Punjab National Bank

Financial Services · Banks

NSE: PNB BSE: 532461

₹112.35

Oct. 5, 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) +1.35

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	112.4800	+2.05	244736000	1128000	Long Buildup
Nov. 23, 2026	113.1400	+2.06	17368000	120000	Long Buildup
Dec. 29, 2026	113.7000	+2.10	232000	-96000	Short Covering

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	114.5000	115.0000	113.3500	113.7000	232000	-96000
Oct. 5, 2026	Nov. 23, 2026	110.8000	114.5000	110.8000	113.1400	17368000	120000
Oct. 5, 2026	Oct. 27, 2026	111.0000	113.9400	111.0000	112.4800	244736000	1128000
Oct. 1, 2026	Dec. 29, 2026	114.1500	114.3000	111.2500	111.6000	328000	264000
Oct. 1, 2026	Nov. 23, 2026	114.0000	114.3900	110.3600	111.0800	17248000	152000
Oct. 1, 2026	Oct. 27, 2026	113.0500	113.8700	109.6200	110.4300	243608000	-448000
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

Options Chain

As of Oct. 1, 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) 0.749

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
					94.0000	-0.046	42.16	0.2500	16000	96000
0	0	18.8400	69.46	0.833	96.0000	-0.064	41.4	0.3600	24000	104000
16000	0	19.2000	90.72	0.760	98.0000	-0.083	39.78	0.4700	136000	280000
160000	56000	11.2600	—		100.0000	-0.111	38.82	0.6500	408000	1352000
0	0	17.2200	90.49	0.720	101.0000	-0.126	38.16	0.7500	56000	120000
8000	0	16.0000	84.68	0.713	102.0000	-0.146	38.03	0.9000	208000	408000
96000	0	10.0000	21.34	0.950	103.0000	-0.169	38.0	1.0800	144000	256000
24000	0	8.9500	17.63	0.962	104.0000	-0.193	37.77	1.2700	-112000	424000
80000	24000	7.2200	—		105.0000	-0.221	37.82	1.5100	432000	1864000
8000	0	9.0000	41.41	0.735	106.0000	-0.249	37.76	1.7700	192000	608000
176000	0	7.7000	35.27	0.732	107.0000	-0.280	37.79	2.0700	48000	448000
8000	0	10.2500	64.66	0.635	108.0000	-0.313	38.17	2.4400	296000	1328000
248000	240000	4.3600	15.1	0.815	109.0000	-0.346	38.4	2.8300	552000	1008000
2688000	1264000	3.8600	17.8	0.717	110.0000	-0.381	39.01	3.3000	-1200000	3064000
744000	176000	3.3600	19.26	0.640	111.0000	-0.415	39.05	3.7400	96000	1000000
1616000	856000	2.9100	20.4	0.570	112.0000	-0.449	39.89	4.3100	-200000	1200000
2400000	816000	2.4900	21.18	0.506	113.0000	-0.481	40.68	4.9100	-32000	1392000
2112000	800000	2.1800	22.36	0.448	114.0000	-0.513	41.28	5.5200	-304000	5720000
5472000	1360000	1.8200	22.65	0.392	115.0000	-0.541	42.89	6.2800	16000	3736000
1432000	184000	1.5800	23.57	0.345	116.0000	-0.570	43.16	6.9100	-16000	664000
2056000	336000	1.3700	24.41	0.304	117.0000	-0.594	44.75	7.7200	0	1376000
2440000	40000	1.1400	24.7	0.262	118.0000	-0.619	45.45	8.4500	16000	976000
1304000	32000	0.9800	25.38	0.229	119.0000	-0.846	18.82	6.5000	0	1040000
11440000	1696000	0.8400	25.99	0.200	120.0000	-0.653	49.54	10.2700	-24000	2872000
480000	16000	0.7200	26.58	0.174	121.0000	-0.862	23.12	8.5200	0	448000
1096000	224000	0.5900	26.75	0.147	122.0000		—	6.5700	0	96000
496000	56000	0.5000	27.22	0.127	123.0000		—	5.5700	0	48000
464000	16000	0.4500	28.15	0.113	124.0000	-0.729	51.75	13.4400	-48000	72000
2400000	-184000	0.3800	28.54	0.097	125.0000	-0.726	56.47	14.6800	-384000	816000
288000	-8000	0.3600	29.75	0.090	126.0000		—	12.1000	0	272000
136000	-8000	0.3000	30.0	0.077	127.0000		—	10.5000	0	8000
616000	-8000	0.2600	30.51	0.067	128.0000		—	14.4000	0	16000
248000	88000	0.2300	31.13	0.059	129.0000
2416000	-80000	0.2000	31.62	0.052	130.0000		—	15.9200	0	520000
296000	16000	0.1600	32.88	0.041	132.0000		—	17.5000	0	8000
1448000	-40000	0.1400	34.58	0.035	134.0000		—	19.5000	0	16000