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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 106 CE
Delta: 0.05
Vega: 0.02
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 0.15 0 44.32 55 -3 256
7 Apr 87.10 0.15 0 49.17 89 -3 255
4 Apr 90.39 0.1 -0.15 34.95 306 8 260
3 Apr 94.38 0.3 0.2 33.52 546 121 251
2 Apr 91.10 0.1 0 32.19 10 4 130
1 Apr 90.00 0.1 -0.05 33.48 96 71 126
28 Mar 89.00 0.15 0 34.98 53 40 55
27 Mar 89.65 0.15 0 33.34 13 6 15
26 Mar 87.24 0.15 0 36.87 10 6 8
25 Mar 88.46 0.15 -2.75 34.82 2 0 0


For Canara Bank - strike price 106 expiring on 24APR2025

Delta for 106 CE is 0.05

Historical price for 106 CE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 44.32, the open interest changed by -3 which decreased total open position to 256


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 49.17, the open interest changed by -3 which decreased total open position to 255


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 34.95, the open interest changed by 8 which increased total open position to 260


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.3, which was 0.2 higher than the previous day. The implied volatity was 33.52, the open interest changed by 121 which increased total open position to 251


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 32.19, the open interest changed by 4 which increased total open position to 130


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 33.48, the open interest changed by 71 which increased total open position to 126


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 34.98, the open interest changed by 40 which increased total open position to 55


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 33.34, the open interest changed by 6 which increased total open position to 15


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 36.87, the open interest changed by 6 which increased total open position to 8


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.15, which was -2.75 lower than the previous day. The implied volatity was 34.82, the open interest changed by 0 which decreased total open position to 0


CANBK 24APR2025 106 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 11 0 0.00 0 0 0
7 Apr 87.10 11 0 0.00 0 0 0
4 Apr 90.39 11 0 0.00 0 1 0
3 Apr 94.38 11 -5.3 - 1 0 43
2 Apr 91.10 16.3 0.05 72.95 3 0 43
1 Apr 90.00 16.25 0 0.00 0 5 0
28 Mar 89.00 16.25 0 0.00 0 5 0
27 Mar 89.65 16.25 -1.2 47.30 11 4 42
26 Mar 87.24 17.45 0.85 - 5 4 37
25 Mar 88.46 16.6 0.35 - 33 31 31


For Canara Bank - strike price 106 expiring on 24APR2025

Delta for 106 PE is 0.00

Historical price for 106 PE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 11, 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 11, 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 4 Apr CANBK was trading at 90.39. The strike last trading price was 11, 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 3 Apr CANBK was trading at 94.38. The strike last trading price was 11, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 16.3, which was 0.05 higher than the previous day. The implied volatity was 72.95, the open interest changed by 0 which decreased total open position to 43


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 16.25, which was -1.2 lower than the previous day. The implied volatity was 47.30, the open interest changed by 4 which increased total open position to 42


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 17.45, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 37


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 16.6, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 31