[--[65.84.65.76]--]

PNB

Punjab National Bank
117.83 +1.83 (1.58%)
L: 115.13 H: 118.1

Back to Option Chain


Historical option data for PNB

09 Dec 2025 04:12 PM IST
PNB 30-DEC-2025 121 CE
Delta: 0.36
Vega: 0.11
Theta: -0.07
Gamma: 0.06
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 117.83 1.51 0.28 22.91 716 1 489
8 Dec 116.00 1.2 -2.2 25.16 1,933 229 491
5 Dec 121.71 3.35 0.68 20.30 1,989 -146 262
4 Dec 119.53 2.62 -0.4 22.44 1,396 -29 412
3 Dec 119.80 3.07 -3.17 24.18 1,699 385 445
2 Dec 125.35 5.91 -0.36 20.55 55 3 53
1 Dec 125.30 6.27 0.21 21.16 33 5 51
28 Nov 124.50 6.06 0.06 21.68 18 0 46
27 Nov 124.93 6 -0.5 19.31 10 5 47
26 Nov 124.99 6.51 1.42 23.03 50 2 41
25 Nov 123.05 5 0.64 20.99 134 13 42
24 Nov 121.75 4.24 -0.68 21.66 17 8 28
21 Nov 122.37 4.92 -2.08 21.39 20 15 20
20 Nov 123.86 7 -0.34 29.00 4 0 5
19 Nov 125.06 7.3 1.5 23.39 14 4 5
18 Nov 122.38 5.8 0.3 - 0 0 0
17 Nov 123.00 5.8 0.3 - 0 0 0
14 Nov 122.21 5.8 0.3 - 0 0 0
13 Nov 121.07 5.8 0.3 - 0 0 0
12 Nov 122.45 5.8 0.3 - 0 0 0
11 Nov 122.02 5.8 0.3 - 0 0 0
10 Nov 122.34 5.8 0.3 - 0 0 0
7 Nov 122.38 5.8 0.3 22.51 2 1 2
6 Nov 120.46 5.5 -1.5 25.68 1 0 1
4 Nov 123.25 7 -0.35 25.55 1 0 1
3 Nov 123.52 7.35 -0.75 - 0 1 0
31 Oct 122.89 7.35 -0.75 - 1 0 0
30 Oct 120.09 8.1 0 - 0 0 0
29 Oct 121.10 8.1 0 - 0 0 0


For Punjab National Bank - strike price 121 expiring on 30DEC2025

Delta for 121 CE is 0.36

Historical price for 121 CE is as follows

On 9 Dec PNB was trading at 117.83. The strike last trading price was 1.51, which was 0.28 higher than the previous day. The implied volatity was 22.91, the open interest changed by 1 which increased total open position to 489


On 8 Dec PNB was trading at 116.00. The strike last trading price was 1.2, which was -2.2 lower than the previous day. The implied volatity was 25.16, the open interest changed by 229 which increased total open position to 491


On 5 Dec PNB was trading at 121.71. The strike last trading price was 3.35, which was 0.68 higher than the previous day. The implied volatity was 20.30, the open interest changed by -146 which decreased total open position to 262


On 4 Dec PNB was trading at 119.53. The strike last trading price was 2.62, which was -0.4 lower than the previous day. The implied volatity was 22.44, the open interest changed by -29 which decreased total open position to 412


On 3 Dec PNB was trading at 119.80. The strike last trading price was 3.07, which was -3.17 lower than the previous day. The implied volatity was 24.18, the open interest changed by 385 which increased total open position to 445


On 2 Dec PNB was trading at 125.35. The strike last trading price was 5.91, which was -0.36 lower than the previous day. The implied volatity was 20.55, the open interest changed by 3 which increased total open position to 53


On 1 Dec PNB was trading at 125.30. The strike last trading price was 6.27, which was 0.21 higher than the previous day. The implied volatity was 21.16, the open interest changed by 5 which increased total open position to 51


On 28 Nov PNB was trading at 124.50. The strike last trading price was 6.06, which was 0.06 higher than the previous day. The implied volatity was 21.68, the open interest changed by 0 which decreased total open position to 46


On 27 Nov PNB was trading at 124.93. The strike last trading price was 6, which was -0.5 lower than the previous day. The implied volatity was 19.31, the open interest changed by 5 which increased total open position to 47


On 26 Nov PNB was trading at 124.99. The strike last trading price was 6.51, which was 1.42 higher than the previous day. The implied volatity was 23.03, the open interest changed by 2 which increased total open position to 41


On 25 Nov PNB was trading at 123.05. The strike last trading price was 5, which was 0.64 higher than the previous day. The implied volatity was 20.99, the open interest changed by 13 which increased total open position to 42


On 24 Nov PNB was trading at 121.75. The strike last trading price was 4.24, which was -0.68 lower than the previous day. The implied volatity was 21.66, the open interest changed by 8 which increased total open position to 28


On 21 Nov PNB was trading at 122.37. The strike last trading price was 4.92, which was -2.08 lower than the previous day. The implied volatity was 21.39, the open interest changed by 15 which increased total open position to 20


On 20 Nov PNB was trading at 123.86. The strike last trading price was 7, which was -0.34 lower than the previous day. The implied volatity was 29.00, the open interest changed by 0 which decreased total open position to 5


On 19 Nov PNB was trading at 125.06. The strike last trading price was 7.3, which was 1.5 higher than the previous day. The implied volatity was 23.39, the open interest changed by 4 which increased total open position to 5


On 18 Nov PNB was trading at 122.38. The strike last trading price was 5.8, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov PNB was trading at 123.00. The strike last trading price was 5.8, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov PNB was trading at 122.21. The strike last trading price was 5.8, which was 0.3 higher 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 5.8, which was 0.3 higher 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 5.8, which was 0.3 higher 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 5.8, which was 0.3 higher 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 5.8, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov PNB was trading at 122.38. The strike last trading price was 5.8, which was 0.3 higher than the previous day. The implied volatity was 22.51, the open interest changed by 1 which increased total open position to 2


On 6 Nov PNB was trading at 120.46. The strike last trading price was 5.5, which was -1.5 lower than the previous day. The implied volatity was 25.68, the open interest changed by 0 which decreased total open position to 1


On 4 Nov PNB was trading at 123.25. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was 25.55, the open interest changed by 0 which decreased total open position to 1


On 3 Nov PNB was trading at 123.52. The strike last trading price was 7.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct PNB was trading at 122.89. The strike last trading price was 7.35, which was -0.75 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 8.1, 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 29 Oct PNB was trading at 121.10. The strike last trading price was 8.1, 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 30DEC2025 121 PE
Delta: -0.64
Vega: 0.11
Theta: -0.04
Gamma: 0.06
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 117.83 4.22 -1.38 23.90 100 -19 164
8 Dec 116.00 5.62 3.45 24.50 457 -82 184
5 Dec 121.71 2.18 -1.2 22.54 1,120 46 271
4 Dec 119.53 3.37 -0.08 24.39 207 29 224
3 Dec 119.80 3.41 1.98 25.58 1,118 1 200
2 Dec 125.35 1.59 0.25 25.99 374 68 201
1 Dec 125.30 1.3 -0.24 23.79 187 17 133
28 Nov 124.50 1.5 -0.11 23.21 101 9 117
27 Nov 124.93 1.6 -0.06 24.19 84 5 108
26 Nov 124.99 1.65 -0.69 24.30 200 10 103
25 Nov 123.05 2.41 -0.53 25.31 177 48 93
24 Nov 121.75 2.94 0.16 24.88 23 13 44
21 Nov 122.37 2.79 0.57 25.41 19 6 31
20 Nov 123.86 2.22 0.11 24.50 31 10 25
19 Nov 125.06 2.04 -0.8 26.19 15 5 15
18 Nov 122.38 2.84 0.45 25.41 8 3 9
17 Nov 123.00 2.39 -1.35 23.47 6 4 5
14 Nov 122.21 3.74 -2.96 - 0 0 0
13 Nov 121.07 3.74 -2.96 - 0 0 0
12 Nov 122.45 3.74 -2.96 - 0 0 0
11 Nov 122.02 3.74 -2.96 - 0 0 0
10 Nov 122.34 3.74 -2.96 - 0 0 0
7 Nov 122.38 3.74 -2.96 - 0 1 0
6 Nov 120.46 3.74 -2.96 23.68 1 0 0
4 Nov 123.25 6.7 0 2.79 0 0 0
3 Nov 123.52 6.7 0 2.92 0 0 0
31 Oct 122.89 6.7 0 - 0 0 0
30 Oct 120.09 6.7 0 0.95 0 0 0
29 Oct 121.10 6.7 0 1.51 0 0 0


For Punjab National Bank - strike price 121 expiring on 30DEC2025

Delta for 121 PE is -0.64

Historical price for 121 PE is as follows

On 9 Dec PNB was trading at 117.83. The strike last trading price was 4.22, which was -1.38 lower than the previous day. The implied volatity was 23.90, the open interest changed by -19 which decreased total open position to 164


On 8 Dec PNB was trading at 116.00. The strike last trading price was 5.62, which was 3.45 higher than the previous day. The implied volatity was 24.50, the open interest changed by -82 which decreased total open position to 184


On 5 Dec PNB was trading at 121.71. The strike last trading price was 2.18, which was -1.2 lower than the previous day. The implied volatity was 22.54, the open interest changed by 46 which increased total open position to 271


On 4 Dec PNB was trading at 119.53. The strike last trading price was 3.37, which was -0.08 lower than the previous day. The implied volatity was 24.39, the open interest changed by 29 which increased total open position to 224


On 3 Dec PNB was trading at 119.80. The strike last trading price was 3.41, which was 1.98 higher than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 200


On 2 Dec PNB was trading at 125.35. The strike last trading price was 1.59, which was 0.25 higher than the previous day. The implied volatity was 25.99, the open interest changed by 68 which increased total open position to 201


On 1 Dec PNB was trading at 125.30. The strike last trading price was 1.3, which was -0.24 lower than the previous day. The implied volatity was 23.79, the open interest changed by 17 which increased total open position to 133


On 28 Nov PNB was trading at 124.50. The strike last trading price was 1.5, which was -0.11 lower than the previous day. The implied volatity was 23.21, the open interest changed by 9 which increased total open position to 117


On 27 Nov PNB was trading at 124.93. The strike last trading price was 1.6, which was -0.06 lower than the previous day. The implied volatity was 24.19, the open interest changed by 5 which increased total open position to 108


On 26 Nov PNB was trading at 124.99. The strike last trading price was 1.65, which was -0.69 lower than the previous day. The implied volatity was 24.30, the open interest changed by 10 which increased total open position to 103


On 25 Nov PNB was trading at 123.05. The strike last trading price was 2.41, which was -0.53 lower than the previous day. The implied volatity was 25.31, the open interest changed by 48 which increased total open position to 93


On 24 Nov PNB was trading at 121.75. The strike last trading price was 2.94, which was 0.16 higher than the previous day. The implied volatity was 24.88, the open interest changed by 13 which increased total open position to 44


On 21 Nov PNB was trading at 122.37. The strike last trading price was 2.79, which was 0.57 higher than the previous day. The implied volatity was 25.41, the open interest changed by 6 which increased total open position to 31


On 20 Nov PNB was trading at 123.86. The strike last trading price was 2.22, which was 0.11 higher than the previous day. The implied volatity was 24.50, the open interest changed by 10 which increased total open position to 25


On 19 Nov PNB was trading at 125.06. The strike last trading price was 2.04, which was -0.8 lower than the previous day. The implied volatity was 26.19, the open interest changed by 5 which increased total open position to 15


On 18 Nov PNB was trading at 122.38. The strike last trading price was 2.84, which was 0.45 higher than the previous day. The implied volatity was 25.41, the open interest changed by 3 which increased total open position to 9


On 17 Nov PNB was trading at 123.00. The strike last trading price was 2.39, which was -1.35 lower than the previous day. The implied volatity was 23.47, the open interest changed by 4 which increased total open position to 5


On 14 Nov PNB was trading at 122.21. The strike last trading price was 3.74, which was -2.96 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 3.74, which was -2.96 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 3.74, which was -2.96 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 3.74, which was -2.96 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 3.74, which was -2.96 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov PNB was trading at 122.38. The strike last trading price was 3.74, which was -2.96 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov PNB was trading at 120.46. The strike last trading price was 3.74, which was -2.96 lower than the previous day. The implied volatity was 23.68, the open interest changed by 0 which decreased total open position to 0


On 4 Nov PNB was trading at 123.25. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0


On 3 Nov PNB was trading at 123.52. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 2.92, 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 6.7, 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 6.7, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0


On 29 Oct PNB was trading at 121.10. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0