CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 107 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.02
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 118.87 | 12.15 | 1.1 | 44.48 | 48 | -5 | 220 | |||||||||
| 21 Sept | 117.76 | 11.05 | 2.2 | 26.29 | 57 | -18 | 226 | |||||||||
| 18 Sept | 115.41 | 8.85 | -1.15 | 23.55 | 55 | -9 | 242 | |||||||||
| 14 Sept | 110.96 | 5.2 | -0.7 | 24.13 | 47 | -21 | 283 | |||||||||
| 17 Aug | 109.26 | 7.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 107 expiring on 30SEP2025
Delta for 107 CE is 0.95
Historical price for 107 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 12.15, which was 1.1 higher than the previous day. The implied volatity was 44.48, the open interest changed by -5 which decreased total open position to 220
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 11.05, which was 2.2 higher than the previous day. The implied volatity was 26.29, the open interest changed by -18 which decreased total open position to 226
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 8.85, which was -1.15 lower than the previous day. The implied volatity was 23.55, the open interest changed by -9 which decreased total open position to 242
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 5.2, which was -0.7 lower than the previous day. The implied volatity was 24.13, the open interest changed by -21 which decreased total open position to 283
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 7.55, 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
| CANBK 30SEP2025 107 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.01
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.1 | -0.05 | 40.30 | 381 | 104 | 396 |
| 21 Sept | 117.76 | 0.15 | -0.15 | 34.93 | 166 | -18 | 326 |
| 18 Sept | 115.41 | 0.25 | -0.05 | 31.85 | 170 | -28 | 308 |
| 14 Sept | 110.96 | 0.8 | 0.05 | 24.90 | 287 | 2 | 379 |
| 17 Aug | 109.26 | 6.25 | 0 | 3.06 | 0 | 0 | 0 |
For Canara Bank - strike price 107 expiring on 30SEP2025
Delta for 107 PE is -0.03
Historical price for 107 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 40.30, the open interest changed by 104 which increased total open position to 396
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 34.93, the open interest changed by -18 which decreased total open position to 326
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.85, the open interest changed by -28 which decreased total open position to 308
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 24.90, the open interest changed by 2 which increased total open position to 379
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
