CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 113 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.04
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 6.5 | 1 | 35.08 | 132 | -26 | 267 | |||||||||
| 21 Sept | 117.76 | 5.45 | 1.6 | 25.01 | 580 | -27 | 294 | |||||||||
| 18 Sept | 115.41 | 3.8 | -0.9 | 25.49 | 285 | 6 | 325 | |||||||||
| 14 Sept | 110.96 | 1.5 | -0.45 | 21.97 | 1,161 | 13 | 457 | |||||||||
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| 17 Aug | 109.26 | 3.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 113 expiring on 30SEP2025
Delta for 113 CE is 0.85
Historical price for 113 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 6.5, which was 1 higher than the previous day. The implied volatity was 35.08, the open interest changed by -26 which decreased total open position to 267
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 5.45, which was 1.6 higher than the previous day. The implied volatity was 25.01, the open interest changed by -27 which decreased total open position to 294
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 3.8, which was -0.9 lower than the previous day. The implied volatity was 25.49, the open interest changed by 6 which increased total open position to 325
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 21.97, the open interest changed by 13 which increased total open position to 457
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 3.15, 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 113 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.04
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.35 | -0.2 | 31.17 | 664 | 157 | 426 |
| 21 Sept | 117.76 | 0.55 | -0.55 | 27.78 | 930 | -35 | 277 |
| 18 Sept | 115.41 | 1.1 | 0.15 | 27.03 | 1,217 | -78 | 307 |
| 14 Sept | 110.96 | 3.15 | 0.45 | 23.40 | 255 | 5 | 123 |
| 17 Aug | 109.26 | 9.65 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 113 expiring on 30SEP2025
Delta for 113 PE is -0.13
Historical price for 113 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 31.17, the open interest changed by 157 which increased total open position to 426
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was 27.78, the open interest changed by -35 which decreased total open position to 277
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 27.03, the open interest changed by -78 which decreased total open position to 307
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 3.15, which was 0.45 higher than the previous day. The implied volatity was 23.40, the open interest changed by 5 which increased total open position to 123
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 9.65, 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
