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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 960 CE
Delta: 0.48
Vega: 0.88
Theta: -1.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.48

Historical price for 960 CE is as follows

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
Delta: -0.52
Vega: 0.88
Theta: -0.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.52

Historical price for 960 PE is as follows

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