PNB
Punjab National Bank
Historical option data for PNB
03 Dec 2024 04:12 PM IST
| PNB 26DEC2024 85 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | |||
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| 3 Dec | 107.97 | 15.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 105.00 | 15.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 104.90 | 15.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 106.29 | 15.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 104.38 | 15.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 105.11 | 15.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 104.11 | 15.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 99.82 | 15.6 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 85 expiring on 26DEC2024
Delta for 85 CE is 0.00
Historical price for 85 CE is as follows
On 3 Dec PNB was trading at 107.97. The strike last trading price was 15.6, 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 2 Dec PNB was trading at 105.00. The strike last trading price was 15.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov PNB was trading at 104.90. The strike last trading price was 15.6, which was 0.00 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 106.29. The strike last trading price was 15.6, which was 0.00 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 104.38. The strike last trading price was 15.6, which was 0.00 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 105.11. The strike last trading price was 15.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PNB was trading at 104.11. The strike last trading price was 15.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov PNB was trading at 99.82. The strike last trading price was 15.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PNB 26DEC2024 85 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 107.97 | 0.1 | -0.05 | 48.65 | 89 | 36 | 156 |
| 2 Dec | 105.00 | 0.15 | 0.00 | 46.47 | 10 | 4 | 120 |
| 29 Nov | 104.90 | 0.15 | -0.05 | 43.78 | 101 | 30 | 115 |
| 28 Nov | 106.29 | 0.2 | -0.05 | 48.72 | 47 | 15 | 60 |
| 27 Nov | 104.38 | 0.25 | 0.00 | 45.98 | 26 | 12 | 37 |
| 26 Nov | 105.11 | 0.25 | -0.05 | 46.27 | 23 | 18 | 23 |
| 25 Nov | 104.11 | 0.3 | -0.40 | 45.81 | 5 | 4 | 4 |
| 22 Nov | 99.82 | 0.7 | 46.01 | 2 | 1 | 1 | |
For Punjab National Bank - strike price 85 expiring on 26DEC2024
Delta for 85 PE is -0.02
Historical price for 85 PE is as follows
On 3 Dec PNB was trading at 107.97. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 48.65, the open interest changed by 36 which increased total open position to 156
On 2 Dec PNB was trading at 105.00. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 46.47, the open interest changed by 4 which increased total open position to 120
On 29 Nov PNB was trading at 104.90. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 43.78, the open interest changed by 30 which increased total open position to 115
On 28 Nov PNB was trading at 106.29. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 48.72, the open interest changed by 15 which increased total open position to 60
On 27 Nov PNB was trading at 104.38. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 45.98, the open interest changed by 12 which increased total open position to 37
On 26 Nov PNB was trading at 105.11. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 46.27, the open interest changed by 18 which increased total open position to 23
On 25 Nov PNB was trading at 104.11. The strike last trading price was 0.3, which was -0.40 lower than the previous day. The implied volatity was 45.81, the open interest changed by 4 which increased total open position to 4
On 22 Nov PNB was trading at 99.82. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 46.01, the open interest changed by 1 which increased total open position to 1
