Punjab National Bank

Financial Services · Banks

NSE: PNB BSE: 532461

₹113.06

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +1.94

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	113.7700	+0.57	244056000	-4200000	Short Covering
Nov. 23, 2026	114.4100	+0.88	17096000	128000	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	115.5600	116.4200	115.0000	115.0000	64000	64000
Sept. 30, 2026	Nov. 23, 2026	114.8800	115.7500	114.0000	114.4100	17096000	128000
Sept. 30, 2026	Oct. 27, 2026	113.8700	115.3500	113.2600	113.7700	244056000	-4200000
Sept. 29, 2026	Nov. 23, 2026	113.3000	115.0600	111.6400	113.5300	16968000	1552000
Sept. 29, 2026	Oct. 27, 2026	113.0200	114.5700	111.0000	113.2000	248256000	28032000
Sept. 29, 2026	Sept. 29, 2026	112.6000	113.7700	110.3600	112.5200	13112000	-20440000
Sept. 28, 2026	Nov. 23, 2026	117.0000	117.0000	113.7000	113.7800	15416000	976000
Sept. 28, 2026	Oct. 27, 2026	117.0500	117.0900	113.0000	113.3100	220224000	67304000
Sept. 28, 2026	Sept. 29, 2026	116.1600	116.3500	112.3200	112.7300	33552000	-69320000
Sept. 25, 2026	Nov. 23, 2026	118.7500	118.7500	117.7100	117.8400	14440000	1136000

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.902

Max Pain 115.0000

Open Interest by Strike (Max Pain: 115.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	20.4500	58.05	0.900	94.0000	-0.034	39.45	0.1700	80000	80000
0	0	18.8400	59.44	0.870	96.0000	-0.055	40.17	0.3000	32000	80000
16000	0	19.2000	83.02	0.779	98.0000	-0.053	34.78	0.2500	32000	144000
104000	8000	13.8200	30.77	0.942	100.0000	-0.072	33.24	0.3400	72000	944000
0	0	17.2200	83.6	0.736	101.0000	-0.076	31.23	0.3400	64000	64000
8000	0	16.0000	77.99	0.731	102.0000	-0.097	31.64	0.4600	16000	200000
96000	0	10.0000	—		103.0000	-0.113	30.92	0.5400	48000	112000
24000	0	8.9500	—		104.0000	-0.130	29.99	0.6200	312000	536000
56000	8000	9.9000	36.45	0.802	105.0000	-0.157	30.11	0.7900	112000	1432000
8000	0	9.0000	34.85	0.783	106.0000	-0.183	29.6	0.9400	112000	416000
176000	160000	7.7000	28.78	0.791	107.0000	-0.212	29.15	1.1200	40000	400000
8000	0	10.2500	59.34	0.654	108.0000	-0.244	28.6	1.3200	8000	1032000
8000	0	6.7500	33.49	0.693	109.0000	-0.280	28.14	1.5600	-56000	456000
1424000	-48000	5.6500	29.37	0.673	110.0000	-0.320	27.91	1.8600	-32000	4264000
568000	0	4.8600	27.9	0.636	111.0000	-0.362	27.41	2.1700	160000	904000
760000	0	4.4200	29.08	0.589	112.0000	-0.408	27.31	2.5700	192000	1400000
1584000	576000	3.8200	28.53	0.545	113.0000	-0.454	27.0	2.9900	624000	1424000
1312000	248000	3.3500	28.68	0.500	114.0000	-0.503	26.63	3.4500	1416000	6024000
4112000	368000	2.8600	28.3	0.454	115.0000	-0.551	26.53	3.9900	112000	3720000
1248000	176000	2.4600	28.3	0.410	116.0000	-0.601	25.86	4.5100	-8000	680000
1720000	128000	2.0800	28.11	0.366	117.0000	-0.642	26.76	5.2600	64000	1376000
2400000	-24000	1.7600	28.07	0.325	118.0000	-0.719	22.67	5.5100	-136000	960000
1272000	-112000	1.5100	28.34	0.288	119.0000	-0.739	25.06	6.5000	0	1040000
9744000	-272000	1.2500	28.17	0.251	120.0000	-0.829	20.43	6.8800	16000	2896000
464000	80000	1.0600	28.39	0.220	121.0000	-0.767	29.96	8.5200	0	448000
872000	64000	0.9000	28.66	0.192	122.0000		—	6.5700	0	96000
440000	136000	0.7500	28.76	0.166	123.0000		—	5.5700	0	48000
448000	120000	0.6400	29.11	0.144	124.0000	-0.956	18.5	10.4000	0	120000
2584000	456000	0.5200	29.05	0.122	125.0000	-0.882	28.66	11.7900	312000	1200000
296000	56000	0.4600	29.72	0.108	126.0000		—	12.1000	0	272000
144000	64000	0.4800	31.69	0.106	127.0000		—	10.5000	0	8000
624000	-40000	0.3600	30.95	0.085	128.0000	-0.959	24.6	14.4000	0	16000
160000	48000	0.2900	30.87	0.071	129.0000		—	14.3800	0	0
2496000	48000	0.2400	31.0	0.060	130.0000		—	15.9200	0	520000
280000	80000	0.2000	32.5	0.050	132.0000		—	17.5000	0	8000
1488000	-24000	0.1500	33.25	0.038	134.0000		—	19.5000	0	16000