CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
CANBK 24APR2025 106 CE | ||||||||||
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Delta: 0.05
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 | 0.15 | 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 | |||
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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 | |||||||
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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 | 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