CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 106 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 0.04
Theta: -0.19
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 13.85 | 4.05 | 72.73 | 5 | -3 | 224 | |||||||||
| 21 Sept | 117.76 | 9.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 115.41 | 9.8 | -1.2 | 20.72 | 37 | -1 | 226 | |||||||||
| 14 Sept | 110.96 | 6.15 | -0.75 | 26.60 | 37 | 8 | 243 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 109.26 | 12.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 106 expiring on 30SEP2025
Delta for 106 CE is 0.87
Historical price for 106 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 13.85, which was 4.05 higher than the previous day. The implied volatity was 72.73, the open interest changed by -3 which decreased total open position to 224
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 9.8, 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 9.8, which was -1.2 lower than the previous day. The implied volatity was 20.72, the open interest changed by -1 which decreased total open position to 226
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 6.15, which was -0.75 lower than the previous day. The implied volatity was 26.60, the open interest changed by 8 which increased total open position to 243
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 12.7, 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 106 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.02
Theta: -0.05
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.15 | 0.05 | 46.66 | 186 | 15 | 296 |
| 21 Sept | 117.76 | 0.1 | -0.15 | 34.98 | 159 | -15 | 284 |
| 18 Sept | 115.41 | 0.25 | 0.05 | 34.72 | 255 | 13 | 296 |
| 14 Sept | 110.96 | 0.6 | 0 | 25.09 | 442 | -56 | 309 |
| 17 Aug | 109.26 | 2 | 0.1 | 25.10 | 5 | 2 | 10 |
For Canara Bank - strike price 106 expiring on 30SEP2025
Delta for 106 PE is -0.04
Historical price for 106 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 46.66, the open interest changed by 15 which increased total open position to 296
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 34.98, the open interest changed by -15 which decreased total open position to 284
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 34.72, the open interest changed by 13 which increased total open position to 296
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 25.09, the open interest changed by -56 which decreased total open position to 309
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 2, which was 0.1 higher than the previous day. The implied volatity was 25.10, the open interest changed by 2 which increased total open position to 10
