PNBHOUSING
Pnb Housing Fin Ltd.
Historical option data for PNBHOUSING
07 Apr 2025 04:14 PM IST
| PNBHOUSING 24APR2025 960 CE | ||||||||||
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Delta: 0.40
Vega: 0.77
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 923.65 | 29.95 | -6 | 55.65 | 376 | 8 | 343 | |||
| 4 Apr | 949.45 | 35.8 | 4.1 | 45.70 | 1,943 | 138 | 330 | |||
| 3 Apr | 937.40 | 32.25 | 7.9 | 44.15 | 1,235 | 144 | 192 | |||
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| 2 Apr | 917.05 | 24.7 | 15.6 | 43.04 | 138 | 44 | 50 | |||
| 1 Apr | 872.85 | 9.1 | -10.5 | 37.77 | 6 | 1 | 1 | |||
For Pnb Housing Fin Ltd. - strike price 960 expiring on 24APR2025
Delta for 960 CE is 0.40
Historical price for 960 CE is as follows
On 7 Apr PNBHOUSING was trading at 923.65. The strike last trading price was 29.95, which was -6 lower than the previous day. The implied volatity was 55.65, the open interest changed by 8 which increased total open position to 343
On 4 Apr PNBHOUSING was trading at 949.45. The strike last trading price was 35.8, which was 4.1 higher than the previous day. The implied volatity was 45.70, the open interest changed by 138 which increased total open position to 330
On 3 Apr PNBHOUSING was trading at 937.40. The strike last trading price was 32.25, which was 7.9 higher than the previous day. The implied volatity was 44.15, the open interest changed by 144 which increased total open position to 192
On 2 Apr PNBHOUSING was trading at 917.05. The strike last trading price was 24.7, which was 15.6 higher than the previous day. The implied volatity was 43.04, the open interest changed by 44 which increased total open position to 50
On 1 Apr PNBHOUSING was trading at 872.85. The strike last trading price was 9.1, which was -10.5 lower than the previous day. The implied volatity was 37.77, the open interest changed by 1 which increased total open position to 1
| PNBHOUSING 24APR2025 960 PE | |||||||
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Delta: -0.60
Vega: 0.77
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 923.65 | 63.05 | 19.8 | 54.43 | 36 | -8 | 70 |
| 4 Apr | 949.45 | 44 | -5.95 | 43.88 | 332 | 59 | 76 |
| 3 Apr | 937.40 | 48.9 | -8.6 | 44.33 | 29 | 12 | 17 |
| 2 Apr | 917.05 | 59.85 | -43.5 | 44.10 | 6 | 5 | 5 |
| 1 Apr | 872.85 | 103.35 | 0 | - | 0 | 0 | 0 |
For Pnb Housing Fin Ltd. - strike price 960 expiring on 24APR2025
Delta for 960 PE is -0.60
Historical price for 960 PE is as follows
On 7 Apr PNBHOUSING was trading at 923.65. The strike last trading price was 63.05, which was 19.8 higher than the previous day. The implied volatity was 54.43, the open interest changed by -8 which decreased total open position to 70
On 4 Apr PNBHOUSING was trading at 949.45. The strike last trading price was 44, which was -5.95 lower than the previous day. The implied volatity was 43.88, the open interest changed by 59 which increased total open position to 76
On 3 Apr PNBHOUSING was trading at 937.40. The strike last trading price was 48.9, which was -8.6 lower than the previous day. The implied volatity was 44.33, the open interest changed by 12 which increased total open position to 17
On 2 Apr PNBHOUSING was trading at 917.05. The strike last trading price was 59.85, which was -43.5 lower than the previous day. The implied volatity was 44.10, 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 103.35, 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
