CANBK
Canara Bank
Historical option data for CANBK
01 Apr 2026 04:10 PM IST
| CANBK 28-Apr-2026 (27d) 135 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.13
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 127.30 | 3.05 | 0.55 | 39.43 | 877 | 60 | 810 | |||||||||
| 30 Mar | 123.45 | 2.51 | -2.22 | 43.76 | 809 | 99 | 751 | |||||||||
| 27 Mar | 130.45 | 4.6 | -2.77 | 40.1 | 630 | 186 | 652 | |||||||||
| 25 Mar | 136.53 | 7.5 | 1.05 | 36.27 | 170 | 59 | 466 | |||||||||
| 24 Mar | 133.15 | 6.53 | 1.1 | 40.22 | 315 | 0 | 404 | |||||||||
| 23 Mar | 129.56 | 5.38 | -2.54 | 44.24 | 210 | 48 | 401 | |||||||||
| 20 Mar | 136.44 | 8 | 1.76 | 36.86 | 143 | -47 | 353 | |||||||||
| 19 Mar | 132.92 | 6.55 | -1.3 | 36.05 | 324 | 208 | 401 | |||||||||
| 18 Mar | 137.51 | 7.85 | 0.34 | 31.04 | 42 | 20 | 194 | |||||||||
| 17 Mar | 136.58 | 7.6 | 0.54 | 32.32 | 67 | 19 | 174 | |||||||||
| 16 Mar | 134.51 | 7.07 | -1.23 | 36.17 | 205 | 153 | 156 | |||||||||
| 13 Mar | 134.68 | 8.3 | -16.76 | 39.85 | 3 | 2 | 2 | |||||||||
| 12 Mar | 140.34 | 25.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 139.41 | 25.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 142.27 | 25.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 139.91 | 25.06 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Mar | 145.97 | 25.06 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 135 expiring on 28APR2026
Delta for 135 CE is 0.35
Historical price for 135 CE is as follows
On 1 Apr CANBK was trading at 127.30. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 39.43, the open interest changed by 60 which increased total open position to 810
On 30 Mar CANBK was trading at 123.45. The strike last trading price was 2.51, which was -2.22 lower than the previous day. The implied volatity was 43.76, the open interest changed by 99 which increased total open position to 751
On 27 Mar CANBK was trading at 130.45. The strike last trading price was 4.6, which was -2.77 lower than the previous day. The implied volatity was 40.1, the open interest changed by 186 which increased total open position to 652
On 25 Mar CANBK was trading at 136.53. The strike last trading price was 7.5, which was 1.05 higher than the previous day. The implied volatity was 36.27, the open interest changed by 59 which increased total open position to 466
On 24 Mar CANBK was trading at 133.15. The strike last trading price was 6.53, which was 1.1 higher than the previous day. The implied volatity was 40.22, the open interest changed by 0 which decreased total open position to 404
On 23 Mar CANBK was trading at 129.56. The strike last trading price was 5.38, which was -2.54 lower than the previous day. The implied volatity was 44.24, the open interest changed by 48 which increased total open position to 401
On 20 Mar CANBK was trading at 136.44. The strike last trading price was 8, which was 1.76 higher than the previous day. The implied volatity was 36.86, the open interest changed by -47 which decreased total open position to 353
On 19 Mar CANBK was trading at 132.92. The strike last trading price was 6.55, which was -1.3 lower than the previous day. The implied volatity was 36.05, the open interest changed by 208 which increased total open position to 401
On 18 Mar CANBK was trading at 137.51. The strike last trading price was 7.85, which was 0.34 higher than the previous day. The implied volatity was 31.04, the open interest changed by 20 which increased total open position to 194
On 17 Mar CANBK was trading at 136.58. The strike last trading price was 7.6, which was 0.54 higher than the previous day. The implied volatity was 32.32, the open interest changed by 19 which increased total open position to 174
On 16 Mar CANBK was trading at 134.51. The strike last trading price was 7.07, which was -1.23 lower than the previous day. The implied volatity was 36.17, the open interest changed by 153 which increased total open position to 156
On 13 Mar CANBK was trading at 134.68. The strike last trading price was 8.3, which was -16.76 lower than the previous day. The implied volatity was 39.85, the open interest changed by 2 which increased total open position to 2
On 12 Mar CANBK was trading at 140.34. The strike last trading price was 25.06, 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 25.06, 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 10 Mar CANBK was trading at 142.27. The strike last trading price was 25.06, 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 9 Mar CANBK was trading at 139.91. The strike last trading price was 25.06, 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 Mar CANBK was trading at 145.97. The strike last trading price was 25.06, 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 (27d) 135 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.13
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 127.30 | 9.5 | -3.66 | 40.96 | 50 | 25 | 474 |
| 30 Mar | 123.45 | 12.82 | 4.13 | 45.09 | 184 | 9 | 451 |
| 27 Mar | 130.45 | 9.06 | 4.01 | 45.55 | 477 | 15 | 439 |
| 25 Mar | 136.53 | 5.02 | -1.99 | 38.57 | 360 | 139 | 423 |
| 24 Mar | 133.15 | 6.88 | -2.91 | 41.06 | 277 | -28 | 281 |
| 23 Mar | 129.56 | 9.95 | 4.43 | 46.58 | 215 | 83 | 311 |
| 20 Mar | 136.44 | 5.56 | -1.74 | 39.14 | 406 | 83 | 229 |
| 19 Mar | 132.92 | 6.57 | 2.25 | 38.27 | 240 | -7 | 145 |
| 18 Mar | 137.51 | 4.33 | -0.97 | 33.84 | 39 | 12 | 143 |
| 17 Mar | 136.58 | 5.3 | -1.05 | 36.98 | 99 | 68 | 123 |
| 16 Mar | 134.51 | 6.35 | 0.58 | 37 | 56 | 38 | 54 |
| 13 Mar | 134.68 | 5.77 | 1.97 | 34.08 | 5 | 3 | 16 |
| 12 Mar | 140.34 | 3.8 | 0.8 | 34.79 | 2 | -1 | 13 |
| 11 Mar | 139.41 | 3 | -0.47 | 27.96 | 1 | 0 | 14 |
| 10 Mar | 142.27 | 3.47 | -1.22 | 35.7 | 2 | 1 | 13 |
| 9 Mar | 139.91 | 4.69 | 2.65 | 38.29 | 20 | 8 | 11 |
| 6 Mar | 145.97 | 2.04 | 0.56 | 30.9 | 3 | 0 | 0 |
For Canara Bank - strike price 135 expiring on 28APR2026
Delta for 135 PE is -0.65
Historical price for 135 PE is as follows
On 1 Apr CANBK was trading at 127.30. The strike last trading price was 9.5, which was -3.66 lower than the previous day. The implied volatity was 40.96, the open interest changed by 25 which increased total open position to 474
On 30 Mar CANBK was trading at 123.45. The strike last trading price was 12.82, which was 4.13 higher than the previous day. The implied volatity was 45.09, the open interest changed by 9 which increased total open position to 451
On 27 Mar CANBK was trading at 130.45. The strike last trading price was 9.06, which was 4.01 higher than the previous day. The implied volatity was 45.55, the open interest changed by 15 which increased total open position to 439
On 25 Mar CANBK was trading at 136.53. The strike last trading price was 5.02, which was -1.99 lower than the previous day. The implied volatity was 38.57, the open interest changed by 139 which increased total open position to 423
On 24 Mar CANBK was trading at 133.15. The strike last trading price was 6.88, which was -2.91 lower than the previous day. The implied volatity was 41.06, the open interest changed by -28 which decreased total open position to 281
On 23 Mar CANBK was trading at 129.56. The strike last trading price was 9.95, which was 4.43 higher than the previous day. The implied volatity was 46.58, the open interest changed by 83 which increased total open position to 311
On 20 Mar CANBK was trading at 136.44. The strike last trading price was 5.56, which was -1.74 lower than the previous day. The implied volatity was 39.14, the open interest changed by 83 which increased total open position to 229
On 19 Mar CANBK was trading at 132.92. The strike last trading price was 6.57, which was 2.25 higher than the previous day. The implied volatity was 38.27, the open interest changed by -7 which decreased total open position to 145
On 18 Mar CANBK was trading at 137.51. The strike last trading price was 4.33, which was -0.97 lower than the previous day. The implied volatity was 33.84, the open interest changed by 12 which increased total open position to 143
On 17 Mar CANBK was trading at 136.58. The strike last trading price was 5.3, which was -1.05 lower than the previous day. The implied volatity was 36.98, the open interest changed by 68 which increased total open position to 123
On 16 Mar CANBK was trading at 134.51. The strike last trading price was 6.35, which was 0.58 higher than the previous day. The implied volatity was 37, the open interest changed by 38 which increased total open position to 54
On 13 Mar CANBK was trading at 134.68. The strike last trading price was 5.77, which was 1.97 higher than the previous day. The implied volatity was 34.08, the open interest changed by 3 which increased total open position to 16
On 12 Mar CANBK was trading at 140.34. The strike last trading price was 3.8, which was 0.8 higher than the previous day. The implied volatity was 34.79, the open interest changed by -1 which decreased total open position to 13
On 11 Mar CANBK was trading at 139.41. The strike last trading price was 3, which was -0.47 lower than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 14
On 10 Mar CANBK was trading at 142.27. The strike last trading price was 3.47, which was -1.22 lower than the previous day. The implied volatity was 35.7, the open interest changed by 1 which increased total open position to 13
On 9 Mar CANBK was trading at 139.91. The strike last trading price was 4.69, which was 2.65 higher than the previous day. The implied volatity was 38.29, the open interest changed by 8 which increased total open position to 11
On 6 Mar CANBK was trading at 145.97. The strike last trading price was 2.04, which was 0.56 higher than the previous day. The implied volatity was 30.9, the open interest changed by 0 which decreased total open position to 0
