CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 121 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.06
Theta: -0.12
Gamma: 0.08
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 1.05 | 0.1 | 26.56 | 3,410 | -121 | 396 | |||||||||
| 21 Sept | 117.76 | 0.9 | 0.25 | 24.73 | 1,578 | 98 | 529 | |||||||||
| 18 Sept | 115.41 | 0.65 | -0.25 | 28.09 | 1,512 | 288 | 429 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 110.96 | 0.25 | -0.05 | 26.42 | 25 | 13 | 80 | |||||||||
For Canara Bank - strike price 121 expiring on 30SEP2025
Delta for 121 CE is 0.34
Historical price for 121 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 26.56, the open interest changed by -121 which decreased total open position to 396
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 24.73, the open interest changed by 98 which increased total open position to 529
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 28.09, the open interest changed by 288 which increased total open position to 429
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 26.42, the open interest changed by 13 which increased total open position to 80
| CANBK 30SEP2025 121 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.06
Theta: -0.07
Gamma: 0.08
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 2.9 | -1.05 | 24.45 | 251 | 5 | 34 |
| 21 Sept | 117.76 | 3.95 | -2.05 | 26.34 | 91 | 4 | 28 |
| 18 Sept | 115.41 | 5.95 | 0.7 | 30.35 | 58 | 11 | 25 |
| 14 Sept | 110.96 | 8.9 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 121 expiring on 30SEP2025
Delta for 121 PE is -0.67
Historical price for 121 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was 24.45, the open interest changed by 5 which increased total open position to 34
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 3.95, which was -2.05 lower than the previous day. The implied volatity was 26.34, the open interest changed by 4 which increased total open position to 28
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 5.95, which was 0.7 higher than the previous day. The implied volatity was 30.35, the open interest changed by 11 which increased total open position to 25
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 8.9, 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
