CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 110 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.03
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 9.3 | 1.05 | 40.72 | 324 | -100 | 601 | |||||||||
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| 21 Sept | 117.76 | 8.2 | 1.95 | 23.74 | 539 | -70 | 707 | |||||||||
| 18 Sept | 115.41 | 6.25 | -1 | 27.73 | 498 | -91 | 772 | |||||||||
| 14 Sept | 110.96 | 3.05 | -0.6 | 22.93 | 691 | -6 | 1,247 | |||||||||
| 17 Aug | 109.26 | 3.8 | -0.1 | 22.55 | 61 | 30 | 134 | |||||||||
For Canara Bank - strike price 110 expiring on 30SEP2025
Delta for 110 CE is 0.91
Historical price for 110 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 9.3, which was 1.05 higher than the previous day. The implied volatity was 40.72, the open interest changed by -100 which decreased total open position to 601
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 8.2, which was 1.95 higher than the previous day. The implied volatity was 23.74, the open interest changed by -70 which decreased total open position to 707
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 6.25, which was -1 lower than the previous day. The implied volatity was 27.73, the open interest changed by -91 which decreased total open position to 772
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 3.05, which was -0.6 lower than the previous day. The implied volatity was 22.93, the open interest changed by -6 which decreased total open position to 1247
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 3.8, which was -0.1 lower than the previous day. The implied volatity was 22.55, the open interest changed by 30 which increased total open position to 134
| CANBK 30SEP2025 110 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
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 | 34.27 | 925 | -163 | 1,379 |
| 21 Sept | 117.76 | 0.3 | -0.25 | 32.11 | 1,763 | -104 | 1,546 |
| 18 Sept | 115.41 | 0.55 | 0 | 29.76 | 884 | 30 | 1,649 |
| 14 Sept | 110.96 | 1.6 | 0.15 | 23.15 | 1,166 | 1 | 1,705 |
| 17 Aug | 109.26 | 3.6 | -0.2 | 24.85 | 29 | 7 | 144 |
For Canara Bank - strike price 110 expiring on 30SEP2025
Delta for 110 PE is -0.06
Historical price for 110 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 34.27, the open interest changed by -163 which decreased total open position to 1379
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 32.11, the open interest changed by -104 which decreased total open position to 1546
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 29.76, the open interest changed by 30 which increased total open position to 1649
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 23.15, the open interest changed by 1 which increased total open position to 1705
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 3.6, which was -0.2 lower than the previous day. The implied volatity was 24.85, the open interest changed by 7 which increased total open position to 144
