CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 123 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.05
Theta: -0.09
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 0.55 | 0 | 26.90 | 1,847 | 41 | 494 | |||||||||
| 21 Sept | 117.76 | 0.5 | 0.1 | 25.35 | 1,101 | 226 | 453 | |||||||||
| 18 Sept | 115.41 | 0.4 | -0.2 | 29.17 | 486 | 58 | 229 | |||||||||
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| 14 Sept | 110.96 | 0.15 | -0.05 | 27.10 | 5 | -2 | 37 | |||||||||
For Canara Bank - strike price 123 expiring on 30SEP2025
Delta for 123 CE is 0.21
Historical price for 123 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 26.90, the open interest changed by 41 which increased total open position to 494
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 25.35, the open interest changed by 226 which increased total open position to 453
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 29.17, the open interest changed by 58 which increased total open position to 229
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 27.10, the open interest changed by -2 which decreased total open position to 37
| CANBK 30SEP2025 123 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.04
Theta: -0.02
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 4.25 | -1.3 | 20.78 | 111 | 0 | 28 |
| 21 Sept | 117.76 | 5.55 | -2.2 | 27.50 | 51 | 15 | 28 |
| 18 Sept | 115.41 | 7.75 | 0.95 | 33.13 | 34 | 9 | 13 |
| 14 Sept | 110.96 | 16.8 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 123 expiring on 30SEP2025
Delta for 123 PE is -0.85
Historical price for 123 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 4.25, which was -1.3 lower than the previous day. The implied volatity was 20.78, the open interest changed by 0 which decreased total open position to 28
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 5.55, which was -2.2 lower than the previous day. The implied volatity was 27.50, the open interest changed by 15 which increased total open position to 28
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 7.75, which was 0.95 higher than the previous day. The implied volatity was 33.13, the open interest changed by 9 which increased total open position to 13
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 16.8, 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
