CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 128 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.02
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 0.15 | 0 | 31.68 | 190 | 15 | 180 | |||||||||
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| 21 Sept | 117.76 | 0.15 | 0 | 29.18 | 178 | -9 | 166 | |||||||||
| 18 Sept | 115.41 | 0.15 | -0.1 | 33.36 | 151 | 9 | 164 | |||||||||
| 14 Sept | 110.96 | 0.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 128 expiring on 30SEP2025
Delta for 128 CE is 0.06
Historical price for 128 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 31.68, the open interest changed by 15 which increased total open position to 180
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 29.18, the open interest changed by -9 which decreased total open position to 166
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 33.36, the open interest changed by 9 which increased total open position to 164
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 0.00, the open interest changed by 0 which decreased total open position to 0
| CANBK 30SEP2025 128 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 | 10.2 | 0 | 0.00 | 0 | -3 | 0 |
| 21 Sept | 117.76 | 10.2 | -2.25 | 36.34 | 11 | -3 | 23 |
| 18 Sept | 115.41 | 12.45 | 0.65 | 39.16 | 22 | 8 | 26 |
| 14 Sept | 110.96 | 16 | 0.1 | - | 1 | 1 | 14 |
For Canara Bank - strike price 128 expiring on 30SEP2025
Delta for 128 PE is 0.00
Historical price for 128 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 10.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 10.2, which was -2.25 lower than the previous day. The implied volatity was 36.34, the open interest changed by -3 which decreased total open position to 23
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 12.45, which was 0.65 higher than the previous day. The implied volatity was 39.16, the open interest changed by 8 which increased total open position to 26
On 14 Sept CANBK was trading at 110.96. The strike last trading price was 16, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14
