CANBK
Canara Bank
Historical option data for CANBK
17 Aug 2025 12:55 AM IST
| CANBK 30SEP2025 110 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.16
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.54
Historical price for 110 CE is as follows
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: -0.46
Vega: 0.16
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.46
Historical price for 110 PE is as follows
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
