Historical option data for CANBK
29 Jun 2026 10:49 AM IST
| CANBK 28-Jul-2026 (27d) 130 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0
Theta: -0.09
Gamma: 0.03081
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 127.46 | 4.25 | -0.67 (-13.62%) | 35.54 | 233 | 125 | 1,021 | |||||||||
| 25 Jun | 128.95 | 5.15 | -0.39 (-7.04%) | 33.33 | 1,013 | 453 | 894 | |||||||||
| 24 Jun | 130.15 | 5.48 | -0.47 (-7.90%) | 31.95 | 601 | 221 | 440 | |||||||||
| 23 Jun | 130.37 | 5.78 | -3.22 (-35.78%) | 33.41 | 271 | 92 | 218 | |||||||||
| 22 Jun | 134.82 | 8.45 | 0.45 (5.62%) | 31.51 | 134 | 56 | 127 | |||||||||
| 19 Jun | 133.74 | 7.86 | -1.14 (-12.67%) | 32.31 | 135 | 46 | 86 | |||||||||
| 18 Jun | 134.97 | 9.2 | 0.2 (2.22%) | 33.45 | 1 | 0 | 39 | |||||||||
| 17 Jun | 135.24 | 9.45 | 1.45 (18.12%) | 33.16 | 43 | 31 | 35 | |||||||||
| 16 Jun | 132.83 | 7.75 | -0.25 (-3.13%) | 32.79 | 2 | 1 | 3 | |||||||||
| 15 Jun | 132.20 | 7.7 | -0.3 (-3.75%) | 33.83 | 2 | -33 | 1 | |||||||||
| 12 Jun | 131.67 | 7.65 | -2.35 (-23.50%) | 33.76 | 13 | 3 | 35 | |||||||||
| 11 Jun | 131.52 | 7.65 | -2.35 (-23.50%) | 33.76 | 13 | 3 | 35 | |||||||||
| 10 Jun | 133.46 | 10.02 | -1.98 (-16.50%) | 33.43 | 5 | 3 | 32 | |||||||||
| 9 Jun | 137.51 | 12 | 3 (33.33%) | 35.59 | 2 | 1 | 28 | |||||||||
| 8 Jun | 131.91 | 9.1 | -1.9 (-17.27%) | 33.57 | 1 | 0 | 26 | |||||||||
| 5 Jun | 135.81 | 10.6 | 1.6 (17.78%) | 32.1 | 3 | 0 | 26 | |||||||||
| 4 Jun | 133.12 | 8.58 | 0.58 (7.25%) | 30.45 | 7 | 4 | 26 | |||||||||
| 3 Jun | 131.85 | 8.25 | 1.25 (17.86%) | 32.48 | 13 | 4 | 22 | |||||||||
| 2 Jun | 129.08 | 6.91 | 0.91 (15.17%) | 34.32 | 7 | 2 | 17 | |||||||||
| 1 Jun | 127.96 | 5.93 | -2.07 (-25.88%) | 31.61 | 13 | 9 | 14 | |||||||||
| 29 May | 130.80 | 8.4 | 2.4 (40.00%) | 32.74 | 6 | 2 | 5 | |||||||||
| 27 May | 134.16 | 6.16 | 0.16 (2.67%) | - | 3 | 0 | 3 | |||||||||
| 26 May | 133.15 | 6.16 | 0.16 (2.67%) | - | 3 | 0 | 3 | |||||||||
| 25 May | 133.70 | 6.16 | 0.16 (2.67%) | 28.42 | 3 | 0 | 3 | |||||||||
| 22 May | 128.23 | 6.16 | -8.84 (-58.93%) | 28.42 | 3 | 3 | 3 | |||||||||
| 18 May | 124.90 | 0 | -15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 128.07 | 0 | -15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 130.84 | 0 | -15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 129.43 | 0 | -15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 134.34 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 135.93 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 138.04 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 134.31 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 134.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 134.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 137.06 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 130 expiring on 28JUL2026
Delta for 130 CE is 0.46
Historical price for 130 CE is as follows
On 29 Jun CANBK was trading at 127.46. The strike last trading price was 4.25, which was -0.67 lower than the previous day. The implied volatity was 35.54, the open interest changed by 125 which increased total open position to 1021
On 25 Jun CANBK was trading at 128.95. The strike last trading price was 5.15, which was -0.39 lower than the previous day. The implied volatity was 33.33, the open interest changed by 453 which increased total open position to 894
On 24 Jun CANBK was trading at 130.15. The strike last trading price was 5.48, which was -0.47 lower than the previous day. The implied volatity was 31.95, the open interest changed by 221 which increased total open position to 440
On 23 Jun CANBK was trading at 130.37. The strike last trading price was 5.78, which was -3.22 lower than the previous day. The implied volatity was 33.41, the open interest changed by 92 which increased total open position to 218
On 22 Jun CANBK was trading at 134.82. The strike last trading price was 8.45, which was 0.45 higher than the previous day. The implied volatity was 31.51, the open interest changed by 56 which increased total open position to 127
On 19 Jun CANBK was trading at 133.74. The strike last trading price was 7.86, which was -1.14 lower than the previous day. The implied volatity was 32.31, the open interest changed by 46 which increased total open position to 86
On 18 Jun CANBK was trading at 134.97. The strike last trading price was 9.2, which was 0.2 higher than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 39
On 17 Jun CANBK was trading at 135.24. The strike last trading price was 9.45, which was 1.45 higher than the previous day. The implied volatity was 33.16, the open interest changed by 31 which increased total open position to 35
On 16 Jun CANBK was trading at 132.83. The strike last trading price was 7.75, which was -0.25 lower than the previous day. The implied volatity was 32.79, the open interest changed by 1 which increased total open position to 3
On 15 Jun CANBK was trading at 132.20. The strike last trading price was 7.7, which was -0.3 lower than the previous day. The implied volatity was 33.83, the open interest changed by -33 which decreased total open position to 1
On 12 Jun CANBK was trading at 131.67. The strike last trading price was 7.65, which was -2.35 lower than the previous day. The implied volatity was 33.76, the open interest changed by 3 which increased total open position to 35
On 11 Jun CANBK was trading at 131.52. The strike last trading price was 7.65, which was -2.35 lower than the previous day. The implied volatity was 33.76, the open interest changed by 3 which increased total open position to 35
On 10 Jun CANBK was trading at 133.46. The strike last trading price was 10.02, which was -1.98 lower than the previous day. The implied volatity was 33.43, the open interest changed by 3 which increased total open position to 32
On 9 Jun CANBK was trading at 137.51. The strike last trading price was 12, which was 3 higher than the previous day. The implied volatity was 35.59, the open interest changed by 1 which increased total open position to 28
On 8 Jun CANBK was trading at 131.91. The strike last trading price was 9.1, which was -1.9 lower than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 26
On 5 Jun CANBK was trading at 135.81. The strike last trading price was 10.6, which was 1.6 higher than the previous day. The implied volatity was 32.1, the open interest changed by 0 which decreased total open position to 26
On 4 Jun CANBK was trading at 133.12. The strike last trading price was 8.58, which was 0.58 higher than the previous day. The implied volatity was 30.45, the open interest changed by 4 which increased total open position to 26
On 3 Jun CANBK was trading at 131.85. The strike last trading price was 8.25, which was 1.25 higher than the previous day. The implied volatity was 32.48, the open interest changed by 4 which increased total open position to 22
On 2 Jun CANBK was trading at 129.08. The strike last trading price was 6.91, which was 0.91 higher than the previous day. The implied volatity was 34.32, the open interest changed by 2 which increased total open position to 17
On 1 Jun CANBK was trading at 127.96. The strike last trading price was 5.93, which was -2.07 lower than the previous day. The implied volatity was 31.61, the open interest changed by 9 which increased total open position to 14
On 29 May CANBK was trading at 130.80. The strike last trading price was 8.4, which was 2.4 higher than the previous day. The implied volatity was 32.74, the open interest changed by 2 which increased total open position to 5
On 27 May CANBK was trading at 134.16. The strike last trading price was 6.16, which was 0.16 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 May CANBK was trading at 133.15. The strike last trading price was 6.16, which was 0.16 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 May CANBK was trading at 133.70. The strike last trading price was 6.16, which was 0.16 higher than the previous day. The implied volatity was 28.42, the open interest changed by 0 which decreased total open position to 3
On 22 May CANBK was trading at 128.23. The strike last trading price was 6.16, which was -8.84 lower than the previous day. The implied volatity was 28.42, the open interest changed by 3 which increased total open position to 3
On 18 May CANBK was trading at 124.90. The strike last trading price was 0, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May CANBK was trading at 128.07. The strike last trading price was 0, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May CANBK was trading at 130.84. The strike last trading price was 0, which was -15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May CANBK was trading at 129.43. The strike last trading price was 0, which was -15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May CANBK was trading at 134.34. The strike last trading price was 0, 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 7 May CANBK was trading at 135.93. The strike last trading price was 0, 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 6 May CANBK was trading at 138.04. The strike last trading price was 0, 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 5 May CANBK was trading at 134.31. The strike last trading price was 0, 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 4 May CANBK was trading at 134.80. The strike last trading price was 0, 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 30 Apr CANBK was trading at 134.65. The strike last trading price was 0, 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 29 Apr CANBK was trading at 137.06. The strike last trading price was 0, 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-Jul-2026 (27d) 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0
Theta: -0.07
Gamma: 0.03395
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 127.46 | 5.74 | 0.74 (14.80%) | 32.18 | 93 | 36 | 721 |
| 25 Jun | 128.95 | 4.8 | 0.8 (20.00%) | 30.51 | 537 | 256 | 687 |
| 24 Jun | 130.15 | 4.31 | -0.23 (-5.07%) | 29.62 | 334 | 191 | 431 |
| 23 Jun | 130.37 | 4.72 | 2.02 (74.81%) | 31.58 | 268 | 126 | 240 |
| 22 Jun | 134.82 | 2.7 | -0.38 (-12.34%) | 29.94 | 70 | 18 | 114 |
| 19 Jun | 133.74 | 3.07 | 0.41 (15.41%) | 29.26 | 40 | 16 | 96 |
| 18 Jun | 134.97 | 2.65 | 0.01 (0.38%) | 28.68 | 30 | 18 | 80 |
| 17 Jun | 135.24 | 2.65 | -0.86 (-24.50%) | 28.76 | 84 | 45 | 62 |
| 16 Jun | 132.83 | 3.5 | -0.3 (-7.89%) | 28.73 | 13 | 10 | 16 |
| 15 Jun | 132.20 | 3.8 | -2 (-34.48%) | 28.81 | 6 | -67 | 5 |
| 12 Jun | 131.67 | 4.63 | 0.69 (17.51%) | 31.08 | 31 | 9 | 72 |
| 11 Jun | 131.52 | 4.63 | 0.69 (17.51%) | 31.08 | 31 | 9 | 72 |
| 10 Jun | 133.46 | 4.04 | 1.41 (53.61%) | 31.19 | 28 | 11 | 64 |
| 9 Jun | 137.51 | 2.61 | -2.08 (-44.35%) | 30.51 | 48 | 6 | 54 |
| 8 Jun | 131.91 | 4.8 | 1.65 (52.38%) | 31.09 | 20 | 9 | 47 |
| 5 Jun | 135.81 | 3.05 | -0.9 (-22.78%) | 29.96 | 43 | 7 | 38 |
| 4 Jun | 133.12 | 3.95 | -0.66 (-14.32%) | 28.84 | 7 | 1 | 31 |
| 3 Jun | 131.85 | 4.5 | -2.31 (-33.92%) | 29.43 | 25 | 1 | 31 |
| 2 Jun | 129.08 | 6.81 | 0.81 (13.50%) | 26.84 | 1 | 0 | 29 |
| 1 Jun | 127.96 | 6 | 1.4 (30.43%) | 27.93 | 7 | 2 | 28 |
| 29 May | 130.80 | 4.65 | 1.15 (32.86%) | 26.65 | 27 | 21 | 25 |
| 27 May | 134.16 | 3.5 | -0.8 (-18.60%) | 26.94 | 4 | 3 | 4 |
| 26 May | 133.15 | 4.3 | -2.08 (-32.60%) | 29.31 | 1 | 0 | 0 |
| 25 May | 133.70 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 128.23 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 124.90 | 0 | -6.38 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 128.07 | 0 | -6.38 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 130.84 | 0 | -6.38 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 129.43 | 0 | -6.38 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 134.34 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 135.93 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 138.04 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 134.31 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 134.80 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 134.65 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 137.06 | 0 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 130 expiring on 28JUL2026
Delta for 130 PE is -0.55
Historical price for 130 PE is as follows
On 29 Jun CANBK was trading at 127.46. The strike last trading price was 5.74, which was 0.74 higher than the previous day. The implied volatity was 32.18, the open interest changed by 36 which increased total open position to 721
On 25 Jun CANBK was trading at 128.95. The strike last trading price was 4.8, which was 0.8 higher than the previous day. The implied volatity was 30.51, the open interest changed by 256 which increased total open position to 687
On 24 Jun CANBK was trading at 130.15. The strike last trading price was 4.31, which was -0.23 lower than the previous day. The implied volatity was 29.62, the open interest changed by 191 which increased total open position to 431
On 23 Jun CANBK was trading at 130.37. The strike last trading price was 4.72, which was 2.02 higher than the previous day. The implied volatity was 31.58, the open interest changed by 126 which increased total open position to 240
On 22 Jun CANBK was trading at 134.82. The strike last trading price was 2.7, which was -0.38 lower than the previous day. The implied volatity was 29.94, the open interest changed by 18 which increased total open position to 114
On 19 Jun CANBK was trading at 133.74. The strike last trading price was 3.07, which was 0.41 higher than the previous day. The implied volatity was 29.26, the open interest changed by 16 which increased total open position to 96
On 18 Jun CANBK was trading at 134.97. The strike last trading price was 2.65, which was 0.01 higher than the previous day. The implied volatity was 28.68, the open interest changed by 18 which increased total open position to 80
On 17 Jun CANBK was trading at 135.24. The strike last trading price was 2.65, which was -0.86 lower than the previous day. The implied volatity was 28.76, the open interest changed by 45 which increased total open position to 62
On 16 Jun CANBK was trading at 132.83. The strike last trading price was 3.5, which was -0.3 lower than the previous day. The implied volatity was 28.73, the open interest changed by 10 which increased total open position to 16
On 15 Jun CANBK was trading at 132.20. The strike last trading price was 3.8, which was -2 lower than the previous day. The implied volatity was 28.81, the open interest changed by -67 which decreased total open position to 5
On 12 Jun CANBK was trading at 131.67. The strike last trading price was 4.63, which was 0.69 higher than the previous day. The implied volatity was 31.08, the open interest changed by 9 which increased total open position to 72
On 11 Jun CANBK was trading at 131.52. The strike last trading price was 4.63, which was 0.69 higher than the previous day. The implied volatity was 31.08, the open interest changed by 9 which increased total open position to 72
On 10 Jun CANBK was trading at 133.46. The strike last trading price was 4.04, which was 1.41 higher than the previous day. The implied volatity was 31.19, the open interest changed by 11 which increased total open position to 64
On 9 Jun CANBK was trading at 137.51. The strike last trading price was 2.61, which was -2.08 lower than the previous day. The implied volatity was 30.51, the open interest changed by 6 which increased total open position to 54
On 8 Jun CANBK was trading at 131.91. The strike last trading price was 4.8, which was 1.65 higher than the previous day. The implied volatity was 31.09, the open interest changed by 9 which increased total open position to 47
On 5 Jun CANBK was trading at 135.81. The strike last trading price was 3.05, which was -0.9 lower than the previous day. The implied volatity was 29.96, the open interest changed by 7 which increased total open position to 38
On 4 Jun CANBK was trading at 133.12. The strike last trading price was 3.95, which was -0.66 lower than the previous day. The implied volatity was 28.84, the open interest changed by 1 which increased total open position to 31
On 3 Jun CANBK was trading at 131.85. The strike last trading price was 4.5, which was -2.31 lower than the previous day. The implied volatity was 29.43, the open interest changed by 1 which increased total open position to 31
On 2 Jun CANBK was trading at 129.08. The strike last trading price was 6.81, which was 0.81 higher than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 29
On 1 Jun CANBK was trading at 127.96. The strike last trading price was 6, which was 1.4 higher than the previous day. The implied volatity was 27.93, the open interest changed by 2 which increased total open position to 28
On 29 May CANBK was trading at 130.80. The strike last trading price was 4.65, which was 1.15 higher than the previous day. The implied volatity was 26.65, the open interest changed by 21 which increased total open position to 25
On 27 May CANBK was trading at 134.16. The strike last trading price was 3.5, which was -0.8 lower than the previous day. The implied volatity was 26.94, the open interest changed by 3 which increased total open position to 4
On 26 May CANBK was trading at 133.15. The strike last trading price was 4.3, which was -2.08 lower than the previous day. The implied volatity was 29.31, the open interest changed by 0 which decreased total open position to 0
On 25 May CANBK was trading at 133.70. The strike last trading price was 0, 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 22 May CANBK was trading at 128.23. The strike last trading price was 0, 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 18 May CANBK was trading at 124.90. The strike last trading price was 0, which was -6.38 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May CANBK was trading at 128.07. The strike last trading price was 0, which was -6.38 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May CANBK was trading at 130.84. The strike last trading price was 0, which was -6.38 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May CANBK was trading at 129.43. The strike last trading price was 0, which was -6.38 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May CANBK was trading at 134.34. The strike last trading price was 0, 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 7 May CANBK was trading at 135.93. The strike last trading price was 0, 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 6 May CANBK was trading at 138.04. The strike last trading price was 0, 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 5 May CANBK was trading at 134.31. The strike last trading price was 0, 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 4 May CANBK was trading at 134.80. The strike last trading price was 0, 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 30 Apr CANBK was trading at 134.65. The strike last trading price was 0, 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 29 Apr CANBK was trading at 137.06. The strike last trading price was 0, 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
