CANBK
Canara Bank
Historical option data for CANBK
28 Sep 2025 10:07 PM IST
| CANBK 28-OCT-2025 129 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.10
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 118.08 | 1.05 | -0.8 | 29.13 | 44 | 17 | 59 | |||||||||
| 22 Sept | 118.87 | 1.2 | 0.3 | 27.68 | 3 | 2 | 2 | |||||||||
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| 21 Sept | 117.76 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 115.41 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 129 expiring on 28OCT2025
Delta for 129 CE is 0.19
Historical price for 129 CE is as follows
On 28 Sept CANBK was trading at 118.08. The strike last trading price was 1.05, which was -0.8 lower than the previous day. The implied volatity was 29.13, the open interest changed by 17 which increased total open position to 59
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 1.2, which was 0.3 higher than the previous day. The implied volatity was 27.68, the open interest changed by 2 which increased total open position to 2
On 21 Sept CANBK was trading at 117.76. 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
On 18 Sept CANBK was trading at 115.41. 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 28OCT2025 129 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 118.08 | 24 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 118.87 | 24 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 117.76 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 115.41 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 129 expiring on 28OCT2025
Delta for 129 PE is -
Historical price for 129 PE is as follows
On 28 Sept CANBK was trading at 118.08. The strike last trading price was 24, 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 22 Sept CANBK was trading at 118.87. The strike last trading price was 24, 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 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
On 18 Sept CANBK was trading at 115.41. 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
