CANBK
Canara Bank
Historical option data for CANBK
24 Apr 2026 01:34 PM IST
| CANBK 28-Apr-2026 (4d) 120 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0
Theta: -0.11
Gamma: 0.00715
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 139.46 | 19 | -2.1999999999999993 | 75.85 | 1 | 0 | 102 | |||||||||
| 23 Apr | 140.87 | 21.2 | -4.18 | 61.89 | 4 | -2 | 103 | |||||||||
| 22 Apr | 145.23 | 25.38 | 0.8099999999999987 | 63.35 | 40 | -39 | 106 | |||||||||
| 21 Apr | 144.26 | 24.4 | 1.6899999999999977 | 65.04 | 21 | -4 | 145 | |||||||||
| 20 Apr | 142.74 | 22.71 | 0.5100000000000016 | 65.08 | 113 | -41 | 149 | |||||||||
| 17 Apr | 142.37 | 22.2 | 0.9499999999999993 | 51.41 | 24 | -17 | 190 | |||||||||
| 16 Apr | 141.03 | 21.25 | -1 | 58.05 | 8 | -4 | 209 | |||||||||
| 15 Apr | 141.71 | 22.25 | 2.75 | 45.35 | 33 | 12 | 212 | |||||||||
| 13 Apr | 138.77 | 19.5 | -1.5 | 53.27 | 84 | 53 | 199 | |||||||||
| 10 Apr | 140.15 | 21 | 2.5 | 47.15 | 15 | -3 | 146 | |||||||||
| 9 Apr | 137.91 | 18.5 | -1.98 | 27.15 | 7 | 1 | 148 | |||||||||
| 8 Apr | 139.19 | 20.49 | 8.26 | 45.77 | 104 | -42 | 149 | |||||||||
| 7 Apr | 129.51 | 12.2 | -0.8 | 48.93 | 38 | -1 | 196 | |||||||||
| 6 Apr | 130.51 | 13 | 2.68 | 42.19 | 44 | -1 | 197 | |||||||||
| 2 Apr | 127.04 | 10.46 | -0.51 | 43.49 | 183 | 57 | 198 | |||||||||
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| 1 Apr | 127.30 | 11.21 | 2.1 | 44.56 | 69 | 10 | 142 | |||||||||
| 30 Mar | 123.45 | 9 | -4.78 | 46.6 | 139 | 68 | 129 | |||||||||
| 27 Mar | 130.45 | 13.66 | -5.28 | 44.7 | 27 | 23 | 60 | |||||||||
| 25 Mar | 136.53 | 18.94 | 1.65 | 42.81 | 32 | 24 | 31 | |||||||||
| 24 Mar | 133.15 | 17.29 | -2.21 | 50.79 | 5 | 4 | 6 | |||||||||
| 23 Mar | 129.56 | 19.5 | -17.68 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 136.44 | 19.5 | -17.68 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 132.92 | 19.5 | -17.68 | - | 2 | 0 | 2 | |||||||||
| 18 Mar | 137.51 | 19.5 | -17.68 | 33.84 | 2 | 1 | 1 | |||||||||
| 17 Mar | 136.58 | 37.18 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 134.51 | 37.18 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 134.68 | 37.18 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 140.34 | 37.18 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 139.41 | 37.18 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 120 expiring on 28APR2026
Delta for 120 CE is 0.96
Historical price for 120 CE is as follows
On 24 Apr CANBK was trading at 139.46. The strike last trading price was 19, which was -2.1999999999999993 lower than the previous day. The implied volatity was 75.85, the open interest changed by 0 which decreased total open position to 102
On 23 Apr CANBK was trading at 140.87. The strike last trading price was 21.2, which was -4.18 lower than the previous day. The implied volatity was 61.89, the open interest changed by -2 which decreased total open position to 103
On 22 Apr CANBK was trading at 145.23. The strike last trading price was 25.38, which was 0.8099999999999987 higher than the previous day. The implied volatity was 63.35, the open interest changed by -39 which decreased total open position to 106
On 21 Apr CANBK was trading at 144.26. The strike last trading price was 24.4, which was 1.6899999999999977 higher than the previous day. The implied volatity was 65.04, the open interest changed by -4 which decreased total open position to 145
On 20 Apr CANBK was trading at 142.74. The strike last trading price was 22.71, which was 0.5100000000000016 higher than the previous day. The implied volatity was 65.08, the open interest changed by -41 which decreased total open position to 149
On 17 Apr CANBK was trading at 142.37. The strike last trading price was 22.2, which was 0.9499999999999993 higher than the previous day. The implied volatity was 51.41, the open interest changed by -17 which decreased total open position to 190
On 16 Apr CANBK was trading at 141.03. The strike last trading price was 21.25, which was -1 lower than the previous day. The implied volatity was 58.05, the open interest changed by -4 which decreased total open position to 209
On 15 Apr CANBK was trading at 141.71. The strike last trading price was 22.25, which was 2.75 higher than the previous day. The implied volatity was 45.35, the open interest changed by 12 which increased total open position to 212
On 13 Apr CANBK was trading at 138.77. The strike last trading price was 19.5, which was -1.5 lower than the previous day. The implied volatity was 53.27, the open interest changed by 53 which increased total open position to 199
On 10 Apr CANBK was trading at 140.15. The strike last trading price was 21, which was 2.5 higher than the previous day. The implied volatity was 47.15, the open interest changed by -3 which decreased total open position to 146
On 9 Apr CANBK was trading at 137.91. The strike last trading price was 18.5, which was -1.98 lower than the previous day. The implied volatity was 27.15, the open interest changed by 1 which increased total open position to 148
On 8 Apr CANBK was trading at 139.19. The strike last trading price was 20.49, which was 8.26 higher than the previous day. The implied volatity was 45.77, the open interest changed by -42 which decreased total open position to 149
On 7 Apr CANBK was trading at 129.51. The strike last trading price was 12.2, which was -0.8 lower than the previous day. The implied volatity was 48.93, the open interest changed by -1 which decreased total open position to 196
On 6 Apr CANBK was trading at 130.51. The strike last trading price was 13, which was 2.68 higher than the previous day. The implied volatity was 42.19, the open interest changed by -1 which decreased total open position to 197
On 2 Apr CANBK was trading at 127.04. The strike last trading price was 10.46, which was -0.51 lower than the previous day. The implied volatity was 43.49, the open interest changed by 57 which increased total open position to 198
On 1 Apr CANBK was trading at 127.30. The strike last trading price was 11.21, which was 2.1 higher than the previous day. The implied volatity was 44.56, the open interest changed by 10 which increased total open position to 142
On 30 Mar CANBK was trading at 123.45. The strike last trading price was 9, which was -4.78 lower than the previous day. The implied volatity was 46.6, the open interest changed by 68 which increased total open position to 129
On 27 Mar CANBK was trading at 130.45. The strike last trading price was 13.66, which was -5.28 lower than the previous day. The implied volatity was 44.7, the open interest changed by 23 which increased total open position to 60
On 25 Mar CANBK was trading at 136.53. The strike last trading price was 18.94, which was 1.65 higher than the previous day. The implied volatity was 42.81, the open interest changed by 24 which increased total open position to 31
On 24 Mar CANBK was trading at 133.15. The strike last trading price was 17.29, which was -2.21 lower than the previous day. The implied volatity was 50.79, the open interest changed by 4 which increased total open position to 6
On 23 Mar CANBK was trading at 129.56. The strike last trading price was 19.5, which was -17.68 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar CANBK was trading at 136.44. The strike last trading price was 19.5, which was -17.68 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar CANBK was trading at 132.92. The strike last trading price was 19.5, which was -17.68 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar CANBK was trading at 137.51. The strike last trading price was 19.5, which was -17.68 lower than the previous day. The implied volatity was 33.84, the open interest changed by 1 which increased total open position to 1
On 17 Mar CANBK was trading at 136.58. The strike last trading price was 37.18, 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 16 Mar CANBK was trading at 134.51. The strike last trading price was 37.18, 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 13 Mar CANBK was trading at 134.68. The strike last trading price was 37.18, 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 12 Mar CANBK was trading at 140.34. The strike last trading price was 37.18, 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 11 Mar CANBK was trading at 139.41. The strike last trading price was 37.18, 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
| CANBK 28-Apr-2026 (4d) 120 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.01
Gamma: 0.00143
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 139.46 | 0.01 | -0.04 | 52.76 | 58 | -33 | 361 |
| 23 Apr | 140.87 | 0.06 | 0.019999999999999997 | 62.76 | 166 | 2 | 392 |
| 22 Apr | 145.23 | 0.05 | -0.05 | 65.25 | 214 | 48 | 390 |
| 21 Apr | 144.26 | 0.11 | -0.08 | 65.8 | 66 | -18 | 344 |
| 20 Apr | 142.74 | 0.19 | 0.01999999999999999 | 64.47 | 211 | 76 | 361 |
| 17 Apr | 142.37 | 0.18 | -0.020000000000000018 | 54.54 | 75 | -6 | 285 |
| 16 Apr | 141.03 | 0.2 | -0.03999999999999998 | 50.98 | 69 | -5 | 291 |
| 15 Apr | 141.71 | 0.26 | -0.16999999999999998 | 52.07 | 140 | -24 | 297 |
| 13 Apr | 138.77 | 0.41 | 0.03999999999999998 | 49.44 | 300 | -7 | 321 |
| 10 Apr | 140.15 | 0.37 | -0.21999999999999997 | 46.28 | 140 | -13 | 328 |
| 9 Apr | 137.91 | 0.6 | 0.02 | 47.67 | 212 | -7 | 339 |
| 8 Apr | 139.19 | 0.59 | -1.59 | 48.79 | 617 | -129 | 349 |
| 7 Apr | 129.51 | 2.21 | 0.17 | 49.98 | 284 | 30 | 477 |
| 6 Apr | 130.51 | 2.01 | -1.12 | 50.48 | 450 | 27 | 450 |
| 2 Apr | 127.04 | 3.15 | 0.32 | 48.24 | 978 | 28 | 423 |
| 1 Apr | 127.30 | 2.74 | -2.11 | 45.56 | 662 | 38 | 396 |
| 30 Mar | 123.45 | 4.7 | 1.86 | 49.89 | 774 | 73 | 360 |
| 27 Mar | 130.45 | 2.96 | 1.5 | 49.22 | 569 | 51 | 286 |
| 25 Mar | 136.53 | 1.46 | -0.76 | 45.38 | 379 | 34 | 235 |
| 24 Mar | 133.15 | 2.2 | -1.36 | 46.94 | 122 | 44 | 201 |
| 23 Mar | 129.56 | 3.55 | 1.91 | 49.84 | 313 | 50 | 157 |
| 20 Mar | 136.44 | 1.7 | -0.41 | 44.7 | 116 | 6 | 105 |
| 19 Mar | 132.92 | 1.97 | 0.87 | 42.9 | 101 | 26 | 98 |
| 18 Mar | 137.51 | 1.1 | -0.31 | 39.18 | 81 | 20 | 72 |
| 17 Mar | 136.58 | 1.42 | -0.33 | 40.82 | 31 | 13 | 51 |
| 16 Mar | 134.51 | 1.85 | -0.06 | 41.12 | 95 | 7 | 38 |
| 13 Mar | 134.68 | 1.95 | 0.7 | 41.4 | 24 | 7 | 32 |
| 12 Mar | 140.34 | 1.25 | -0.02 | 42 | 40 | 2 | 17 |
| 11 Mar | 139.41 | 1.28 | 0.32 | 40.51 | 13 | 2 | 6 |
For Canara Bank - strike price 120 expiring on 28APR2026
Delta for 120 PE is 0
Historical price for 120 PE is as follows
On 24 Apr CANBK was trading at 139.46. The strike last trading price was 0.01, which was -0.04 lower than the previous day. The implied volatity was 52.76, the open interest changed by -33 which decreased total open position to 361
On 23 Apr CANBK was trading at 140.87. The strike last trading price was 0.06, which was 0.019999999999999997 higher than the previous day. The implied volatity was 62.76, the open interest changed by 2 which increased total open position to 392
On 22 Apr CANBK was trading at 145.23. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 65.25, the open interest changed by 48 which increased total open position to 390
On 21 Apr CANBK was trading at 144.26. The strike last trading price was 0.11, which was -0.08 lower than the previous day. The implied volatity was 65.8, the open interest changed by -18 which decreased total open position to 344
On 20 Apr CANBK was trading at 142.74. The strike last trading price was 0.19, which was 0.01999999999999999 higher than the previous day. The implied volatity was 64.47, the open interest changed by 76 which increased total open position to 361
On 17 Apr CANBK was trading at 142.37. The strike last trading price was 0.18, which was -0.020000000000000018 lower than the previous day. The implied volatity was 54.54, the open interest changed by -6 which decreased total open position to 285
On 16 Apr CANBK was trading at 141.03. The strike last trading price was 0.2, which was -0.03999999999999998 lower than the previous day. The implied volatity was 50.98, the open interest changed by -5 which decreased total open position to 291
On 15 Apr CANBK was trading at 141.71. The strike last trading price was 0.26, which was -0.16999999999999998 lower than the previous day. The implied volatity was 52.07, the open interest changed by -24 which decreased total open position to 297
On 13 Apr CANBK was trading at 138.77. The strike last trading price was 0.41, which was 0.03999999999999998 higher than the previous day. The implied volatity was 49.44, the open interest changed by -7 which decreased total open position to 321
On 10 Apr CANBK was trading at 140.15. The strike last trading price was 0.37, which was -0.21999999999999997 lower than the previous day. The implied volatity was 46.28, the open interest changed by -13 which decreased total open position to 328
On 9 Apr CANBK was trading at 137.91. The strike last trading price was 0.6, which was 0.02 higher than the previous day. The implied volatity was 47.67, the open interest changed by -7 which decreased total open position to 339
On 8 Apr CANBK was trading at 139.19. The strike last trading price was 0.59, which was -1.59 lower than the previous day. The implied volatity was 48.79, the open interest changed by -129 which decreased total open position to 349
On 7 Apr CANBK was trading at 129.51. The strike last trading price was 2.21, which was 0.17 higher than the previous day. The implied volatity was 49.98, the open interest changed by 30 which increased total open position to 477
On 6 Apr CANBK was trading at 130.51. The strike last trading price was 2.01, which was -1.12 lower than the previous day. The implied volatity was 50.48, the open interest changed by 27 which increased total open position to 450
On 2 Apr CANBK was trading at 127.04. The strike last trading price was 3.15, which was 0.32 higher than the previous day. The implied volatity was 48.24, the open interest changed by 28 which increased total open position to 423
On 1 Apr CANBK was trading at 127.30. The strike last trading price was 2.74, which was -2.11 lower than the previous day. The implied volatity was 45.56, the open interest changed by 38 which increased total open position to 396
On 30 Mar CANBK was trading at 123.45. The strike last trading price was 4.7, which was 1.86 higher than the previous day. The implied volatity was 49.89, the open interest changed by 73 which increased total open position to 360
On 27 Mar CANBK was trading at 130.45. The strike last trading price was 2.96, which was 1.5 higher than the previous day. The implied volatity was 49.22, the open interest changed by 51 which increased total open position to 286
On 25 Mar CANBK was trading at 136.53. The strike last trading price was 1.46, which was -0.76 lower than the previous day. The implied volatity was 45.38, the open interest changed by 34 which increased total open position to 235
On 24 Mar CANBK was trading at 133.15. The strike last trading price was 2.2, which was -1.36 lower than the previous day. The implied volatity was 46.94, the open interest changed by 44 which increased total open position to 201
On 23 Mar CANBK was trading at 129.56. The strike last trading price was 3.55, which was 1.91 higher than the previous day. The implied volatity was 49.84, the open interest changed by 50 which increased total open position to 157
On 20 Mar CANBK was trading at 136.44. The strike last trading price was 1.7, which was -0.41 lower than the previous day. The implied volatity was 44.7, the open interest changed by 6 which increased total open position to 105
On 19 Mar CANBK was trading at 132.92. The strike last trading price was 1.97, which was 0.87 higher than the previous day. The implied volatity was 42.9, the open interest changed by 26 which increased total open position to 98
On 18 Mar CANBK was trading at 137.51. The strike last trading price was 1.1, which was -0.31 lower than the previous day. The implied volatity was 39.18, the open interest changed by 20 which increased total open position to 72
On 17 Mar CANBK was trading at 136.58. The strike last trading price was 1.42, which was -0.33 lower than the previous day. The implied volatity was 40.82, the open interest changed by 13 which increased total open position to 51
On 16 Mar CANBK was trading at 134.51. The strike last trading price was 1.85, which was -0.06 lower than the previous day. The implied volatity was 41.12, the open interest changed by 7 which increased total open position to 38
On 13 Mar CANBK was trading at 134.68. The strike last trading price was 1.95, which was 0.7 higher than the previous day. The implied volatity was 41.4, the open interest changed by 7 which increased total open position to 32
On 12 Mar CANBK was trading at 140.34. The strike last trading price was 1.25, which was -0.02 lower than the previous day. The implied volatity was 42, the open interest changed by 2 which increased total open position to 17
On 11 Mar CANBK was trading at 139.41. The strike last trading price was 1.28, which was 0.32 higher than the previous day. The implied volatity was 40.51, the open interest changed by 2 which increased total open position to 6
