PNB
Punjab National Bank
Historical option data for PNB
21 Nov 2024 04:12 PM IST
| PNB 28NOV2024 95 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.05
Theta: -0.16
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 96.37 | 3.1 | -3.25 | 39.52 | 1,952 | 95 | 354 | |||
| 20 Nov | 100.86 | 6.35 | 0.00 | 37.26 | 96 | 2 | 263 | |||
| 19 Nov | 100.86 | 6.35 | 0.05 | 37.26 | 96 | 6 | 263 | |||
| 18 Nov | 100.53 | 6.3 | 0.50 | 35.01 | 74 | 0 | 256 | |||
| 14 Nov | 99.49 | 5.8 | -1.05 | 33.55 | 52 | 7 | 256 | |||
| 13 Nov | 100.56 | 6.85 | -2.85 | 34.00 | 42 | 9 | 250 | |||
| 12 Nov | 103.73 | 9.7 | -0.90 | 43.86 | 4 | 0 | 241 | |||
| 11 Nov | 105.14 | 10.6 | 0.10 | 28.94 | 15 | -10 | 242 | |||
| 8 Nov | 104.79 | 10.5 | -2.30 | 37.12 | 15 | -7 | 254 | |||
| 7 Nov | 106.71 | 12.8 | -0.20 | 43.13 | 13 | 3 | 261 | |||
| 6 Nov | 106.98 | 13 | 2.00 | 38.91 | 44 | -14 | 258 | |||
| 5 Nov | 104.71 | 11 | 0.55 | 40.10 | 164 | 28 | 273 | |||
| 4 Nov | 103.65 | 10.45 | 2.05 | 42.11 | 315 | 98 | 244 | |||
| 1 Nov | 100.98 | 8.4 | 1.85 | 39.16 | 43 | -5 | 147 | |||
| 31 Oct | 97.90 | 6.55 | -0.05 | - | 8 | -4 | 153 | |||
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| 30 Oct | 99.96 | 6.6 | -1.60 | - | 9 | -8 | 158 | |||
| 29 Oct | 101.33 | 8.2 | 0.90 | - | 4 | -3 | 167 | |||
| 28 Oct | 98.64 | 7.3 | 1.10 | - | 262 | 58 | 169 | |||
| 25 Oct | 95.72 | 6.2 | -1.30 | - | 182 | 92 | 111 | |||
| 24 Oct | 98.75 | 7.5 | -17.10 | - | 27 | 17 | 17 | |||
| 23 Oct | 96.68 | 24.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 105.05 | 24.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 102.49 | 24.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 102.07 | 24.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 105.06 | 24.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 105.21 | 24.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 107.21 | 24.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 109.22 | 24.6 | 24.60 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 115.59 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 116.52 | 0 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 95 expiring on 28NOV2024
Delta for 95 CE is 0.64
Historical price for 95 CE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 3.1, which was -3.25 lower than the previous day. The implied volatity was 39.52, the open interest changed by 95 which increased total open position to 354
On 20 Nov PNB was trading at 100.86. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was 37.26, the open interest changed by 2 which increased total open position to 263
On 19 Nov PNB was trading at 100.86. The strike last trading price was 6.35, which was 0.05 higher than the previous day. The implied volatity was 37.26, the open interest changed by 6 which increased total open position to 263
On 18 Nov PNB was trading at 100.53. The strike last trading price was 6.3, which was 0.50 higher than the previous day. The implied volatity was 35.01, the open interest changed by 0 which decreased total open position to 256
On 14 Nov PNB was trading at 99.49. The strike last trading price was 5.8, which was -1.05 lower than the previous day. The implied volatity was 33.55, the open interest changed by 7 which increased total open position to 256
On 13 Nov PNB was trading at 100.56. The strike last trading price was 6.85, which was -2.85 lower than the previous day. The implied volatity was 34.00, the open interest changed by 9 which increased total open position to 250
On 12 Nov PNB was trading at 103.73. The strike last trading price was 9.7, which was -0.90 lower than the previous day. The implied volatity was 43.86, the open interest changed by 0 which decreased total open position to 241
On 11 Nov PNB was trading at 105.14. The strike last trading price was 10.6, which was 0.10 higher than the previous day. The implied volatity was 28.94, the open interest changed by -10 which decreased total open position to 242
On 8 Nov PNB was trading at 104.79. The strike last trading price was 10.5, which was -2.30 lower than the previous day. The implied volatity was 37.12, the open interest changed by -7 which decreased total open position to 254
On 7 Nov PNB was trading at 106.71. The strike last trading price was 12.8, which was -0.20 lower than the previous day. The implied volatity was 43.13, the open interest changed by 3 which increased total open position to 261
On 6 Nov PNB was trading at 106.98. The strike last trading price was 13, which was 2.00 higher than the previous day. The implied volatity was 38.91, the open interest changed by -14 which decreased total open position to 258
On 5 Nov PNB was trading at 104.71. The strike last trading price was 11, which was 0.55 higher than the previous day. The implied volatity was 40.10, the open interest changed by 28 which increased total open position to 273
On 4 Nov PNB was trading at 103.65. The strike last trading price was 10.45, which was 2.05 higher than the previous day. The implied volatity was 42.11, the open interest changed by 98 which increased total open position to 244
On 1 Nov PNB was trading at 100.98. The strike last trading price was 8.4, which was 1.85 higher than the previous day. The implied volatity was 39.16, the open interest changed by -5 which decreased total open position to 147
On 31 Oct PNB was trading at 97.90. The strike last trading price was 6.55, which was -0.05 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 6.6, 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 29 Oct PNB was trading at 101.33. The strike last trading price was 8.2, which was 0.90 higher 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 7.3, 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 25 Oct PNB was trading at 95.72. The strike last trading price was 6.2, which was -1.30 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 7.5, which was -17.10 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 24.6, 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 16 Oct PNB was trading at 105.05. The strike last trading price was 24.6, 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 24.6, 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 24.6, 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 24.6, 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 1 Oct PNB was trading at 105.21. The strike last trading price was 24.6, 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 24.6, 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 27 Sept PNB was trading at 109.22. The strike last trading price was 24.6, which was 24.60 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept PNB was trading at 115.59. 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 2 Sept PNB was trading at 116.52. 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 95 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.05
Theta: -0.15
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 96.37 | 1.5 | 0.85 | 43.15 | 5,824 | 401 | 1,458 |
| 20 Nov | 100.86 | 0.65 | 0.00 | 43.03 | 2,066 | 46 | 1,050 |
| 19 Nov | 100.86 | 0.65 | 0.05 | 43.03 | 2,066 | 39 | 1,050 |
| 18 Nov | 100.53 | 0.6 | -0.30 | 39.02 | 1,355 | 41 | 1,012 |
| 14 Nov | 99.49 | 0.9 | 0.15 | 35.56 | 1,199 | 68 | 965 |
| 13 Nov | 100.56 | 0.75 | 0.25 | 35.89 | 1,941 | 37 | 895 |
| 12 Nov | 103.73 | 0.5 | 0.10 | 37.85 | 1,111 | -42 | 867 |
| 11 Nov | 105.14 | 0.4 | -0.05 | 38.36 | 1,538 | 92 | 909 |
| 8 Nov | 104.79 | 0.45 | 0.00 | 35.38 | 705 | -36 | 817 |
| 7 Nov | 106.71 | 0.45 | 0.00 | 39.48 | 913 | 10 | 858 |
| 6 Nov | 106.98 | 0.45 | -0.40 | 39.41 | 1,331 | 11 | 843 |
| 5 Nov | 104.71 | 0.85 | -0.25 | 40.89 | 2,654 | 111 | 833 |
| 4 Nov | 103.65 | 1.1 | -0.45 | 41.71 | 1,193 | 206 | 717 |
| 1 Nov | 100.98 | 1.55 | -0.75 | 38.64 | 268 | 99 | 502 |
| 31 Oct | 97.90 | 2.3 | 0.10 | - | 45 | -6 | 403 |
| 30 Oct | 99.96 | 2.2 | 0.20 | - | 3 | -2 | 410 |
| 29 Oct | 101.33 | 2 | -0.50 | - | 17 | -16 | 413 |
| 28 Oct | 98.64 | 2.5 | -2.25 | - | 728 | 167 | 428 |
| 25 Oct | 95.72 | 4.75 | 1.80 | - | 322 | 111 | 261 |
| 24 Oct | 98.75 | 2.95 | 1.50 | - | 247 | 127 | 151 |
| 23 Oct | 96.68 | 1.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 105.05 | 1.45 | -0.65 | - | 1 | 0 | 25 |
| 8 Oct | 102.49 | 2.1 | 0.00 | - | 0 | 4 | 0 |
| 7 Oct | 102.07 | 2.1 | 0.60 | - | 35 | 4 | 25 |
| 3 Oct | 105.06 | 1.5 | 0.10 | - | 27 | -7 | 21 |
| 1 Oct | 105.21 | 1.4 | -0.05 | - | 72 | 26 | 27 |
| 30 Sept | 107.21 | 1.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 109.22 | 1.45 | 0.00 | - | 0 | 1 | 0 |
| 26 Sept | 107.29 | 1.45 | -0.90 | - | 1 | 0 | 0 |
| 25 Sept | 105.05 | 2.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 107.83 | 2.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 111.51 | 2.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 108.41 | 2.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 110.81 | 2.35 | 2.35 | - | 0 | 0 | 0 |
| 3 Sept | 115.59 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 116.52 | 0 | - | 0 | 0 | 0 | |
For Punjab National Bank - strike price 95 expiring on 28NOV2024
Delta for 95 PE is -0.37
Historical price for 95 PE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 1.5, which was 0.85 higher than the previous day. The implied volatity was 43.15, the open interest changed by 401 which increased total open position to 1458
On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 43.03, the open interest changed by 46 which increased total open position to 1050
On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 43.03, the open interest changed by 39 which increased total open position to 1050
On 18 Nov PNB was trading at 100.53. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 39.02, the open interest changed by 41 which increased total open position to 1012
On 14 Nov PNB was trading at 99.49. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 35.56, the open interest changed by 68 which increased total open position to 965
On 13 Nov PNB was trading at 100.56. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 35.89, the open interest changed by 37 which increased total open position to 895
On 12 Nov PNB was trading at 103.73. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 37.85, the open interest changed by -42 which decreased total open position to 867
On 11 Nov PNB was trading at 105.14. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 38.36, the open interest changed by 92 which increased total open position to 909
On 8 Nov PNB was trading at 104.79. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 35.38, the open interest changed by -36 which decreased total open position to 817
On 7 Nov PNB was trading at 106.71. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 39.48, the open interest changed by 10 which increased total open position to 858
On 6 Nov PNB was trading at 106.98. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 39.41, the open interest changed by 11 which increased total open position to 843
On 5 Nov PNB was trading at 104.71. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 40.89, the open interest changed by 111 which increased total open position to 833
On 4 Nov PNB was trading at 103.65. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 41.71, the open interest changed by 206 which increased total open position to 717
On 1 Nov PNB was trading at 100.98. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 38.64, the open interest changed by 99 which increased total open position to 502
On 31 Oct PNB was trading at 97.90. The strike last trading price was 2.3, 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 30 Oct PNB was trading at 99.96. The strike last trading price was 2.2, 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 29 Oct PNB was trading at 101.33. The strike last trading price was 2, which was -0.50 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 2.5, which was -2.25 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 4.75, which was 1.80 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 2.95, 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 23 Oct PNB was trading at 96.68. The strike last trading price was 1.45, 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 16 Oct PNB was trading at 105.05. The strike last trading price was 1.45, which was -0.65 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 2.1, 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 2.1, which was 0.60 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 1.5, 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 1 Oct PNB was trading at 105.21. The strike last trading price was 1.4, which was -0.05 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 1.45, 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 27 Sept PNB was trading at 109.22. The strike last trading price was 1.45, 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 26 Sept PNB was trading at 107.29. The strike last trading price was 1.45, which was -0.90 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 2.35, 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 2.35, 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 2.35, 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 2.35, 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 2.35, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept PNB was trading at 115.59. 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 2 Sept PNB was trading at 116.52. 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
