CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 118 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.07
Theta: -0.13
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 2.45 | 0.4 | 27.26 | 3,782 | -321 | 602 | |||||||||
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| 21 Sept | 117.76 | 1.95 | 0.65 | 23.02 | 6,405 | 139 | 933 | |||||||||
| 18 Sept | 115.41 | 1.3 | -0.5 | 26.33 | 3,481 | 293 | 788 | |||||||||
| 14 Sept | 110.96 | 0.45 | -0.15 | 24.08 | 169 | 19 | 120 | |||||||||
| 17 Aug | 109.26 | 7.05 | 0 | 5.86 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 118 expiring on 30SEP2025
Delta for 118 CE is 0.59
Historical price for 118 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 2.45, which was 0.4 higher than the previous day. The implied volatity was 27.26, the open interest changed by -321 which decreased total open position to 602
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 1.95, which was 0.65 higher than the previous day. The implied volatity was 23.02, the open interest changed by 139 which increased total open position to 933
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 1.3, which was -0.5 lower than the previous day. The implied volatity was 26.33, the open interest changed by 293 which increased total open position to 788
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 24.08, the open interest changed by 19 which increased total open position to 120
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 7.05, which was 0 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0
| CANBK 30SEP2025 118 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 0.07
Theta: -0.10
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 1.35 | -0.7 | 25.93 | 2,643 | 211 | 432 |
| 21 Sept | 117.76 | 2 | -1.65 | 25.41 | 1,579 | 174 | 234 |
| 18 Sept | 115.41 | 3.6 | 0.6 | 27.96 | 457 | 8 | 47 |
| 14 Sept | 110.96 | 6.9 | 0.6 | 23.39 | 11 | 3 | 11 |
| 17 Aug | 109.26 | 12.1 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 118 expiring on 30SEP2025
Delta for 118 PE is -0.40
Historical price for 118 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 1.35, which was -0.7 lower than the previous day. The implied volatity was 25.93, the open interest changed by 211 which increased total open position to 432
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 2, which was -1.65 lower than the previous day. The implied volatity was 25.41, the open interest changed by 174 which increased total open position to 234
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 3.6, which was 0.6 higher than the previous day. The implied volatity was 27.96, the open interest changed by 8 which increased total open position to 47
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 6.9, which was 0.6 higher than the previous day. The implied volatity was 23.39, the open interest changed by 3 which increased total open position to 11
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 12.1, 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
