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[--[65.84.65.76]--]
CANBK
Canara Bank

88.42 -1.01 (-1.13%)

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Historical option data for CANBK

09 Apr 2025 04:10 PM IST
CANBK 24APR2025 102 CE
Delta: 0.06
Vega: 0.02
Theta: -0.03
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
9 Apr 88.42 0.2 -0.15 43.41 133 12 141
8 Apr 89.43 0.35 0.05 43.31 93 -10 129
7 Apr 87.10 0.3 -0.05 47.49 136 -29 137
4 Apr 90.39 0.35 -0.3 36.37 323 -1 166
3 Apr 94.38 0.7 0.4 32.32 371 79 167
2 Apr 91.10 0.3 0.05 31.95 51 11 91
1 Apr 90.00 0.25 -0.05 32.22 46 15 84
28 Mar 89.00 0.3 -0.05 33.08 98 37 69
27 Mar 89.65 0.35 0.05 32.53 37 1 33
26 Mar 87.24 0.3 -0.05 35.49 14 5 33
25 Mar 88.46 0.35 -0.3 34.55 60 17 29
24 Mar 91.32 0.65 0.35 32.40 19 9 12
21 Mar 87.54 0.3 -3.6 32.19 3 1 1
10 Feb 93.17 3.9 0 5.12 0 0 0
7 Feb 94.06 3.9 0 4.41 0 0 0
6 Feb 94.86 3.9 0 3.62 0 0 0
5 Feb 95.83 3.9 0 2.99 0 0 0
4 Feb 92.84 3.9 0 5.11 0 0 0
1 Feb 92.62 3.9 0 4.43 0 0 0


For Canara Bank - strike price 102 expiring on 24APR2025

Delta for 102 CE is 0.06

Historical price for 102 CE is as follows

On 9 Apr CANBK was trading at 88.42. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 43.41, the open interest changed by 12 which increased total open position to 141


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 43.31, the open interest changed by -10 which decreased total open position to 129


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 47.49, the open interest changed by -29 which decreased total open position to 137


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 36.37, the open interest changed by -1 which decreased total open position to 166


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.7, which was 0.4 higher than the previous day. The implied volatity was 32.32, the open interest changed by 79 which increased total open position to 167


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 31.95, the open interest changed by 11 which increased total open position to 91


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 32.22, the open interest changed by 15 which increased total open position to 84


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 33.08, the open interest changed by 37 which increased total open position to 69


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 32.53, the open interest changed by 1 which increased total open position to 33


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.49, the open interest changed by 5 which increased total open position to 33


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 34.55, the open interest changed by 17 which increased total open position to 29


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 0.65, which was 0.35 higher than the previous day. The implied volatity was 32.40, the open interest changed by 9 which increased total open position to 12


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 0.3, which was -3.6 lower than the previous day. The implied volatity was 32.19, the open interest changed by 1 which increased total open position to 1


On 10 Feb CANBK was trading at 93.17. The strike last trading price was 3.9, which was 0 lower than the previous day. The implied volatity was 5.12, 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 3.9, which was 0 lower than the previous day. The implied volatity was 4.41, 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 3.9, which was 0 lower than the previous day. The implied volatity was 3.62, 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 3.9, which was 0 lower than the previous day. The implied volatity was 2.99, 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 3.9, which was 0 lower than the previous day. The implied volatity was 5.11, 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 3.9, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0


CANBK 24APR2025 102 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 88.42 12.7 0 0.00 0 -1 0
8 Apr 89.43 12.7 -1.9 58.27 5 -1 59
7 Apr 87.10 14.6 4 50.06 21 -6 60
4 Apr 90.39 10.6 2.4 - 17 -1 66
3 Apr 94.38 8.05 -4 35.30 124 55 67
2 Apr 91.10 12.05 0 0.00 0 1 0
1 Apr 90.00 12.05 -0.25 44.32 2 1 11
28 Mar 89.00 12.3 0.3 28.83 2 -1 10
27 Mar 89.65 11.95 -2.05 32.52 12 0 12
26 Mar 87.24 14 1 33.35 6 5 11
25 Mar 88.46 13 2.1 - 2 1 5
24 Mar 91.32 10.9 -2.8 39.10 2 1 3
21 Mar 87.54 13.7 0.4 25.30 2 0 0
10 Feb 93.17 0 0 - 0 0 0
7 Feb 94.06 0 0 - 0 0 0
6 Feb 94.86 0 0 - 0 0 0
5 Feb 95.83 0 0 - 0 0 0
4 Feb 92.84 0 0 - 0 0 0
1 Feb 92.62 0 0 - 0 0 0


For Canara Bank - strike price 102 expiring on 24APR2025

Delta for 102 PE is 0.00

Historical price for 102 PE is as follows

On 9 Apr CANBK was trading at 88.42. The strike last trading price was 12.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 8 Apr CANBK was trading at 89.43. The strike last trading price was 12.7, which was -1.9 lower than the previous day. The implied volatity was 58.27, the open interest changed by -1 which decreased total open position to 59


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 14.6, which was 4 higher than the previous day. The implied volatity was 50.06, the open interest changed by -6 which decreased total open position to 60


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 10.6, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 66


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 8.05, which was -4 lower than the previous day. The implied volatity was 35.30, the open interest changed by 55 which increased total open position to 67


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 12.05, 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 1 Apr CANBK was trading at 90.00. The strike last trading price was 12.05, which was -0.25 lower than the previous day. The implied volatity was 44.32, the open interest changed by 1 which increased total open position to 11


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 12.3, which was 0.3 higher than the previous day. The implied volatity was 28.83, the open interest changed by -1 which decreased total open position to 10


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 11.95, which was -2.05 lower than the previous day. The implied volatity was 32.52, the open interest changed by 0 which decreased total open position to 12


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 14, which was 1 higher than the previous day. The implied volatity was 33.35, the open interest changed by 5 which increased total open position to 11


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 13, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 10.9, which was -2.8 lower than the previous day. The implied volatity was 39.10, the open interest changed by 1 which increased total open position to 3


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 13.7, which was 0.4 higher than the previous day. The implied volatity was 25.30, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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