CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 112 CE | ||||||||||||||||
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Delta: 0.88
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 | 7.35 | 1 | 35.01 | 176 | -23 | 302 | |||||||||
| 21 Sept | 117.76 | 6.35 | 1.75 | 23.93 | 264 | 6 | 327 | |||||||||
| 18 Sept | 115.41 | 4.5 | -1 | 25.09 | 433 | -111 | 319 | |||||||||
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| 14 Sept | 110.96 | 1.95 | -0.5 | 22.34 | 1,575 | 115 | 737 | |||||||||
| 17 Aug | 109.26 | 9.6 | 0 | 1.47 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 112 expiring on 30SEP2025
Delta for 112 CE is 0.88
Historical price for 112 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 7.35, which was 1 higher than the previous day. The implied volatity was 35.01, the open interest changed by -23 which decreased total open position to 302
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 6.35, which was 1.75 higher than the previous day. The implied volatity was 23.93, the open interest changed by 6 which increased total open position to 327
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 4.5, which was -1 lower than the previous day. The implied volatity was 25.09, the open interest changed by -111 which decreased total open position to 319
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 1.95, which was -0.5 lower than the previous day. The implied volatity was 22.34, the open interest changed by 115 which increased total open position to 737
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 9.6, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
| CANBK 30SEP2025 112 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 | -0.15 | 31.72 | 451 | -33 | 441 |
| 21 Sept | 117.76 | 0.4 | -0.45 | 28.38 | 677 | 41 | 491 |
| 18 Sept | 115.41 | 0.85 | 0.1 | 27.55 | 813 | -55 | 432 |
| 14 Sept | 110.96 | 2.5 | 0.3 | 22.65 | 790 | 18 | 324 |
| 17 Aug | 109.26 | 8.7 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 112 expiring on 30SEP2025
Delta for 112 PE is -0.09
Historical price for 112 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 31.72, the open interest changed by -33 which decreased total open position to 441
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.4, which was -0.45 lower than the previous day. The implied volatity was 28.38, the open interest changed by 41 which increased total open position to 491
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 27.55, the open interest changed by -55 which decreased total open position to 432
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 2.5, which was 0.3 higher than the previous day. The implied volatity was 22.65, the open interest changed by 18 which increased total open position to 324
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 8.7, 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
