CANBK
Canara Bank
Historical option data for CANBK
28 Sep 2025 10:07 PM IST
| CANBK 28-OCT-2025 127 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.11
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 118.08 | 1.4 | -1 | 28.79 | 74 | 26 | 75 | |||||||||
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| 22 Sept | 118.87 | 1.5 | 0.3 | 26.66 | 2 | 1 | 1 | |||||||||
| 21 Sept | 117.76 | 1.2 | 0.1 | 25.05 | 1 | -1 | 1 | |||||||||
| 18 Sept | 115.41 | 1.1 | 0 | 28.08 | 1 | 0 | 0 | |||||||||
For Canara Bank - strike price 127 expiring on 28OCT2025
Delta for 127 CE is 0.24
Historical price for 127 CE is as follows
On 28 Sept CANBK was trading at 118.08. The strike last trading price was 1.4, which was -1 lower than the previous day. The implied volatity was 28.79, the open interest changed by 26 which increased total open position to 75
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 1.5, which was 0.3 higher than the previous day. The implied volatity was 26.66, the open interest changed by 1 which increased total open position to 1
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 25.05, the open interest changed by -1 which decreased total open position to 1
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 28.08, the open interest changed by 0 which decreased total open position to 0
| CANBK 28OCT2025 127 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 118.08 | 6.7 | 0 | 0.00 | 0 | 0 | 0 |
| 22 Sept | 118.87 | 22.2 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 117.76 | 22.2 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 115.41 | 22.2 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 127 expiring on 28OCT2025
Delta for 127 PE is 0.00
Historical price for 127 PE is as follows
On 28 Sept CANBK was trading at 118.08. The strike last trading price was 6.7, 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
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 22.2, 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 22.2, 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 22.2, 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
