PNB
Punjab National Bank
Historical option data for PNB
21 Nov 2024 04:12 PM IST
| PNB 28NOV2024 96 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
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 | 2.5 | -3.70 | 39.22 | 1,966 | 315 | 354 | |||
| 20 Nov | 100.86 | 6.2 | 0.00 | 49.42 | 2 | 0 | 39 | |||
| 19 Nov | 100.86 | 6.2 | -0.05 | 49.42 | 2 | 0 | 39 | |||
| 18 Nov | 100.53 | 6.25 | 0.95 | 50.28 | 33 | -3 | 39 | |||
| 14 Nov | 99.49 | 5.3 | -0.50 | 37.40 | 32 | 4 | 42 | |||
| 13 Nov | 100.56 | 5.8 | -4.10 | 29.35 | 14 | -6 | 39 | |||
| 12 Nov | 103.73 | 9.9 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 11 Nov | 105.14 | 9.9 | 1.35 | 35.84 | 13 | -5 | 46 | |||
| 8 Nov | 104.79 | 8.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 106.71 | 8.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Nov | 106.98 | 8.55 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 5 Nov | 104.71 | 8.55 | -1.05 | - | 3 | -1 | 52 | |||
| 4 Nov | 103.65 | 9.6 | 2.25 | 41.10 | 73 | 8 | 53 | |||
| 1 Nov | 100.98 | 7.35 | 0.85 | 35.37 | 1 | 0 | 45 | |||
| 31 Oct | 97.90 | 6.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 99.96 | 6.5 | 0.00 | - | 0 | 0 | 45 | |||
| 29 Oct | 101.33 | 6.5 | 0.00 | - | 0 | -12 | 0 | |||
| 28 Oct | 98.64 | 6.5 | 0.80 | - | 74 | -13 | 44 | |||
| 25 Oct | 95.72 | 5.7 | -9.75 | - | 74 | 57 | 57 | |||
| 24 Oct | 98.75 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 96.68 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 94.95 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 102.29 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 103.27 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.46 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 105.05 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.98 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 105.01 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 104.91 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 103.69 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 102.49 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 102.07 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 105.06 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 105.21 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 107.21 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 109.22 | 15.45 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 96 expiring on 28NOV2024
Delta for 96 CE is 0.57
Historical price for 96 CE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 2.5, which was -3.70 lower than the previous day. The implied volatity was 39.22, the open interest changed by 315 which increased total open position to 354
On 20 Nov PNB was trading at 100.86. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 49.42, the open interest changed by 0 which decreased total open position to 39
On 19 Nov PNB was trading at 100.86. The strike last trading price was 6.2, which was -0.05 lower than the previous day. The implied volatity was 49.42, the open interest changed by 0 which decreased total open position to 39
On 18 Nov PNB was trading at 100.53. The strike last trading price was 6.25, which was 0.95 higher than the previous day. The implied volatity was 50.28, the open interest changed by -3 which decreased total open position to 39
On 14 Nov PNB was trading at 99.49. The strike last trading price was 5.3, which was -0.50 lower than the previous day. The implied volatity was 37.40, the open interest changed by 4 which increased total open position to 42
On 13 Nov PNB was trading at 100.56. The strike last trading price was 5.8, which was -4.10 lower than the previous day. The implied volatity was 29.35, the open interest changed by -6 which decreased total open position to 39
On 12 Nov PNB was trading at 103.73. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 11 Nov PNB was trading at 105.14. The strike last trading price was 9.9, which was 1.35 higher than the previous day. The implied volatity was 35.84, the open interest changed by -5 which decreased total open position to 46
On 8 Nov PNB was trading at 104.79. The strike last trading price was 8.55, 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 8.55, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Nov PNB was trading at 104.71. The strike last trading price was 8.55, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 52
On 4 Nov PNB was trading at 103.65. The strike last trading price was 9.6, which was 2.25 higher than the previous day. The implied volatity was 41.10, the open interest changed by 8 which increased total open position to 53
On 1 Nov PNB was trading at 100.98. The strike last trading price was 7.35, which was 0.85 higher than the previous day. The implied volatity was 35.37, the open interest changed by 0 which decreased total open position to 45
On 31 Oct PNB was trading at 97.90. The strike last trading price was 6.5, 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 6.5, 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 6.5, 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 6.5, which was 0.80 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 5.7, which was -9.75 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 15.45, 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 23 Oct PNB was trading at 96.68. The strike last trading price was 15.45, 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 22 Oct PNB was trading at 94.95. The strike last trading price was 15.45, 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 21 Oct PNB was trading at 102.29. The strike last trading price was 15.45, 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 18 Oct PNB was trading at 103.27. The strike last trading price was 15.45, 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 17 Oct PNB was trading at 102.46. The strike last trading price was 15.45, 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 15.45, 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 15 Oct PNB was trading at 104.98. The strike last trading price was 15.45, 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 14 Oct PNB was trading at 105.01. The strike last trading price was 15.45, 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 11 Oct PNB was trading at 104.91. The strike last trading price was 15.45, 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 10 Oct PNB was trading at 103.69. The strike last trading price was 15.45, 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 8 Oct PNB was trading at 102.49. The strike last trading price was 15.45, 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 7 Oct PNB was trading at 102.07. The strike last trading price was 15.45, 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 3 Oct PNB was trading at 105.06. The strike last trading price was 15.45, 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 1 Oct PNB was trading at 105.21. The strike last trading price was 15.45, 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 Sept PNB was trading at 107.21. The strike last trading price was 15.45, 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 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PNB 28NOV2024 96 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.05
Theta: -0.14
Gamma: 0.07
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 96.37 | 1.8 | 1.05 | 40.82 | 2,866 | 180 | 299 |
| 20 Nov | 100.86 | 0.75 | 0.00 | 39.76 | 313 | 4 | 121 |
| 19 Nov | 100.86 | 0.75 | -0.05 | 39.76 | 313 | 6 | 121 |
| 18 Nov | 100.53 | 0.8 | -0.25 | 38.89 | 469 | 18 | 114 |
| 14 Nov | 99.49 | 1.05 | 0.05 | 33.77 | 416 | -6 | 96 |
| 13 Nov | 100.56 | 1 | 0.45 | 36.35 | 132 | -15 | 108 |
| 12 Nov | 103.73 | 0.55 | 0.05 | 35.79 | 67 | 14 | 124 |
| 11 Nov | 105.14 | 0.5 | -0.05 | 37.87 | 26 | 4 | 109 |
| 8 Nov | 104.79 | 0.55 | 0.00 | 34.71 | 41 | 11 | 105 |
| 7 Nov | 106.71 | 0.55 | 0.05 | 39.10 | 22 | 8 | 93 |
| 6 Nov | 106.98 | 0.5 | -0.45 | 38.01 | 149 | -21 | 88 |
| 5 Nov | 104.71 | 0.95 | -0.30 | 39.61 | 160 | 30 | 102 |
| 4 Nov | 103.65 | 1.25 | -0.65 | 40.81 | 340 | 33 | 71 |
| 1 Nov | 100.98 | 1.9 | 1.00 | 39.33 | 8 | 1 | 36 |
| 31 Oct | 97.90 | 0.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 99.96 | 0.9 | 0.00 | - | 0 | -1 | 0 |
| 29 Oct | 101.33 | 0.9 | -2.20 | - | 1 | 0 | 36 |
| 28 Oct | 98.64 | 3.1 | -2.00 | - | 61 | 1 | 35 |
| 25 Oct | 95.72 | 5.1 | 2.05 | - | 52 | 17 | 34 |
| 24 Oct | 98.75 | 3.05 | 1.65 | - | 23 | 13 | 18 |
| 23 Oct | 96.68 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 22 Oct | 94.95 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 21 Oct | 102.29 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 18 Oct | 103.27 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 17 Oct | 102.46 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 16 Oct | 105.05 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 15 Oct | 104.98 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 14 Oct | 105.01 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 11 Oct | 104.91 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 10 Oct | 103.69 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 8 Oct | 102.49 | 1.4 | 0.00 | - | 0 | 0 | 5 |
| 7 Oct | 102.07 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 105.06 | 1.4 | 0.00 | - | 0 | 5 | 0 |
| 1 Oct | 105.21 | 1.4 | -1.55 | - | 5 | 0 | 0 |
| 30 Sept | 107.21 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 109.22 | 2.95 | - | 0 | 0 | 0 | |
For Punjab National Bank - strike price 96 expiring on 28NOV2024
Delta for 96 PE is -0.43
Historical price for 96 PE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 1.8, which was 1.05 higher than the previous day. The implied volatity was 40.82, the open interest changed by 180 which increased total open position to 299
On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 39.76, the open interest changed by 4 which increased total open position to 121
On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 39.76, the open interest changed by 6 which increased total open position to 121
On 18 Nov PNB was trading at 100.53. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 38.89, the open interest changed by 18 which increased total open position to 114
On 14 Nov PNB was trading at 99.49. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 33.77, the open interest changed by -6 which decreased total open position to 96
On 13 Nov PNB was trading at 100.56. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 36.35, the open interest changed by -15 which decreased total open position to 108
On 12 Nov PNB was trading at 103.73. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 35.79, the open interest changed by 14 which increased total open position to 124
On 11 Nov PNB was trading at 105.14. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 37.87, the open interest changed by 4 which increased total open position to 109
On 8 Nov PNB was trading at 104.79. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 34.71, the open interest changed by 11 which increased total open position to 105
On 7 Nov PNB was trading at 106.71. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 39.10, the open interest changed by 8 which increased total open position to 93
On 6 Nov PNB was trading at 106.98. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 38.01, the open interest changed by -21 which decreased total open position to 88
On 5 Nov PNB was trading at 104.71. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 39.61, the open interest changed by 30 which increased total open position to 102
On 4 Nov PNB was trading at 103.65. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 40.81, the open interest changed by 33 which increased total open position to 71
On 1 Nov PNB was trading at 100.98. The strike last trading price was 1.9, which was 1.00 higher than the previous day. The implied volatity was 39.33, the open interest changed by 1 which increased total open position to 36
On 31 Oct PNB was trading at 97.90. The strike last trading price was 0.9, 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 Oct PNB was trading at 99.96. The strike last trading price was 0.9, 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 29 Oct PNB was trading at 101.33. The strike last trading price was 0.9, which was -2.20 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 3.1, which was -2.00 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 5.1, which was 2.05 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 3.05, which was 1.65 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 1.4, 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 22 Oct PNB was trading at 94.95. The strike last trading price was 1.4, 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 21 Oct PNB was trading at 102.29. The strike last trading price was 1.4, 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 18 Oct PNB was trading at 103.27. The strike last trading price was 1.4, 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 17 Oct PNB was trading at 102.46. The strike last trading price was 1.4, 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 16 Oct PNB was trading at 105.05. The strike last trading price was 1.4, 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 15 Oct PNB was trading at 104.98. The strike last trading price was 1.4, 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 14 Oct PNB was trading at 105.01. The strike last trading price was 1.4, 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 11 Oct PNB was trading at 104.91. The strike last trading price was 1.4, 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 10 Oct PNB was trading at 103.69. The strike last trading price was 1.4, 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 1.4, 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 1.4, 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 1.4, 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 1.4, which was -1.55 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 2.95, 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 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
