[--[65.84.65.76]--]

PNBHOUSING

Pnb Housing Fin Ltd.
834.1 +11.30 (1.37%)
L: 820.15 H: 843.5

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Historical option data for PNBHOUSING

04 Feb 2026 11:03 AM IST
PNBHOUSING 24-FEB-2026 830 CE
Delta: 0.55
Vega: 0.77
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 833.10 27.2 2.9 31.44 211 -15 332
3 Feb 822.80 24.65 9.7 33.99 571 69 347
2 Feb 804.40 16.3 -3.25 30.66 414 2 280
1 Feb 805.35 18.2 -12.15 35.56 368 -19 279
30 Jan 822.40 30 -9.5 35.94 475 146 299
29 Jan 841.50 36.8 -5.35 34.51 88 -8 153
28 Jan 845.55 42.1 5.45 34.03 1,180 -80 160
27 Jan 825.40 38 8.75 39.92 989 190 246
23 Jan 812.40 28.1 -114.8 34.4 253 59 59
22 Jan 860.25 142.9 0 - 0 0 0


For Pnb Housing Fin Ltd. - strike price 830 expiring on 24FEB2026

Delta for 830 CE is 0.55

Historical price for 830 CE is as follows

On 4 Feb PNBHOUSING was trading at 833.10. The strike last trading price was 27.2, which was 2.9 higher than the previous day. The implied volatity was 31.44, the open interest changed by -15 which decreased total open position to 332


On 3 Feb PNBHOUSING was trading at 822.80. The strike last trading price was 24.65, which was 9.7 higher than the previous day. The implied volatity was 33.99, the open interest changed by 69 which increased total open position to 347


On 2 Feb PNBHOUSING was trading at 804.40. The strike last trading price was 16.3, which was -3.25 lower than the previous day. The implied volatity was 30.66, the open interest changed by 2 which increased total open position to 280


On 1 Feb PNBHOUSING was trading at 805.35. The strike last trading price was 18.2, which was -12.15 lower than the previous day. The implied volatity was 35.56, the open interest changed by -19 which decreased total open position to 279


On 30 Jan PNBHOUSING was trading at 822.40. The strike last trading price was 30, which was -9.5 lower than the previous day. The implied volatity was 35.94, the open interest changed by 146 which increased total open position to 299


On 29 Jan PNBHOUSING was trading at 841.50. The strike last trading price was 36.8, which was -5.35 lower than the previous day. The implied volatity was 34.51, the open interest changed by -8 which decreased total open position to 153


On 28 Jan PNBHOUSING was trading at 845.55. The strike last trading price was 42.1, which was 5.45 higher than the previous day. The implied volatity was 34.03, the open interest changed by -80 which decreased total open position to 160


On 27 Jan PNBHOUSING was trading at 825.40. The strike last trading price was 38, which was 8.75 higher than the previous day. The implied volatity was 39.92, the open interest changed by 190 which increased total open position to 246


On 23 Jan PNBHOUSING was trading at 812.40. The strike last trading price was 28.1, which was -114.8 lower than the previous day. The implied volatity was 34.4, the open interest changed by 59 which increased total open position to 59


On 22 Jan PNBHOUSING was trading at 860.25. The strike last trading price was 142.9, 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 24FEB2026 830 PE
Delta: -0.44
Vega: 0.77
Theta: -0.52
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 833.10 22 -5.6 32.84 131 33 165
3 Feb 822.80 26.8 -8.35 31.2 129 28 132
2 Feb 804.40 34.5 -3.95 30.12 54 -6 106
1 Feb 805.35 38.85 6.15 30.11 97 -24 112
30 Jan 822.40 32.45 7.9 36.71 117 35 136
29 Jan 841.50 24.85 1.05 34.44 46 1 101
28 Jan 845.55 23.8 -9.7 36.51 430 42 106
27 Jan 825.40 32.35 -13.85 37.22 380 0 64
23 Jan 812.40 49.15 23.55 45.15 954 31 64
22 Jan 860.25 27 6.65 42.1 101 40 40


For Pnb Housing Fin Ltd. - strike price 830 expiring on 24FEB2026

Delta for 830 PE is -0.44

Historical price for 830 PE is as follows

On 4 Feb PNBHOUSING was trading at 833.10. The strike last trading price was 22, which was -5.6 lower than the previous day. The implied volatity was 32.84, the open interest changed by 33 which increased total open position to 165


On 3 Feb PNBHOUSING was trading at 822.80. The strike last trading price was 26.8, which was -8.35 lower than the previous day. The implied volatity was 31.2, the open interest changed by 28 which increased total open position to 132


On 2 Feb PNBHOUSING was trading at 804.40. The strike last trading price was 34.5, which was -3.95 lower than the previous day. The implied volatity was 30.12, the open interest changed by -6 which decreased total open position to 106


On 1 Feb PNBHOUSING was trading at 805.35. The strike last trading price was 38.85, which was 6.15 higher than the previous day. The implied volatity was 30.11, the open interest changed by -24 which decreased total open position to 112


On 30 Jan PNBHOUSING was trading at 822.40. The strike last trading price was 32.45, which was 7.9 higher than the previous day. The implied volatity was 36.71, the open interest changed by 35 which increased total open position to 136


On 29 Jan PNBHOUSING was trading at 841.50. The strike last trading price was 24.85, which was 1.05 higher than the previous day. The implied volatity was 34.44, the open interest changed by 1 which increased total open position to 101


On 28 Jan PNBHOUSING was trading at 845.55. The strike last trading price was 23.8, which was -9.7 lower than the previous day. The implied volatity was 36.51, the open interest changed by 42 which increased total open position to 106


On 27 Jan PNBHOUSING was trading at 825.40. The strike last trading price was 32.35, which was -13.85 lower than the previous day. The implied volatity was 37.22, the open interest changed by 0 which decreased total open position to 64


On 23 Jan PNBHOUSING was trading at 812.40. The strike last trading price was 49.15, which was 23.55 higher than the previous day. The implied volatity was 45.15, the open interest changed by 31 which increased total open position to 64


On 22 Jan PNBHOUSING was trading at 860.25. The strike last trading price was 27, which was 6.65 higher than the previous day. The implied volatity was 42.1, the open interest changed by 40 which increased total open position to 40