CANBK
Canara Bank
Historical option data for CANBK
22 Sep 2025 08:01 PM IST
| CANBK 30SEP2025 132 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.01
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 118.87 | 0.1 | 0 | 38.52 | 8 | 3 | 55 | |||||||||
| 21 Sept | 117.76 | 0.1 | 0 | 34.92 | 59 | 24 | 51 | |||||||||
| 18 Sept | 115.41 | 0.1 | -3.15 | 38.68 | 28 | 27 | 27 | |||||||||
For Canara Bank - strike price 132 expiring on 30SEP2025
Delta for 132 CE is 0.04
Historical price for 132 CE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 38.52, the open interest changed by 3 which increased total open position to 55
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 34.92, the open interest changed by 24 which increased total open position to 51
On 18 Sept CANBK was trading at 115.41. The strike last trading price was 0.1, which was -3.15 lower than the previous day. The implied volatity was 38.68, the open interest changed by 27 which increased total open position to 27
| CANBK 30SEP2025 132 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 118.87 | 22.05 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 117.76 | 22.05 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 115.41 | 22.05 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 132 expiring on 30SEP2025
Delta for 132 PE is -
Historical price for 132 PE is as follows
On 22 Sept CANBK was trading at 118.87. The strike last trading price was 22.05, 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 22.05, 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 22.05, 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
