CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 117 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.06
Theta: -0.13
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 3.1 | 0.5 | 27.82 | 2,047 | -143 | 302 | |||||||||
| 21 Sept | 117.76 | 2.55 | 0.9 | 24.40 | 4,737 | -421 | 441 | |||||||||
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| 18 Sept | 115.41 | 1.6 | -0.6 | 25.46 | 4,160 | 91 | 872 | |||||||||
| 14 Sept | 110.96 | 0.55 | -0.2 | 23.24 | 223 | -30 | 220 | |||||||||
| 17 Aug | 109.26 | 3.75 | 0 | 5.14 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 117 expiring on 30SEP2025
Delta for 117 CE is 0.67
Historical price for 117 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 3.1, which was 0.5 higher than the previous day. The implied volatity was 27.82, the open interest changed by -143 which decreased total open position to 302
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 2.55, which was 0.9 higher than the previous day. The implied volatity was 24.40, the open interest changed by -421 which decreased total open position to 441
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was 25.46, the open interest changed by 91 which increased total open position to 872
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 23.24, the open interest changed by -30 which decreased total open position to 220
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
| CANBK 30SEP2025 117 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.06
Theta: -0.10
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 1.05 | -0.55 | 27.12 | 2,602 | 41 | 416 |
| 21 Sept | 117.76 | 1.55 | -1.4 | 25.05 | 2,428 | 169 | 384 |
| 18 Sept | 115.41 | 2.9 | 0.45 | 26.98 | 1,602 | -41 | 209 |
| 14 Sept | 110.96 | 6 | 0.45 | 22.55 | 7 | 3 | 31 |
| 17 Aug | 109.26 | 12.3 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 117 expiring on 30SEP2025
Delta for 117 PE is -0.33
Historical price for 117 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 27.12, the open interest changed by 41 which increased total open position to 416
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 1.55, which was -1.4 lower than the previous day. The implied volatity was 25.05, the open interest changed by 169 which increased total open position to 384
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 26.98, the open interest changed by -41 which decreased total open position to 209
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 6, which was 0.45 higher than the previous day. The implied volatity was 22.55, the open interest changed by 3 which increased total open position to 31
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 12.3, 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
