PNB
Punjab National Bank
Historical option data for PNB
29 Jan 2026 04:12 PM IST
| PNB 24-FEB-2026 125 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.13
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 125.25 | 4.35 | -0.02 | 28.92 | 2,059 | -41 | 1,117 | |||||||||
| 28 Jan | 124.50 | 4.35 | 0.68 | 30.28 | 1,935 | 84 | 1,157 | |||||||||
| 27 Jan | 122.95 | 3.76 | 0.95 | 31.41 | 2,192 | 223 | 1,070 | |||||||||
| 23 Jan | 120.15 | 2.8 | -1.97 | 30.76 | 1,320 | 305 | 848 | |||||||||
| 22 Jan | 125.16 | 4.82 | 0.57 | 27.61 | 552 | 61 | 537 | |||||||||
| 21 Jan | 123.99 | 4.29 | -0.67 | 28.81 | 758 | 190 | 474 | |||||||||
| 20 Jan | 125.77 | 4.9 | -1.91 | 26.46 | 349 | 138 | 284 | |||||||||
| 19 Jan | 128.05 | 6.8 | -3.75 | 26.05 | 192 | 24 | 161 | |||||||||
| 16 Jan | 132.36 | 10.49 | 2.73 | 30.25 | 59 | -33 | 137 | |||||||||
| 14 Jan | 128.68 | 7.7 | 2.99 | 28 | 229 | 30 | 171 | |||||||||
| 13 Jan | 124.52 | 4.72 | 0.55 | 25.82 | 65 | 30 | 141 | |||||||||
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| 12 Jan | 123.16 | 4.17 | -0.13 | 24.86 | 51 | 23 | 111 | |||||||||
| 9 Jan | 122.90 | 4.3 | 0.2 | 26.25 | 35 | 6 | 79 | |||||||||
| 8 Jan | 122.81 | 4.1 | -1.38 | 25.45 | 52 | 31 | 72 | |||||||||
| 7 Jan | 125.68 | 5.48 | -0.27 | 24.73 | 26 | 11 | 41 | |||||||||
| 6 Jan | 125.47 | 5.75 | 0.5 | 25.88 | 31 | 16 | 29 | |||||||||
| 5 Jan | 125.08 | 5.25 | 0.65 | 23.72 | 16 | 12 | 13 | |||||||||
| 2 Jan | 125.35 | 4.6 | -1.47 | - | 0 | 0 | 1 | |||||||||
| 1 Jan | 123.94 | 4.6 | -1.47 | - | 0 | 0 | 1 | |||||||||
| 31 Dec | 123.58 | 4.6 | -1.47 | 22.83 | 1 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 125 expiring on 24FEB2026
Delta for 125 CE is 0.56
Historical price for 125 CE is as follows
On 29 Jan PNB was trading at 125.25. The strike last trading price was 4.35, which was -0.02 lower than the previous day. The implied volatity was 28.92, the open interest changed by -41 which decreased total open position to 1117
On 28 Jan PNB was trading at 124.50. The strike last trading price was 4.35, which was 0.68 higher than the previous day. The implied volatity was 30.28, the open interest changed by 84 which increased total open position to 1157
On 27 Jan PNB was trading at 122.95. The strike last trading price was 3.76, which was 0.95 higher than the previous day. The implied volatity was 31.41, the open interest changed by 223 which increased total open position to 1070
On 23 Jan PNB was trading at 120.15. The strike last trading price was 2.8, which was -1.97 lower than the previous day. The implied volatity was 30.76, the open interest changed by 305 which increased total open position to 848
On 22 Jan PNB was trading at 125.16. The strike last trading price was 4.82, which was 0.57 higher than the previous day. The implied volatity was 27.61, the open interest changed by 61 which increased total open position to 537
On 21 Jan PNB was trading at 123.99. The strike last trading price was 4.29, which was -0.67 lower than the previous day. The implied volatity was 28.81, the open interest changed by 190 which increased total open position to 474
On 20 Jan PNB was trading at 125.77. The strike last trading price was 4.9, which was -1.91 lower than the previous day. The implied volatity was 26.46, the open interest changed by 138 which increased total open position to 284
On 19 Jan PNB was trading at 128.05. The strike last trading price was 6.8, which was -3.75 lower than the previous day. The implied volatity was 26.05, the open interest changed by 24 which increased total open position to 161
On 16 Jan PNB was trading at 132.36. The strike last trading price was 10.49, which was 2.73 higher than the previous day. The implied volatity was 30.25, the open interest changed by -33 which decreased total open position to 137
On 14 Jan PNB was trading at 128.68. The strike last trading price was 7.7, which was 2.99 higher than the previous day. The implied volatity was 28, the open interest changed by 30 which increased total open position to 171
On 13 Jan PNB was trading at 124.52. The strike last trading price was 4.72, which was 0.55 higher than the previous day. The implied volatity was 25.82, the open interest changed by 30 which increased total open position to 141
On 12 Jan PNB was trading at 123.16. The strike last trading price was 4.17, which was -0.13 lower than the previous day. The implied volatity was 24.86, the open interest changed by 23 which increased total open position to 111
On 9 Jan PNB was trading at 122.90. The strike last trading price was 4.3, which was 0.2 higher than the previous day. The implied volatity was 26.25, the open interest changed by 6 which increased total open position to 79
On 8 Jan PNB was trading at 122.81. The strike last trading price was 4.1, which was -1.38 lower than the previous day. The implied volatity was 25.45, the open interest changed by 31 which increased total open position to 72
On 7 Jan PNB was trading at 125.68. The strike last trading price was 5.48, which was -0.27 lower than the previous day. The implied volatity was 24.73, the open interest changed by 11 which increased total open position to 41
On 6 Jan PNB was trading at 125.47. The strike last trading price was 5.75, which was 0.5 higher than the previous day. The implied volatity was 25.88, the open interest changed by 16 which increased total open position to 29
On 5 Jan PNB was trading at 125.08. The strike last trading price was 5.25, which was 0.65 higher than the previous day. The implied volatity was 23.72, the open interest changed by 12 which increased total open position to 13
On 2 Jan PNB was trading at 125.35. The strike last trading price was 4.6, which was -1.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jan PNB was trading at 123.94. The strike last trading price was 4.6, which was -1.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 31 Dec PNB was trading at 123.58. The strike last trading price was 4.6, which was -1.47 lower than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 0
| PNB 24FEB2026 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.13
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 125.25 | 3.84 | -0.24 | 32.54 | 1,204 | 50 | 850 |
| 28 Jan | 124.50 | 3.95 | -0.98 | 31.18 | 357 | 107 | 801 |
| 27 Jan | 122.95 | 4.74 | -2.25 | 32.27 | 368 | 65 | 694 |
| 23 Jan | 120.15 | 7.19 | 3.42 | 35.3 | 380 | 62 | 628 |
| 22 Jan | 125.16 | 3.71 | -0.75 | 29.06 | 356 | 126 | 565 |
| 21 Jan | 123.99 | 4.43 | 0.92 | 29.06 | 313 | 31 | 439 |
| 20 Jan | 125.77 | 3.57 | 0.69 | 27.99 | 397 | 74 | 408 |
| 19 Jan | 128.05 | 2.76 | 0.73 | 29.76 | 485 | 64 | 328 |
| 16 Jan | 132.36 | 2.05 | -0.87 | 31.66 | 376 | 109 | 265 |
| 14 Jan | 128.68 | 2.91 | -1.34 | 29.98 | 102 | 48 | 157 |
| 13 Jan | 124.52 | 4.27 | -0.56 | 27.67 | 20 | -3 | 110 |
| 12 Jan | 123.16 | 4.78 | -0.28 | 28.08 | 13 | 0 | 110 |
| 9 Jan | 122.90 | 5.08 | -0.41 | 27.49 | 11 | 2 | 110 |
| 8 Jan | 122.81 | 5.49 | 1.66 | 28.92 | 16 | 0 | 108 |
| 7 Jan | 125.68 | 3.81 | -0.07 | 26.22 | 132 | 94 | 108 |
| 6 Jan | 125.47 | 3.88 | 0.33 | 26.43 | 12 | 11 | 14 |
| 5 Jan | 125.08 | 3.55 | -0.55 | 23.26 | 2 | 1 | 2 |
| 2 Jan | 125.35 | 4.1 | -3.44 | 28 | 1 | 0 | 0 |
| 1 Jan | 123.94 | 7.54 | 0 | 0.52 | 0 | 0 | 0 |
| 31 Dec | 123.58 | 7.54 | 0 | 0.46 | 0 | 0 | 0 |
For Punjab National Bank - strike price 125 expiring on 24FEB2026
Delta for 125 PE is -0.45
Historical price for 125 PE is as follows
On 29 Jan PNB was trading at 125.25. The strike last trading price was 3.84, which was -0.24 lower than the previous day. The implied volatity was 32.54, the open interest changed by 50 which increased total open position to 850
On 28 Jan PNB was trading at 124.50. The strike last trading price was 3.95, which was -0.98 lower than the previous day. The implied volatity was 31.18, the open interest changed by 107 which increased total open position to 801
On 27 Jan PNB was trading at 122.95. The strike last trading price was 4.74, which was -2.25 lower than the previous day. The implied volatity was 32.27, the open interest changed by 65 which increased total open position to 694
On 23 Jan PNB was trading at 120.15. The strike last trading price was 7.19, which was 3.42 higher than the previous day. The implied volatity was 35.3, the open interest changed by 62 which increased total open position to 628
On 22 Jan PNB was trading at 125.16. The strike last trading price was 3.71, which was -0.75 lower than the previous day. The implied volatity was 29.06, the open interest changed by 126 which increased total open position to 565
On 21 Jan PNB was trading at 123.99. The strike last trading price was 4.43, which was 0.92 higher than the previous day. The implied volatity was 29.06, the open interest changed by 31 which increased total open position to 439
On 20 Jan PNB was trading at 125.77. The strike last trading price was 3.57, which was 0.69 higher than the previous day. The implied volatity was 27.99, the open interest changed by 74 which increased total open position to 408
On 19 Jan PNB was trading at 128.05. The strike last trading price was 2.76, which was 0.73 higher than the previous day. The implied volatity was 29.76, the open interest changed by 64 which increased total open position to 328
On 16 Jan PNB was trading at 132.36. The strike last trading price was 2.05, which was -0.87 lower than the previous day. The implied volatity was 31.66, the open interest changed by 109 which increased total open position to 265
On 14 Jan PNB was trading at 128.68. The strike last trading price was 2.91, which was -1.34 lower than the previous day. The implied volatity was 29.98, the open interest changed by 48 which increased total open position to 157
On 13 Jan PNB was trading at 124.52. The strike last trading price was 4.27, which was -0.56 lower than the previous day. The implied volatity was 27.67, the open interest changed by -3 which decreased total open position to 110
On 12 Jan PNB was trading at 123.16. The strike last trading price was 4.78, which was -0.28 lower than the previous day. The implied volatity was 28.08, the open interest changed by 0 which decreased total open position to 110
On 9 Jan PNB was trading at 122.90. The strike last trading price was 5.08, which was -0.41 lower than the previous day. The implied volatity was 27.49, the open interest changed by 2 which increased total open position to 110
On 8 Jan PNB was trading at 122.81. The strike last trading price was 5.49, which was 1.66 higher than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 108
On 7 Jan PNB was trading at 125.68. The strike last trading price was 3.81, which was -0.07 lower than the previous day. The implied volatity was 26.22, the open interest changed by 94 which increased total open position to 108
On 6 Jan PNB was trading at 125.47. The strike last trading price was 3.88, which was 0.33 higher than the previous day. The implied volatity was 26.43, the open interest changed by 11 which increased total open position to 14
On 5 Jan PNB was trading at 125.08. The strike last trading price was 3.55, which was -0.55 lower than the previous day. The implied volatity was 23.26, the open interest changed by 1 which increased total open position to 2
On 2 Jan PNB was trading at 125.35. The strike last trading price was 4.1, which was -3.44 lower than the previous day. The implied volatity was 28, the open interest changed by 0 which decreased total open position to 0
On 1 Jan PNB was trading at 123.94. The strike last trading price was 7.54, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 31 Dec PNB was trading at 123.58. The strike last trading price was 7.54, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0






























































































































































































































