.30, the open interest changed by 8 which increased total open position to 24
On 26 Nov PNB was trading at 124.99. The strike last trading price was 2.44, which was -0.81 lower than the previous day. The implied volatity was 25.97, the open interest changed by 12 which increased total open position to 16
On 25 Nov PNB was trading at 123.05. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 3
On 24 Nov PNB was trading at 121.75. The strike last trading price was 4, which was 0.8 higher than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 2
On 21 Nov PNB was trading at 122.37. The strike last trading price was 3.2, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov PNB was trading at 123.86. The strike last trading price was 3.2, which was 0.1 higher than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 1
On 19 Nov PNB was trading at 125.06. The strike last trading price was 3.1, which was -1.34 lower than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 1
On 17 Nov PNB was trading at 123.00. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PNB was trading at 121.07. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 12 Nov PNB was trading at 122.45. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 11 Nov PNB was trading at 122.02. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 10 Nov PNB was trading at 122.34. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was 2.95, 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 7.4, 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 7.4, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0































































































































































































































