CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 115 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.05
Theta: -0.12
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 4.65 | 0.7 | 29.87 | 2,149 | -201 | 1,083 | |||||||||
| 21 Sept | 117.76 | 3.85 | 1.3 | 24.39 | 3,502 | -165 | 1,286 | |||||||||
| 18 Sept | 115.41 | 2.55 | -0.75 | 25.44 | 3,800 | 69 | 1,463 | |||||||||
| 14 Sept | 110.96 | 0.85 | -0.35 | 21.70 | 1,944 | -18 | 1,592 | |||||||||
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| 17 Aug | 109.26 | 1.95 | -0.1 | 23.47 | 87 | 50 | 132 | |||||||||
For Canara Bank - strike price 115 expiring on 30SEP2025
Delta for 115 CE is 0.79
Historical price for 115 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 4.65, which was 0.7 higher than the previous day. The implied volatity was 29.87, the open interest changed by -201 which decreased total open position to 1083
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 3.85, which was 1.3 higher than the previous day. The implied volatity was 24.39, the open interest changed by -165 which decreased total open position to 1286
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 25.44, the open interest changed by 69 which increased total open position to 1463
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 21.70, the open interest changed by -18 which decreased total open position to 1592
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 1.95, which was -0.1 lower than the previous day. The implied volatity was 23.47, the open interest changed by 50 which increased total open position to 132
| CANBK 30SEP2025 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.05
Theta: -0.08
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.55 | -0.4 | 27.91 | 2,310 | 83 | 1,247 |
| 21 Sept | 117.76 | 0.95 | -0.85 | 26.56 | 3,223 | -81 | 1,177 |
| 18 Sept | 115.41 | 1.8 | 0.25 | 26.26 | 2,871 | 279 | 1,251 |
| 14 Sept | 110.96 | 4.4 | 0.4 | 22.26 | 310 | -17 | 1,599 |
| 17 Aug | 109.26 | 6.1 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 115 expiring on 30SEP2025
Delta for 115 PE is -0.20
Historical price for 115 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 27.91, the open interest changed by 83 which increased total open position to 1247
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 26.56, the open interest changed by -81 which decreased total open position to 1177
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 26.26, the open interest changed by 279 which increased total open position to 1251
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 4.4, which was 0.4 higher than the previous day. The implied volatity was 22.26, the open interest changed by -17 which decreased total open position to 1599
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 6.1, 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
