CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 19.4 | 1.3 | - | 118 | -29 | 158 | |||||||||
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| 21 Sept | 117.76 | 18.1 | 2.1 | 36.66 | 262 | -155 | 196 | |||||||||
| 18 Sept | 115.41 | 15.7 | -1.15 | - | 309 | -118 | 342 | |||||||||
| 14 Sept | 110.96 | 11.5 | -0.9 | 26.50 | 89 | -20 | 668 | |||||||||
| 17 Aug | 109.26 | 10.6 | 0 | 19.81 | 1 | 1 | 16 | |||||||||
For Canara Bank - strike price 100 expiring on 30SEP2025
Delta for 100 CE is -
Historical price for 100 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 19.4, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 158
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 18.1, which was 2.1 higher than the previous day. The implied volatity was 36.66, the open interest changed by -155 which decreased total open position to 196
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 15.7, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -118 which decreased total open position to 342
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 11.5, which was -0.9 lower than the previous day. The implied volatity was 26.50, the open interest changed by -20 which decreased total open position to 668
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 19.81, the open interest changed by 1 which increased total open position to 16
| CANBK 30SEP2025 100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.05 | 0 | 54.84 | 459 | -135 | 1,258 |
| 21 Sept | 117.76 | 0.05 | -0.05 | 45.04 | 178 | -65 | 1,396 |
| 18 Sept | 115.41 | 0.1 | 0 | 43.27 | 245 | -65 | 1,458 |
| 14 Sept | 110.96 | 0.2 | 0 | 31.84 | 303 | -22 | 1,613 |
| 17 Aug | 109.26 | 0.8 | -0.1 | 27.22 | 41 | 0 | 200 |
For Canara Bank - strike price 100 expiring on 30SEP2025
Delta for 100 PE is -0.01
Historical price for 100 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 54.84, the open interest changed by -135 which decreased total open position to 1258
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 45.04, the open interest changed by -65 which decreased total open position to 1396
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 43.27, the open interest changed by -65 which decreased total open position to 1458
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 31.84, the open interest changed by -22 which decreased total open position to 1613
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 200
