PNB
Punjab National Bank
Historical option data for PNB
24 Dec 2025 04:12 PM IST
| PNB 27-JAN-2026 121 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
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 | 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 | |||||||||
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| 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
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| 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































































































































































































































