CANBK
Canara Bank
Historical option data for CANBK
13 May 2026 09:37 AM IST
| CANBK 26-May-2026 (13d) 135 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0
Theta: -0.12
Gamma: 0.03443
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 May | 128.22 | 1.46 | -0.54 (-27.00%) | 38.35 | 288 | 3 | 1,578 | |||||||||
| 12 May | 130.01 | 2.06 | 0.06000000000000005 (3.00%) | 0 | 2,910 | -40 | 1,584 | |||||||||
| 11 May | 129.43 | 2.09 | -2.91 (-58.20%) | 0 | 9,414 | 781 | 1,628 | |||||||||
| 8 May | 134.34 | 4.49 | -1.2000000000000002 (-21.09%) | 39.42 | 1,164 | 186 | 838 | |||||||||
| 7 May | 135.93 | 5.7 | -1.3199999999999994 (-18.80%) | 40.36 | 512 | 137 | 653 | |||||||||
| 6 May | 138.04 | 7.15 | 2.3900000000000006 (50.21%) | 40.82 | 1,003 | -97 | 516 | |||||||||
| 5 May | 134.31 | 4.73 | -0.40999999999999925 (-7.98%) | 37.87 | 996 | 111 | 614 | |||||||||
| 4 May | 134.80 | 5.19 | -0.35999999999999943 (-6.49%) | 37.15 | 618 | 184 | 507 | |||||||||
| 30 Apr | 134.65 | 5.64 | -1.1000000000000005 (-16.32%) | 37.94 | 903 | 148 | 471 | |||||||||
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| 29 Apr | 137.06 | 6.66 | -0.4399999999999995 (-6.20%) | 35.84 | 304 | 7 | 322 | |||||||||
| 28 Apr | 137.10 | 7.3 | -2.29 (-23.88%) | 37.96 | 318 | 7 | 314 | |||||||||
| 27 Apr | 140.52 | 9.55 | -0.41000000000000014 (-4.12%) | 38.31 | 59 | 23 | 305 | |||||||||
| 24 Apr | 140.85 | 10.26 | 0.29999999999999893 (3.01%) | 39.69 | 43 | 9 | 282 | |||||||||
| 23 Apr | 140.87 | 10.1 | -4.1 (-28.87%) | 38.14 | 53 | 36 | 271 | |||||||||
| 22 Apr | 145.23 | 14.2 | 1.629999999999999 (12.97%) | 37.98 | 13 | 2 | 236 | |||||||||
| 21 Apr | 144.26 | 12.57 | 0.5899999999999999 (4.92%) | 36.98 | 10 | 4 | 234 | |||||||||
| 20 Apr | 142.74 | 11.98 | 0.15000000000000036 (1.27%) | 39.06 | 7 | 2 | 230 | |||||||||
| 17 Apr | 142.37 | 11.83 | 0.6999999999999993 (6.29%) | 39 | 36 | 25 | 227 | |||||||||
| 16 Apr | 141.03 | 11.13 | -0.48999999999999844 (-4.22%) | 39.18 | 96 | 31 | 202 | |||||||||
| 15 Apr | 141.71 | 11.54 | 1.3399999999999999 (13.14%) | 40.51 | 181 | 162 | 172 | |||||||||
| 13 Apr | 138.77 | 10.2 | -0.7000000000000011 (-6.42%) | 39.8 | 11 | 8 | 9 | |||||||||
| 10 Apr | 140.15 | 10.9 | -0.20999999999999908 (-1.89%) | 39.02 | 1 | 0 | 1 | |||||||||
| 9 Apr | 137.91 | 11.11 | 2.06 (22.76%) | 44.52 | 2 | 0 | 1 | |||||||||
| 8 Apr | 139.19 | 9.05 | 5.36 (145.26%) | 27.58 | 3 | 1 | 1 | |||||||||
For Canara Bank - strike price 135 expiring on 26MAY2026
Delta for 135 CE is 0.26
Historical price for 135 CE is as follows
On 13 May CANBK was trading at 128.22. The strike last trading price was 1.46, which was -0.54 lower than the previous day. The implied volatity was 38.35, the open interest changed by 3 which increased total open position to 1578
On 12 May CANBK was trading at 130.01. The strike last trading price was 2.06, which was 0.06000000000000005 higher than the previous day. The implied volatity was 0, the open interest changed by -40 which decreased total open position to 1584
On 11 May CANBK was trading at 129.43. The strike last trading price was 2.09, which was -2.91 lower than the previous day. The implied volatity was 0, the open interest changed by 781 which increased total open position to 1628
On 8 May CANBK was trading at 134.34. The strike last trading price was 4.49, which was -1.2000000000000002 lower than the previous day. The implied volatity was 39.42, the open interest changed by 186 which increased total open position to 838
On 7 May CANBK was trading at 135.93. The strike last trading price was 5.7, which was -1.3199999999999994 lower than the previous day. The implied volatity was 40.36, the open interest changed by 137 which increased total open position to 653
On 6 May CANBK was trading at 138.04. The strike last trading price was 7.15, which was 2.3900000000000006 higher than the previous day. The implied volatity was 40.82, the open interest changed by -97 which decreased total open position to 516
On 5 May CANBK was trading at 134.31. The strike last trading price was 4.73, which was -0.40999999999999925 lower than the previous day. The implied volatity was 37.87, the open interest changed by 111 which increased total open position to 614
On 4 May CANBK was trading at 134.80. The strike last trading price was 5.19, which was -0.35999999999999943 lower than the previous day. The implied volatity was 37.15, the open interest changed by 184 which increased total open position to 507
On 30 Apr CANBK was trading at 134.65. The strike last trading price was 5.64, which was -1.1000000000000005 lower than the previous day. The implied volatity was 37.94, the open interest changed by 148 which increased total open position to 471
On 29 Apr CANBK was trading at 137.06. The strike last trading price was 6.66, which was -0.4399999999999995 lower than the previous day. The implied volatity was 35.84, the open interest changed by 7 which increased total open position to 322
On 28 Apr CANBK was trading at 137.10. The strike last trading price was 7.3, which was -2.29 lower than the previous day. The implied volatity was 37.96, the open interest changed by 7 which increased total open position to 314
On 27 Apr CANBK was trading at 140.52. The strike last trading price was 9.55, which was -0.41000000000000014 lower than the previous day. The implied volatity was 38.31, the open interest changed by 23 which increased total open position to 305
On 24 Apr CANBK was trading at 140.85. The strike last trading price was 10.26, which was 0.29999999999999893 higher than the previous day. The implied volatity was 39.69, the open interest changed by 9 which increased total open position to 282
On 23 Apr CANBK was trading at 140.87. The strike last trading price was 10.1, which was -4.1 lower than the previous day. The implied volatity was 38.14, the open interest changed by 36 which increased total open position to 271
On 22 Apr CANBK was trading at 145.23. The strike last trading price was 14.2, which was 1.629999999999999 higher than the previous day. The implied volatity was 37.98, the open interest changed by 2 which increased total open position to 236
On 21 Apr CANBK was trading at 144.26. The strike last trading price was 12.57, which was 0.5899999999999999 higher than the previous day. The implied volatity was 36.98, the open interest changed by 4 which increased total open position to 234
On 20 Apr CANBK was trading at 142.74. The strike last trading price was 11.98, which was 0.15000000000000036 higher than the previous day. The implied volatity was 39.06, the open interest changed by 2 which increased total open position to 230
On 17 Apr CANBK was trading at 142.37. The strike last trading price was 11.83, which was 0.6999999999999993 higher than the previous day. The implied volatity was 39, the open interest changed by 25 which increased total open position to 227
On 16 Apr CANBK was trading at 141.03. The strike last trading price was 11.13, which was -0.48999999999999844 lower than the previous day. The implied volatity was 39.18, the open interest changed by 31 which increased total open position to 202
On 15 Apr CANBK was trading at 141.71. The strike last trading price was 11.54, which was 1.3399999999999999 higher than the previous day. The implied volatity was 40.51, the open interest changed by 162 which increased total open position to 172
On 13 Apr CANBK was trading at 138.77. The strike last trading price was 10.2, which was -0.7000000000000011 lower than the previous day. The implied volatity was 39.8, the open interest changed by 8 which increased total open position to 9
On 10 Apr CANBK was trading at 140.15. The strike last trading price was 10.9, which was -0.20999999999999908 lower than the previous day. The implied volatity was 39.02, the open interest changed by 0 which decreased total open position to 1
On 9 Apr CANBK was trading at 137.91. The strike last trading price was 11.11, which was 2.06 higher than the previous day. The implied volatity was 44.52, the open interest changed by 0 which decreased total open position to 1
On 8 Apr CANBK was trading at 139.19. The strike last trading price was 9.05, which was 5.36 higher than the previous day. The implied volatity was 27.58, the open interest changed by 1 which increased total open position to 1
| CANBK 26-May-2026 (13d) 135 PE | |||||||
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Delta: -0.73
Vega: 0
Theta: -0.1
Gamma: 0.03427
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 128.22 | 8 | 1.5499999999999998 (24.03%) | 38.67 | 32 | -6 | 869 |
| 12 May | 130.01 | 6.09 | -1.0099999999999998 (-14.23%) | 0 | 1,027 | -115 | 875 |
| 11 May | 129.43 | 6.74 | 1.8399999999999999 (37.55%) | 37.58 | 6,158 | -14 | 996 |
| 8 May | 134.34 | 5.11 | 1.2500000000000004 (32.38%) | 40.44 | 1,162 | 178 | 1,007 |
| 7 May | 135.93 | 3.87 | 0.8799999999999999 (29.43%) | 36.14 | 560 | -91 | 829 |
| 6 May | 138.04 | 2.98 | -2.0000000000000004 (-40.16%) | 35.61 | 865 | 66 | 922 |
| 5 May | 134.31 | 4.94 | 0.11000000000000032 (2.28%) | 37.27 | 519 | -23 | 867 |
| 4 May | 134.80 | 4.81 | -0.17000000000000082 (-3.41%) | 38 | 619 | 388 | 892 |
| 30 Apr | 134.65 | 4.9 | 0.7800000000000002 (18.93%) | 35.12 | 893 | 405 | 909 |
| 29 Apr | 137.06 | 4.2 | 0.1800000000000006 (4.48%) | 36.22 | 434 | 29 | 504 |
| 28 Apr | 137.10 | 4 | 1.12 (38.89%) | 35.4 | 571 | 96 | 477 |
| 27 Apr | 140.52 | 2.92 | -0.1499999999999999 (-4.89%) | 34.68 | 202 | 34 | 381 |
| 24 Apr | 140.85 | 3.02 | -0.20000000000000018 (-6.21%) | 35.66 | 257 | 18 | 344 |
| 23 Apr | 140.87 | 3.26 | 1.2199999999999998 (59.80%) | 36.5 | 290 | 112 | 325 |
| 22 Apr | 145.23 | 2.04 | -0.21999999999999975 (-9.73%) | 34.85 | 97 | 18 | 214 |
| 21 Apr | 144.26 | 2.29 | -0.6699999999999999 (-22.64%) | 34.63 | 180 | 115 | 196 |
| 20 Apr | 142.74 | 2.98 | -0.20999999999999996 (-6.58%) | 36.36 | 67 | 15 | 80 |
| 17 Apr | 142.37 | 3.2 | -0.6699999999999999 (-17.31%) | 35.8 | 31 | 10 | 63 |
| 16 Apr | 141.03 | 3.87 | 0.2400000000000002 (6.61%) | 35.96 | 23 | 10 | 52 |
| 15 Apr | 141.71 | 3.65 | -1.27 (-25.81%) | 36.69 | 56 | 32 | 42 |
| 13 Apr | 138.77 | 4.92 | 0.54 (12.33%) | 37.76 | 11 | 4 | 10 |
| 10 Apr | 140.15 | 4.4 | -1.1199999999999992 (-20.29%) | 36.18 | 7 | -1 | 6 |
| 9 Apr | 137.91 | 5.52 | -0.1 (-1.78%) | 39.15 | 23 | -2 | 6 |
| 8 Apr | 139.19 | 5.62 | -8.12 (-59.10%) | 42.31 | 14 | 9 | 9 |
For Canara Bank - strike price 135 expiring on 26MAY2026
Delta for 135 PE is -0.73
Historical price for 135 PE is as follows
On 13 May CANBK was trading at 128.22. The strike last trading price was 8, which was 1.5499999999999998 higher than the previous day. The implied volatity was 38.67, the open interest changed by -6 which decreased total open position to 869
On 12 May CANBK was trading at 130.01. The strike last trading price was 6.09, which was -1.0099999999999998 lower than the previous day. The implied volatity was 0, the open interest changed by -115 which decreased total open position to 875
On 11 May CANBK was trading at 129.43. The strike last trading price was 6.74, which was 1.8399999999999999 higher than the previous day. The implied volatity was 37.58, the open interest changed by -14 which decreased total open position to 996
On 8 May CANBK was trading at 134.34. The strike last trading price was 5.11, which was 1.2500000000000004 higher than the previous day. The implied volatity was 40.44, the open interest changed by 178 which increased total open position to 1007
On 7 May CANBK was trading at 135.93. The strike last trading price was 3.87, which was 0.8799999999999999 higher than the previous day. The implied volatity was 36.14, the open interest changed by -91 which decreased total open position to 829
On 6 May CANBK was trading at 138.04. The strike last trading price was 2.98, which was -2.0000000000000004 lower than the previous day. The implied volatity was 35.61, the open interest changed by 66 which increased total open position to 922
On 5 May CANBK was trading at 134.31. The strike last trading price was 4.94, which was 0.11000000000000032 higher than the previous day. The implied volatity was 37.27, the open interest changed by -23 which decreased total open position to 867
On 4 May CANBK was trading at 134.80. The strike last trading price was 4.81, which was -0.17000000000000082 lower than the previous day. The implied volatity was 38, the open interest changed by 388 which increased total open position to 892
On 30 Apr CANBK was trading at 134.65. The strike last trading price was 4.9, which was 0.7800000000000002 higher than the previous day. The implied volatity was 35.12, the open interest changed by 405 which increased total open position to 909
On 29 Apr CANBK was trading at 137.06. The strike last trading price was 4.2, which was 0.1800000000000006 higher than the previous day. The implied volatity was 36.22, the open interest changed by 29 which increased total open position to 504
On 28 Apr CANBK was trading at 137.10. The strike last trading price was 4, which was 1.12 higher than the previous day. The implied volatity was 35.4, the open interest changed by 96 which increased total open position to 477
On 27 Apr CANBK was trading at 140.52. The strike last trading price was 2.92, which was -0.1499999999999999 lower than the previous day. The implied volatity was 34.68, the open interest changed by 34 which increased total open position to 381
On 24 Apr CANBK was trading at 140.85. The strike last trading price was 3.02, which was -0.20000000000000018 lower than the previous day. The implied volatity was 35.66, the open interest changed by 18 which increased total open position to 344
On 23 Apr CANBK was trading at 140.87. The strike last trading price was 3.26, which was 1.2199999999999998 higher than the previous day. The implied volatity was 36.5, the open interest changed by 112 which increased total open position to 325
On 22 Apr CANBK was trading at 145.23. The strike last trading price was 2.04, which was -0.21999999999999975 lower than the previous day. The implied volatity was 34.85, the open interest changed by 18 which increased total open position to 214
On 21 Apr CANBK was trading at 144.26. The strike last trading price was 2.29, which was -0.6699999999999999 lower than the previous day. The implied volatity was 34.63, the open interest changed by 115 which increased total open position to 196
On 20 Apr CANBK was trading at 142.74. The strike last trading price was 2.98, which was -0.20999999999999996 lower than the previous day. The implied volatity was 36.36, the open interest changed by 15 which increased total open position to 80
On 17 Apr CANBK was trading at 142.37. The strike last trading price was 3.2, which was -0.6699999999999999 lower than the previous day. The implied volatity was 35.8, the open interest changed by 10 which increased total open position to 63
On 16 Apr CANBK was trading at 141.03. The strike last trading price was 3.87, which was 0.2400000000000002 higher than the previous day. The implied volatity was 35.96, the open interest changed by 10 which increased total open position to 52
On 15 Apr CANBK was trading at 141.71. The strike last trading price was 3.65, which was -1.27 lower than the previous day. The implied volatity was 36.69, the open interest changed by 32 which increased total open position to 42
On 13 Apr CANBK was trading at 138.77. The strike last trading price was 4.92, which was 0.54 higher than the previous day. The implied volatity was 37.76, the open interest changed by 4 which increased total open position to 10
On 10 Apr CANBK was trading at 140.15. The strike last trading price was 4.4, which was -1.1199999999999992 lower than the previous day. The implied volatity was 36.18, the open interest changed by -1 which decreased total open position to 6
On 9 Apr CANBK was trading at 137.91. The strike last trading price was 5.52, which was -0.1 lower than the previous day. The implied volatity was 39.15, the open interest changed by -2 which decreased total open position to 6
On 8 Apr CANBK was trading at 139.19. The strike last trading price was 5.62, which was -8.12 lower than the previous day. The implied volatity was 42.31, the open interest changed by 9 which increased total open position to 9
