CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 130 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.01
Theta: -0.02
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 118.87 | 0.05 | -0.05 | 30.17 | 228 | 38 | 174 | |||||||||
| 21 Sept | 117.76 | 0.1 | 0 | 31.02 | 103 | 33 | 136 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 115.41 | 0.1 | -0.05 | 34.68 | 138 | 31 | 105 | |||||||||
For Canara Bank - strike price 130 expiring on 30SEP2025
Delta for 130 CE is 0.03
Historical price for 130 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 30.17, the open interest changed by 38 which increased total open position to 174
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 31.02, the open interest changed by 33 which increased total open position to 136
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 34.68, the open interest changed by 31 which increased total open position to 105
| CANBK 30SEP2025 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 10 | -2 | - | 8 | 3 | 4 |
| 21 Sept | 117.76 | 12 | -8.5 | 34.82 | 1 | 1 | 0 |
| 18 Sept | 115.41 | 20.5 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 130 expiring on 30SEP2025
Delta for 130 PE is -
Historical price for 130 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 10, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 21 Sept CANBK was trading at 117.76. The strike last trading price was 12, which was -8.5 lower than the previous day. The implied volatity was 34.82, the open interest changed by 1 which increased total open position to 0
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 20.5, 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
