PNB
Punjab National Bank
Historical option data for PNB
04 Apr 2025 10:23 AM IST
| PNB 24APR2025 97 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.09
Theta: -0.08
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 96.82 | 2.9 | -1.2 | 30.09 | 339 | 101 | 455 | |||
| 3 Apr | 99.00 | 4.1 | 0.85 | 28.48 | 1,858 | -109 | 351 | |||
| 2 Apr | 97.34 | 3.25 | 0.4 | 29.38 | 988 | 5 | 466 | |||
| 1 Apr | 96.24 | 3 | -0.05 | 30.55 | 852 | 21 | 458 | |||
| 28 Mar | 96.13 | 2.9 | -0.5 | 29.92 | 1,220 | 137 | 437 | |||
| 27 Mar | 96.41 | 3.4 | 1.3 | 32.89 | 810 | 183 | 296 | |||
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| 26 Mar | 92.86 | 2.1 | -0.45 | 33.28 | 91 | 9 | 112 | |||
| 25 Mar | 93.81 | 2.4 | -1 | 32.78 | 171 | 30 | 102 | |||
| 24 Mar | 95.93 | 3.35 | 1.25 | 30.84 | 165 | 33 | 69 | |||
| 21 Mar | 93.14 | 2.2 | 0.5 | 30.24 | 55 | 28 | 35 | |||
| 20 Mar | 91.30 | 1.7 | 0.3 | 30.92 | 4 | 1 | 7 | |||
| 19 Mar | 91.02 | 1.4 | 0 | 0.00 | 0 | 5 | 0 | |||
| 18 Mar | 88.95 | 1.4 | 0.4 | 33.87 | 8 | 3 | 4 | |||
| 17 Mar | 87.47 | 1 | -3.5 | 32.58 | 1 | 0 | 0 | |||
| 13 Mar | 87.20 | 4.5 | 0 | 8.86 | 0 | 0 | 0 | |||
| 12 Mar | 86.90 | 4.5 | 0 | 8.82 | 0 | 0 | 0 | |||
| 11 Mar | 88.17 | 4.5 | 0 | 7.22 | 0 | 0 | 0 | |||
| 10 Mar | 88.60 | 4.5 | 0 | 7.20 | 0 | 0 | 0 | |||
| 7 Mar | 91.17 | 4.5 | 0 | 4.76 | 0 | 0 | 0 | |||
| 6 Mar | 90.99 | 4.5 | 0 | 4.60 | 0 | 0 | 0 | |||
| 5 Mar | 89.74 | 4.5 | 0 | 5.58 | 0 | 0 | 0 | |||
| 4 Mar | 87.09 | 4.5 | 0 | 7.85 | 0 | 0 | 0 | |||
| 3 Mar | 87.29 | 4.5 | 0 | 7.60 | 0 | 0 | 0 | |||
| 28 Feb | 87.39 | 4.5 | 0 | 7.16 | 0 | 0 | 0 | |||
For Punjab National Bank - strike price 97 expiring on 24APR2025
Delta for 97 CE is 0.53
Historical price for 97 CE is as follows
On 4 Apr PNB was trading at 96.82. The strike last trading price was 2.9, which was -1.2 lower than the previous day. The implied volatity was 30.09, the open interest changed by 101 which increased total open position to 455
On 3 Apr PNB was trading at 99.00. The strike last trading price was 4.1, which was 0.85 higher than the previous day. The implied volatity was 28.48, the open interest changed by -109 which decreased total open position to 351
On 2 Apr PNB was trading at 97.34. The strike last trading price was 3.25, which was 0.4 higher than the previous day. The implied volatity was 29.38, the open interest changed by 5 which increased total open position to 466
On 1 Apr PNB was trading at 96.24. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 30.55, the open interest changed by 21 which increased total open position to 458
On 28 Mar PNB was trading at 96.13. The strike last trading price was 2.9, which was -0.5 lower than the previous day. The implied volatity was 29.92, the open interest changed by 137 which increased total open position to 437
On 27 Mar PNB was trading at 96.41. The strike last trading price was 3.4, which was 1.3 higher than the previous day. The implied volatity was 32.89, the open interest changed by 183 which increased total open position to 296
On 26 Mar PNB was trading at 92.86. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 33.28, the open interest changed by 9 which increased total open position to 112
On 25 Mar PNB was trading at 93.81. The strike last trading price was 2.4, which was -1 lower than the previous day. The implied volatity was 32.78, the open interest changed by 30 which increased total open position to 102
On 24 Mar PNB was trading at 95.93. The strike last trading price was 3.35, which was 1.25 higher than the previous day. The implied volatity was 30.84, the open interest changed by 33 which increased total open position to 69
On 21 Mar PNB was trading at 93.14. The strike last trading price was 2.2, which was 0.5 higher than the previous day. The implied volatity was 30.24, the open interest changed by 28 which increased total open position to 35
On 20 Mar PNB was trading at 91.30. The strike last trading price was 1.7, which was 0.3 higher than the previous day. The implied volatity was 30.92, the open interest changed by 1 which increased total open position to 7
On 19 Mar PNB was trading at 91.02. The strike last trading price was 1.4, which was 0 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 18 Mar PNB was trading at 88.95. The strike last trading price was 1.4, which was 0.4 higher than the previous day. The implied volatity was 33.87, the open interest changed by 3 which increased total open position to 4
On 17 Mar PNB was trading at 87.47. The strike last trading price was 1, which was -3.5 lower than the previous day. The implied volatity was 32.58, the open interest changed by 0 which decreased total open position to 0
On 13 Mar PNB was trading at 87.20. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 8.86, the open interest changed by 0 which decreased total open position to 0
On 12 Mar PNB was trading at 86.90. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 8.82, the open interest changed by 0 which decreased total open position to 0
On 11 Mar PNB was trading at 88.17. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 7.22, the open interest changed by 0 which decreased total open position to 0
On 10 Mar PNB was trading at 88.60. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 7.20, the open interest changed by 0 which decreased total open position to 0
On 7 Mar PNB was trading at 91.17. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0
On 6 Mar PNB was trading at 90.99. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0
On 5 Mar PNB was trading at 89.74. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
On 4 Mar PNB was trading at 87.09. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 7.85, the open interest changed by 0 which decreased total open position to 0
On 3 Mar PNB was trading at 87.29. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 7.60, the open interest changed by 0 which decreased total open position to 0
On 28 Feb PNB was trading at 87.39. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 7.16, the open interest changed by 0 which decreased total open position to 0
| PNB 24APR2025 97 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.09
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 96.82 | 2.9 | 0.95 | 33.79 | 505 | -45 | 735 |
| 3 Apr | 99.00 | 1.9 | -0.8 | 31.97 | 1,941 | 497 | 780 |
| 2 Apr | 97.34 | 2.7 | -0.35 | 32.92 | 570 | 68 | 281 |
| 1 Apr | 96.24 | 3 | -0.45 | 31.58 | 780 | 58 | 217 |
| 28 Mar | 96.13 | 3.5 | 0.05 | 31.41 | 468 | 89 | 159 |
| 27 Mar | 96.41 | 3.4 | -2.05 | 31.11 | 75 | 8 | 68 |
| 26 Mar | 92.86 | 5.45 | 0.65 | 32.96 | 62 | -7 | 59 |
| 25 Mar | 93.81 | 4.8 | 1 | 30.69 | 123 | 32 | 68 |
| 24 Mar | 95.93 | 3.8 | -2.2 | 33.17 | 73 | 37 | 39 |
| 21 Mar | 93.14 | 6 | -2.5 | 39.22 | 2 | 0 | 0 |
| 20 Mar | 91.30 | 8.5 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 91.02 | 8.5 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 88.95 | 8.5 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 87.47 | 8.5 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 87.20 | 8.5 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 86.90 | 8.5 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 88.17 | 8.5 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 88.60 | 8.5 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 91.17 | 8.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 90.99 | 8.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 89.74 | 8.5 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 87.09 | 8.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 87.29 | 8.5 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 87.39 | 8.5 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 97 expiring on 24APR2025
Delta for 97 PE is -0.47
Historical price for 97 PE is as follows
On 4 Apr PNB was trading at 96.82. The strike last trading price was 2.9, which was 0.95 higher than the previous day. The implied volatity was 33.79, the open interest changed by -45 which decreased total open position to 735
On 3 Apr PNB was trading at 99.00. The strike last trading price was 1.9, which was -0.8 lower than the previous day. The implied volatity was 31.97, the open interest changed by 497 which increased total open position to 780
On 2 Apr PNB was trading at 97.34. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 32.92, the open interest changed by 68 which increased total open position to 281
On 1 Apr PNB was trading at 96.24. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 31.58, the open interest changed by 58 which increased total open position to 217
On 28 Mar PNB was trading at 96.13. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 31.41, the open interest changed by 89 which increased total open position to 159
On 27 Mar PNB was trading at 96.41. The strike last trading price was 3.4, which was -2.05 lower than the previous day. The implied volatity was 31.11, the open interest changed by 8 which increased total open position to 68
On 26 Mar PNB was trading at 92.86. The strike last trading price was 5.45, which was 0.65 higher than the previous day. The implied volatity was 32.96, the open interest changed by -7 which decreased total open position to 59
On 25 Mar PNB was trading at 93.81. The strike last trading price was 4.8, which was 1 higher than the previous day. The implied volatity was 30.69, the open interest changed by 32 which increased total open position to 68
On 24 Mar PNB was trading at 95.93. The strike last trading price was 3.8, which was -2.2 lower than the previous day. The implied volatity was 33.17, the open interest changed by 37 which increased total open position to 39
On 21 Mar PNB was trading at 93.14. The strike last trading price was 6, which was -2.5 lower than the previous day. The implied volatity was 39.22, the open interest changed by 0 which decreased total open position to 0
On 20 Mar PNB was trading at 91.30. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar PNB was trading at 91.02. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar PNB was trading at 88.95. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar PNB was trading at 87.47. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar PNB was trading at 87.20. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar PNB was trading at 86.90. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar PNB was trading at 88.17. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar PNB was trading at 88.60. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar PNB was trading at 91.17. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar PNB was trading at 90.99. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar PNB was trading at 89.74. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar PNB was trading at 87.09. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar PNB was trading at 87.29. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb PNB was trading at 87.39. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
