PNB
Punjab National Bank
Historical option data for PNB
21 Nov 2024 04:12 PM IST
| PNB 28NOV2024 93 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.04
Theta: -0.15
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 96.37 | 4.7 | -12.95 | 44.77 | 100 | 15 | 15 | |||
| 20 Nov | 100.86 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 100.86 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 100.53 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 99.49 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 100.56 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 103.73 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 105.14 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 104.79 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 106.71 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 106.98 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 104.71 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 103.65 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 100.98 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 97.90 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 99.96 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 101.33 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 98.64 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 95.72 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 98.75 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 96.68 | 17.65 | 17.65 | - | 0 | 0 | 0 | |||
| 8 Oct | 102.49 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 102.07 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 105.06 | 0 | 0.00 | - | 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 | 0 | 0 | ||||
For Punjab National Bank - strike price 93 expiring on 28NOV2024
Delta for 93 CE is 0.75
Historical price for 93 CE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 4.7, which was -12.95 lower than the previous day. The implied volatity was 44.77, the open interest changed by 15 which increased total open position to 15
On 20 Nov PNB was trading at 100.86. The strike last trading price was 17.65, 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 19 Nov PNB was trading at 100.86. The strike last trading price was 17.65, 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 18 Nov PNB was trading at 100.53. The strike last trading price was 17.65, 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 14 Nov PNB was trading at 99.49. The strike last trading price was 17.65, 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 13 Nov PNB was trading at 100.56. The strike last trading price was 17.65, 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 12 Nov PNB was trading at 103.73. The strike last trading price was 17.65, 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 11 Nov PNB was trading at 105.14. The strike last trading price was 17.65, 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 8 Nov PNB was trading at 104.79. The strike last trading price was 17.65, 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 7 Nov PNB was trading at 106.71. The strike last trading price was 17.65, 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 6 Nov PNB was trading at 106.98. The strike last trading price was 17.65, 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 5 Nov PNB was trading at 104.71. The strike last trading price was 17.65, 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 4 Nov PNB was trading at 103.65. The strike last trading price was 17.65, 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 1 Nov PNB was trading at 100.98. The strike last trading price was 17.65, 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 31 Oct PNB was trading at 97.90. The strike last trading price was 17.65, 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 Oct PNB was trading at 99.96. The strike last trading price was 17.65, 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 17.65, 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 17.65, 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 Oct PNB was trading at 95.72. The strike last trading price was 17.65, 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 Oct PNB was trading at 98.75. The strike last trading price was 17.65, 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 Oct PNB was trading at 96.68. The strike last trading price was 17.65, which was 17.65 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 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 7 Oct PNB was trading at 102.07. 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 3 Oct PNB was trading at 105.06. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PNB 28NOV2024 93 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.04
Theta: -0.13
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 96.37 | 0.9 | 0.50 | 44.28 | 893 | 55 | 167 |
| 20 Nov | 100.86 | 0.4 | 0.00 | 44.15 | 57 | -7 | 112 |
| 19 Nov | 100.86 | 0.4 | 0.00 | 44.15 | 57 | -7 | 112 |
| 18 Nov | 100.53 | 0.4 | -0.15 | 41.98 | 107 | 0 | 120 |
| 14 Nov | 99.49 | 0.55 | 0.10 | 36.50 | 62 | 11 | 118 |
| 13 Nov | 100.56 | 0.45 | 0.20 | 36.55 | 64 | 2 | 89 |
| 12 Nov | 103.73 | 0.25 | -0.05 | 36.80 | 13 | 7 | 84 |
| 11 Nov | 105.14 | 0.3 | -0.05 | 41.04 | 9 | -1 | 79 |
| 8 Nov | 104.79 | 0.35 | 0.05 | 38.42 | 2 | 0 | 79 |
| 7 Nov | 106.71 | 0.3 | -0.05 | 40.41 | 43 | -14 | 69 |
| 6 Nov | 106.98 | 0.35 | -0.25 | 41.70 | 51 | 15 | 89 |
| 5 Nov | 104.71 | 0.6 | -0.25 | 41.76 | 101 | -7 | 74 |
| 4 Nov | 103.65 | 0.85 | 0.40 | 43.51 | 126 | 58 | 82 |
| 1 Nov | 100.98 | 0.45 | 0.00 | 0.00 | 0 | -1 | 0 |
| 31 Oct | 97.90 | 0.45 | -1.65 | - | 1 | 0 | 25 |
| 30 Oct | 99.96 | 2.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 101.33 | 2.1 | 0.00 | - | 0 | 15 | 0 |
| 28 Oct | 98.64 | 2.1 | -1.50 | - | 41 | 5 | 15 |
| 25 Oct | 95.72 | 3.6 | 0.75 | - | 10 | 7 | 10 |
| 24 Oct | 98.75 | 2.85 | 0.65 | - | 3 | 2 | 2 |
| 23 Oct | 96.68 | 2.2 | 2.20 | - | 0 | 0 | 0 |
| 8 Oct | 102.49 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 102.07 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 105.06 | 0 | 0.00 | - | 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 | 0 | 0 | |
For Punjab National Bank - strike price 93 expiring on 28NOV2024
Delta for 93 PE is -0.25
Historical price for 93 PE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 0.9, which was 0.50 higher than the previous day. The implied volatity was 44.28, the open interest changed by 55 which increased total open position to 167
On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 44.15, the open interest changed by -7 which decreased total open position to 112
On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 44.15, the open interest changed by -7 which decreased total open position to 112
On 18 Nov PNB was trading at 100.53. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 41.98, the open interest changed by 0 which decreased total open position to 120
On 14 Nov PNB was trading at 99.49. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 36.50, the open interest changed by 11 which increased total open position to 118
On 13 Nov PNB was trading at 100.56. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 36.55, the open interest changed by 2 which increased total open position to 89
On 12 Nov PNB was trading at 103.73. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.80, the open interest changed by 7 which increased total open position to 84
On 11 Nov PNB was trading at 105.14. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.04, the open interest changed by -1 which decreased total open position to 79
On 8 Nov PNB was trading at 104.79. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 38.42, the open interest changed by 0 which decreased total open position to 79
On 7 Nov PNB was trading at 106.71. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 40.41, the open interest changed by -14 which decreased total open position to 69
On 6 Nov PNB was trading at 106.98. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 41.70, the open interest changed by 15 which increased total open position to 89
On 5 Nov PNB was trading at 104.71. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 41.76, the open interest changed by -7 which decreased total open position to 74
On 4 Nov PNB was trading at 103.65. The strike last trading price was 0.85, which was 0.40 higher than the previous day. The implied volatity was 43.51, the open interest changed by 58 which increased total open position to 82
On 1 Nov PNB was trading at 100.98. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 31 Oct PNB was trading at 97.90. The strike last trading price was 0.45, which was -1.65 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 2.1, 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 29 Oct PNB was trading at 101.33. The strike last trading price was 2.1, 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 28 Oct PNB was trading at 98.64. The strike last trading price was 2.1, which was -1.50 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 3.6, which was 0.75 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 2.85, which was 0.65 higher 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 2.2, which was 2.20 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 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 7 Oct PNB was trading at 102.07. 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 3 Oct PNB was trading at 105.06. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
