CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 111 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.03
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 8.3 | 1 | 37.12 | 59 | -5 | 138 | |||||||||
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| 21 Sept | 117.76 | 7.25 | 1.85 | 26.39 | 91 | -24 | 144 | |||||||||
| 18 Sept | 115.41 | 5.3 | -1.1 | 25.30 | 133 | -11 | 168 | |||||||||
| 14 Sept | 110.96 | 2.5 | -0.5 | 22.99 | 845 | 56 | 410 | |||||||||
| 17 Aug | 109.26 | 5.8 | 0 | 0.52 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 111 expiring on 30SEP2025
Delta for 111 CE is 0.90
Historical price for 111 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 8.3, which was 1 higher than the previous day. The implied volatity was 37.12, the open interest changed by -5 which decreased total open position to 138
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 7.25, which was 1.85 higher than the previous day. The implied volatity was 26.39, the open interest changed by -24 which decreased total open position to 144
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 5.3, which was -1.1 lower than the previous day. The implied volatity was 25.30, the open interest changed by -11 which decreased total open position to 168
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 22.99, the open interest changed by 56 which increased total open position to 410
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
| CANBK 30SEP2025 111 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.03
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.25 | -0.1 | 35.18 | 394 | 28 | 332 |
| 21 Sept | 117.76 | 0.35 | -0.35 | 30.13 | 501 | -67 | 304 |
| 18 Sept | 115.41 | 0.7 | 0.1 | 28.95 | 279 | 2 | 377 |
| 14 Sept | 110.96 | 2 | 0.2 | 22.75 | 598 | 12 | 217 |
| 17 Aug | 109.26 | 8.4 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 111 expiring on 30SEP2025
Delta for 111 PE is -0.09
Historical price for 111 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 35.18, the open interest changed by 28 which increased total open position to 332
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 30.13, the open interest changed by -67 which decreased total open position to 304
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 28.95, the open interest changed by 2 which increased total open position to 377
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 22.75, the open interest changed by 12 which increased total open position to 217
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 8.4, 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
