CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 104 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.03
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 15.75 | 2.85 | 78.16 | 1 | 0 | 151 | |||||||||
| 21 Sept | 117.76 | 12.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 115.41 | 12.9 | 0 | 0.00 | 0 | 3 | 0 | |||||||||
| 14 Sept | 110.96 | 7.65 | -1.4 | 22.71 | 2 | -2 | 145 | |||||||||
| 17 Aug | 109.26 | 13.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 104 expiring on 30SEP2025
Delta for 104 CE is 0.89
Historical price for 104 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 15.75, which was 2.85 higher than the previous day. The implied volatity was 78.16, the open interest changed by 0 which decreased total open position to 151
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 12.9, 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 12.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 7.65, which was -1.4 lower than the previous day. The implied volatity was 22.71, the open interest changed by -2 which decreased total open position to 145
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 13.85, 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 104 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.05 | 0 | 44.00 | 5 | 2 | 349 |
| 21 Sept | 117.76 | 0.05 | -0.1 | 35.75 | 94 | -37 | 349 |
| 18 Sept | 115.41 | 0.15 | 0 | 36.12 | 137 | 29 | 392 |
| 14 Sept | 110.96 | 0.45 | 0 | 28.16 | 39 | -3 | 235 |
| 17 Aug | 109.26 | 1.45 | -0.1 | 25.44 | 4 | -1 | 29 |
For Canara Bank - strike price 104 expiring on 30SEP2025
Delta for 104 PE is -0.02
Historical price for 104 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 44.00, the open interest changed by 2 which increased total open position to 349
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 35.75, the open interest changed by -37 which decreased total open position to 349
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 36.12, the open interest changed by 29 which increased total open position to 392
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 28.16, the open interest changed by -3 which decreased total open position to 235
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 25.44, the open interest changed by -1 which decreased total open position to 29
