CANBK
Canara Bank
Historical option data for CANBK
28 Sep 2025 10:07 PM IST
| CANBK 28-OCT-2025 120 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.14
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 118.08 | 3.45 | -2.05 | 27.07 | 1,295 | 253 | 1,127 | |||||||||
| 22 Sept | 118.87 | 3.85 | 0.6 | 26.12 | 1,172 | 41 | 734 | |||||||||
| 21 Sept | 117.76 | 3.25 | 0.9 | 24.27 | 1,065 | 43 | 690 | |||||||||
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| 18 Sept | 115.41 | 2.3 | -0.45 | 23.95 | 705 | 152 | 651 | |||||||||
| 14 Sept | 110.96 | 1.25 | -0.2 | 24.29 | 94 | 21 | 156 | |||||||||
For Canara Bank - strike price 120 expiring on 28OCT2025
Delta for 120 CE is 0.49
Historical price for 120 CE is as follows
On 28 Sept CANBK was trading at 118.08. The strike last trading price was 3.45, which was -2.05 lower than the previous day. The implied volatity was 27.07, the open interest changed by 253 which increased total open position to 1127
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 3.85, which was 0.6 higher than the previous day. The implied volatity was 26.12, the open interest changed by 41 which increased total open position to 734
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 3.25, which was 0.9 higher than the previous day. The implied volatity was 24.27, the open interest changed by 43 which increased total open position to 690
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 23.95, the open interest changed by 152 which increased total open position to 651
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 1.25, which was -0.2 lower than the previous day. The implied volatity was 24.29, the open interest changed by 21 which increased total open position to 156
| CANBK 28OCT2025 120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.14
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 118.08 | 4.4 | 1.35 | 28.84 | 925 | 131 | 833 |
| 22 Sept | 118.87 | 3.9 | -0.65 | 25.97 | 659 | 46 | 639 |
| 21 Sept | 117.76 | 4.55 | -1.25 | 26.07 | 142 | 55 | 593 |
| 18 Sept | 115.41 | 5.7 | 0.5 | 24.96 | 198 | 123 | 536 |
| 14 Sept | 110.96 | 15.35 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 120 expiring on 28OCT2025
Delta for 120 PE is -0.51
Historical price for 120 PE is as follows
On 28 Sept CANBK was trading at 118.08. The strike last trading price was 4.4, which was 1.35 higher than the previous day. The implied volatity was 28.84, the open interest changed by 131 which increased total open position to 833
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 3.9, which was -0.65 lower than the previous day. The implied volatity was 25.97, the open interest changed by 46 which increased total open position to 639
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 4.55, which was -1.25 lower than the previous day. The implied volatity was 26.07, the open interest changed by 55 which increased total open position to 593
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 5.7, which was 0.5 higher than the previous day. The implied volatity was 24.96, the open interest changed by 123 which increased total open position to 536
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 15.35, 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
