CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 125 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.04
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 0.3 | 0 | 28.22 | 2,096 | 353 | 602 | |||||||||
| 21 Sept | 117.76 | 0.3 | 0 | 26.85 | 1,182 | 140 | 256 | |||||||||
| 18 Sept | 115.41 | 0.3 | -1.65 | 31.81 | 737 | 115 | 115 | |||||||||
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| 14 Sept | 110.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 125 expiring on 30SEP2025
Delta for 125 CE is 0.12
Historical price for 125 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 28.22, the open interest changed by 353 which increased total open position to 602
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 26.85, the open interest changed by 140 which increased total open position to 256
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.3, which was -1.65 lower than the previous day. The implied volatity was 31.81, the open interest changed by 115 which increased total open position to 115
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0, 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
| CANBK 30SEP2025 125 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.03
Theta: -0.02
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 6.2 | -1.15 | 25.98 | 177 | 10 | 67 |
| 21 Sept | 117.76 | 7.35 | -2.15 | 29.81 | 95 | 32 | 56 |
| 18 Sept | 115.41 | 9.5 | -8.95 | 33.15 | 68 | 25 | 25 |
| 14 Sept | 110.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 125 expiring on 30SEP2025
Delta for 125 PE is -0.90
Historical price for 125 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 6.2, which was -1.15 lower than the previous day. The implied volatity was 25.98, the open interest changed by 10 which increased total open position to 67
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 7.35, which was -2.15 lower than the previous day. The implied volatity was 29.81, the open interest changed by 32 which increased total open position to 56
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 9.5, which was -8.95 lower than the previous day. The implied volatity was 33.15, the open interest changed by 25 which increased total open position to 25
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0, 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
