PNB
Punjab National Bank
Historical option data for PNB
03 Dec 2024 04:12 PM IST
| PNB 26DEC2024 99 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.04
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 107.97 | 9.75 | 1.85 | 27.99 | 3 | 0 | 101 | |||
| 2 Dec | 105.00 | 7.9 | 0.00 | 0.00 | 0 | 78 | 0 | |||
| 29 Nov | 104.90 | 7.9 | -0.60 | 33.79 | 122 | 78 | 101 | |||
| 28 Nov | 106.29 | 8.5 | 0.60 | - | 2 | 0 | 23 | |||
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| 27 Nov | 104.38 | 7.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 105.11 | 7.9 | 0.25 | 29.09 | 1 | 0 | 23 | |||
| 25 Nov | 104.11 | 7.65 | 2.75 | 33.21 | 20 | -14 | 23 | |||
| 22 Nov | 99.82 | 4.9 | 0.90 | 32.12 | 71 | -13 | 24 | |||
| 21 Nov | 96.37 | 4 | -2.75 | 39.05 | 14 | 1 | 36 | |||
| 20 Nov | 100.86 | 6.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 100.86 | 6.75 | 0.00 | 0.00 | 0 | 34 | 0 | |||
| 18 Nov | 100.53 | 6.75 | -1.25 | 41.58 | 48 | 34 | 35 | |||
| 14 Nov | 99.49 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 100.56 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 103.73 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 105.14 | 8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 104.79 | 8 | 1.05 | 25.45 | 1 | 0 | 0 | |||
| 7 Nov | 106.71 | 6.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 106.98 | 6.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 104.71 | 6.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 103.65 | 6.95 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 99 expiring on 26DEC2024
Delta for 99 CE is 0.91
Historical price for 99 CE is as follows
On 3 Dec PNB was trading at 107.97. The strike last trading price was 9.75, which was 1.85 higher than the previous day. The implied volatity was 27.99, the open interest changed by 0 which decreased total open position to 101
On 2 Dec PNB was trading at 105.00. The strike last trading price was 7.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 78 which increased total open position to 0
On 29 Nov PNB was trading at 104.90. The strike last trading price was 7.9, which was -0.60 lower than the previous day. The implied volatity was 33.79, the open interest changed by 78 which increased total open position to 101
On 28 Nov PNB was trading at 106.29. The strike last trading price was 8.5, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 27 Nov PNB was trading at 104.38. The strike last trading price was 7.9, 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 26 Nov PNB was trading at 105.11. The strike last trading price was 7.9, which was 0.25 higher than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 23
On 25 Nov PNB was trading at 104.11. The strike last trading price was 7.65, which was 2.75 higher than the previous day. The implied volatity was 33.21, the open interest changed by -14 which decreased total open position to 23
On 22 Nov PNB was trading at 99.82. The strike last trading price was 4.9, which was 0.90 higher than the previous day. The implied volatity was 32.12, the open interest changed by -13 which decreased total open position to 24
On 21 Nov PNB was trading at 96.37. The strike last trading price was 4, which was -2.75 lower than the previous day. The implied volatity was 39.05, the open interest changed by 1 which increased total open position to 36
On 20 Nov PNB was trading at 100.86. The strike last trading price was 6.75, 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 19 Nov PNB was trading at 100.86. The strike last trading price was 6.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0
On 18 Nov PNB was trading at 100.53. The strike last trading price was 6.75, which was -1.25 lower than the previous day. The implied volatity was 41.58, the open interest changed by 34 which increased total open position to 35
On 14 Nov PNB was trading at 99.49. The strike last trading price was 8, 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 13 Nov PNB was trading at 100.56. The strike last trading price was 8, 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 12 Nov PNB was trading at 103.73. The strike last trading price was 8, 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 8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov PNB was trading at 104.79. The strike last trading price was 8, which was 1.05 higher than the previous day. The implied volatity was 25.45, 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 6.95, 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 Nov PNB was trading at 106.98. The strike last trading price was 6.95, 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 Nov PNB was trading at 104.71. The strike last trading price was 6.95, 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 Nov PNB was trading at 103.65. The strike last trading price was 6.95, 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 26DEC2024 99 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.06
Theta: -0.04
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 107.97 | 0.75 | -0.45 | 35.89 | 216 | 77 | 172 |
| 2 Dec | 105.00 | 1.2 | -0.10 | 34.61 | 231 | 35 | 97 |
| 29 Nov | 104.90 | 1.3 | 0.15 | 33.55 | 112 | 15 | 62 |
| 28 Nov | 106.29 | 1.15 | -0.30 | 36.50 | 124 | 29 | 49 |
| 27 Nov | 104.38 | 1.45 | -0.05 | 33.16 | 26 | 1 | 20 |
| 26 Nov | 105.11 | 1.5 | -0.15 | 34.88 | 13 | -1 | 19 |
| 25 Nov | 104.11 | 1.65 | -1.85 | 33.69 | 27 | 17 | 19 |
| 22 Nov | 99.82 | 3.5 | -1.90 | 36.41 | 16 | 6 | 8 |
| 21 Nov | 96.37 | 5.4 | 2.80 | 38.58 | 11 | 1 | 2 |
| 20 Nov | 100.86 | 2.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 100.86 | 2.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 100.53 | 2.6 | -4.35 | 29.43 | 1 | 0 | 0 |
| 14 Nov | 99.49 | 6.95 | 0.00 | 2.02 | 0 | 0 | 0 |
| 13 Nov | 100.56 | 6.95 | 0.00 | 2.95 | 0 | 0 | 0 |
| 12 Nov | 103.73 | 6.95 | 0.00 | 5.30 | 0 | 0 | 0 |
| 11 Nov | 105.14 | 6.95 | 0.00 | 6.53 | 0 | 0 | 0 |
| 8 Nov | 104.79 | 6.95 | 0.00 | 6.05 | 0 | 0 | 0 |
| 7 Nov | 106.71 | 6.95 | 0.00 | 7.60 | 0 | 0 | 0 |
| 6 Nov | 106.98 | 6.95 | 0.00 | 7.75 | 0 | 0 | 0 |
| 5 Nov | 104.71 | 6.95 | 0.00 | 5.95 | 0 | 0 | 0 |
| 4 Nov | 103.65 | 6.95 | 5.23 | 0 | 0 | 0 | |
For Punjab National Bank - strike price 99 expiring on 26DEC2024
Delta for 99 PE is -0.14
Historical price for 99 PE is as follows
On 3 Dec PNB was trading at 107.97. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 35.89, the open interest changed by 77 which increased total open position to 172
On 2 Dec PNB was trading at 105.00. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 34.61, the open interest changed by 35 which increased total open position to 97
On 29 Nov PNB was trading at 104.90. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 33.55, the open interest changed by 15 which increased total open position to 62
On 28 Nov PNB was trading at 106.29. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 36.50, the open interest changed by 29 which increased total open position to 49
On 27 Nov PNB was trading at 104.38. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 33.16, the open interest changed by 1 which increased total open position to 20
On 26 Nov PNB was trading at 105.11. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 34.88, the open interest changed by -1 which decreased total open position to 19
On 25 Nov PNB was trading at 104.11. The strike last trading price was 1.65, which was -1.85 lower than the previous day. The implied volatity was 33.69, the open interest changed by 17 which increased total open position to 19
On 22 Nov PNB was trading at 99.82. The strike last trading price was 3.5, which was -1.90 lower than the previous day. The implied volatity was 36.41, the open interest changed by 6 which increased total open position to 8
On 21 Nov PNB was trading at 96.37. The strike last trading price was 5.4, which was 2.80 higher than the previous day. The implied volatity was 38.58, the open interest changed by 1 which increased total open position to 2
On 20 Nov PNB was trading at 100.86. The strike last trading price was 2.6, 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 19 Nov PNB was trading at 100.86. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov PNB was trading at 100.53. The strike last trading price was 2.6, which was -4.35 lower than the previous day. The implied volatity was 29.43, the open interest changed by 0 which decreased total open position to 0
On 14 Nov PNB was trading at 99.49. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PNB was trading at 100.56. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
On 12 Nov PNB was trading at 103.73. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 6.53, the open interest changed by 0 which decreased total open position to 0
On 8 Nov PNB was trading at 104.79. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 6.05, 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 6.95, which was 0.00 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 6 Nov PNB was trading at 106.98. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 7.75, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PNB was trading at 104.71. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 5.95, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PNB was trading at 103.65. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0
