PNB
Punjab National Bank
Historical option data for PNB
21 Nov 2024 04:12 PM IST
| PNB 28NOV2024 99 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
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 | 1.15 | -2.15 | 38.36 | 1,786 | 208 | 357 | |||
| 20 Nov | 100.86 | 3.3 | 0.00 | 36.19 | 270 | 12 | 147 | |||
| 19 Nov | 100.86 | 3.3 | -0.05 | 36.19 | 270 | 10 | 147 | |||
| 18 Nov | 100.53 | 3.35 | 0.40 | 34.87 | 764 | 22 | 137 | |||
| 14 Nov | 99.49 | 2.95 | -0.85 | 31.00 | 209 | 33 | 116 | |||
| 13 Nov | 100.56 | 3.8 | -2.80 | 31.51 | 22 | 0 | 83 | |||
| 12 Nov | 103.73 | 6.6 | -0.65 | 42.81 | 1 | 0 | 84 | |||
| 11 Nov | 105.14 | 7.25 | 0.25 | 33.32 | 2 | 0 | 84 | |||
| 8 Nov | 104.79 | 7 | -2.60 | 33.11 | 6 | -3 | 85 | |||
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| 7 Nov | 106.71 | 9.6 | 0.45 | 43.95 | 3 | -2 | 89 | |||
| 6 Nov | 106.98 | 9.15 | 1.60 | 31.36 | 4 | 0 | 91 | |||
| 5 Nov | 104.71 | 7.55 | 0.20 | 35.64 | 135 | 17 | 92 | |||
| 4 Nov | 103.65 | 7.35 | 2.00 | 40.06 | 422 | 35 | 74 | |||
| 1 Nov | 100.98 | 5.35 | 0.35 | 34.90 | 19 | 2 | 39 | |||
| 31 Oct | 97.90 | 5 | 3.90 | - | 2 | -1 | 38 | |||
| 30 Oct | 99.96 | 1.1 | -3.90 | - | 2 | -1 | 40 | |||
| 29 Oct | 101.33 | 5 | 0.05 | - | 8 | -6 | 43 | |||
| 28 Oct | 98.64 | 4.95 | 0.75 | - | 110 | 34 | 49 | |||
| 25 Oct | 95.72 | 4.2 | -0.85 | - | 28 | 5 | 15 | |||
| 24 Oct | 98.75 | 5.05 | -8.35 | - | 20 | 9 | 9 | |||
| 23 Oct | 96.68 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 94.95 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 102.29 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 103.27 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.46 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 105.05 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.98 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 105.01 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 104.91 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 103.69 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 104.10 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 102.49 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 102.07 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 105.06 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 105.21 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 107.21 | 13.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 109.22 | 13.4 | - | 0 | 0 | 0 | ||||
For Punjab National Bank - strike price 99 expiring on 28NOV2024
Delta for 99 CE is 0.34
Historical price for 99 CE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 1.15, which was -2.15 lower than the previous day. The implied volatity was 38.36, the open interest changed by 208 which increased total open position to 357
On 20 Nov PNB was trading at 100.86. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 36.19, the open interest changed by 12 which increased total open position to 147
On 19 Nov PNB was trading at 100.86. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 36.19, the open interest changed by 10 which increased total open position to 147
On 18 Nov PNB was trading at 100.53. The strike last trading price was 3.35, which was 0.40 higher than the previous day. The implied volatity was 34.87, the open interest changed by 22 which increased total open position to 137
On 14 Nov PNB was trading at 99.49. The strike last trading price was 2.95, which was -0.85 lower than the previous day. The implied volatity was 31.00, the open interest changed by 33 which increased total open position to 116
On 13 Nov PNB was trading at 100.56. The strike last trading price was 3.8, which was -2.80 lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 83
On 12 Nov PNB was trading at 103.73. The strike last trading price was 6.6, which was -0.65 lower than the previous day. The implied volatity was 42.81, the open interest changed by 0 which decreased total open position to 84
On 11 Nov PNB was trading at 105.14. The strike last trading price was 7.25, which was 0.25 higher than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 84
On 8 Nov PNB was trading at 104.79. The strike last trading price was 7, which was -2.60 lower than the previous day. The implied volatity was 33.11, the open interest changed by -3 which decreased total open position to 85
On 7 Nov PNB was trading at 106.71. The strike last trading price was 9.6, which was 0.45 higher than the previous day. The implied volatity was 43.95, the open interest changed by -2 which decreased total open position to 89
On 6 Nov PNB was trading at 106.98. The strike last trading price was 9.15, which was 1.60 higher than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 91
On 5 Nov PNB was trading at 104.71. The strike last trading price was 7.55, which was 0.20 higher than the previous day. The implied volatity was 35.64, the open interest changed by 17 which increased total open position to 92
On 4 Nov PNB was trading at 103.65. The strike last trading price was 7.35, which was 2.00 higher than the previous day. The implied volatity was 40.06, the open interest changed by 35 which increased total open position to 74
On 1 Nov PNB was trading at 100.98. The strike last trading price was 5.35, which was 0.35 higher than the previous day. The implied volatity was 34.90, the open interest changed by 2 which increased total open position to 39
On 31 Oct PNB was trading at 97.90. The strike last trading price was 5, which was 3.90 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 1.1, which was -3.90 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 5, which was 0.05 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 4.95, which was 0.75 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 4.2, which was -0.85 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 5.05, which was -8.35 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 9 Oct PNB was trading at 104.10. The strike last trading price was 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 30 Sept PNB was trading at 107.21. The strike last trading price was 13.4, 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 27 Sept PNB was trading at 109.22. The strike last trading price was 13.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PNB 28NOV2024 99 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.05
Theta: -0.12
Gamma: 0.07
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 96.37 | 3.4 | 2.00 | 39.16 | 922 | 34 | 275 |
| 20 Nov | 100.86 | 1.4 | 0.00 | 35.24 | 621 | -8 | 246 |
| 19 Nov | 100.86 | 1.4 | 0.00 | 35.24 | 621 | -3 | 246 |
| 18 Nov | 100.53 | 1.4 | -0.55 | 33.60 | 1,091 | 67 | 254 |
| 14 Nov | 99.49 | 1.95 | 0.30 | 31.38 | 888 | 35 | 188 |
| 13 Nov | 100.56 | 1.65 | 0.65 | 32.38 | 785 | 64 | 158 |
| 12 Nov | 103.73 | 1 | 0.25 | 33.22 | 426 | -14 | 95 |
| 11 Nov | 105.14 | 0.75 | -0.15 | 33.32 | 284 | -6 | 110 |
| 8 Nov | 104.79 | 0.9 | 0.10 | 31.55 | 163 | 0 | 121 |
| 7 Nov | 106.71 | 0.8 | 0.05 | 35.31 | 142 | -34 | 120 |
| 6 Nov | 106.98 | 0.75 | -0.75 | 34.67 | 249 | 29 | 157 |
| 5 Nov | 104.71 | 1.5 | -0.40 | 37.76 | 329 | -10 | 127 |
| 4 Nov | 103.65 | 1.9 | -0.85 | 38.94 | 681 | 26 | 136 |
| 1 Nov | 100.98 | 2.75 | -1.55 | 37.18 | 35 | 19 | 109 |
| 31 Oct | 97.90 | 4.3 | -0.10 | - | 12 | 1 | 90 |
| 30 Oct | 99.96 | 4.4 | 0.00 | - | 0 | -3 | 0 |
| 29 Oct | 101.33 | 4.4 | 0.70 | - | 3 | 0 | 92 |
| 28 Oct | 98.64 | 3.7 | -2.60 | - | 293 | 80 | 93 |
| 25 Oct | 95.72 | 6.3 | 1.90 | - | 8 | 3 | 13 |
| 24 Oct | 98.75 | 4.4 | 0.50 | - | 17 | 10 | 10 |
| 23 Oct | 96.68 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 94.95 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 102.29 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 103.27 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 102.46 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 105.05 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 104.98 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 105.01 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 104.91 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 103.69 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 104.10 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 102.49 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 102.07 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 105.06 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 105.21 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 107.21 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 109.22 | 3.9 | - | 0 | 0 | 0 | |
For Punjab National Bank - strike price 99 expiring on 28NOV2024
Delta for 99 PE is -0.65
Historical price for 99 PE is as follows
On 21 Nov PNB was trading at 96.37. The strike last trading price was 3.4, which was 2.00 higher than the previous day. The implied volatity was 39.16, the open interest changed by 34 which increased total open position to 275
On 20 Nov PNB was trading at 100.86. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 35.24, the open interest changed by -8 which decreased total open position to 246
On 19 Nov PNB was trading at 100.86. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 35.24, the open interest changed by -3 which decreased total open position to 246
On 18 Nov PNB was trading at 100.53. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 33.60, the open interest changed by 67 which increased total open position to 254
On 14 Nov PNB was trading at 99.49. The strike last trading price was 1.95, which was 0.30 higher than the previous day. The implied volatity was 31.38, the open interest changed by 35 which increased total open position to 188
On 13 Nov PNB was trading at 100.56. The strike last trading price was 1.65, which was 0.65 higher than the previous day. The implied volatity was 32.38, the open interest changed by 64 which increased total open position to 158
On 12 Nov PNB was trading at 103.73. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 33.22, the open interest changed by -14 which decreased total open position to 95
On 11 Nov PNB was trading at 105.14. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 33.32, the open interest changed by -6 which decreased total open position to 110
On 8 Nov PNB was trading at 104.79. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 31.55, the open interest changed by 0 which decreased total open position to 121
On 7 Nov PNB was trading at 106.71. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 35.31, the open interest changed by -34 which decreased total open position to 120
On 6 Nov PNB was trading at 106.98. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 34.67, the open interest changed by 29 which increased total open position to 157
On 5 Nov PNB was trading at 104.71. The strike last trading price was 1.5, which was -0.40 lower than the previous day. The implied volatity was 37.76, the open interest changed by -10 which decreased total open position to 127
On 4 Nov PNB was trading at 103.65. The strike last trading price was 1.9, which was -0.85 lower than the previous day. The implied volatity was 38.94, the open interest changed by 26 which increased total open position to 136
On 1 Nov PNB was trading at 100.98. The strike last trading price was 2.75, which was -1.55 lower than the previous day. The implied volatity was 37.18, the open interest changed by 19 which increased total open position to 109
On 31 Oct PNB was trading at 97.90. The strike last trading price was 4.3, which was -0.10 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 4.4, 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 29 Oct PNB was trading at 101.33. The strike last trading price was 4.4, which was 0.70 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 3.7, which was -2.60 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 6.3, which was 1.90 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 4.4, which was 0.50 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 3.9, 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 22 Oct PNB was trading at 94.95. The strike last trading price was 3.9, 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 21 Oct PNB was trading at 102.29. The strike last trading price was 3.9, 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 18 Oct PNB was trading at 103.27. The strike last trading price was 3.9, 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 17 Oct PNB was trading at 102.46. The strike last trading price was 3.9, 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 16 Oct PNB was trading at 105.05. The strike last trading price was 3.9, 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 15 Oct PNB was trading at 104.98. The strike last trading price was 3.9, 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 14 Oct PNB was trading at 105.01. The strike last trading price was 3.9, 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 11 Oct PNB was trading at 104.91. The strike last trading price was 3.9, 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 10 Oct PNB was trading at 103.69. The strike last trading price was 3.9, 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 9 Oct PNB was trading at 104.10. The strike last trading price was 3.9, 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 8 Oct PNB was trading at 102.49. The strike last trading price was 3.9, 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 7 Oct PNB was trading at 102.07. The strike last trading price was 3.9, 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 3 Oct PNB was trading at 105.06. The strike last trading price was 3.9, 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 1 Oct PNB was trading at 105.21. The strike last trading price was 3.9, 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 Sept PNB was trading at 107.21. The strike last trading price was 3.9, 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 27 Sept PNB was trading at 109.22. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
