CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 109 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.04
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 10.6 | 1.45 | 53.65 | 16 | -2 | 125 | |||||||||
| 21 Sept | 117.76 | 9.15 | 1.95 | 28.31 | 37 | -5 | 126 | |||||||||
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| 18 Sept | 115.41 | 7.3 | -0.85 | 32.14 | 49 | -4 | 132 | |||||||||
| 14 Sept | 110.96 | 3.8 | -0.65 | 24.34 | 30 | 1 | 163 | |||||||||
| 17 Aug | 109.26 | 4.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 109 expiring on 30SEP2025
Delta for 109 CE is 0.87
Historical price for 109 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 10.6, which was 1.45 higher than the previous day. The implied volatity was 53.65, the open interest changed by -2 which decreased total open position to 125
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 9.15, which was 1.95 higher than the previous day. The implied volatity was 28.31, the open interest changed by -5 which decreased total open position to 126
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 7.3, which was -0.85 lower than the previous day. The implied volatity was 32.14, the open interest changed by -4 which decreased total open position to 132
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 3.8, which was -0.65 lower than the previous day. The implied volatity was 24.34, the open interest changed by 1 which increased total open position to 163
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 4.5, 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 109 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.02
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.15 | -0.1 | 37.36 | 659 | -60 | 557 |
| 21 Sept | 117.76 | 0.2 | -0.25 | 31.55 | 537 | 36 | 600 |
| 18 Sept | 115.41 | 0.4 | -0.05 | 29.88 | 424 | 46 | 583 |
| 14 Sept | 110.96 | 1.25 | 0.1 | 23.40 | 526 | 43 | 384 |
| 17 Aug | 109.26 | 7.3 | 0 | 1.52 | 0 | 0 | 0 |
For Canara Bank - strike price 109 expiring on 30SEP2025
Delta for 109 PE is -0.05
Historical price for 109 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 37.36, the open interest changed by -60 which decreased total open position to 557
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 31.55, the open interest changed by 36 which increased total open position to 600
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 29.88, the open interest changed by 46 which increased total open position to 583
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 1.25, which was 0.1 higher than the previous day. The implied volatity was 23.40, the open interest changed by 43 which increased total open position to 384
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
