PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
04 Feb 2026 11:08 AM IST
| PNBHOUSING 24-FEB-2026 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.77
Theta: -0.68
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 834.10 | 27.5 | 3.2 | 29.43 | 215 | -14 | 333 | |||||||||
| 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 0.57
Historical price for 830 CE is as follows
On 4 Feb PNBHOUSING was trading at 834.10. The strike last trading price was 27.5, which was 3.2 higher than the previous day. The implied volatity was 29.43, the open interest changed by -14 which decreased total open position to 333
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: -0.43
Vega: 0.77
Theta: -0.54
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 834.10 | 22 | -5.6 | 33.55 | 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 -0.43
Historical price for 830 PE is as follows
On 4 Feb PNBHOUSING was trading at 834.10. The strike last trading price was 22, which was -5.6 lower than the previous day. The implied volatity was 33.55, 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






























































































































































































































