CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 101 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 118.87 | 10.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 117.76 | 10.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 115.41 | 10.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 110.96 | 10.7 | 0.35 | 31.76 | 58 | -23 | 32 | |||||||||
| 17 Aug | 109.26 | 10.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 101 expiring on 30SEP2025
Delta for 101 CE is 0.00
Historical price for 101 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 10.7, which was 0.35 higher than the previous day. The implied volatity was 31.76, the open interest changed by -23 which decreased total open position to 32
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 10.95, 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
| CANBK 30SEP2025 101 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
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 | -0.05 | 52.03 | 31 | -2 | 97 |
| 21 Sept | 117.76 | 0.1 | 0 | 47.53 | 6 | -6 | 100 |
| 18 Sept | 115.41 | 0.1 | 0 | 40.81 | 59 | -15 | 103 |
| 14 Sept | 110.96 | 0.25 | 0 | 31.08 | 83 | -19 | 115 |
| 17 Aug | 109.26 | 3.7 | 0 | 7.96 | 0 | 0 | 0 |
For Canara Bank - strike price 101 expiring on 30SEP2025
Delta for 101 PE is -0.02
Historical price for 101 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 52.03, the open interest changed by -2 which decreased total open position to 97
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 47.53, the open interest changed by -6 which decreased total open position to 100
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 40.81, the open interest changed by -15 which decreased total open position to 103
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 31.08, the open interest changed by -19 which decreased total open position to 115
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 7.96, the open interest changed by 0 which decreased total open position to 0
