CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 105 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.01
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 14.1 | 0.85 | 47.72 | 141 | -98 | 235 | |||||||||
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| 21 Sept | 117.76 | 13.25 | 2.45 | 44.19 | 93 | -67 | 334 | |||||||||
| 18 Sept | 115.41 | 10.85 | -1.15 | 28.67 | 81 | -26 | 400 | |||||||||
| 14 Sept | 110.96 | 6.9 | -0.75 | 25.48 | 92 | 21 | 401 | |||||||||
| 17 Aug | 109.26 | 8.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 105 expiring on 30SEP2025
Delta for 105 CE is 0.96
Historical price for 105 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 14.1, which was 0.85 higher than the previous day. The implied volatity was 47.72, the open interest changed by -98 which decreased total open position to 235
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 13.25, which was 2.45 higher than the previous day. The implied volatity was 44.19, the open interest changed by -67 which decreased total open position to 334
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 10.85, which was -1.15 lower than the previous day. The implied volatity was 28.67, the open interest changed by -26 which decreased total open position to 400
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 6.9, which was -0.75 lower than the previous day. The implied volatity was 25.48, the open interest changed by 21 which increased total open position to 401
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 8.6, 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 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | -0.05 | 41.21 | 133 | -106 | 872 |
| 21 Sept | 117.76 | 0.15 | -0.05 | 40.26 | 231 | 19 | 989 |
| 18 Sept | 115.41 | 0.15 | -0.05 | 33.52 | 579 | -56 | 960 |
| 14 Sept | 110.96 | 0.55 | 0.05 | 27.19 | 467 | -38 | 930 |
| 17 Aug | 109.26 | 1.65 | -0.2 | 24.82 | 39 | -1 | 74 |
For Canara Bank - strike price 105 expiring on 30SEP2025
Delta for 105 PE is -0.02
Historical price for 105 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 41.21, the open interest changed by -106 which decreased total open position to 872
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 40.26, the open interest changed by 19 which increased total open position to 989
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 33.52, the open interest changed by -56 which decreased total open position to 960
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 27.19, the open interest changed by -38 which decreased total open position to 930
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 24.82, the open interest changed by -1 which decreased total open position to 74
