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

89.43 2.33 (2.68%)

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Historical option data for CANBK

08 Apr 2025 05:50 PM IST
CANBK 24APR2025 104 CE
Delta: 0.06
Vega: 0.02
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 0.2 0 42.52 85 -4 375
7 Apr 87.10 0.2 -0.05 47.74 67 15 382
4 Apr 90.39 0.2 -0.2 35.91 282 53 368
3 Apr 94.38 0.4 0.2 31.57 668 96 315
2 Apr 91.10 0.2 0 32.97 97 25 217
1 Apr 90.00 0.2 0 34.44 40 -3 190
28 Mar 89.00 0.2 -0.05 33.66 247 86 193
27 Mar 89.65 0.25 0.05 33.54 98 -1 106
26 Mar 87.24 0.2 -0.05 35.75 38 5 105
25 Mar 88.46 0.2 -0.25 33.67 100 10 99
24 Mar 91.32 0.45 -2.95 32.77 156 89 89
7 Feb 94.06 3.4 0 5.71 0 0 0
6 Feb 94.86 3.4 0 4.94 0 0 0
5 Feb 95.83 3.4 0 4.32 0 0 0


For Canara Bank - strike price 104 expiring on 24APR2025

Delta for 104 CE is 0.06

Historical price for 104 CE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 42.52, the open interest changed by -4 which decreased total open position to 375


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 47.74, the open interest changed by 15 which increased total open position to 382


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 35.91, the open interest changed by 53 which increased total open position to 368


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.4, which was 0.2 higher than the previous day. The implied volatity was 31.57, the open interest changed by 96 which increased total open position to 315


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 32.97, the open interest changed by 25 which increased total open position to 217


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 34.44, the open interest changed by -3 which decreased total open position to 190


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.66, the open interest changed by 86 which increased total open position to 193


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 33.54, the open interest changed by -1 which decreased total open position to 106


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 35.75, the open interest changed by 5 which increased total open position to 105


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 33.67, the open interest changed by 10 which increased total open position to 99


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 0.45, which was -2.95 lower than the previous day. The implied volatity was 32.77, the open interest changed by 89 which increased total open position to 89


On 7 Feb CANBK was trading at 94.06. The strike last trading price was 3.4, which was 0 lower than the previous day. The implied volatity was 5.71, 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 3.4, which was 0 lower than the previous day. The implied volatity was 4.94, 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 3.4, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0


CANBK 24APR2025 104 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 17.4 0 0.00 0 -2 0
7 Apr 87.10 17.4 4.7 75.58 2 -1 50
4 Apr 90.39 12.7 2.95 - 23 7 51
3 Apr 94.38 9.75 -3.25 35.80 39 -8 45
2 Apr 91.10 13 0.25 46.22 6 -1 54
1 Apr 90.00 12.75 0 0.00 0 0 0
28 Mar 89.00 12.75 -2.75 - 2 0 55
27 Mar 89.65 15.5 -0.5 62.12 9 6 56
26 Mar 87.24 16 1.15 37.23 12 11 49
25 Mar 88.46 14.9 2.55 - 25 4 38
24 Mar 91.32 12.35 -2.4 35.21 68 32 32
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


For Canara Bank - strike price 104 expiring on 24APR2025

Delta for 104 PE is 0.00

Historical price for 104 PE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 17.4, which was 4.7 higher than the previous day. The implied volatity was 75.58, the open interest changed by -1 which decreased total open position to 50


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 12.7, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 51


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 9.75, which was -3.25 lower than the previous day. The implied volatity was 35.80, the open interest changed by -8 which decreased total open position to 45


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 13, which was 0.25 higher than the previous day. The implied volatity was 46.22, the open interest changed by -1 which decreased total open position to 54


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 12.75, 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 12.75, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 15.5, which was -0.5 lower than the previous day. The implied volatity was 62.12, the open interest changed by 6 which increased total open position to 56


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 16, which was 1.15 higher than the previous day. The implied volatity was 37.23, the open interest changed by 11 which increased total open position to 49


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 14.9, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 38


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 12.35, which was -2.4 lower than the previous day. The implied volatity was 35.21, the open interest changed by 32 which increased total open position to 32


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