PNB
Punjab National Bank
Historical option data for PNB
26 Dec 2024 04:12 PM IST
| PNB 30JAN2025 95 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 0.08
Theta: -0.06
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 102.16 | 9 | 0.40 | 31.02 | 179 | -113 | 156 | |||
| 24 Dec | 101.64 | 8.6 | -0.75 | 29.22 | 6 | 4 | 269 | |||
| 23 Dec | 101.38 | 9.35 | 0.55 | 36.93 | 14 | 1 | 265 | |||
| 20 Dec | 100.77 | 8.8 | -1.90 | 35.31 | 24 | 10 | 262 | |||
|
|
||||||||||
| 19 Dec | 103.52 | 10.7 | 0.20 | 33.24 | 345 | 239 | 251 | |||
| 18 Dec | 103.03 | 10.5 | -4.85 | 33.78 | 15 | 5 | 5 | |||
| 17 Dec | 105.99 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 108.18 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 107.73 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 107.82 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 108.58 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 110.47 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 108.77 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 110.10 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 109.08 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 110.01 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 107.97 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 105.00 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 104.90 | 15.35 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 95 expiring on 30JAN2025
Delta for 95 CE is 0.81
Historical price for 95 CE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 9, which was 0.40 higher than the previous day. The implied volatity was 31.02, the open interest changed by -113 which decreased total open position to 156
On 24 Dec PNB was trading at 101.64. The strike last trading price was 8.6, which was -0.75 lower than the previous day. The implied volatity was 29.22, the open interest changed by 4 which increased total open position to 269
On 23 Dec PNB was trading at 101.38. The strike last trading price was 9.35, which was 0.55 higher than the previous day. The implied volatity was 36.93, the open interest changed by 1 which increased total open position to 265
On 20 Dec PNB was trading at 100.77. The strike last trading price was 8.8, which was -1.90 lower than the previous day. The implied volatity was 35.31, the open interest changed by 10 which increased total open position to 262
On 19 Dec PNB was trading at 103.52. The strike last trading price was 10.7, which was 0.20 higher than the previous day. The implied volatity was 33.24, the open interest changed by 239 which increased total open position to 251
On 18 Dec PNB was trading at 103.03. The strike last trading price was 10.5, which was -4.85 lower than the previous day. The implied volatity was 33.78, the open interest changed by 5 which increased total open position to 5
On 17 Dec PNB was trading at 105.99. The strike last trading price was 15.35, 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 16 Dec PNB was trading at 108.18. The strike last trading price was 15.35, 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 Dec PNB was trading at 107.73. The strike last trading price was 15.35, 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 Dec PNB was trading at 107.82. The strike last trading price was 15.35, 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 Dec PNB was trading at 108.58. The strike last trading price was 15.35, 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 10 Dec PNB was trading at 110.47. The strike last trading price was 15.35, 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 9 Dec PNB was trading at 108.77. The strike last trading price was 15.35, 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 Dec PNB was trading at 110.10. The strike last trading price was 15.35, 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 Dec PNB was trading at 109.08. The strike last trading price was 15.35, 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 Dec PNB was trading at 110.01. The strike last trading price was 15.35, 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 3 Dec PNB was trading at 107.97. The strike last trading price was 15.35, 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 2 Dec PNB was trading at 105.00. The strike last trading price was 15.35, 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 15.35, 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 30JAN2025 95 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.09
Theta: -0.03
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 102.16 | 1.15 | -0.05 | 32.26 | 320 | 53 | 499 |
| 24 Dec | 101.64 | 1.2 | -0.40 | 31.09 | 257 | 44 | 444 |
| 23 Dec | 101.38 | 1.6 | -0.60 | 34.78 | 215 | 71 | 403 |
| 20 Dec | 100.77 | 2.2 | 0.80 | 37.50 | 114 | 15 | 327 |
| 19 Dec | 103.52 | 1.4 | 0.00 | 35.22 | 383 | 119 | 307 |
| 18 Dec | 103.03 | 1.4 | 0.60 | 34.11 | 287 | 125 | 187 |
| 17 Dec | 105.99 | 0.8 | 0.25 | 32.16 | 34 | 0 | 61 |
| 16 Dec | 108.18 | 0.55 | -0.10 | 31.46 | 91 | 5 | 65 |
| 13 Dec | 107.73 | 0.65 | -0.20 | 32.14 | 86 | 35 | 60 |
| 12 Dec | 107.82 | 0.85 | 0.05 | 34.38 | 22 | 14 | 23 |
| 11 Dec | 108.58 | 0.8 | -0.10 | 34.48 | 1 | 0 | 8 |
| 10 Dec | 110.47 | 0.9 | 0.00 | 0.00 | 0 | 5 | 0 |
| 9 Dec | 108.77 | 0.9 | 0.10 | 35.84 | 6 | 5 | 8 |
| 6 Dec | 110.10 | 0.8 | -2.05 | 35.39 | 3 | 2 | 2 |
| 5 Dec | 109.08 | 2.85 | 0.00 | 11.45 | 0 | 0 | 0 |
| 4 Dec | 110.01 | 2.85 | 0.00 | 11.90 | 0 | 0 | 0 |
| 3 Dec | 107.97 | 2.85 | 0.00 | 10.66 | 0 | 0 | 0 |
| 2 Dec | 105.00 | 2.85 | 0.00 | 8.94 | 0 | 0 | 0 |
| 29 Nov | 104.90 | 2.85 | 8.70 | 0 | 0 | 0 | |
For Punjab National Bank - strike price 95 expiring on 30JAN2025
Delta for 95 PE is -0.19
Historical price for 95 PE is as follows
On 26 Dec PNB was trading at 102.16. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 32.26, the open interest changed by 53 which increased total open position to 499
On 24 Dec PNB was trading at 101.64. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 31.09, the open interest changed by 44 which increased total open position to 444
On 23 Dec PNB was trading at 101.38. The strike last trading price was 1.6, which was -0.60 lower than the previous day. The implied volatity was 34.78, the open interest changed by 71 which increased total open position to 403
On 20 Dec PNB was trading at 100.77. The strike last trading price was 2.2, which was 0.80 higher than the previous day. The implied volatity was 37.50, the open interest changed by 15 which increased total open position to 327
On 19 Dec PNB was trading at 103.52. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 35.22, the open interest changed by 119 which increased total open position to 307
On 18 Dec PNB was trading at 103.03. The strike last trading price was 1.4, which was 0.60 higher than the previous day. The implied volatity was 34.11, the open interest changed by 125 which increased total open position to 187
On 17 Dec PNB was trading at 105.99. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 32.16, the open interest changed by 0 which decreased total open position to 61
On 16 Dec PNB was trading at 108.18. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 31.46, the open interest changed by 5 which increased total open position to 65
On 13 Dec PNB was trading at 107.73. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 32.14, the open interest changed by 35 which increased total open position to 60
On 12 Dec PNB was trading at 107.82. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 34.38, the open interest changed by 14 which increased total open position to 23
On 11 Dec PNB was trading at 108.58. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 8
On 10 Dec PNB was trading at 110.47. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 9 Dec PNB was trading at 108.77. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 35.84, the open interest changed by 5 which increased total open position to 8
On 6 Dec PNB was trading at 110.10. The strike last trading price was 0.8, which was -2.05 lower than the previous day. The implied volatity was 35.39, the open interest changed by 2 which increased total open position to 2
On 5 Dec PNB was trading at 109.08. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 11.45, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PNB was trading at 110.01. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 11.90, the open interest changed by 0 which decreased total open position to 0
On 3 Dec PNB was trading at 107.97. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 10.66, 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 2.85, which was 0.00 lower than the previous day. The implied volatity was 8.94, 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 2.85, which was lower than the previous day. The implied volatity was 8.70, the open interest changed by 0 which decreased total open position to 0
