CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
CANBK 24APR2025 104 CE | ||||||||||
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Delta: 0.06
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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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 | |||
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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 | |||||||
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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 | 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