CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 127 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.02
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 0.15 | -0.05 | 29.05 | 172 | -11 | 74 | |||||||||
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| 21 Sept | 117.76 | 0.2 | 0 | 28.96 | 85 | 4 | 85 | |||||||||
| 18 Sept | 115.41 | 0.2 | -1.45 | 33.26 | 101 | 79 | 79 | |||||||||
| 14 Sept | 110.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 127 expiring on 30SEP2025
Delta for 127 CE is 0.07
Historical price for 127 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 29.05, the open interest changed by -11 which decreased total open position to 74
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 28.96, the open interest changed by 4 which increased total open position to 85
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.2, which was -1.45 lower than the previous day. The implied volatity was 33.26, the open interest changed by 79 which increased total open position to 79
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 127 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 22 Sept | 118.87 | 9.25 | 0 | 0.00 | 0 | 7 | 0 |
| 21 Sept | 117.76 | 9.25 | -10.85 | 32.91 | 17 | 7 | 6 |
| 18 Sept | 115.41 | 20.1 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 110.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 127 expiring on 30SEP2025
Delta for 127 PE is 0.00
Historical price for 127 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 9.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 9.25, which was -10.85 lower than the previous day. The implied volatity was 32.91, the open interest changed by 7 which increased total open position to 6
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 20.1, 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 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
