CANBK
Canara Bank
Historical option data for CANBK
28 Sep 2025 10:07 PM IST
| CANBK 28-OCT-2025 121 CE | ||||||||||||||||
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Delta: 0.45
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 | 3.05 | -1.9 | 27.29 | 102 | 32 | 66 | |||||||||
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| 22 Sept | 118.87 | 3.4 | 1.45 | 26.16 | 39 | 15 | 15 | |||||||||
| 21 Sept | 117.76 | 1.95 | 0 | 1.92 | 0 | 0 | 0 | |||||||||
| 18 Sept | 115.41 | 1.95 | 0 | 3.63 | 0 | 0 | 0 | |||||||||
| 14 Sept | 110.96 | 1.95 | 0 | 6.71 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 121 expiring on 28OCT2025
Delta for 121 CE is 0.45
Historical price for 121 CE is as follows
On 28 Sept CANBK was trading at 118.08. The strike last trading price was 3.05, which was -1.9 lower than the previous day. The implied volatity was 27.29, the open interest changed by 32 which increased total open position to 66
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 3.4, which was 1.45 higher than the previous day. The implied volatity was 26.16, the open interest changed by 15 which increased total open position to 15
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 6.71, the open interest changed by 0 which decreased total open position to 0
| CANBK 28OCT2025 121 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.14
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 118.08 | 5 | 1.55 | 29.14 | 74 | 7 | 61 |
| 22 Sept | 118.87 | 17.1 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 117.76 | 17.1 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 115.41 | 17.1 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 110.96 | 17.1 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 121 expiring on 28OCT2025
Delta for 121 PE is -0.55
Historical price for 121 PE is as follows
On 28 Sept CANBK was trading at 118.08. The strike last trading price was 5, which was 1.55 higher than the previous day. The implied volatity was 29.14, the open interest changed by 7 which increased total open position to 61
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 17.1, 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
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 17.1, 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
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 17.1, 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
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 17.1, 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
