CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 114 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0.04
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 5.5 | 0.8 | 31.02 | 96 | -8 | 145 | |||||||||
| 21 Sept | 117.76 | 4.7 | 1.55 | 24.78 | 649 | -40 | 154 | |||||||||
| 18 Sept | 115.41 | 3.15 | -0.8 | 25.60 | 543 | 2 | 193 | |||||||||
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| 14 Sept | 110.96 | 1.1 | -0.45 | 21.36 | 779 | 14 | 392 | |||||||||
| 17 Aug | 109.26 | 2.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 114 expiring on 30SEP2025
Delta for 114 CE is 0.83
Historical price for 114 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 5.5, which was 0.8 higher than the previous day. The implied volatity was 31.02, the open interest changed by -8 which decreased total open position to 145
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 4.7, which was 1.55 higher than the previous day. The implied volatity was 24.78, the open interest changed by -40 which decreased total open position to 154
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 3.15, which was -0.8 lower than the previous day. The implied volatity was 25.60, the open interest changed by 2 which increased total open position to 193
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 21.36, the open interest changed by 14 which increased total open position to 392
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 2.5, 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 114 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.04
Theta: -0.07
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.45 | -0.25 | 29.85 | 854 | 107 | 297 |
| 21 Sept | 117.76 | 0.7 | -0.75 | 27.06 | 955 | -49 | 192 |
| 18 Sept | 115.41 | 1.4 | 0.2 | 26.42 | 992 | -3 | 246 |
| 14 Sept | 110.96 | 3.75 | 0.4 | 22.93 | 162 | -3 | 229 |
| 17 Aug | 109.26 | 9.8 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 114 expiring on 30SEP2025
Delta for 114 PE is -0.16
Historical price for 114 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 29.85, the open interest changed by 107 which increased total open position to 297
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.7, which was -0.75 lower than the previous day. The implied volatity was 27.06, the open interest changed by -49 which decreased total open position to 192
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 1.4, which was 0.2 higher than the previous day. The implied volatity was 26.42, the open interest changed by -3 which decreased total open position to 246
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 3.75, which was 0.4 higher than the previous day. The implied volatity was 22.93, the open interest changed by -3 which decreased total open position to 229
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 9.8, 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
