CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
| CANBK 24APR2025 101 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.03
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 89.43 | 0.35 | 0.05 | 40.76 | 129 | -14 | 140 | |||
| 7 Apr | 87.10 | 0.3 | -0.1 | 45.14 | 96 | -12 | 155 | |||
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| 4 Apr | 90.39 | 0.45 | -0.35 | 36.50 | 281 | 25 | 166 | |||
| 3 Apr | 94.38 | 0.85 | 0.45 | 31.90 | 289 | 106 | 140 | |||
| 2 Apr | 91.10 | 0.4 | 0.05 | 32.18 | 103 | -3 | 36 | |||
| 1 Apr | 90.00 | 0.35 | 0 | 32.71 | 54 | 0 | 42 | |||
| 28 Mar | 89.00 | 0.4 | -0.05 | 33.57 | 58 | 6 | 42 | |||
| 27 Mar | 89.65 | 0.4 | 0.05 | 31.70 | 34 | 8 | 36 | |||
| 26 Mar | 87.24 | 0.35 | -0.1 | 34.97 | 40 | -6 | 20 | |||
| 25 Mar | 88.46 | 0.45 | -0.6 | 34.93 | 96 | 35 | 35 | |||
| 24 Mar | 91.32 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 87.54 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Canara Bank - strike price 101 expiring on 24APR2025
Delta for 101 CE is 0.10
Historical price for 101 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 40.76, the open interest changed by -14 which decreased total open position to 140
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 45.14, the open interest changed by -12 which decreased total open position to 155
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 36.50, the open interest changed by 25 which increased total open position to 166
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.85, which was 0.45 higher than the previous day. The implied volatity was 31.90, the open interest changed by 106 which increased total open position to 140
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 32.18, the open interest changed by -3 which decreased total open position to 36
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 32.71, the open interest changed by 0 which decreased total open position to 42
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 33.57, the open interest changed by 6 which increased total open position to 42
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 31.70, the open interest changed by 8 which increased total open position to 36
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 34.97, the open interest changed by -6 which decreased total open position to 20
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.45, which was -0.6 lower than the previous day. The implied volatity was 34.93, the open interest changed by 35 which increased total open position to 35
On 24 Mar CANBK was trading at 91.32. 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 21 Mar CANBK was trading at 87.54. 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 24APR2025 101 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 |
| 8 Apr | 89.43 | 9.9 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 87.10 | 9.9 | 0 | 0.00 | 0 | 12 | 0 |
| 4 Apr | 90.39 | 9.9 | -7.55 | 22.83 | 18 | 12 | 12 |
| 3 Apr | 94.38 | 17.45 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 91.10 | 17.45 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 90.00 | 17.45 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 89.00 | 17.45 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 89.65 | 17.45 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 87.24 | 17.45 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 88.46 | 17.45 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 91.32 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 87.54 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 101 expiring on 24APR2025
Delta for 101 PE is 0.00
Historical price for 101 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 9.9, 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 7 Apr CANBK was trading at 87.10. The strike last trading price was 9.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 9.9, which was -7.55 lower than the previous day. The implied volatity was 22.83, the open interest changed by 12 which increased total open position to 12
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 17.45, 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 2 Apr CANBK was trading at 91.10. The strike last trading price was 17.45, 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 1 Apr CANBK was trading at 90.00. The strike last trading price was 17.45, 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 28 Mar CANBK was trading at 89.00. The strike last trading price was 17.45, 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 27 Mar CANBK was trading at 89.65. The strike last trading price was 17.45, 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 26 Mar CANBK was trading at 87.24. The strike last trading price was 17.45, 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 25 Mar CANBK was trading at 88.46. The strike last trading price was 17.45, 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 24 Mar CANBK was trading at 91.32. 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 21 Mar CANBK was trading at 87.54. 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
