`
[--[65.84.65.76]--]
PNB
Punjab National Bank

96.37 -4.49 (-4.45%)

Back to Option Chain


Historical option data for PNB

21 Nov 2024 04:12 PM IST
PNB 28NOV2024 97 CE
Delta: 0.49
Vega: 0.05
Theta: -0.16
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 2 -4.55 39.41 3,027 313 379
20 Nov 100.86 6.55 0.00 68.35 3 -1 67
19 Nov 100.86 6.55 1.75 68.35 3 0 67
18 Nov 100.53 4.8 0.65 36.63 93 -1 67
14 Nov 99.49 4.15 -1.15 30.46 27 0 68
13 Nov 100.56 5.3 -3.80 33.69 7 -1 67
12 Nov 103.73 9.1 0.00 0.00 0 0 0
11 Nov 105.14 9.1 0.00 0.00 0 -1 0
8 Nov 104.79 9.1 -1.90 41.28 2 0 69
7 Nov 106.71 11 0.00 0.00 0 -6 0
6 Nov 106.98 11 1.90 33.70 17 -6 69
5 Nov 104.71 9.1 0.30 35.81 4 0 76
4 Nov 103.65 8.8 2.05 40.49 63 40 75
1 Nov 100.98 6.75 0.90 35.97 1 0 36
31 Oct 97.90 5.85 -0.15 - 1 0 36
30 Oct 99.96 6 0.00 - 0 0 0
29 Oct 101.33 6 0.00 - 0 19 0
28 Oct 98.64 6 0.95 - 65 22 36
25 Oct 95.72 5.05 -1.40 - 31 11 14
24 Oct 98.75 6.45 -8.30 - 5 2 2
23 Oct 96.68 14.75 0.00 - 0 0 0
22 Oct 94.95 14.75 0.00 - 0 0 0
21 Oct 102.29 14.75 0.00 - 0 0 0
18 Oct 103.27 14.75 0.00 - 0 0 0
17 Oct 102.46 14.75 0.00 - 0 0 0
16 Oct 105.05 14.75 0.00 - 0 0 0
15 Oct 104.98 14.75 0.00 - 0 0 0
14 Oct 105.01 14.75 0.00 - 0 0 0
11 Oct 104.91 14.75 0.00 - 0 0 0
10 Oct 103.69 14.75 0.00 - 0 0 0
8 Oct 102.49 14.75 0.00 - 0 0 0
7 Oct 102.07 14.75 0.00 - 0 0 0
3 Oct 105.06 14.75 0.00 - 0 0 0
1 Oct 105.21 14.75 0.00 - 0 0 0
30 Sept 107.21 14.75 0.00 - 0 0 0
27 Sept 109.22 14.75 - 0 0 0


For Punjab National Bank - strike price 97 expiring on 28NOV2024

Delta for 97 CE is 0.49

Historical price for 97 CE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 2, which was -4.55 lower than the previous day. The implied volatity was 39.41, the open interest changed by 313 which increased total open position to 379


On 20 Nov PNB was trading at 100.86. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 68.35, the open interest changed by -1 which decreased total open position to 67


On 19 Nov PNB was trading at 100.86. The strike last trading price was 6.55, which was 1.75 higher than the previous day. The implied volatity was 68.35, the open interest changed by 0 which decreased total open position to 67


On 18 Nov PNB was trading at 100.53. The strike last trading price was 4.8, which was 0.65 higher than the previous day. The implied volatity was 36.63, the open interest changed by -1 which decreased total open position to 67


On 14 Nov PNB was trading at 99.49. The strike last trading price was 4.15, which was -1.15 lower than the previous day. The implied volatity was 30.46, the open interest changed by 0 which decreased total open position to 68


On 13 Nov PNB was trading at 100.56. The strike last trading price was 5.3, which was -3.80 lower than the previous day. The implied volatity was 33.69, the open interest changed by -1 which decreased total open position to 67


On 12 Nov PNB was trading at 103.73. The strike last trading price was 9.1, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 8 Nov PNB was trading at 104.79. The strike last trading price was 9.1, which was -1.90 lower than the previous day. The implied volatity was 41.28, the open interest changed by 0 which decreased total open position to 69


On 7 Nov PNB was trading at 106.71. The strike last trading price was 11, 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 6 Nov PNB was trading at 106.98. The strike last trading price was 11, which was 1.90 higher than the previous day. The implied volatity was 33.70, the open interest changed by -6 which decreased total open position to 69


On 5 Nov PNB was trading at 104.71. The strike last trading price was 9.1, which was 0.30 higher than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 76


On 4 Nov PNB was trading at 103.65. The strike last trading price was 8.8, which was 2.05 higher than the previous day. The implied volatity was 40.49, the open interest changed by 40 which increased total open position to 75


On 1 Nov PNB was trading at 100.98. The strike last trading price was 6.75, which was 0.90 higher than the previous day. The implied volatity was 35.97, the open interest changed by 0 which decreased total open position to 36


On 31 Oct PNB was trading at 97.90. The strike last trading price was 5.85, which was -0.15 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, 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, 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, which was 0.95 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 5.05, which was -1.40 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 6.45, which was -8.30 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, 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 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PNB 28NOV2024 97 PE
Delta: -0.50
Vega: 0.05
Theta: -0.14
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
21 Nov 96.37 2.25 1.30 40.08 2,764 152 374
20 Nov 100.86 0.95 0.00 38.77 475 -3 227
19 Nov 100.86 0.95 0.05 38.77 475 2 227
18 Nov 100.53 0.9 -0.40 35.97 716 -9 227
14 Nov 99.49 1.3 0.15 32.99 695 62 234
13 Nov 100.56 1.15 0.50 34.57 772 15 179
12 Nov 103.73 0.65 0.10 34.50 26 3 163
11 Nov 105.14 0.55 -0.10 35.95 53 10 162
8 Nov 104.79 0.65 0.10 33.70 56 3 154
7 Nov 106.71 0.55 0.05 36.43 60 -6 150
6 Nov 106.98 0.5 -0.60 35.49 228 46 157
5 Nov 104.71 1.1 -0.35 38.87 540 8 113
4 Nov 103.65 1.45 -0.55 40.31 561 49 103
1 Nov 100.98 2 -1.10 36.99 35 6 51
31 Oct 97.90 3.1 0.00 - 0 0 0
30 Oct 99.96 3.1 0.00 - 0 0 0
29 Oct 101.33 3.1 0.00 - 0 30 0
28 Oct 98.64 3.1 -2.40 - 102 29 46
25 Oct 95.72 5.5 2.00 - 48 10 17
24 Oct 98.75 3.5 0.25 - 11 6 6
23 Oct 96.68 3.25 0.00 - 0 0 0
22 Oct 94.95 3.25 0.00 - 0 0 0
21 Oct 102.29 3.25 0.00 - 0 0 0
18 Oct 103.27 3.25 0.00 - 0 0 0
17 Oct 102.46 3.25 0.00 - 0 0 0
16 Oct 105.05 3.25 0.00 - 0 0 0
15 Oct 104.98 3.25 0.00 - 0 0 0
14 Oct 105.01 3.25 0.00 - 0 0 0
11 Oct 104.91 3.25 0.00 - 0 0 0
10 Oct 103.69 3.25 0.00 - 0 0 0
8 Oct 102.49 3.25 0.00 - 0 0 0
7 Oct 102.07 3.25 0.00 - 0 0 0
3 Oct 105.06 3.25 0.00 - 0 0 0
1 Oct 105.21 3.25 0.00 - 0 0 0
30 Sept 107.21 3.25 0.00 - 0 0 0
27 Sept 109.22 3.25 - 0 0 0


For Punjab National Bank - strike price 97 expiring on 28NOV2024

Delta for 97 PE is -0.50

Historical price for 97 PE is as follows

On 21 Nov PNB was trading at 96.37. The strike last trading price was 2.25, which was 1.30 higher than the previous day. The implied volatity was 40.08, the open interest changed by 152 which increased total open position to 374


On 20 Nov PNB was trading at 100.86. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 38.77, the open interest changed by -3 which decreased total open position to 227


On 19 Nov PNB was trading at 100.86. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 38.77, the open interest changed by 2 which increased total open position to 227


On 18 Nov PNB was trading at 100.53. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 35.97, the open interest changed by -9 which decreased total open position to 227


On 14 Nov PNB was trading at 99.49. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 32.99, the open interest changed by 62 which increased total open position to 234


On 13 Nov PNB was trading at 100.56. The strike last trading price was 1.15, which was 0.50 higher than the previous day. The implied volatity was 34.57, the open interest changed by 15 which increased total open position to 179


On 12 Nov PNB was trading at 103.73. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 34.50, the open interest changed by 3 which increased total open position to 163


On 11 Nov PNB was trading at 105.14. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 35.95, the open interest changed by 10 which increased total open position to 162


On 8 Nov PNB was trading at 104.79. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 33.70, the open interest changed by 3 which increased total open position to 154


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 36.43, the open interest changed by -6 which decreased total open position to 150


On 6 Nov PNB was trading at 106.98. The strike last trading price was 0.5, which was -0.60 lower than the previous day. The implied volatity was 35.49, the open interest changed by 46 which increased total open position to 157


On 5 Nov PNB was trading at 104.71. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 38.87, the open interest changed by 8 which increased total open position to 113


On 4 Nov PNB was trading at 103.65. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 40.31, the open interest changed by 49 which increased total open position to 103


On 1 Nov PNB was trading at 100.98. The strike last trading price was 2, which was -1.10 lower than the previous day. The implied volatity was 36.99, the open interest changed by 6 which increased total open position to 51


On 31 Oct PNB was trading at 97.90. The strike last trading price was 3.1, 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 30 Oct PNB was trading at 99.96. The strike last trading price was 3.1, 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 29 Oct PNB was trading at 101.33. The strike last trading price was 3.1, 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 28 Oct PNB was trading at 98.64. The strike last trading price was 3.1, which was -2.40 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 5.5, which was 2.00 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 3.5, which was 0.25 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, 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 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to