Historical option data for PNB
26 May 2026 04:10 PM IST
| PNB 30-Jun-2026 (34d) 107 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0
Theta: -0.06
Gamma: 0.04331
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 105.91 | 3.46 | -0.54 (-13.50%) | 27.94 | 597 | 139 | 224 | |||||||||
| 25 May | 106.26 | 3.99 | 1.99 (99.50%) | 29.51 | 187 | 34 | 85 | |||||||||
| 22 May | 102.66 | 2.55 | 0.55 (27.50%) | 29.78 | 16 | 4 | 50 | |||||||||
| 21 May | 101.92 | 2.32 | -0.68 (-22.67%) | 29.87 | 8 | 3 | 46 | |||||||||
| 20 May | 102.22 | 2.51 | 0.51 (25.50%) | 30.64 | 18 | 2 | 45 | |||||||||
| 19 May | 101.30 | 2.36 | 0.36 (18.00%) | 31.39 | 18 | 0 | 42 | |||||||||
| 18 May | 99.49 | 2.06 | -0.94 (-31.33%) | 32.49 | 38 | 27 | 42 | |||||||||
| 15 May | 102.05 | 2.99 | -2.94 (-49.58%) | 32.55 | 2 | 1 | 14 | |||||||||
| 14 May | 104.62 | 5.93 | 0 (0.00%) | 0 | 0 | 0 | 13 | |||||||||
| 13 May | 102.77 | 5.93 | 0 (0.00%) | 0 | 0 | 0 | 13 | |||||||||
| 12 May | 102.78 | 5.93 | 0 (0.00%) | 0 | 0 | 0 | 13 | |||||||||
| 11 May | 104.62 | 5.93 | -0.07 (-1.17%) | 0 | 0 | 0 | 13 | |||||||||
| 8 May | 107.24 | 5.93 | -0.07 (-1.17%) | 33.76 | 12 | 11 | 12 | |||||||||
| 7 May | 109.11 | 6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 110.18 | 6 | 0 (0.00%) | 29.76 | 0 | 0 | 1 | |||||||||
| 5 May | 107.89 | 6 | -3.8 (-38.78%) | 29.76 | 1 | 0 | 0 | |||||||||
| 4 May | 108.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 109.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 111.18 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Punjab National Bank - strike price 107 expiring on 30JUN2026
Delta for 107 CE is 0.5
Historical price for 107 CE is as follows
On 26 May PNB was trading at 105.91. The strike last trading price was 3.46, which was -0.54 lower than the previous day. The implied volatity was 27.94, the open interest changed by 139 which increased total open position to 224
On 25 May PNB was trading at 106.26. The strike last trading price was 3.99, which was 1.99 higher than the previous day. The implied volatity was 29.51, the open interest changed by 34 which increased total open position to 85
On 22 May PNB was trading at 102.66. The strike last trading price was 2.55, which was 0.55 higher than the previous day. The implied volatity was 29.78, the open interest changed by 4 which increased total open position to 50
On 21 May PNB was trading at 101.92. The strike last trading price was 2.32, which was -0.68 lower than the previous day. The implied volatity was 29.87, the open interest changed by 3 which increased total open position to 46
On 20 May PNB was trading at 102.22. The strike last trading price was 2.51, which was 0.51 higher than the previous day. The implied volatity was 30.64, the open interest changed by 2 which increased total open position to 45
On 19 May PNB was trading at 101.30. The strike last trading price was 2.36, which was 0.36 higher than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 42
On 18 May PNB was trading at 99.49. The strike last trading price was 2.06, which was -0.94 lower than the previous day. The implied volatity was 32.49, the open interest changed by 27 which increased total open position to 42
On 15 May PNB was trading at 102.05. The strike last trading price was 2.99, which was -2.94 lower than the previous day. The implied volatity was 32.55, the open interest changed by 1 which increased total open position to 14
On 14 May PNB was trading at 104.62. The strike last trading price was 5.93, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 13
On 13 May PNB was trading at 102.77. The strike last trading price was 5.93, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 13
On 12 May PNB was trading at 102.78. The strike last trading price was 5.93, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 13
On 11 May PNB was trading at 104.62. The strike last trading price was 5.93, which was -0.07 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 13
On 8 May PNB was trading at 107.24. The strike last trading price was 5.93, which was -0.07 lower than the previous day. The implied volatity was 33.76, the open interest changed by 11 which increased total open position to 12
On 7 May PNB was trading at 109.11. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May PNB was trading at 110.18. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 1
On 5 May PNB was trading at 107.89. The strike last trading price was 6, which was -3.8 lower than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 0
On 4 May PNB was trading at 108.68. The strike last trading price was 0, 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
On 30 Apr PNB was trading at 109.36. The strike last trading price was 0, 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
On 29 Apr PNB was trading at 111.18. The strike last trading price was 0, 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
| PNB 30-Jun-2026 (34d) 107 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0
Theta: -0.04
Gamma: 0.04941
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 105.91 | 3.49 | -0.09 (-2.51%) | 24.49 | 300 | 85 | 143 |
| 25 May | 106.26 | 3.55 | -2.25 (-38.79%) | 26.42 | 62 | 34 | 58 |
| 22 May | 102.66 | 5.8 | -1.2 (-17.14%) | 27.41 | 1 | 0 | 23 |
| 21 May | 101.92 | 7 | 7 (-0.99%) | 28.46 | 1 | 0 | 23 |
| 20 May | 102.22 | 7 | -0.07 (-0.99%) | 28.46 | 1 | 0 | 23 |
| 19 May | 101.30 | 7.07 | -2.03 (-22.31%) | 29.22 | 18 | 14 | 22 |
| 18 May | 99.49 | 9.1 | 2.61 (40.22%) | 30.13 | 2 | 1 | 7 |
| 15 May | 102.05 | 6.49 | 1.29 (24.81%) | 29.29 | 1 | 0 | 5 |
| 14 May | 104.62 | 5.2 | -0.1 (-1.89%) | 29.2 | 1 | 0 | 5 |
| 13 May | 102.77 | 5.3 | 0 (0.00%) | 0 | 0 | 0 | 5 |
| 12 May | 102.78 | 5.3 | 0 (0.00%) | 0 | 0 | 0 | 5 |
| 11 May | 104.62 | 5.3 | 0.96 (22.12%) | 28.54 | 6 | 4 | 4 |
| 8 May | 107.24 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 109.11 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 110.18 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 107.89 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 108.68 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 109.36 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 111.18 | 0 | 0 | - | 0 | 0 | 0 |
For Punjab National Bank - strike price 107 expiring on 30JUN2026
Delta for 107 PE is -0.51
Historical price for 107 PE is as follows
On 26 May PNB was trading at 105.91. The strike last trading price was 3.49, which was -0.09 lower than the previous day. The implied volatity was 24.49, the open interest changed by 85 which increased total open position to 143
On 25 May PNB was trading at 106.26. The strike last trading price was 3.55, which was -2.25 lower than the previous day. The implied volatity was 26.42, the open interest changed by 34 which increased total open position to 58
On 22 May PNB was trading at 102.66. The strike last trading price was 5.8, which was -1.2 lower than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 23
On 21 May PNB was trading at 101.92. The strike last trading price was 7, which was 7 higher than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 23
On 20 May PNB was trading at 102.22. The strike last trading price was 7, which was -0.07 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 23
On 19 May PNB was trading at 101.30. The strike last trading price was 7.07, which was -2.03 lower than the previous day. The implied volatity was 29.22, the open interest changed by 14 which increased total open position to 22
On 18 May PNB was trading at 99.49. The strike last trading price was 9.1, which was 2.61 higher than the previous day. The implied volatity was 30.13, the open interest changed by 1 which increased total open position to 7
On 15 May PNB was trading at 102.05. The strike last trading price was 6.49, which was 1.29 higher than the previous day. The implied volatity was 29.29, the open interest changed by 0 which decreased total open position to 5
On 14 May PNB was trading at 104.62. The strike last trading price was 5.2, which was -0.1 lower than the previous day. The implied volatity was 29.2, the open interest changed by 0 which decreased total open position to 5
On 13 May PNB was trading at 102.77. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5
On 12 May PNB was trading at 102.78. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5
On 11 May PNB was trading at 104.62. The strike last trading price was 5.3, which was 0.96 higher than the previous day. The implied volatity was 28.54, the open interest changed by 4 which increased total open position to 4
On 8 May PNB was trading at 107.24. The strike last trading price was 0, 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
On 7 May PNB was trading at 109.11. The strike last trading price was 0, 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
On 6 May PNB was trading at 110.18. The strike last trading price was 0, 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
On 5 May PNB was trading at 107.89. The strike last trading price was 0, 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
On 4 May PNB was trading at 108.68. The strike last trading price was 0, 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
On 30 Apr PNB was trading at 109.36. The strike last trading price was 0, 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
On 29 Apr PNB was trading at 111.18. The strike last trading price was 0, 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
