CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 122 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.06
Theta: -0.11
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 118.87 | 0.8 | 0.1 | 27.28 | 2,889 | -3 | 446 | |||||||||
| 21 Sept | 117.76 | 0.7 | 0.15 | 25.10 | 2,043 | 40 | 458 | |||||||||
| 18 Sept | 115.41 | 0.55 | -0.2 | 29.38 | 1,073 | 11 | 432 | |||||||||
| 14 Sept | 110.96 | 0.2 | -0.05 | 26.95 | 38 | 19 | 207 | |||||||||
For Canara Bank - strike price 122 expiring on 30SEP2025
Delta for 122 CE is 0.28
Historical price for 122 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 27.28, the open interest changed by -3 which decreased total open position to 446
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 25.10, the open interest changed by 40 which increased total open position to 458
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 29.38, the open interest changed by 11 which increased total open position to 432
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.95, the open interest changed by 19 which increased total open position to 207
| CANBK 30SEP2025 122 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.05
Theta: -0.05
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 3.5 | -1.2 | 22.26 | 337 | 2 | 208 |
| 21 Sept | 117.76 | 4.75 | -2.15 | 28.28 | 314 | 166 | 206 |
| 18 Sept | 115.41 | 6.85 | 0.85 | 31.91 | 37 | 9 | 40 |
| 14 Sept | 110.96 | 9.75 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 122 expiring on 30SEP2025
Delta for 122 PE is -0.77
Historical price for 122 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 3.5, which was -1.2 lower than the previous day. The implied volatity was 22.26, the open interest changed by 2 which increased total open position to 208
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 4.75, which was -2.15 lower than the previous day. The implied volatity was 28.28, the open interest changed by 166 which increased total open position to 206
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 6.85, which was 0.85 higher than the previous day. The implied volatity was 31.91, the open interest changed by 9 which increased total open position to 40
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 9.75, 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
