[--[65.84.65.76]--]

PNB

Punjab National Bank
120.93 +0.03 (0.02%)
L: 120.71 H: 121.55

Back to Option Chain


Historical option data for PNB

24 Dec 2025 04:12 PM IST
PNB 27-JAN-2026 121 CE
Delta: 0.57
Vega: 0.14
Theta: -0.06
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 120.93 3.69 -0.3 20.92 80 29 55
23 Dec 120.90 3.99 -0.41 23.84 15 -4 26
22 Dec 121.31 4.55 0.82 23.07 45 16 29
19 Dec 119.82 3.68 0.18 23.13 7 3 14
18 Dec 118.90 3.5 -0.5 25.24 11 6 11
17 Dec 119.33 4 0 26.88 2 0 4
16 Dec 117.03 4 -1.86 - 0 0 4
15 Dec 118.74 4 -1.86 26.09 1 0 3
12 Dec 117.81 5.86 -3.11 - 0 0 3
11 Dec 117.57 5.86 -3.11 - 0 0 3
10 Dec 117.16 5.86 -3.11 - 0 0 3
9 Dec 117.83 5.86 -3.11 - 0 0 0
8 Dec 116.00 5.86 -3.11 - 0 0 3
5 Dec 121.71 5.86 -3.11 25.00 3 2 2
4 Dec 119.53 8.97 0 - 0 0 0
3 Dec 119.80 8.97 0 - 0 0 0
2 Dec 125.35 8.97 0 - 0 0 0
1 Dec 125.30 8.97 0 - 0 0 0
28 Nov 124.50 8.97 0 - 0 0 0
27 Nov 124.93 8.97 0 - 0 0 0
26 Nov 124.99 8.97 0 - 0 0 0


For Punjab National Bank - strike price 121 expiring on 27JAN2026

Delta for 121 CE is 0.57

Historical price for 121 CE is as follows

On 24 Dec PNB was trading at 120.93. The strike last trading price was 3.69, which was -0.3 lower than the previous day. The implied volatity was 20.92, the open interest changed by 29 which increased total open position to 55


On 23 Dec PNB was trading at 120.90. The strike last trading price was 3.99, which was -0.41 lower than the previous day. The implied volatity was 23.84, the open interest changed by -4 which decreased total open position to 26


On 22 Dec PNB was trading at 121.31. The strike last trading price was 4.55, which was 0.82 higher than the previous day. The implied volatity was 23.07, the open interest changed by 16 which increased total open position to 29


On 19 Dec PNB was trading at 119.82. The strike last trading price was 3.68, which was 0.18 higher than the previous day. The implied volatity was 23.13, the open interest changed by 3 which increased total open position to 14


On 18 Dec PNB was trading at 118.90. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 25.24, the open interest changed by 6 which increased total open position to 11


On 17 Dec PNB was trading at 119.33. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 26.88, the open interest changed by 0 which decreased total open position to 4


On 16 Dec PNB was trading at 117.03. The strike last trading price was 4, which was -1.86 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 15 Dec PNB was trading at 118.74. The strike last trading price was 4, which was -1.86 lower than the previous day. The implied volatity was 26.09, the open interest changed by 0 which decreased total open position to 3


On 12 Dec PNB was trading at 117.81. The strike last trading price was 5.86, which was -3.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Dec PNB was trading at 117.57. The strike last trading price was 5.86, which was -3.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Dec PNB was trading at 117.16. The strike last trading price was 5.86, which was -3.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Dec PNB was trading at 117.83. The strike last trading price was 5.86, which was -3.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec PNB was trading at 116.00. The strike last trading price was 5.86, which was -3.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec PNB was trading at 121.71. The strike last trading price was 5.86, which was -3.11 lower than the previous day. The implied volatity was 25.00, the open interest changed by 2 which increased total open position to 2


On 4 Dec PNB was trading at 119.53. The strike last trading price was 8.97, 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 Dec PNB was trading at 119.80. The strike last trading price was 8.97, 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 2 Dec PNB was trading at 125.35. The strike last trading price was 8.97, 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 1 Dec PNB was trading at 125.30. The strike last trading price was 8.97, 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 28 Nov PNB was trading at 124.50. The strike last trading price was 8.97, 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 27 Nov PNB was trading at 124.93. The strike last trading price was 8.97, 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 26 Nov PNB was trading at 124.99. The strike last trading price was 8.97, 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 121 PE
Delta: -0.43
Vega: 0.15
Theta: -0.03
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 120.93 2.83 -0.1 23.07 131 64 89
23 Dec 120.90 2.96 -2.7 22.72 62 22 22
22 Dec 121.31 5.66 0 1.95 0 0 0
19 Dec 119.82 5.66 0 0.17 0 0 0
18 Dec 118.90 5.66 0 - 0 0 0
17 Dec 119.33 5.66 0 - 0 0 0
16 Dec 117.03 5.66 0 - 0 0 0
15 Dec 118.74 5.66 0 - 0 0 0
12 Dec 117.81 5.66 0 - 0 0 0
11 Dec 117.57 5.66 0 - 0 0 0
10 Dec 117.16 5.66 0 - 0 0 0
9 Dec 117.83 5.66 0 - 0 0 0
8 Dec 116.00 5.66 0 - 0 0 0
5 Dec 121.71 5.66 0 1.81 0 0 0
4 Dec 119.53 5.66 0 0.37 0 0 0
3 Dec 119.80 5.66 0 0.63 0 0 0
2 Dec 125.35 5.66 0 3.99 0 0 0
1 Dec 125.30 5.66 0 4.20 0 0 0
28 Nov 124.50 5.66 0 3.81 0 0 0
27 Nov 124.93 5.66 0 3.96 0 0 0
26 Nov 124.99 5.66 0 - 0 0 0


For Punjab National Bank - strike price 121 expiring on 27JAN2026

Delta for 121 PE is -0.43

Historical price for 121 PE is as follows

On 24 Dec PNB was trading at 120.93. The strike last trading price was 2.83, which was -0.1 lower than the previous day. The implied volatity was 23.07, the open interest changed by 64 which increased total open position to 89


On 23 Dec PNB was trading at 120.90. The strike last trading price was 2.96, which was -2.7 lower than the previous day. The implied volatity was 22.72, the open interest changed by 22 which increased total open position to 22


On 22 Dec PNB was trading at 121.31. The strike last trading price was 5.66, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0


On 19 Dec PNB was trading at 119.82. The strike last trading price was 5.66, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0


On 18 Dec PNB was trading at 118.90. The strike last trading price was 5.66, 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 17 Dec PNB was trading at 119.33. The strike last trading price was 5.66, 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 16 Dec PNB was trading at 117.03. The strike last trading price was 5.66, 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 15 Dec PNB was trading at 118.74. The strike last trading price was 5.66, 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 Dec PNB was trading at 117.81. The strike last trading price was 5.66, 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 Dec PNB was trading at 117.57. The strike last trading price was 5.66, 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 Dec PNB was trading at 117.16. The strike last trading price was 5.66, 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 9 Dec PNB was trading at 117.83. The strike last trading price was 5.66, 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 8 Dec PNB was trading at 116.00. The strike last trading price was 5.66, 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 5 Dec PNB was trading at 121.71. The strike last trading price was 5.66, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0


On 4 Dec PNB was trading at 119.53. The strike last trading price was 5.66, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0


On 3 Dec PNB was trading at 119.80. The strike last trading price was 5.66, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0


On 2 Dec PNB was trading at 125.35. The strike last trading price was 5.66, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0


On 1 Dec PNB was trading at 125.30. The strike last trading price was 5.66, which was 0 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0


On 28 Nov PNB was trading at 124.50. The strike last trading price was 5.66, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0


On 27 Nov PNB was trading at 124.93. The strike last trading price was 5.66, which was 0 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0


On 26 Nov PNB was trading at 124.99. The strike last trading price was 5.66, 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