CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 108 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.03
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 118.87 | 11.3 | 1.2 | 47.86 | 16 | -5 | 294 | |||||||||
| 21 Sept | 117.76 | 10.05 | 2 | - | 86 | -26 | 299 | |||||||||
| 18 Sept | 115.41 | 8.05 | -1 | 29.17 | 99 | -28 | 327 | |||||||||
| 14 Sept | 110.96 | 4.3 | -0.85 | 22.11 | 116 | -14 | 413 | |||||||||
| 17 Aug | 109.26 | 11.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 108 expiring on 30SEP2025
Delta for 108 CE is 0.92
Historical price for 108 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 11.3, which was 1.2 higher than the previous day. The implied volatity was 47.86, the open interest changed by -5 which decreased total open position to 294
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 10.05, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 299
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 8.05, which was -1 lower than the previous day. The implied volatity was 29.17, the open interest changed by -28 which decreased total open position to 327
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 4.3, which was -0.85 lower than the previous day. The implied volatity was 22.11, the open interest changed by -14 which decreased total open position to 413
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 11.6, 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 108 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.15 | -0.05 | 40.47 | 107 | -16 | 585 |
| 21 Sept | 117.76 | 0.15 | -0.2 | 32.47 | 215 | -10 | 604 |
| 18 Sept | 115.41 | 0.35 | 0 | 31.76 | 237 | -2 | 624 |
| 14 Sept | 110.96 | 1 | 0.05 | 24.13 | 567 | 41 | 605 |
| 17 Aug | 109.26 | 2.85 | -0.75 | 25.84 | 1 | 1 | 1 |
For Canara Bank - strike price 108 expiring on 30SEP2025
Delta for 108 PE is -0.05
Historical price for 108 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 lower than the previous day. The implied volatity was 40.47, the open interest changed by -16 which decreased total open position to 585
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.15, which was -0.2 lower than the previous day. The implied volatity was 32.47, the open interest changed by -10 which decreased total open position to 604
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 31.76, the open interest changed by -2 which decreased total open position to 624
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 24.13, the open interest changed by 41 which increased total open position to 605
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 2.85, which was -0.75 lower than the previous day. The implied volatity was 25.84, the open interest changed by 1 which increased total open position to 1
