CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 126 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.03
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 0.25 | -0.05 | 29.84 | 309 | 1 | 193 | |||||||||
| 21 Sept | 117.76 | 0.25 | 0 | 27.84 | 286 | 42 | 192 | |||||||||
| 18 Sept | 115.41 | 0.25 | -0.1 | 32.71 | 234 | 18 | 149 | |||||||||
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| 14 Sept | 110.96 | 0.1 | 0 | 29.91 | 14 | 10 | 38 | |||||||||
For Canara Bank - strike price 126 expiring on 30SEP2025
Delta for 126 CE is 0.10
Historical price for 126 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 29.84, the open interest changed by 1 which increased total open position to 193
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 27.84, the open interest changed by 42 which increased total open position to 192
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 32.71, the open interest changed by 18 which increased total open position to 149
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 29.91, the open interest changed by 10 which increased total open position to 38
| CANBK 30SEP2025 126 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.03
Theta: -0.01
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 7.15 | -1.1 | 27.28 | 76 | -8 | 13 |
| 21 Sept | 117.76 | 8.3 | -2.2 | 33.29 | 68 | 10 | 20 |
| 18 Sept | 115.41 | 10.5 | 0.9 | 35.70 | 30 | 6 | 13 |
| 14 Sept | 110.96 | 20.7 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 126 expiring on 30SEP2025
Delta for 126 PE is -0.92
Historical price for 126 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 7.15, which was -1.1 lower than the previous day. The implied volatity was 27.28, the open interest changed by -8 which decreased total open position to 13
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 8.3, which was -2.2 lower than the previous day. The implied volatity was 33.29, the open interest changed by 10 which increased total open position to 20
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 10.5, which was 0.9 higher than the previous day. The implied volatity was 35.70, the open interest changed by 6 which increased total open position to 13
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 20.7, 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
