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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 920 CE
Delta: 0.64
Vega: 0.83
Theta: -1.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 949.45 56 3.95 45.16 397 -33 115
3 Apr 937.40 52.3 12.2 44.67 1,664 42 149
2 Apr 917.05 41.5 24.75 43.07 722 89 107
1 Apr 872.85 16.75 -7.8 35.27 20 3 19


For Pnb Housing Fin Ltd. - strike price 920 expiring on 24APR2025

Delta for 920 CE is 0.64

Historical price for 920 CE is as follows

On 4 Apr PNBHOUSING was trading at 949.45. The strike last trading price was 56, which was 3.95 higher than the previous day. The implied volatity was 45.16, the open interest changed by -33 which decreased total open position to 115


On 3 Apr PNBHOUSING was trading at 937.40. The strike last trading price was 52.3, which was 12.2 higher than the previous day. The implied volatity was 44.67, the open interest changed by 42 which increased total open position to 149


On 2 Apr PNBHOUSING was trading at 917.05. The strike last trading price was 41.5, which was 24.75 higher than the previous day. The implied volatity was 43.07, the open interest changed by 89 which increased total open position to 107


On 1 Apr PNBHOUSING was trading at 872.85. The strike last trading price was 16.75, which was -7.8 lower than the previous day. The implied volatity was 35.27, the open interest changed by 3 which increased total open position to 19


PNBHOUSING 24APR2025 920 PE
Delta: -0.36
Vega: 0.83
Theta: -0.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 949.45 26.05 -4.8 45.20 344 -28 109
3 Apr 937.40 30.2 -6.15 46.04 289 121 138
2 Apr 917.05 36.6 -38.2 43.95 37 16 16
1 Apr 872.85 74.8 0 - 0 0 0


For Pnb Housing Fin Ltd. - strike price 920 expiring on 24APR2025

Delta for 920 PE is -0.36

Historical price for 920 PE is as follows

On 4 Apr PNBHOUSING was trading at 949.45. The strike last trading price was 26.05, which was -4.8 lower than the previous day. The implied volatity was 45.20, the open interest changed by -28 which decreased total open position to 109


On 3 Apr PNBHOUSING was trading at 937.40. The strike last trading price was 30.2, which was -6.15 lower than the previous day. The implied volatity was 46.04, the open interest changed by 121 which increased total open position to 138


On 2 Apr PNBHOUSING was trading at 917.05. The strike last trading price was 36.6, which was -38.2 lower than the previous day. The implied volatity was 43.95, the open interest changed by 16 which increased total open position to 16


On 1 Apr PNBHOUSING was trading at 872.85. The strike last trading price was 74.8, 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