CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 119 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.07
Theta: -0.14
Gamma: 0.08
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 1.95 | 0.35 | 27.73 | 5,651 | -53 | 489 | |||||||||
| 21 Sept | 117.76 | 1.55 | 0.5 | 24.26 | 2,757 | -4 | 543 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 115.41 | 1.05 | -0.4 | 27.12 | 2,164 | 265 | 547 | |||||||||
| 14 Sept | 110.96 | 0.3 | -0.15 | 23.48 | 94 | 6 | 118 | |||||||||
| 17 Aug | 109.26 | 3.2 | 0 | 6.55 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 119 expiring on 30SEP2025
Delta for 119 CE is 0.51
Historical price for 119 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 1.95, which was 0.35 higher than the previous day. The implied volatity was 27.73, the open interest changed by -53 which decreased total open position to 489
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 1.55, which was 0.5 higher than the previous day. The implied volatity was 24.26, the open interest changed by -4 which decreased total open position to 543
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 1.05, which was -0.4 lower than the previous day. The implied volatity was 27.12, the open interest changed by 265 which increased total open position to 547
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 23.48, the open interest changed by 6 which increased total open position to 118
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 6.55, the open interest changed by 0 which decreased total open position to 0
| CANBK 30SEP2025 119 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.07
Theta: -0.09
Gamma: 0.09
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 1.75 | -0.85 | 25.03 | 3,187 | 87 | 313 |
| 21 Sept | 117.76 | 2.6 | -1.7 | 25.61 | 405 | 20 | 226 |
| 18 Sept | 115.41 | 4.2 | 0.5 | 26.85 | 717 | 178 | 208 |
| 14 Sept | 110.96 | 7.8 | 0.75 | 23.81 | 5 | 1 | 10 |
| 17 Aug | 109.26 | 13.75 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 119 expiring on 30SEP2025
Delta for 119 PE is -0.49
Historical price for 119 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 1.75, which was -0.85 lower than the previous day. The implied volatity was 25.03, the open interest changed by 87 which increased total open position to 313
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 2.6, which was -1.7 lower than the previous day. The implied volatity was 25.61, the open interest changed by 20 which increased total open position to 226
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 4.2, which was 0.5 higher than the previous day. The implied volatity was 26.85, the open interest changed by 178 which increased total open position to 208
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 7.8, which was 0.75 higher than the previous day. The implied volatity was 23.81, the open interest changed by 1 which increased total open position to 10
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 13.75, 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
