PNB
Punjab National Bank
Historical option data for PNB
21 Nov 2024 04:12 PM IST
| PNB 28NOV2024 94 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.05
Theta: -0.15
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 96.37 | 3.85 | -3.75 | 41.54 | 265 | 23 | 50 | |||
| 20 Nov | 100.86 | 7.6 | 0.00 | 49.93 | 4 | -2 | 28 | |||
| 19 Nov | 100.86 | 7.6 | -0.80 | 49.93 | 4 | -1 | 28 | |||
| 18 Nov | 100.53 | 8.4 | 1.80 | 63.79 | 9 | 1 | 29 | |||
| 14 Nov | 99.49 | 6.6 | -0.40 | 33.67 | 61 | 26 | 28 | |||
| 13 Nov | 100.56 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 103.73 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 105.14 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 104.79 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 106.71 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 106.98 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 104.71 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 103.65 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 100.98 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 97.90 | 7 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 99.96 | 7 | 0.00 | - | 0 | 0 | 2 | |||
| 29 Oct | 101.33 | 7 | 0.00 | - | 0 | 0 | 2 | |||
| 28 Oct | 98.64 | 7 | 0.00 | - | 0 | 2 | 0 | |||
| 25 Oct | 95.72 | 7 | -9.90 | - | 3 | 2 | 2 | |||
| 24 Oct | 98.75 | 16.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 96.68 | 16.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 102.49 | 16.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 102.07 | 16.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 105.06 | 16.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 105.21 | 16.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 107.21 | 16.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 109.22 | 16.9 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 94 expiring on 28NOV2024
Delta for 94 CE is 0.70
Historical price for 94 CE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 3.85, which was -3.75 lower than the previous day. The implied volatity was 41.54, the open interest changed by 23 which increased total open position to 50
On 20 Nov PNB was trading at 100.86. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 49.93, the open interest changed by -2 which decreased total open position to 28
On 19 Nov PNB was trading at 100.86. The strike last trading price was 7.6, which was -0.80 lower than the previous day. The implied volatity was 49.93, the open interest changed by -1 which decreased total open position to 28
On 18 Nov PNB was trading at 100.53. The strike last trading price was 8.4, which was 1.80 higher than the previous day. The implied volatity was 63.79, the open interest changed by 1 which increased total open position to 29
On 14 Nov PNB was trading at 99.49. The strike last trading price was 6.6, which was -0.40 lower than the previous day. The implied volatity was 33.67, the open interest changed by 26 which increased total open position to 28
On 13 Nov PNB was trading at 100.56. The strike last trading price was 7, 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 12 Nov PNB was trading at 103.73. The strike last trading price was 7, 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 11 Nov PNB was trading at 105.14. The strike last trading price was 7, 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 8 Nov PNB was trading at 104.79. The strike last trading price was 7, 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 7 Nov PNB was trading at 106.71. The strike last trading price was 7, 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 6 Nov PNB was trading at 106.98. The strike last trading price was 7, 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 5 Nov PNB was trading at 104.71. The strike last trading price was 7, 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 4 Nov PNB was trading at 103.65. The strike last trading price was 7, 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 1 Nov PNB was trading at 100.98. The strike last trading price was 7, 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 31 Oct PNB was trading at 97.90. The strike last trading price was 7, 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 7, 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 7, 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 7, 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 7, which was -9.90 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PNB 28NOV2024 94 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.05
Theta: -0.14
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 96.37 | 1.15 | 0.70 | 43.26 | 1,825 | 136 | 320 |
| 20 Nov | 100.86 | 0.45 | 0.00 | 41.43 | 189 | 11 | 192 |
| 19 Nov | 100.86 | 0.45 | -0.05 | 41.43 | 189 | 19 | 192 |
| 18 Nov | 100.53 | 0.5 | -0.20 | 40.78 | 299 | 18 | 177 |
| 14 Nov | 99.49 | 0.7 | 0.10 | 35.88 | 252 | -30 | 158 |
| 13 Nov | 100.56 | 0.6 | 0.25 | 36.56 | 131 | -6 | 189 |
| 12 Nov | 103.73 | 0.35 | 0.05 | 37.07 | 29 | 0 | 195 |
| 11 Nov | 105.14 | 0.3 | -0.10 | 38.29 | 75 | 21 | 199 |
| 8 Nov | 104.79 | 0.4 | 0.05 | 36.85 | 42 | 0 | 179 |
| 7 Nov | 106.71 | 0.35 | 0.00 | 39.44 | 52 | 7 | 180 |
| 6 Nov | 106.98 | 0.35 | -0.35 | 39.32 | 85 | 5 | 189 |
| 5 Nov | 104.71 | 0.7 | -0.25 | 41.03 | 182 | 41 | 191 |
| 4 Nov | 103.65 | 0.95 | -0.40 | 42.34 | 595 | 22 | 147 |
| 1 Nov | 100.98 | 1.35 | -1.10 | 39.28 | 9 | 3 | 125 |
| 31 Oct | 97.90 | 2.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 99.96 | 2.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 101.33 | 2.45 | 0.00 | - | 0 | 6 | 0 |
| 28 Oct | 98.64 | 2.45 | -1.70 | - | 60 | 4 | 121 |
| 25 Oct | 95.72 | 4.15 | 1.40 | - | 31 | 11 | 117 |
| 24 Oct | 98.75 | 2.75 | 0.35 | - | 114 | 106 | 106 |
| 23 Oct | 96.68 | 2.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 102.49 | 2.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 102.07 | 2.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 105.06 | 2.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 105.21 | 2.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 107.21 | 2.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 109.22 | 2.4 | - | 0 | 0 | 0 | |
For Punjab National Bank - strike price 94 expiring on 28NOV2024
Delta for 94 PE is -0.30
Historical price for 94 PE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 1.15, which was 0.70 higher than the previous day. The implied volatity was 43.26, the open interest changed by 136 which increased total open position to 320
On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 41.43, the open interest changed by 11 which increased total open position to 192
On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 41.43, the open interest changed by 19 which increased total open position to 192
On 18 Nov PNB was trading at 100.53. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 40.78, the open interest changed by 18 which increased total open position to 177
On 14 Nov PNB was trading at 99.49. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 35.88, the open interest changed by -30 which decreased total open position to 158
On 13 Nov PNB was trading at 100.56. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 36.56, the open interest changed by -6 which decreased total open position to 189
On 12 Nov PNB was trading at 103.73. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 195
On 11 Nov PNB was trading at 105.14. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 38.29, the open interest changed by 21 which increased total open position to 199
On 8 Nov PNB was trading at 104.79. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 36.85, the open interest changed by 0 which decreased total open position to 179
On 7 Nov PNB was trading at 106.71. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 39.44, the open interest changed by 7 which increased total open position to 180
On 6 Nov PNB was trading at 106.98. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 39.32, the open interest changed by 5 which increased total open position to 189
On 5 Nov PNB was trading at 104.71. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 41.03, the open interest changed by 41 which increased total open position to 191
On 4 Nov PNB was trading at 103.65. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 42.34, the open interest changed by 22 which increased total open position to 147
On 1 Nov PNB was trading at 100.98. The strike last trading price was 1.35, which was -1.10 lower than the previous day. The implied volatity was 39.28, the open interest changed by 3 which increased total open position to 125
On 31 Oct PNB was trading at 97.90. The strike last trading price was 2.45, 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 2.45, 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 2.45, 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 2.45, which was -1.70 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 4.15, which was 1.40 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 2.75, 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 23 Oct PNB was trading at 96.68. The strike last trading price was 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
