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Related Pages for CANBK
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CANBK
Canara Bank
90.54 2.12 (2.40%)

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Historical option data for CANBK

11 Apr 2025 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CANBK 24APR2025 100 CE
Delta: 0.10
Vega: 0.03
Theta: -0.05
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 90.54 0.3 -0.05 38.48 2,223 -15 2,082
9 Apr 88.42 0.3 -0.15 42.40 1,738 64 2,097
8 Apr 89.43 0.5 0.1 42.17 2,042 112 2,034
7 Apr 87.10 0.45 -0.05 47.39 1,393 45 1,926
4 Apr 90.39 0.5 -0.5 35.13 5,991 -346 1,883
3 Apr 94.38 1 0.5 31.08 7,641 498 2,222
2 Apr 91.10 0.5 0.1 31.91 1,825 22 1,740
1 Apr 90.00 0.4 -0.05 31.79 1,608 35 1,717
28 Mar 89.00 0.4 -0.1 31.51 2,455 7 1,682
27 Mar 89.65 0.5 0.1 31.65 1,994 17 1,682
26 Mar 87.24 0.45 -0.1 35.35 914 395 1,665
25 Mar 88.46 0.5 -0.35 33.96 1,169 425 1,269
24 Mar 91.32 0.85 0.3 30.98 1,465 449 842
21 Mar 87.54 0.55 0.2 33.75 541 195 392
20 Mar 85.84 0.35 -0.05 33.25 83 52 193
19 Mar 85.57 0.45 0.15 35.04 122 72 140
18 Mar 83.92 0.3 0.05 34.69 12 -1 68
17 Mar 82.49 0.25 -0.1 35.50 58 33 66
13 Mar 82.90 0.3 0.05 34.41 22 9 24
12 Mar 82.46 0.25 -0.1 33.37 25 -6 15
11 Mar 83.28 0.35 0 33.72 19 18 21
10 Mar 82.49 0.35 -0.7 35.25 5 3 3
12 Feb 90.54 4.45 0 6.36 0 0 0
11 Feb 90.09 4.45 0 5.64 0 0 0
10 Feb 93.17 4.45 0 4.24 0 0 0
7 Feb 94.06 4.45 0 2.82 0 0 0
6 Feb 94.86 4.45 0 2.46 0 0 0
5 Feb 95.83 4.45 0 1.57 0 0 0
4 Feb 92.84 4.45 0 3.79 0 0 0
3 Feb 90.61 4.45 0 5.61 0 0 0
1 Feb 92.62 4.45 0 3.11 0 0 0

For Canara Bank - strike price 100 expiring on 24APR2025

Delta for 100 CE is 0.10

Historical price for 100 CE is as follows

On 11 Apr CANBK was trading at 90.54. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 38.48, the open interest changed by -15 which decreased total open position to 2082


On 9 Apr CANBK was trading at 88.42. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 42.40, the open interest changed by 64 which increased total open position to 2097


On 8 Apr CANBK was trading at 89.43. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 42.17, the open interest changed by 112 which increased total open position to 2034


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 47.39, the open interest changed by 45 which increased total open position to 1926


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.5, which was -0.5 lower than the previous day. The implied volatity was 35.13, the open interest changed by -346 which decreased total open position to 1883


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 1, which was 0.5 higher than the previous day. The implied volatity was 31.08, the open interest changed by 498 which increased total open position to 2222


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 31.91, the open interest changed by 22 which increased total open position to 1740


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 31.79, the open interest changed by 35 which increased total open position to 1717


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 31.51, the open interest changed by 7 which increased total open position to 1682


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 31.65, the open interest changed by 17 which increased total open position to 1682


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 35.35, the open interest changed by 395 which increased total open position to 1665


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 33.96, the open interest changed by 425 which increased total open position to 1269


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 0.85, which was 0.3 higher than the previous day. The implied volatity was 30.98, the open interest changed by 449 which increased total open position to 842


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 0.55, which was 0.2 higher than the previous day. The implied volatity was 33.75, the open interest changed by 195 which increased total open position to 392


On 20 Mar CANBK was trading at 85.84. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.25, the open interest changed by 52 which increased total open position to 193


On 19 Mar CANBK was trading at 85.57. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 35.04, the open interest changed by 72 which increased total open position to 140


On 18 Mar CANBK was trading at 83.92. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 34.69, the open interest changed by -1 which decreased total open position to 68


On 17 Mar CANBK was trading at 82.49. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 35.50, the open interest changed by 33 which increased total open position to 66


On 13 Mar CANBK was trading at 82.90. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 34.41, the open interest changed by 9 which increased total open position to 24


On 12 Mar CANBK was trading at 82.46. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 33.37, the open interest changed by -6 which decreased total open position to 15


On 11 Mar CANBK was trading at 83.28. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 33.72, the open interest changed by 18 which increased total open position to 21


On 10 Mar CANBK was trading at 82.49. The strike last trading price was 0.35, which was -0.7 lower than the previous day. The implied volatity was 35.25, the open interest changed by 3 which increased total open position to 3


On 12 Feb CANBK was trading at 90.54. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0


On 11 Feb CANBK was trading at 90.09. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0


On 10 Feb CANBK was trading at 93.17. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0


On 7 Feb CANBK was trading at 94.06. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0


On 6 Feb CANBK was trading at 94.86. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0


On 5 Feb CANBK was trading at 95.83. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0


On 4 Feb CANBK was trading at 92.84. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0


On 3 Feb CANBK was trading at 90.61. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0


On 1 Feb CANBK was trading at 92.62. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0


CANBK 24APR2025 100 PE
Delta: -0.85
Vega: 0.04
Theta: -0.05
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 90.54 9.75 -1.95 47.92 85 -36 1,697
9 Apr 88.42 11.7 1.1 47.43 91 -40 1,733
8 Apr 89.43 10.6 -2.3 50.00 52 6 1,774
7 Apr 87.10 12.9 3.25 52.97 137 -47 1,767
4 Apr 90.39 9.5 3.15 38.11 320 151 1,815
3 Apr 94.38 6.35 -2.6 33.45 397 158 1,664
2 Apr 91.10 8.75 -1.1 31.12 133 73 1,504
1 Apr 90.00 9.85 -0.95 35.49 84 57 1,429
28 Mar 89.00 10.7 0.65 34.49 224 78 1,372
27 Mar 89.65 10.4 -1.85 36.56 320 229 1,295
26 Mar 87.24 12.25 0.7 35.59 105 82 1,064
25 Mar 88.46 11.6 2.8 35.45 383 355 981
24 Mar 91.32 8.75 -3.2 32.27 528 400 624
21 Mar 87.54 11.9 -1.6 32.41 146 126 210
20 Mar 85.84 13.5 -0.2 30.28 36 35 83
19 Mar 85.57 13.7 -2 34.01 43 32 41
18 Mar 83.92 15.7 -0.8 42.53 8 7 8
17 Mar 82.49 16.5 0 0.00 0 1 0
13 Mar 82.90 16.5 4.6 38.79 1 0 0
12 Mar 82.46 11.9 0 - 0 0 0
11 Mar 83.28 11.9 0 - 0 0 0
10 Mar 82.49 11.9 0 - 0 0 0
12 Feb 90.54 11.9 0 - 0 0 0
11 Feb 90.09 11.9 0 - 0 0 0
10 Feb 93.17 11.9 0 - 0 0 0
7 Feb 94.06 11.9 0 - 0 0 0
6 Feb 94.86 11.9 0 - 0 0 0
5 Feb 95.83 11.9 0 - 0 0 0
4 Feb 92.84 11.9 0 - 0 0 0
3 Feb 90.61 11.9 0 - 0 0 0
1 Feb 92.62 11.9 0 - 0 0 0

For Canara Bank - strike price 100 expiring on 24APR2025

Delta for 100 PE is -0.85

Historical price for 100 PE is as follows

On 11 Apr CANBK was trading at 90.54. The strike last trading price was 9.75, which was -1.95 lower than the previous day. The implied volatity was 47.92, the open interest changed by -36 which decreased total open position to 1697


On 9 Apr CANBK was trading at 88.42. The strike last trading price was 11.7, which was 1.1 higher than the previous day. The implied volatity was 47.43, the open interest changed by -40 which decreased total open position to 1733


On 8 Apr CANBK was trading at 89.43. The strike last trading price was 10.6, which was -2.3 lower than the previous day. The implied volatity was 50.00, the open interest changed by 6 which increased total open position to 1774


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 12.9, which was 3.25 higher than the previous day. The implied volatity was 52.97, the open interest changed by -47 which decreased total open position to 1767


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 9.5, which was 3.15 higher than the previous day. The implied volatity was 38.11, the open interest changed by 151 which increased total open position to 1815


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 6.35, which was -2.6 lower than the previous day. The implied volatity was 33.45, the open interest changed by 158 which increased total open position to 1664


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 8.75, which was -1.1 lower than the previous day. The implied volatity was 31.12, the open interest changed by 73 which increased total open position to 1504


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 9.85, which was -0.95 lower than the previous day. The implied volatity was 35.49, the open interest changed by 57 which increased total open position to 1429


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 10.7, which was 0.65 higher than the previous day. The implied volatity was 34.49, the open interest changed by 78 which increased total open position to 1372


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 10.4, which was -1.85 lower than the previous day. The implied volatity was 36.56, the open interest changed by 229 which increased total open position to 1295


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 12.25, which was 0.7 higher than the previous day. The implied volatity was 35.59, the open interest changed by 82 which increased total open position to 1064


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 11.6, which was 2.8 higher than the previous day. The implied volatity was 35.45, the open interest changed by 355 which increased total open position to 981


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 8.75, which was -3.2 lower than the previous day. The implied volatity was 32.27, the open interest changed by 400 which increased total open position to 624


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 11.9, which was -1.6 lower than the previous day. The implied volatity was 32.41, the open interest changed by 126 which increased total open position to 210


On 20 Mar CANBK was trading at 85.84. The strike last trading price was 13.5, which was -0.2 lower than the previous day. The implied volatity was 30.28, the open interest changed by 35 which increased total open position to 83


On 19 Mar CANBK was trading at 85.57. The strike last trading price was 13.7, which was -2 lower than the previous day. The implied volatity was 34.01, the open interest changed by 32 which increased total open position to 41


On 18 Mar CANBK was trading at 83.92. The strike last trading price was 15.7, which was -0.8 lower than the previous day. The implied volatity was 42.53, the open interest changed by 7 which increased total open position to 8


On 17 Mar CANBK was trading at 82.49. The strike last trading price was 16.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 13 Mar CANBK was trading at 82.90. The strike last trading price was 16.5, which was 4.6 higher than the previous day. The implied volatity was 38.79, the open interest changed by 0 which decreased total open position to 0


On 12 Mar CANBK was trading at 82.46. The strike last trading price was 11.9, 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 11 Mar CANBK was trading at 83.28. The strike last trading price was 11.9, 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 10 Mar CANBK was trading at 82.49. The strike last trading price was 11.9, 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 12 Feb CANBK was trading at 90.54. The strike last trading price was 11.9, 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 11 Feb CANBK was trading at 90.09. The strike last trading price was 11.9, 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 10 Feb CANBK was trading at 93.17. The strike last trading price was 11.9, 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 7 Feb CANBK was trading at 94.06. The strike last trading price was 11.9, 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 6 Feb CANBK was trading at 94.86. The strike last trading price was 11.9, 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 5 Feb CANBK was trading at 95.83. The strike last trading price was 11.9, 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 4 Feb CANBK was trading at 92.84. The strike last trading price was 11.9, 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 3 Feb CANBK was trading at 90.61. The strike last trading price was 11.9, 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 1 Feb CANBK was trading at 92.62. The strike last trading price was 11.9, 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