PNB
Punjab National Bank
Historical option data for PNB
21 Nov 2024 04:12 PM IST
| PNB 28NOV2024 90 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.03
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 96.37 | 7.15 | -6.35 | 46.11 | 104 | 7 | 73 | |||
| 20 Nov | 100.86 | 13.5 | 0.00 | - | 3 | -1 | 67 | |||
| 19 Nov | 100.86 | 13.5 | 2.40 | - | 3 | 0 | 67 | |||
| 18 Nov | 100.53 | 11.1 | 0.85 | 47.93 | 48 | 20 | 66 | |||
| 14 Nov | 99.49 | 10.25 | -0.90 | 38.33 | 11 | 3 | 43 | |||
| 13 Nov | 100.56 | 11.15 | -3.25 | - | 4 | 1 | 40 | |||
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| 12 Nov | 103.73 | 14.4 | -2.20 | 53.57 | 19 | -10 | 39 | |||
| 11 Nov | 105.14 | 16.6 | 1.50 | 70.72 | 41 | -8 | 49 | |||
| 8 Nov | 104.79 | 15.1 | -2.90 | 38.73 | 7 | 1 | 62 | |||
| 7 Nov | 106.71 | 18 | 0.20 | 62.85 | 16 | 0 | 77 | |||
| 6 Nov | 106.98 | 17.8 | 2.05 | 45.80 | 41 | -28 | 77 | |||
| 5 Nov | 104.71 | 15.75 | 0.75 | 49.29 | 26 | -7 | 104 | |||
| 4 Nov | 103.65 | 15 | 2.35 | 49.08 | 57 | 19 | 110 | |||
| 1 Nov | 100.98 | 12.65 | 2.65 | 44.02 | 5 | 1 | 91 | |||
| 31 Oct | 97.90 | 10 | -1.25 | - | 30 | 0 | 92 | |||
| 30 Oct | 99.96 | 11.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 101.33 | 11.25 | 0.00 | - | 0 | 86 | 0 | |||
| 28 Oct | 98.64 | 11.25 | 1.50 | - | 91 | 86 | 91 | |||
| 25 Oct | 95.72 | 9.75 | -1.25 | - | 9 | 3 | 5 | |||
| 24 Oct | 98.75 | 11 | -17.60 | - | 2 | 1 | 1 | |||
| 23 Oct | 96.68 | 28.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 102.49 | 28.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 102.07 | 28.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 105.06 | 28.6 | 28.60 | - | 0 | 0 | 0 | |||
| 1 Oct | 105.21 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 107.21 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 109.22 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 107.29 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 105.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 107.83 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 111.51 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 108.41 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 110.81 | 0 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 90 expiring on 28NOV2024
Delta for 90 CE is 0.88
Historical price for 90 CE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 7.15, which was -6.35 lower than the previous day. The implied volatity was 46.11, the open interest changed by 7 which increased total open position to 73
On 20 Nov PNB was trading at 100.86. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 67
On 19 Nov PNB was trading at 100.86. The strike last trading price was 13.5, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 18 Nov PNB was trading at 100.53. The strike last trading price was 11.1, which was 0.85 higher than the previous day. The implied volatity was 47.93, the open interest changed by 20 which increased total open position to 66
On 14 Nov PNB was trading at 99.49. The strike last trading price was 10.25, which was -0.90 lower than the previous day. The implied volatity was 38.33, the open interest changed by 3 which increased total open position to 43
On 13 Nov PNB was trading at 100.56. The strike last trading price was 11.15, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 40
On 12 Nov PNB was trading at 103.73. The strike last trading price was 14.4, which was -2.20 lower than the previous day. The implied volatity was 53.57, the open interest changed by -10 which decreased total open position to 39
On 11 Nov PNB was trading at 105.14. The strike last trading price was 16.6, which was 1.50 higher than the previous day. The implied volatity was 70.72, the open interest changed by -8 which decreased total open position to 49
On 8 Nov PNB was trading at 104.79. The strike last trading price was 15.1, which was -2.90 lower than the previous day. The implied volatity was 38.73, the open interest changed by 1 which increased total open position to 62
On 7 Nov PNB was trading at 106.71. The strike last trading price was 18, which was 0.20 higher than the previous day. The implied volatity was 62.85, the open interest changed by 0 which decreased total open position to 77
On 6 Nov PNB was trading at 106.98. The strike last trading price was 17.8, which was 2.05 higher than the previous day. The implied volatity was 45.80, the open interest changed by -28 which decreased total open position to 77
On 5 Nov PNB was trading at 104.71. The strike last trading price was 15.75, which was 0.75 higher than the previous day. The implied volatity was 49.29, the open interest changed by -7 which decreased total open position to 104
On 4 Nov PNB was trading at 103.65. The strike last trading price was 15, which was 2.35 higher than the previous day. The implied volatity was 49.08, the open interest changed by 19 which increased total open position to 110
On 1 Nov PNB was trading at 100.98. The strike last trading price was 12.65, which was 2.65 higher than the previous day. The implied volatity was 44.02, the open interest changed by 1 which increased total open position to 91
On 31 Oct PNB was trading at 97.90. The strike last trading price was 10, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PNB was trading at 99.96. The strike last trading price was 11.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct PNB was trading at 101.33. The strike last trading price was 11.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct PNB was trading at 98.64. The strike last trading price was 11.25, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PNB was trading at 95.72. The strike last trading price was 9.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PNB was trading at 98.75. The strike last trading price was 11, which was -17.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct PNB was trading at 96.68. The strike last trading price was 28.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct PNB was trading at 102.49. The strike last trading price was 28.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct PNB was trading at 102.07. The strike last trading price was 28.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct PNB was trading at 105.06. The strike last trading price was 28.6, which was 28.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct PNB was trading at 105.21. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept PNB was trading at 107.21. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept PNB was trading at 109.22. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept PNB was trading at 107.29. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept PNB was trading at 105.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept PNB was trading at 107.83. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept PNB was trading at 111.51. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept PNB was trading at 108.41. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept PNB was trading at 110.81. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PNB 28NOV2024 90 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.03
Theta: -0.11
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 96.37 | 0.55 | 0.35 | 52.04 | 2,581 | 193 | 784 |
| 20 Nov | 100.86 | 0.2 | 0.00 | 48.37 | 376 | -8 | 597 |
| 19 Nov | 100.86 | 0.2 | -0.05 | 48.37 | 376 | -2 | 597 |
| 18 Nov | 100.53 | 0.25 | -0.05 | 47.76 | 368 | 18 | 599 |
| 14 Nov | 99.49 | 0.3 | 0.00 | 39.90 | 391 | 33 | 584 |
| 13 Nov | 100.56 | 0.3 | 0.05 | 41.70 | 1,004 | -63 | 557 |
| 12 Nov | 103.73 | 0.25 | 0.05 | 45.08 | 419 | 5 | 621 |
| 11 Nov | 105.14 | 0.2 | 0.00 | 45.07 | 490 | -2 | 617 |
| 8 Nov | 104.79 | 0.2 | -0.05 | 40.54 | 401 | -50 | 619 |
| 7 Nov | 106.71 | 0.25 | 0.05 | 45.79 | 249 | -56 | 670 |
| 6 Nov | 106.98 | 0.2 | -0.20 | 43.43 | 565 | 83 | 730 |
| 5 Nov | 104.71 | 0.4 | -0.15 | 44.67 | 1,178 | 34 | 650 |
| 4 Nov | 103.65 | 0.55 | -0.30 | 45.65 | 928 | 92 | 616 |
| 1 Nov | 100.98 | 0.85 | -0.15 | 43.51 | 288 | 119 | 522 |
| 31 Oct | 97.90 | 1 | 0.20 | - | 41 | -7 | 403 |
| 30 Oct | 99.96 | 0.8 | 0.05 | - | 2 | -1 | 411 |
| 29 Oct | 101.33 | 0.75 | -0.45 | - | 56 | -14 | 413 |
| 28 Oct | 98.64 | 1.2 | -1.60 | - | 691 | 201 | 425 |
| 25 Oct | 95.72 | 2.8 | 1.10 | - | 372 | 80 | 224 |
| 24 Oct | 98.75 | 1.7 | -10.80 | - | 231 | 132 | 148 |
| 23 Oct | 96.68 | 12.5 | 11.40 | - | 3 | 0 | 17 |
| 8 Oct | 102.49 | 1.1 | 0.00 | - | 2 | 0 | 19 |
| 7 Oct | 102.07 | 1.1 | 0.35 | - | 27 | 2 | 19 |
| 3 Oct | 105.06 | 0.75 | 0.15 | - | 7 | 0 | 18 |
| 1 Oct | 105.21 | 0.6 | 0.00 | - | 18 | 10 | 18 |
| 30 Sept | 107.21 | 0.6 | 0.10 | - | 2 | 0 | 8 |
| 27 Sept | 109.22 | 0.5 | -0.20 | - | 5 | -1 | 7 |
| 26 Sept | 107.29 | 0.7 | -0.30 | - | 7 | 2 | 8 |
| 25 Sept | 105.05 | 1 | 0.00 | - | 7 | 5 | 6 |
| 24 Sept | 107.83 | 1 | 0.00 | - | 0 | 0 | 1 |
| 23 Sept | 111.51 | 1 | 0.00 | - | 0 | 0 | 1 |
| 20 Sept | 108.41 | 1 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 110.81 | 1 | - | 0 | 0 | 0 | |
For Punjab National Bank - strike price 90 expiring on 28NOV2024
Delta for 90 PE is -0.15
Historical price for 90 PE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 0.55, which was 0.35 higher than the previous day. The implied volatity was 52.04, the open interest changed by 193 which increased total open position to 784
On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 48.37, the open interest changed by -8 which decreased total open position to 597
On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 48.37, the open interest changed by -2 which decreased total open position to 597
On 18 Nov PNB was trading at 100.53. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 47.76, the open interest changed by 18 which increased total open position to 599
On 14 Nov PNB was trading at 99.49. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 39.90, the open interest changed by 33 which increased total open position to 584
On 13 Nov PNB was trading at 100.56. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 41.70, the open interest changed by -63 which decreased total open position to 557
On 12 Nov PNB was trading at 103.73. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 45.08, the open interest changed by 5 which increased total open position to 621
On 11 Nov PNB was trading at 105.14. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 45.07, the open interest changed by -2 which decreased total open position to 617
On 8 Nov PNB was trading at 104.79. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 40.54, the open interest changed by -50 which decreased total open position to 619
On 7 Nov PNB was trading at 106.71. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 45.79, the open interest changed by -56 which decreased total open position to 670
On 6 Nov PNB was trading at 106.98. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 43.43, the open interest changed by 83 which increased total open position to 730
On 5 Nov PNB was trading at 104.71. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 44.67, the open interest changed by 34 which increased total open position to 650
On 4 Nov PNB was trading at 103.65. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 45.65, the open interest changed by 92 which increased total open position to 616
On 1 Nov PNB was trading at 100.98. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 43.51, the open interest changed by 119 which increased total open position to 522
On 31 Oct PNB was trading at 97.90. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PNB was trading at 99.96. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct PNB was trading at 101.33. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct PNB was trading at 98.64. The strike last trading price was 1.2, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PNB was trading at 95.72. The strike last trading price was 2.8, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PNB was trading at 98.75. The strike last trading price was 1.7, which was -10.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct PNB was trading at 96.68. The strike last trading price was 12.5, which was 11.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct PNB was trading at 102.49. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct PNB was trading at 102.07. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct PNB was trading at 105.06. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct PNB was trading at 105.21. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept PNB was trading at 107.21. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept PNB was trading at 109.22. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept PNB was trading at 107.29. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept PNB was trading at 105.05. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept PNB was trading at 107.83. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept PNB was trading at 111.51. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept PNB was trading at 108.41. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept PNB was trading at 110.81. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
