PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
30 Jan 2026 04:13 PM IST
| PNBHOUSING 24-FEB-2026 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.4
Vega: 0.83
Theta: -0.66
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 822.40 | 20.3 | -8.9 | 34.36 | 398 | 152 | 427 | |||||||||
| 29 Jan | 841.50 | 27 | -3.75 | 34.47 | 188 | 6 | 274 | |||||||||
| 28 Jan | 845.55 | 30.95 | 4 | 33.47 | 611 | 1 | 267 | |||||||||
| 27 Jan | 825.40 | 28.05 | 5.1 | 38.77 | 814 | -67 | 270 | |||||||||
|
|
||||||||||||||||
| 23 Jan | 812.40 | 22.15 | -24.3 | 36.2 | 1,000 | 266 | 338 | |||||||||
| 22 Jan | 860.25 | 47.2 | -81.3 | 38.14 | 188 | 72 | 72 | |||||||||
For Pnb Housing Fin Ltd. - strike price 850 expiring on 24FEB2026
Delta for 850 CE is 0.4
Historical price for 850 CE is as follows
On 30 Jan PNBHOUSING was trading at 822.40. The strike last trading price was 20.3, which was -8.9 lower than the previous day. The implied volatity was 34.36, the open interest changed by 152 which increased total open position to 427
On 29 Jan PNBHOUSING was trading at 841.50. The strike last trading price was 27, which was -3.75 lower than the previous day. The implied volatity was 34.47, the open interest changed by 6 which increased total open position to 274
On 28 Jan PNBHOUSING was trading at 845.55. The strike last trading price was 30.95, which was 4 higher than the previous day. The implied volatity was 33.47, the open interest changed by 1 which increased total open position to 267
On 27 Jan PNBHOUSING was trading at 825.40. The strike last trading price was 28.05, which was 5.1 higher than the previous day. The implied volatity was 38.77, the open interest changed by -67 which decreased total open position to 270
On 23 Jan PNBHOUSING was trading at 812.40. The strike last trading price was 22.15, which was -24.3 lower than the previous day. The implied volatity was 36.2, the open interest changed by 266 which increased total open position to 338
On 22 Jan PNBHOUSING was trading at 860.25. The strike last trading price was 47.2, which was -81.3 lower than the previous day. The implied volatity was 38.14, the open interest changed by 72 which increased total open position to 72
| PNBHOUSING 24FEB2026 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.84
Theta: -0.47
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 822.40 | 44 | 10.3 | 36.81 | 30 | -12 | 121 |
| 29 Jan | 841.50 | 33.9 | 2.05 | 33.27 | 60 | 2 | 135 |
| 28 Jan | 845.55 | 33.15 | -9.95 | 36.55 | 105 | 9 | 134 |
| 27 Jan | 825.40 | 42.5 | -15.75 | 36.34 | 181 | 13 | 123 |
| 23 Jan | 812.40 | 58.5 | 25.65 | 42.42 | 536 | -4 | 109 |
| 22 Jan | 860.25 | 35 | 9.25 | 41.57 | 458 | 113 | 113 |
For Pnb Housing Fin Ltd. - strike price 850 expiring on 24FEB2026
Delta for 850 PE is -0.59
Historical price for 850 PE is as follows
On 30 Jan PNBHOUSING was trading at 822.40. The strike last trading price was 44, which was 10.3 higher than the previous day. The implied volatity was 36.81, the open interest changed by -12 which decreased total open position to 121
On 29 Jan PNBHOUSING was trading at 841.50. The strike last trading price was 33.9, which was 2.05 higher than the previous day. The implied volatity was 33.27, the open interest changed by 2 which increased total open position to 135
On 28 Jan PNBHOUSING was trading at 845.55. The strike last trading price was 33.15, which was -9.95 lower than the previous day. The implied volatity was 36.55, the open interest changed by 9 which increased total open position to 134
On 27 Jan PNBHOUSING was trading at 825.40. The strike last trading price was 42.5, which was -15.75 lower than the previous day. The implied volatity was 36.34, the open interest changed by 13 which increased total open position to 123
On 23 Jan PNBHOUSING was trading at 812.40. The strike last trading price was 58.5, which was 25.65 higher than the previous day. The implied volatity was 42.42, the open interest changed by -4 which decreased total open position to 109
On 22 Jan PNBHOUSING was trading at 860.25. The strike last trading price was 35, which was 9.25 higher than the previous day. The implied volatity was 41.57, the open interest changed by 113 which increased total open position to 113






























































































































































































































