CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 124 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.04
Theta: -0.09
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 0.45 | 0.05 | 28.54 | 1,439 | 94 | 310 | |||||||||
| 21 Sept | 117.76 | 0.4 | 0.05 | 26.10 | 555 | 6 | 216 | |||||||||
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| 18 Sept | 115.41 | 0.35 | -0.15 | 30.62 | 468 | -20 | 210 | |||||||||
| 14 Sept | 110.96 | 0.15 | -0.05 | 28.83 | 5 | -1 | 96 | |||||||||
For Canara Bank - strike price 124 expiring on 30SEP2025
Delta for 124 CE is 0.17
Historical price for 124 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 28.54, the open interest changed by 94 which increased total open position to 310
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 26.10, the open interest changed by 6 which increased total open position to 216
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 30.62, the open interest changed by -20 which decreased total open position to 210
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 28.83, the open interest changed by -1 which decreased total open position to 96
| CANBK 30SEP2025 124 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.04
Theta: -0.03
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 5.3 | -1.1 | 25.50 | 85 | 0 | 18 |
| 21 Sept | 117.76 | 6.45 | -2.25 | 30.27 | 72 | -6 | 17 |
| 18 Sept | 115.41 | 8.6 | 1 | 32.88 | 46 | -3 | 24 |
| 14 Sept | 110.96 | 12.1 | 0.65 | - | 4 | -2 | 13 |
For Canara Bank - strike price 124 expiring on 30SEP2025
Delta for 124 PE is -0.86
Historical price for 124 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 5.3, which was -1.1 lower than the previous day. The implied volatity was 25.50, the open interest changed by 0 which decreased total open position to 18
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 6.45, which was -2.25 lower than the previous day. The implied volatity was 30.27, the open interest changed by -6 which decreased total open position to 17
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 8.6, which was 1 higher than the previous day. The implied volatity was 32.88, the open interest changed by -3 which decreased total open position to 24
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 12.1, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 13
