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ClearStrike

PNB options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where PNB can go (next trading day)

For the next trading day, options point to about 1.9% either way: PNB between 114.8 and 119.1 (from 117.0).

2026-07-16 O 106.1 H 106.1 L 104.9 C 105.22026-07-17 O 105.3 H 106.1 L 104.6 C 105.82026-07-20 O 108.3 H 112.0 L 107.4 C 111.82026-07-21 O 111.7 H 113.4 L 111.3 C 112.12026-07-22 O 112.1 H 112.8 L 110.4 C 110.72026-07-23 O 110.0 H 111.0 L 109.6 C 110.22026-07-24 O 109.0 H 110.6 L 108.7 C 110.42026-07-27 O 111.3 H 112.2 L 110.8 C 111.62026-07-28 O 111.6 H 112.3 L 111.2 C 111.72026-07-29 O 112.3 H 112.3 L 110.9 C 111.12026-07-30 O 111.1 H 111.9 L 110.3 C 111.62026-07-31 O 112.0 H 113.0 L 111.7 C 112.72026-08-03 O 113.0 H 114.5 L 112.7 C 113.02026-08-04 O 113.5 H 114.0 L 112.6 C 114.02026-08-05 O 114.2 H 115.2 L 113.3 C 113.62026-08-06 O 113.6 H 114.9 L 113.2 C 114.32026-08-07 O 114.0 H 115.4 L 113.6 C 114.82026-08-10 O 114.8 H 115.2 L 113.2 C 113.52026-08-11 O 113.5 H 114.3 L 112.3 C 114.02026-08-12 O 114.0 H 119.5 L 113.7 C 119.02026-08-13 O 118.6 H 119.4 L 117.3 C 117.62026-08-14 O 117.9 H 118.9 L 117.4 C 118.02026-08-17 O 117.1 H 118.1 L 115.3 C 117.32026-08-18 O 117.0 H 118.0 L 116.5 C 116.52026-08-19 O 116.5 H 117.6 L 116.0 C 117.52026-08-20 O 117.9 H 119.1 L 117.4 C 118.02026-08-21 O 117.5 H 117.5 L 115.4 C 116.62026-08-24 O 116.5 H 117.0 L 115.0 C 115.92026-08-25 O 115.6 H 116.9 L 115.0 C 115.92026-08-26 O 116.9 H 118.2 L 116.4 C 116.72026-08-27 O 116.7 H 117.2 L 115.1 C 115.42026-08-28 O 114.8 H 115.8 L 114.4 C 115.42026-08-31 O 115.0 H 115.4 L 113.2 C 114.22026-09-01 O 114.5 H 116.5 L 114.1 C 115.22026-09-02 O 114.7 H 117.3 L 113.9 C 117.02026-09-03 O 118.0 H 118.3 L 116.3 C 116.32026-09-04 O 116.9 H 118.1 L 116.5 C 117.02026-09-07 O 116.4 H 117.2 L 115.6 C 115.62026-09-08 O 115.8 H 116.7 L 115.0 C 116.02026-09-09 O 115.3 H 117.0 L 115.3 C 115.62026-09-10 O 115.5 H 118.2 L 115.5 C 116.92026-09-11 O 116.0 H 117.8 L 114.5 C 116.82026-09-15 O 116.8 H 117.2 L 114.7 C 114.72026-09-16 O 114.7 H 117.5 L 114.6 C 116.82026-09-17 O 116.8 H 119.4 L 116.4 C 116.52026-09-18 O 117.0 H 117.5 L 116.5 C 117.32026-09-21 O 117.2 H 118.6 L 116.6 C 118.02026-09-22 O 118.5 H 118.7 L 116.7 C 117.02026-09-23 O 116.6 H 118.9 L 116.6 C 118.32026-09-24 O 117.3 H 118.7 L 117.1 C 117.12026-09-25 O 117.1 H 118.0 L 116.2 C 116.62026-09-28 O 116.6 H 116.6 L 112.1 C 112.62026-09-29 O 112.6 H 114.0 L 110.6 C 111.82026-09-30 O 111.8 H 114.9 L 111.8 C 113.12026-10-01 O 113.1 H 113.4 L 109.4 C 109.62026-10-05 O 110.7 H 113.6 L 110.5 C 112.42026-10-06 O 112.4 H 113.0 L 111.2 C 111.92026-10-07 O 111.6 H 115.1 L 110.6 C 114.62026-10-08 O 114.7 H 117.5 L 113.7 C 115.32026-10-09 O 115.5 H 118.0 L 114.9 C 117.0Upper end 119.1Lower end 114.8Now 117.016 Jul9 Oct
Lower end 114.8Now 117.0Upper end 119.1

Where PNB can go in the next 3 days

Options imply about 3.2% either way over 3 days (about 1.9% in a day). That puts PNB between 113.2 and 120.7 in 3 days (now 117.0).

2026-07-16 O 106.1 H 106.1 L 104.9 C 105.22026-07-17 O 105.3 H 106.1 L 104.6 C 105.82026-07-20 O 108.3 H 112.0 L 107.4 C 111.82026-07-21 O 111.7 H 113.4 L 111.3 C 112.12026-07-22 O 112.1 H 112.8 L 110.4 C 110.72026-07-23 O 110.0 H 111.0 L 109.6 C 110.22026-07-24 O 109.0 H 110.6 L 108.7 C 110.42026-07-27 O 111.3 H 112.2 L 110.8 C 111.62026-07-28 O 111.6 H 112.3 L 111.2 C 111.72026-07-29 O 112.3 H 112.3 L 110.9 C 111.12026-07-30 O 111.1 H 111.9 L 110.3 C 111.62026-07-31 O 112.0 H 113.0 L 111.7 C 112.72026-08-03 O 113.0 H 114.5 L 112.7 C 113.02026-08-04 O 113.5 H 114.0 L 112.6 C 114.02026-08-05 O 114.2 H 115.2 L 113.3 C 113.62026-08-06 O 113.6 H 114.9 L 113.2 C 114.32026-08-07 O 114.0 H 115.4 L 113.6 C 114.82026-08-10 O 114.8 H 115.2 L 113.2 C 113.52026-08-11 O 113.5 H 114.3 L 112.3 C 114.02026-08-12 O 114.0 H 119.5 L 113.7 C 119.02026-08-13 O 118.6 H 119.4 L 117.3 C 117.62026-08-14 O 117.9 H 118.9 L 117.4 C 118.02026-08-17 O 117.1 H 118.1 L 115.3 C 117.32026-08-18 O 117.0 H 118.0 L 116.5 C 116.52026-08-19 O 116.5 H 117.6 L 116.0 C 117.52026-08-20 O 117.9 H 119.1 L 117.4 C 118.02026-08-21 O 117.5 H 117.5 L 115.4 C 116.62026-08-24 O 116.5 H 117.0 L 115.0 C 115.92026-08-25 O 115.6 H 116.9 L 115.0 C 115.92026-08-26 O 116.9 H 118.2 L 116.4 C 116.72026-08-27 O 116.7 H 117.2 L 115.1 C 115.42026-08-28 O 114.8 H 115.8 L 114.4 C 115.42026-08-31 O 115.0 H 115.4 L 113.2 C 114.22026-09-01 O 114.5 H 116.5 L 114.1 C 115.22026-09-02 O 114.7 H 117.3 L 113.9 C 117.02026-09-03 O 118.0 H 118.3 L 116.3 C 116.32026-09-04 O 116.9 H 118.1 L 116.5 C 117.02026-09-07 O 116.4 H 117.2 L 115.6 C 115.62026-09-08 O 115.8 H 116.7 L 115.0 C 116.02026-09-09 O 115.3 H 117.0 L 115.3 C 115.62026-09-10 O 115.5 H 118.2 L 115.5 C 116.92026-09-11 O 116.0 H 117.8 L 114.5 C 116.82026-09-15 O 116.8 H 117.2 L 114.7 C 114.72026-09-16 O 114.7 H 117.5 L 114.6 C 116.82026-09-17 O 116.8 H 119.4 L 116.4 C 116.52026-09-18 O 117.0 H 117.5 L 116.5 C 117.32026-09-21 O 117.2 H 118.6 L 116.6 C 118.02026-09-22 O 118.5 H 118.7 L 116.7 C 117.02026-09-23 O 116.6 H 118.9 L 116.6 C 118.32026-09-24 O 117.3 H 118.7 L 117.1 C 117.12026-09-25 O 117.1 H 118.0 L 116.2 C 116.62026-09-28 O 116.6 H 116.6 L 112.1 C 112.62026-09-29 O 112.6 H 114.0 L 110.6 C 111.82026-09-30 O 111.8 H 114.9 L 111.8 C 113.12026-10-01 O 113.1 H 113.4 L 109.4 C 109.62026-10-05 O 110.7 H 113.6 L 110.5 C 112.42026-10-06 O 112.4 H 113.0 L 111.2 C 111.92026-10-07 O 111.6 H 115.1 L 110.6 C 114.62026-10-08 O 114.7 H 117.5 L 113.7 C 115.32026-10-09 O 115.5 H 118.0 L 114.9 C 117.0Upper end 120.7Lower end 113.2Now 117.016 Jul9 Oct
Lower end 113.2Now 117.0Upper end 120.7

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

PNB (PSU Bank): ATM IV is 29.4%, higher than 66% of days over the last year in the same expiry-cycle phase. Options imply about ±1.85% in a day and ±3.21% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
29.4%
IV percentile
66%
Expected move 1d
±1.85%
Expected move 3d
±3.21%
IV / realised
1.28
Gamma flip
-1.9%
from spot
Max pain
-1.7%
from spot
Lot size
8000
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

36.5%15.4%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: PSU Bank

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.