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Historical option data for PNBHOUSING

29 May 2026 04:10 PM IST
PNBHOUSING 30-Jun-2026 (31d) 1050 CE
Delta: 0.53
Vega: 0.01
Theta: -0.67
Gamma: 0.00405
Date Close Ltp Change IV Volume OI Chg OI
29 May 1030.50 40 -20 (-33.33%) 31.54 224 35 94
27 May 1077.90 60 -6.5 (-9.77%) 28.67 26 18 59
26 May 1092.60 68 3 (4.62%) 28.98 12 3 41
25 May 1085.60 65 13.15 (25.36%) 30.48 49 23 38
22 May 1059.60 51.85 -1.05 (-1.98%) 32.21 13 5 15
21 May 1055.90 52.9 -0.5 (-0.94%) 32.21 1 0 9
20 May 1060.80 53.4 1.4 (2.69%) 31.84 2 2 9
19 May 1064.50 52 -28 (-35.00%) 29.04 4 0 5
18 May 1045.20 80 0 (0.00%) - 5 0 5
15 May 1069.40 80 0 (0.00%) - 0 0 5
14 May 1069.70 80 0 (0.00%) 0 0 0 5
13 May 1062.90 80 0 (0.00%) 0 0 0 5
12 May 1057.70 80 0 (0.00%) 0 0 0 5
11 May 1072.80 80 0 (0.00%) 0 0 0 5
8 May 1091.20 80 -4.15 (-4.93%) 32.62 5 4 4
7 May 1051.60 0 0 - 0 0 0
6 May 1065.10 0 0 - 0 0 0


For Pnb Housing Fin Ltd. - strike price 1050 expiring on 30JUN2026

Delta for 1050 CE is 0.53

Historical price for 1050 CE is as follows

On 29 May PNBHOUSING was trading at 1030.50. The strike last trading price was 40, which was -20 lower than the previous day. The implied volatity was 31.54, the open interest changed by 35 which increased total open position to 94


On 27 May PNBHOUSING was trading at 1077.90. The strike last trading price was 60, which was -6.5 lower than the previous day. The implied volatity was 28.67, the open interest changed by 18 which increased total open position to 59


On 26 May PNBHOUSING was trading at 1092.60. The strike last trading price was 68, which was 3 higher than the previous day. The implied volatity was 28.98, the open interest changed by 3 which increased total open position to 41


On 25 May PNBHOUSING was trading at 1085.60. The strike last trading price was 65, which was 13.15 higher than the previous day. The implied volatity was 30.48, the open interest changed by 23 which increased total open position to 38


On 22 May PNBHOUSING was trading at 1059.60. The strike last trading price was 51.85, which was -1.05 lower than the previous day. The implied volatity was 32.21, the open interest changed by 5 which increased total open position to 15


On 21 May PNBHOUSING was trading at 1055.90. The strike last trading price was 52.9, which was -0.5 lower than the previous day. The implied volatity was 32.21, the open interest changed by 0 which decreased total open position to 9


On 20 May PNBHOUSING was trading at 1060.80. The strike last trading price was 53.4, which was 1.4 higher than the previous day. The implied volatity was 31.84, the open interest changed by 2 which increased total open position to 9


On 19 May PNBHOUSING was trading at 1064.50. The strike last trading price was 52, which was -28 lower than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 5


On 18 May PNBHOUSING was trading at 1045.20. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 15 May PNBHOUSING was trading at 1069.40. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 14 May PNBHOUSING was trading at 1069.70. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5


On 13 May PNBHOUSING was trading at 1062.90. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5


On 12 May PNBHOUSING was trading at 1057.70. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5


On 11 May PNBHOUSING was trading at 1072.80. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5


On 8 May PNBHOUSING was trading at 1091.20. The strike last trading price was 80, which was -4.15 lower than the previous day. The implied volatity was 32.62, the open interest changed by 4 which increased total open position to 4


On 7 May PNBHOUSING was trading at 1051.60. The strike last trading price was 0, 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 May PNBHOUSING was trading at 1065.10. The strike last trading price was 0, 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


PNBHOUSING 30-Jun-2026 (31d) 1050 PE
Delta: -0.47
Vega: 0.01
Theta: -0.47
Gamma: 0.00432
Date Close Ltp Change IV Volume OI Chg OI
29 May 1030.50 35.15 13.05 (59.05%) 29.53 702 59 166
27 May 1077.90 22.1 2.85 (14.81%) 28.17 36 10 106
26 May 1092.60 18.8 -4.45 (-19.14%) 29.79 103 34 97
25 May 1085.60 23.45 -10.4 (-30.72%) 30.08 109 47 65
22 May 1059.60 33.85 -2.15 (-5.97%) 29.5 14 5 19
21 May 1055.90 36.45 0.75 (2.10%) 29.89 8 4 14
20 May 1060.80 35.7 -0.3 (-0.83%) 30.78 4 3 9
19 May 1064.50 36 -4 (-10.00%) 31.25 6 3 4
18 May 1045.20 40 -40.15 (-50.09%) 28.19 1 0 0
15 May 1069.40 0 -80.15 (-100.00%) - 0 0 0
14 May 1069.70 0 -80.15 (-100.00%) 0 0 0 0
13 May 1062.90 0 -80.15 (-100.00%) 0 0 0 0
12 May 1057.70 0 -80.15 (-100.00%) 0 0 0 0
11 May 1072.80 0 -80.15 (-100.00%) 0 0 0 0
8 May 1091.20 0 0 - 0 0 0
7 May 1051.60 0 0 - 0 0 0
6 May 1065.10 0 0 - 0 0 0


For Pnb Housing Fin Ltd. - strike price 1050 expiring on 30JUN2026

Delta for 1050 PE is -0.47

Historical price for 1050 PE is as follows

On 29 May PNBHOUSING was trading at 1030.50. The strike last trading price was 35.15, which was 13.05 higher than the previous day. The implied volatity was 29.53, the open interest changed by 59 which increased total open position to 166


On 27 May PNBHOUSING was trading at 1077.90. The strike last trading price was 22.1, which was 2.85 higher than the previous day. The implied volatity was 28.17, the open interest changed by 10 which increased total open position to 106


On 26 May PNBHOUSING was trading at 1092.60. The strike last trading price was 18.8, which was -4.45 lower than the previous day. The implied volatity was 29.79, the open interest changed by 34 which increased total open position to 97


On 25 May PNBHOUSING was trading at 1085.60. The strike last trading price was 23.45, which was -10.4 lower than the previous day. The implied volatity was 30.08, the open interest changed by 47 which increased total open position to 65


On 22 May PNBHOUSING was trading at 1059.60. The strike last trading price was 33.85, which was -2.15 lower than the previous day. The implied volatity was 29.5, the open interest changed by 5 which increased total open position to 19


On 21 May PNBHOUSING was trading at 1055.90. The strike last trading price was 36.45, which was 0.75 higher than the previous day. The implied volatity was 29.89, the open interest changed by 4 which increased total open position to 14


On 20 May PNBHOUSING was trading at 1060.80. The strike last trading price was 35.7, which was -0.3 lower than the previous day. The implied volatity was 30.78, the open interest changed by 3 which increased total open position to 9


On 19 May PNBHOUSING was trading at 1064.50. The strike last trading price was 36, which was -4 lower than the previous day. The implied volatity was 31.25, the open interest changed by 3 which increased total open position to 4


On 18 May PNBHOUSING was trading at 1045.20. The strike last trading price was 40, which was -40.15 lower than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 0


On 15 May PNBHOUSING was trading at 1069.40. The strike last trading price was 0, which was -80.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May PNBHOUSING was trading at 1069.70. The strike last trading price was 0, which was -80.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May PNBHOUSING was trading at 1062.90. The strike last trading price was 0, which was -80.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May PNBHOUSING was trading at 1057.70. The strike last trading price was 0, which was -80.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May PNBHOUSING was trading at 1072.80. The strike last trading price was 0, which was -80.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May PNBHOUSING was trading at 1091.20. The strike last trading price was 0, 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 May PNBHOUSING was trading at 1051.60. The strike last trading price was 0, 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 May PNBHOUSING was trading at 1065.10. The strike last trading price was 0, 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