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[--[65.84.65.76]--]
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 940 CE
Delta: 0.56
Vega: 0.87
Theta: -1.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 949.45 45 4 45.31 1,240 -32 207
3 Apr 937.40 41.95 10.95 44.93 1,364 162 240
2 Apr 917.05 32.2 21.2 42.74 378 74 75
1 Apr 872.85 11 -13.65 34.64 1 0 0


For Pnb Housing Fin Ltd. - strike price 940 expiring on 24APR2025

Delta for 940 CE is 0.56

Historical price for 940 CE is as follows

On 4 Apr PNBHOUSING was trading at 949.45. The strike last trading price was 45, which was 4 higher than the previous day. The implied volatity was 45.31, the open interest changed by -32 which decreased total open position to 207


On 3 Apr PNBHOUSING was trading at 937.40. The strike last trading price was 41.95, which was 10.95 higher than the previous day. The implied volatity was 44.93, the open interest changed by 162 which increased total open position to 240


On 2 Apr PNBHOUSING was trading at 917.05. The strike last trading price was 32.2, which was 21.2 higher than the previous day. The implied volatity was 42.74, the open interest changed by 74 which increased total open position to 75


On 1 Apr PNBHOUSING was trading at 872.85. The strike last trading price was 11, which was -13.65 lower than the previous day. The implied volatity was 34.64, the open interest changed by 0 which decreased total open position to 0


PNBHOUSING 24APR2025 940 PE
Delta: -0.44
Vega: 0.87
Theta: -0.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 949.45 33.85 -5.65 44.09 473 4 52
3 Apr 937.40 39.1 -7.7 45.53 136 43 49
2 Apr 917.05 45.75 -42.8 42.24 11 5 5
1 Apr 872.85 88.55 0 - 0 0 0


For Pnb Housing Fin Ltd. - strike price 940 expiring on 24APR2025

Delta for 940 PE is -0.44

Historical price for 940 PE is as follows

On 4 Apr PNBHOUSING was trading at 949.45. The strike last trading price was 33.85, which was -5.65 lower than the previous day. The implied volatity was 44.09, the open interest changed by 4 which increased total open position to 52


On 3 Apr PNBHOUSING was trading at 937.40. The strike last trading price was 39.1, which was -7.7 lower than the previous day. The implied volatity was 45.53, the open interest changed by 43 which increased total open position to 49


On 2 Apr PNBHOUSING was trading at 917.05. The strike last trading price was 45.75, which was -42.8 lower than the previous day. The implied volatity was 42.24, the open interest changed by 5 which increased total open position to 5


On 1 Apr PNBHOUSING was trading at 872.85. The strike last trading price was 88.55, 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