CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 116 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.06
Theta: -0.13
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 3.85 | 0.65 | 28.88 | 1,297 | -105 | 365 | |||||||||
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| 21 Sept | 117.76 | 3.15 | 1.1 | 23.40 | 2,834 | -538 | 472 | |||||||||
| 18 Sept | 115.41 | 2.05 | -0.65 | 25.59 | 3,436 | 349 | 1,026 | |||||||||
| 14 Sept | 110.96 | 0.7 | -0.25 | 22.71 | 547 | 27 | 277 | |||||||||
| 17 Aug | 109.26 | 2.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 116 expiring on 30SEP2025
Delta for 116 CE is 0.73
Historical price for 116 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 3.85, which was 0.65 higher than the previous day. The implied volatity was 28.88, the open interest changed by -105 which decreased total open position to 365
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 3.15, which was 1.1 higher than the previous day. The implied volatity was 23.40, the open interest changed by -538 which decreased total open position to 472
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 2.05, which was -0.65 lower than the previous day. The implied volatity was 25.59, the open interest changed by 349 which increased total open position to 1026
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 22.71, the open interest changed by 27 which increased total open position to 277
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 2.1, 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
| CANBK 30SEP2025 116 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.06
Theta: -0.09
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 0.75 | -0.5 | 27.20 | 1,696 | -9 | 299 |
| 21 Sept | 117.76 | 1.25 | -1.05 | 26.63 | 1,839 | -13 | 311 |
| 18 Sept | 115.41 | 2.25 | 0.3 | 25.84 | 1,816 | 107 | 321 |
| 14 Sept | 110.96 | 5.3 | 0.55 | 24.06 | 21 | -1 | 90 |
| 17 Aug | 109.26 | 10.9 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 116 expiring on 30SEP2025
Delta for 116 PE is -0.26
Historical price for 116 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.75, which was -0.5 lower than the previous day. The implied volatity was 27.20, the open interest changed by -9 which decreased total open position to 299
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 26.63, the open interest changed by -13 which decreased total open position to 311
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 2.25, which was 0.3 higher than the previous day. The implied volatity was 25.84, the open interest changed by 107 which increased total open position to 321
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 5.3, which was 0.55 higher than the previous day. The implied volatity was 24.06, the open interest changed by -1 which decreased total open position to 90
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 10.9, 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
