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

89.43 2.33 (2.68%)

Back to Option Chain


Historical option data for CANBK

08 Apr 2025 05:50 PM IST
CANBK 24APR2025 108 CE
Delta: 0.03
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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
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
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 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