PNB
Punjab National Bank
Historical option data for PNB
26 Dec 2024 04:12 PM IST
| PNB 30JAN2025 121 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.04
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 102.16 | 0.25 | -0.10 | 32.23 | 4 | 3 | 31 | |||
| 24 Dec | 101.64 | 0.35 | 0.00 | 34.08 | 1 | 0 | 28 | |||
| 23 Dec | 101.38 | 0.35 | -0.15 | 34.05 | 1 | 0 | 29 | |||
| 20 Dec | 100.77 | 0.5 | 0.00 | 37.03 | 1 | 0 | 28 | |||
| 19 Dec | 103.52 | 0.5 | 0.05 | 32.02 | 10 | 6 | 28 | |||
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| 18 Dec | 103.03 | 0.45 | -3.00 | 31.32 | 22 | 0 | 0 | |||
| 17 Dec | 105.99 | 3.45 | 10.52 | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 121 expiring on 30JAN2025
Delta for 121 CE is 0.06
Historical price for 121 CE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 32.23, the open interest changed by 3 which increased total open position to 31
On 24 Dec PNB was trading at 101.64. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 34.08, the open interest changed by 0 which decreased total open position to 28
On 23 Dec PNB was trading at 101.38. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 34.05, the open interest changed by 0 which decreased total open position to 29
On 20 Dec PNB was trading at 100.77. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 37.03, the open interest changed by 0 which decreased total open position to 28
On 19 Dec PNB was trading at 103.52. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 32.02, the open interest changed by 6 which increased total open position to 28
On 18 Dec PNB was trading at 103.03. The strike last trading price was 0.45, which was -3.00 lower than the previous day. The implied volatity was 31.32, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PNB was trading at 105.99. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was 10.52, the open interest changed by 0 which decreased total open position to 0
| PNB 30JAN2025 121 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 102.16 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 101.64 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 101.38 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 100.77 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 103.52 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 103.03 | 16.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 105.99 | 16.65 | - | 0 | 0 | 0 | |
For Punjab National Bank - strike price 121 expiring on 30JAN2025
Delta for 121 PE is -
Historical price for 121 PE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 16.65, 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 24 Dec PNB was trading at 101.64. The strike last trading price was 16.65, 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 23 Dec PNB was trading at 101.38. The strike last trading price was 16.65, 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 20 Dec PNB was trading at 100.77. The strike last trading price was 16.65, 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 19 Dec PNB was trading at 103.52. The strike last trading price was 16.65, 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 18 Dec PNB was trading at 103.03. The strike last trading price was 16.65, 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 17 Dec PNB was trading at 105.99. The strike last trading price was 16.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
