PNB
Punjab National Bank
Historical option data for PNB
26 Dec 2024 04:12 PM IST
| PNB 30JAN2025 80 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 102.16 | 21.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 101.64 | 21.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 23 Dec | 101.38 | 21.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 100.77 | 21.1 | 0.00 | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 80 expiring on 30JAN2025
Delta for 80 CE is 0.00
Historical price for 80 CE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 21.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 21.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 21.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 21.1, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PNB 30JAN2025 80 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.02
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 102.16 | 0.1 | -0.15 | 41.26 | 18 | 11 | 27 |
| 24 Dec | 101.64 | 0.25 | 0.05 | 46.46 | 9 | 7 | 15 |
| 23 Dec | 101.38 | 0.2 | -0.05 | 43.85 | 9 | 5 | 7 |
| 20 Dec | 100.77 | 0.25 | 43.14 | 1 | 0 | 2 | |
For Punjab National Bank - strike price 80 expiring on 30JAN2025
Delta for 80 PE is -0.02
Historical price for 80 PE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 41.26, the open interest changed by 11 which increased total open position to 27
On 24 Dec PNB was trading at 101.64. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 46.46, the open interest changed by 7 which increased total open position to 15
On 23 Dec PNB was trading at 101.38. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 43.85, the open interest changed by 5 which increased total open position to 7
On 20 Dec PNB was trading at 100.77. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was 43.14, the open interest changed by 0 which decreased total open position to 2
