Historical option data for CANBK
22 Jun 2026 02:23 PM IST
| CANBK 28-Jul-2026 (36d) 135 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0
Theta: -0.08
Gamma: 0.0286
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 134.27 | 5.55 | 0.55 (11.00%) | 32.87 | 72 | 33 | 194 | |||||||||
| 19 Jun | 133.74 | 5.31 | -0.69 (-11.50%) | 31.55 | 114 | 48 | 161 | |||||||||
| 18 Jun | 134.97 | 6.21 | 0.21 (3.50%) | 32.62 | 101 | 51 | 113 | |||||||||
| 17 Jun | 135.24 | 6.31 | 1.31 (26.20%) | 31.96 | 99 | 36 | 62 | |||||||||
| 16 Jun | 132.83 | 5.11 | 0.11 (2.20%) | 31.76 | 21 | 10 | 26 | |||||||||
| 15 Jun | 132.20 | 4.94 | -1.06 (-17.67%) | 31.9 | 24 | -17 | 17 | |||||||||
| 12 Jun | 131.67 | 4.87 | -1.13 (-18.83%) | 31.86 | 20 | 6 | 33 | |||||||||
| 11 Jun | 131.52 | 4.87 | -1.13 (-18.83%) | 31.86 | 20 | 6 | 33 | |||||||||
| 10 Jun | 133.46 | 5.99 | -2.01 (-25.12%) | 32.55 | 14 | 5 | 26 | |||||||||
| 9 Jun | 137.51 | 8.7 | 3.7 (74.00%) | 33.74 | 39 | -8 | 21 | |||||||||
| 8 Jun | 131.91 | 5.2 | -2.8 (-35.00%) | 32.5 | 12 | 6 | 28 | |||||||||
| 5 Jun | 135.81 | 7.71 | 1.71 (28.50%) | 31.47 | 21 | 0 | 22 | |||||||||
| 4 Jun | 133.12 | 6.4 | 0.4 (6.67%) | 33.12 | 7 | 5 | 23 | |||||||||
| 3 Jun | 131.85 | 5.9 | 1.9 (47.50%) | 33.64 | 4 | 1 | 18 | |||||||||
| 2 Jun | 129.08 | 4.45 | -0.55 (-11.00%) | 31.53 | 21 | 7 | 16 | |||||||||
| 1 Jun | 127.96 | 4.73 | -1.27 (-21.17%) | 32.04 | 10 | 8 | 9 | |||||||||
| 29 May | 130.80 | 5.8 | -2.2 (-27.50%) | 31.44 | 1 | 1 | 1 | |||||||||
For Canara Bank - strike price 135 expiring on 28JUL2026
Delta for 135 CE is 0.52
Historical price for 135 CE is as follows
On 22 Jun CANBK was trading at 134.27. The strike last trading price was 5.55, which was 0.55 higher than the previous day. The implied volatity was 32.87, the open interest changed by 33 which increased total open position to 194
On 19 Jun CANBK was trading at 133.74. The strike last trading price was 5.31, which was -0.69 lower than the previous day. The implied volatity was 31.55, the open interest changed by 48 which increased total open position to 161
On 18 Jun CANBK was trading at 134.97. The strike last trading price was 6.21, which was 0.21 higher than the previous day. The implied volatity was 32.62, the open interest changed by 51 which increased total open position to 113
On 17 Jun CANBK was trading at 135.24. The strike last trading price was 6.31, which was 1.31 higher than the previous day. The implied volatity was 31.96, the open interest changed by 36 which increased total open position to 62
On 16 Jun CANBK was trading at 132.83. The strike last trading price was 5.11, which was 0.11 higher than the previous day. The implied volatity was 31.76, the open interest changed by 10 which increased total open position to 26
On 15 Jun CANBK was trading at 132.20. The strike last trading price was 4.94, which was -1.06 lower than the previous day. The implied volatity was 31.9, the open interest changed by -17 which decreased total open position to 17
On 12 Jun CANBK was trading at 131.67. The strike last trading price was 4.87, which was -1.13 lower than the previous day. The implied volatity was 31.86, the open interest changed by 6 which increased total open position to 33
On 11 Jun CANBK was trading at 131.52. The strike last trading price was 4.87, which was -1.13 lower than the previous day. The implied volatity was 31.86, the open interest changed by 6 which increased total open position to 33
On 10 Jun CANBK was trading at 133.46. The strike last trading price was 5.99, which was -2.01 lower than the previous day. The implied volatity was 32.55, the open interest changed by 5 which increased total open position to 26
On 9 Jun CANBK was trading at 137.51. The strike last trading price was 8.7, which was 3.7 higher than the previous day. The implied volatity was 33.74, the open interest changed by -8 which decreased total open position to 21
On 8 Jun CANBK was trading at 131.91. The strike last trading price was 5.2, which was -2.8 lower than the previous day. The implied volatity was 32.5, the open interest changed by 6 which increased total open position to 28
On 5 Jun CANBK was trading at 135.81. The strike last trading price was 7.71, which was 1.71 higher than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 22
On 4 Jun CANBK was trading at 133.12. The strike last trading price was 6.4, which was 0.4 higher than the previous day. The implied volatity was 33.12, the open interest changed by 5 which increased total open position to 23
On 3 Jun CANBK was trading at 131.85. The strike last trading price was 5.9, which was 1.9 higher than the previous day. The implied volatity was 33.64, the open interest changed by 1 which increased total open position to 18
On 2 Jun CANBK was trading at 129.08. The strike last trading price was 4.45, which was -0.55 lower than the previous day. The implied volatity was 31.53, the open interest changed by 7 which increased total open position to 16
On 1 Jun CANBK was trading at 127.96. The strike last trading price was 4.73, which was -1.27 lower than the previous day. The implied volatity was 32.04, the open interest changed by 8 which increased total open position to 9
On 29 May CANBK was trading at 130.80. The strike last trading price was 5.8, which was -2.2 lower than the previous day. The implied volatity was 31.44, the open interest changed by 1 which increased total open position to 1
| CANBK 28-Jul-2026 (36d) 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0
Theta: -0.06
Gamma: 0.03223
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 134.27 | 5.2 | -0.12 (-2.26%) | 29.29 | 32 | 17 | 182 |
| 19 Jun | 133.74 | 5.32 | 0.62 (13.19%) | 29.03 | 46 | 23 | 165 |
| 18 Jun | 134.97 | 4.74 | 0.2 (4.41%) | 28.54 | 89 | 30 | 140 |
| 17 Jun | 135.24 | 4.57 | -1.08 (-19.12%) | 28.03 | 137 | 104 | 109 |
| 16 Jun | 132.83 | 5.81 | 0.01 (0.17%) | 28.19 | 6 | 3 | 4 |
| 15 Jun | 132.20 | 5.8 | -2.59 (-30.87%) | 27.97 | 1 | -20 | 1 |
| 12 Jun | 131.67 | 7.15 | 1.45 (25.44%) | 30.31 | 6 | 0 | 19 |
| 11 Jun | 131.52 | 7.15 | 1.45 (25.44%) | 30.31 | 6 | 0 | 19 |
| 10 Jun | 133.46 | 5.7 | 1.42 (33.18%) | 31.06 | 17 | 7 | 19 |
| 9 Jun | 137.51 | 4.25 | -2.35 (-35.61%) | 29.68 | 18 | 9 | 13 |
| 8 Jun | 131.91 | 6.6 | -2 (-23.26%) | 30.45 | 3 | 2 | 4 |
| 5 Jun | 135.81 | 8.6 | 8.6 | - | 2 | 0 | 2 |
| 4 Jun | 133.12 | 8.6 | 8.6 | - | 2 | 0 | 2 |
| 3 Jun | 131.85 | 8.6 | 8.6 | - | 2 | 0 | 2 |
| 2 Jun | 129.08 | 8.6 | 8.6 (22.68%) | 27.53 | 2 | 0 | 2 |
| 1 Jun | 127.96 | 8.6 | 1.59 (22.68%) | 27.53 | 2 | 1 | 2 |
| 29 May | 130.80 | 7.01 | -1.72 (-19.70%) | 27.61 | 1 | 0 | 0 |
For Canara Bank - strike price 135 expiring on 28JUL2026
Delta for 135 PE is -0.5
Historical price for 135 PE is as follows
On 22 Jun CANBK was trading at 134.27. The strike last trading price was 5.2, which was -0.12 lower than the previous day. The implied volatity was 29.29, the open interest changed by 17 which increased total open position to 182
On 19 Jun CANBK was trading at 133.74. The strike last trading price was 5.32, which was 0.62 higher than the previous day. The implied volatity was 29.03, the open interest changed by 23 which increased total open position to 165
On 18 Jun CANBK was trading at 134.97. The strike last trading price was 4.74, which was 0.2 higher than the previous day. The implied volatity was 28.54, the open interest changed by 30 which increased total open position to 140
On 17 Jun CANBK was trading at 135.24. The strike last trading price was 4.57, which was -1.08 lower than the previous day. The implied volatity was 28.03, the open interest changed by 104 which increased total open position to 109
On 16 Jun CANBK was trading at 132.83. The strike last trading price was 5.81, which was 0.01 higher than the previous day. The implied volatity was 28.19, the open interest changed by 3 which increased total open position to 4
On 15 Jun CANBK was trading at 132.20. The strike last trading price was 5.8, which was -2.59 lower than the previous day. The implied volatity was 27.97, the open interest changed by -20 which decreased total open position to 1
On 12 Jun CANBK was trading at 131.67. The strike last trading price was 7.15, which was 1.45 higher than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 19
On 11 Jun CANBK was trading at 131.52. The strike last trading price was 7.15, which was 1.45 higher than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 19
On 10 Jun CANBK was trading at 133.46. The strike last trading price was 5.7, which was 1.42 higher than the previous day. The implied volatity was 31.06, the open interest changed by 7 which increased total open position to 19
On 9 Jun CANBK was trading at 137.51. The strike last trading price was 4.25, which was -2.35 lower than the previous day. The implied volatity was 29.68, the open interest changed by 9 which increased total open position to 13
On 8 Jun CANBK was trading at 131.91. The strike last trading price was 6.6, which was -2 lower than the previous day. The implied volatity was 30.45, the open interest changed by 2 which increased total open position to 4
On 5 Jun CANBK was trading at 135.81. The strike last trading price was 8.6, which was 8.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun CANBK was trading at 133.12. The strike last trading price was 8.6, which was 8.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun CANBK was trading at 131.85. The strike last trading price was 8.6, which was 8.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun CANBK was trading at 129.08. The strike last trading price was 8.6, which was 8.6 higher than the previous day. The implied volatity was 27.53, the open interest changed by 0 which decreased total open position to 2
On 1 Jun CANBK was trading at 127.96. The strike last trading price was 8.6, which was 1.59 higher than the previous day. The implied volatity was 27.53, the open interest changed by 1 which increased total open position to 2
On 29 May CANBK was trading at 130.80. The strike last trading price was 7.01, which was -1.72 lower than the previous day. The implied volatity was 27.61, the open interest changed by 0 which decreased total open position to 0
