CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
CANBK 24APR2025 108 CE | ||||||||||
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Delta: 0.03
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 89.43 | 0.1 | 0.05 | 45.07 | 23 | 4 | 632 | |||
7 Apr | 87.10 | 0.05 | -0.05 | 44.53 | 93 | 62 | 630 | |||
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4 Apr | 90.39 | 0.1 | -0.05 | 38.43 | 250 | 52 | 582 | |||
3 Apr | 94.38 | 0.2 | 0.15 | 34.35 | 596 | 144 | 526 | |||
2 Apr | 91.10 | 0.05 | -0.05 | 31.83 | 67 | -3 | 382 | |||
1 Apr | 90.00 | 0.1 | 0 | 36.70 | 22 | 10 | 384 | |||
28 Mar | 89.00 | 0.1 | 0 | 35.49 | 224 | 17 | 374 | |||
27 Mar | 89.65 | 0.1 | 0.05 | 33.88 | 236 | 29 | 358 | |||
26 Mar | 87.24 | 0.05 | -0.05 | 33.43 | 273 | 256 | 320 | |||
25 Mar | 88.46 | 0.05 | -2.45 | 31.65 | 64 | 60 | 60 |
For Canara Bank - strike price 108 expiring on 24APR2025
Delta for 108 CE is 0.03
Historical price for 108 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 45.07, the open interest changed by 4 which increased total open position to 632
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 44.53, the open interest changed by 62 which increased total open position to 630
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 38.43, the open interest changed by 52 which increased total open position to 582
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.2, which was 0.15 higher than the previous day. The implied volatity was 34.35, the open interest changed by 144 which increased total open position to 526
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 31.83, the open interest changed by -3 which decreased total open position to 382
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 36.70, the open interest changed by 10 which increased total open position to 384
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 35.49, the open interest changed by 17 which increased total open position to 374
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 33.88, the open interest changed by 29 which increased total open position to 358
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 33.43, the open interest changed by 256 which increased total open position to 320
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.05, which was -2.45 lower than the previous day. The implied volatity was 31.65, the open interest changed by 60 which increased total open position to 60
CANBK 24APR2025 108 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 | 20.8 | 0 | 0.00 | 0 | 0 | 0 |
7 Apr | 87.10 | 20.8 | 4.35 | - | 2 | 0 | 418 |
4 Apr | 90.39 | 16.45 | 3 | - | 1 | 0 | 418 |
3 Apr | 94.38 | 13.45 | -3.25 | 38.43 | 29 | 9 | 416 |
2 Apr | 91.10 | 16.7 | -0.6 | 48.91 | 22 | 9 | 408 |
1 Apr | 90.00 | 17.3 | -0.95 | 33.71 | 19 | 18 | 397 |
28 Mar | 89.00 | 18.25 | -0.75 | 38.36 | 3 | 2 | 379 |
27 Mar | 89.65 | 19 | -0.9 | 64.41 | 21 | 19 | 375 |
26 Mar | 87.24 | 19.8 | 1.25 | 35.48 | 270 | 256 | 347 |
25 Mar | 88.46 | 18.5 | 0.7 | - | 102 | 87 | 87 |
For Canara Bank - strike price 108 expiring on 24APR2025
Delta for 108 PE is 0.00
Historical price for 108 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 20.8, 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 20.8, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 418
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 16.45, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 418
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 13.45, which was -3.25 lower than the previous day. The implied volatity was 38.43, the open interest changed by 9 which increased total open position to 416
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 16.7, which was -0.6 lower than the previous day. The implied volatity was 48.91, the open interest changed by 9 which increased total open position to 408
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 17.3, which was -0.95 lower than the previous day. The implied volatity was 33.71, the open interest changed by 18 which increased total open position to 397
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 18.25, which was -0.75 lower than the previous day. The implied volatity was 38.36, the open interest changed by 2 which increased total open position to 379
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 19, which was -0.9 lower than the previous day. The implied volatity was 64.41, the open interest changed by 19 which increased total open position to 375
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 19.8, which was 1.25 higher than the previous day. The implied volatity was 35.48, the open interest changed by 256 which increased total open position to 347
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 18.5, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 87