CANBK
Canara Bank
Historical option data for CANBK
28 Sep 2025 10:07 PM IST
| CANBK 28-OCT-2025 124 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.13
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 118.08 | 2.05 | -1.45 | 27.77 | 310 | -6 | 291 | |||||||||
| 22 Sept | 118.87 | 2.2 | 0.35 | 25.71 | 131 | -22 | 105 | |||||||||
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| 21 Sept | 117.76 | 1.85 | 0.5 | 24.49 | 213 | -72 | 127 | |||||||||
| 18 Sept | 115.41 | 1.35 | -0.25 | 25.15 | 261 | -1 | 199 | |||||||||
For Canara Bank - strike price 124 expiring on 28OCT2025
Delta for 124 CE is 0.33
Historical price for 124 CE is as follows
On 28 Sept CANBK was trading at 118.08. The strike last trading price was 2.05, which was -1.45 lower than the previous day. The implied volatity was 27.77, the open interest changed by -6 which decreased total open position to 291
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 2.2, which was 0.35 higher than the previous day. The implied volatity was 25.71, the open interest changed by -22 which decreased total open position to 105
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 1.85, which was 0.5 higher than the previous day. The implied volatity was 24.49, the open interest changed by -72 which decreased total open position to 127
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 25.15, the open interest changed by -1 which decreased total open position to 199
| CANBK 28OCT2025 124 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.13
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 118.08 | 7.1 | 2.1 | 30.74 | 28 | 2 | 70 |
| 22 Sept | 118.87 | 18.35 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 117.76 | 18.35 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 115.41 | 18.35 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 124 expiring on 28OCT2025
Delta for 124 PE is -0.65
Historical price for 124 PE is as follows
On 28 Sept CANBK was trading at 118.08. The strike last trading price was 7.1, which was 2.1 higher than the previous day. The implied volatity was 30.74, the open interest changed by 2 which increased total open position to 70
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 18.35, 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
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 18.35, 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
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 18.35, 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
