CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 28OCT2025 115 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.13
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 6.7 | 0.85 | 25.87 | 227 | 14 | 234 | |||||||||
| 21 Sept | 117.76 | 5.85 | 1.4 | 23.53 | 342 | -23 | 220 | |||||||||
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| 18 Sept | 115.41 | 4.45 | -0.6 | 23.39 | 221 | 11 | 242 | |||||||||
| 14 Sept | 110.96 | 2.4 | -0.45 | 22.41 | 84 | 35 | 168 | |||||||||
For Canara Bank - strike price 115 expiring on 28OCT2025
Delta for 115 CE is 0.71
Historical price for 115 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 6.7, which was 0.85 higher than the previous day. The implied volatity was 25.87, the open interest changed by 14 which increased total open position to 234
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 5.85, which was 1.4 higher than the previous day. The implied volatity was 23.53, the open interest changed by -23 which decreased total open position to 220
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 4.45, which was -0.6 lower than the previous day. The implied volatity was 23.39, the open interest changed by 11 which increased total open position to 242
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 22.41, the open interest changed by 35 which increased total open position to 168
| CANBK 28OCT2025 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.13
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 1.95 | -0.3 | 26.88 | 458 | -58 | 225 |
| 21 Sept | 117.76 | 2.25 | -0.85 | 25.86 | 438 | 11 | 285 |
| 18 Sept | 115.41 | 3.1 | 0.35 | 25.70 | 269 | 30 | 272 |
| 14 Sept | 110.96 | 5.35 | 0.5 | 24.32 | 31 | 24 | 34 |
For Canara Bank - strike price 115 expiring on 28OCT2025
Delta for 115 PE is -0.29
Historical price for 115 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 1.95, which was -0.3 lower than the previous day. The implied volatity was 26.88, the open interest changed by -58 which decreased total open position to 225
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 2.25, which was -0.85 lower than the previous day. The implied volatity was 25.86, the open interest changed by 11 which increased total open position to 285
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 3.1, which was 0.35 higher than the previous day. The implied volatity was 25.70, the open interest changed by 30 which increased total open position to 272
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 5.35, which was 0.5 higher than the previous day. The implied volatity was 24.32, the open interest changed by 24 which increased total open position to 34
