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PNBHOUSING
Pnb Housing Fin Ltd.

949.45 12.05 (1.29%)

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Historical option data for PNBHOUSING

04 Apr 2025 04:14 PM IST
PNBHOUSING 24APR2025 800 CE
Delta: 0.90
Vega: 0.39
Theta: -0.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 949.45 156 13.65 60.51 4 1 6
3 Apr 937.40 142.35 26.4 - 1 0 5
2 Apr 917.05 115.95 17.95 - 6 3 4
1 Apr 872.85 98 0 0.00 0 1 0


For Pnb Housing Fin Ltd. - strike price 800 expiring on 24APR2025

Delta for 800 CE is 0.90

Historical price for 800 CE is as follows

On 4 Apr PNBHOUSING was trading at 949.45. The strike last trading price was 156, which was 13.65 higher than the previous day. The implied volatity was 60.51, the open interest changed by 1 which increased total open position to 6


On 3 Apr PNBHOUSING was trading at 937.40. The strike last trading price was 142.35, which was 26.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 2 Apr PNBHOUSING was trading at 917.05. The strike last trading price was 115.95, which was 17.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4


On 1 Apr PNBHOUSING was trading at 872.85. The strike last trading price was 98, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


PNBHOUSING 24APR2025 800 PE
Delta: -0.07
Vega: 0.28
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 949.45 3.35 -1.25 50.60 73 25 71
3 Apr 937.40 4.9 0.15 52.65 55 14 45
2 Apr 917.05 5.6 -2.8 48.88 88 16 33
1 Apr 872.85 8.6 1.1 42.77 43 6 10


For Pnb Housing Fin Ltd. - strike price 800 expiring on 24APR2025

Delta for 800 PE is -0.07

Historical price for 800 PE is as follows

On 4 Apr PNBHOUSING was trading at 949.45. The strike last trading price was 3.35, which was -1.25 lower than the previous day. The implied volatity was 50.60, the open interest changed by 25 which increased total open position to 71


On 3 Apr PNBHOUSING was trading at 937.40. The strike last trading price was 4.9, which was 0.15 higher than the previous day. The implied volatity was 52.65, the open interest changed by 14 which increased total open position to 45


On 2 Apr PNBHOUSING was trading at 917.05. The strike last trading price was 5.6, which was -2.8 lower than the previous day. The implied volatity was 48.88, the open interest changed by 16 which increased total open position to 33


On 1 Apr PNBHOUSING was trading at 872.85. The strike last trading price was 8.6, which was 1.1 higher than the previous day. The implied volatity was 42.77, the open interest changed by 6 which increased total open position to 10