CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.07
Theta: -0.13
Gamma: 0.08
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 1.45 | 0.2 | 27.03 | 11,799 | -258 | 2,068 | |||||||||
| 21 Sept | 117.76 | 1.25 | 0.4 | 24.85 | 7,040 | -252 | 2,322 | |||||||||
| 18 Sept | 115.41 | 0.85 | -0.35 | 27.93 | 5,897 | 592 | 2,589 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 110.96 | 0.25 | -0.15 | 24.42 | 1,374 | 43 | 1,438 | |||||||||
| 17 Aug | 109.26 | 0.95 | -0.1 | 24.53 | 81 | 7 | 188 | |||||||||
For Canara Bank - strike price 120 expiring on 30SEP2025
Delta for 120 CE is 0.43
Historical price for 120 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 1.45, which was 0.2 higher than the previous day. The implied volatity was 27.03, the open interest changed by -258 which decreased total open position to 2068
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 1.25, which was 0.4 higher than the previous day. The implied volatity was 24.85, the open interest changed by -252 which decreased total open position to 2322
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 27.93, the open interest changed by 592 which increased total open position to 2589
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 24.42, the open interest changed by 43 which increased total open position to 1438
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 24.53, the open interest changed by 7 which increased total open position to 188
| CANBK 30SEP2025 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.07
Theta: -0.09
Gamma: 0.08
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 2.4 | -0.85 | 26.49 | 3,547 | 316 | 1,108 |
| 21 Sept | 117.76 | 3.25 | -1.8 | 26.80 | 1,081 | 58 | 791 |
| 18 Sept | 115.41 | 5.05 | 0.7 | 28.44 | 606 | 22 | 732 |
| 14 Sept | 110.96 | 8.75 | 0.6 | 24.91 | 69 | 32 | 211 |
| 17 Aug | 109.26 | 10.3 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 120 expiring on 30SEP2025
Delta for 120 PE is -0.58
Historical price for 120 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 2.4, which was -0.85 lower than the previous day. The implied volatity was 26.49, the open interest changed by 316 which increased total open position to 1108
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 3.25, which was -1.8 lower than the previous day. The implied volatity was 26.80, the open interest changed by 58 which increased total open position to 791
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 5.05, which was 0.7 higher than the previous day. The implied volatity was 28.44, the open interest changed by 22 which increased total open position to 732
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 8.75, which was 0.6 higher than the previous day. The implied volatity was 24.91, the open interest changed by 32 which increased total open position to 211
On 17 Aug CANBK was trading at 109.26. The strike last trading price was 10.3, 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
