Historical option data for CANBK
26 May 2026 04:10 PM IST
| CANBK 30-Jun-2026 (34d) 135 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0
Theta: -0.08
Gamma: 0.03314
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 133.15 | 4.41 | -0.53 (-10.73%) | 28.99 | 1,203 | 184 | 992 | |||||||||
| 25 May | 133.70 | 5.05 | 2.19 (76.57%) | 30.42 | 1,263 | 336 | 805 | |||||||||
| 22 May | 128.23 | 2.98 | 0.06 (2.05%) | 31.15 | 472 | 207 | 465 | |||||||||
| 21 May | 127.97 | 2.88 | -0.12 (-4.00%) | 31.04 | 161 | 45 | 259 | |||||||||
| 20 May | 127.66 | 2.91 | -0.09 (-3.00%) | 31.44 | 160 | 29 | 216 | |||||||||
| 19 May | 126.15 | 2.5 | 0.5 (25.00%) | 31.69 | 66 | 24 | 186 | |||||||||
| 18 May | 124.90 | 2.45 | -1.31 (-34.84%) | 33.8 | 84 | 31 | 160 | |||||||||
| 15 May | 128.07 | 3.77 | -1.25 (-24.90%) | 33.9 | 65 | 30 | 129 | |||||||||
| 14 May | 130.84 | 5.09 | 0.58 (12.86%) | 34.2 | 61 | 12 | 98 | |||||||||
| 13 May | 129.26 | 4.44 | -0.25 (-5.33%) | 0 | 28 | 4 | 86 | |||||||||
| 12 May | 130.01 | 4.69 | 0.34 (7.82%) | 0 | 38 | 5 | 81 | |||||||||
| 11 May | 129.43 | 4.45 | -2.8 (-38.62%) | 0 | 91 | 70 | 76 | |||||||||
| 8 May | 134.34 | 7.25 | -2.14 (-22.79%) | 34.42 | 3 | -1 | 6 | |||||||||
| 7 May | 135.93 | 9.39 | -0.02 (-0.21%) | 37.07 | 1 | 0 | 7 | |||||||||
| 6 May | 138.04 | 9.41 | 0.51 (5.73%) | 34.47 | 10 | 5 | 8 | |||||||||
| 5 May | 134.31 | 8.9 | 0 (0.00%) | 33.9 | 0 | 0 | 3 | |||||||||
| 4 May | 134.80 | 8.9 | 1.9 (27.14%) | 33.9 | 1 | 0 | 2 | |||||||||
| 30 Apr | 134.65 | 7 | -3.54 (-33.59%) | 29.46 | 2 | 1 | 1 | |||||||||
| 29 Apr | 137.06 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 135 expiring on 30JUN2026
Delta for 135 CE is 0.49
Historical price for 135 CE is as follows
On 26 May CANBK was trading at 133.15. The strike last trading price was 4.41, which was -0.53 lower than the previous day. The implied volatity was 28.99, the open interest changed by 184 which increased total open position to 992
On 25 May CANBK was trading at 133.70. The strike last trading price was 5.05, which was 2.19 higher than the previous day. The implied volatity was 30.42, the open interest changed by 336 which increased total open position to 805
On 22 May CANBK was trading at 128.23. The strike last trading price was 2.98, which was 0.06 higher than the previous day. The implied volatity was 31.15, the open interest changed by 207 which increased total open position to 465
On 21 May CANBK was trading at 127.97. The strike last trading price was 2.88, which was -0.12 lower than the previous day. The implied volatity was 31.04, the open interest changed by 45 which increased total open position to 259
On 20 May CANBK was trading at 127.66. The strike last trading price was 2.91, which was -0.09 lower than the previous day. The implied volatity was 31.44, the open interest changed by 29 which increased total open position to 216
On 19 May CANBK was trading at 126.15. The strike last trading price was 2.5, which was 0.5 higher than the previous day. The implied volatity was 31.69, the open interest changed by 24 which increased total open position to 186
On 18 May CANBK was trading at 124.90. The strike last trading price was 2.45, which was -1.31 lower than the previous day. The implied volatity was 33.8, the open interest changed by 31 which increased total open position to 160
On 15 May CANBK was trading at 128.07. The strike last trading price was 3.77, which was -1.25 lower than the previous day. The implied volatity was 33.9, the open interest changed by 30 which increased total open position to 129
On 14 May CANBK was trading at 130.84. The strike last trading price was 5.09, which was 0.58 higher than the previous day. The implied volatity was 34.2, the open interest changed by 12 which increased total open position to 98
On 13 May CANBK was trading at 129.26. The strike last trading price was 4.44, which was -0.25 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 86
On 12 May CANBK was trading at 130.01. The strike last trading price was 4.69, which was 0.34 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 81
On 11 May CANBK was trading at 129.43. The strike last trading price was 4.45, which was -2.8 lower than the previous day. The implied volatity was 0, the open interest changed by 70 which increased total open position to 76
On 8 May CANBK was trading at 134.34. The strike last trading price was 7.25, which was -2.14 lower than the previous day. The implied volatity was 34.42, the open interest changed by -1 which decreased total open position to 6
On 7 May CANBK was trading at 135.93. The strike last trading price was 9.39, which was -0.02 lower than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 7
On 6 May CANBK was trading at 138.04. The strike last trading price was 9.41, which was 0.51 higher than the previous day. The implied volatity was 34.47, the open interest changed by 5 which increased total open position to 8
On 5 May CANBK was trading at 134.31. The strike last trading price was 8.9, which was 0 lower than the previous day. The implied volatity was 33.9, the open interest changed by 0 which decreased total open position to 3
On 4 May CANBK was trading at 134.80. The strike last trading price was 8.9, which was 1.9 higher than the previous day. The implied volatity was 33.9, the open interest changed by 0 which decreased total open position to 2
On 30 Apr CANBK was trading at 134.65. The strike last trading price was 7, which was -3.54 lower than the previous day. The implied volatity was 29.46, the open interest changed by 1 which increased total open position to 1
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 30-Jun-2026 (34d) 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0
Theta: -0.05
Gamma: 0.03735
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 133.15 | 4.7 | -0.28 (-5.62%) | 25.71 | 463 | 139 | 743 |
| 25 May | 133.70 | 4.78 | -3.22 (-40.25%) | 27.8 | 550 | 261 | 600 |
| 22 May | 128.23 | 8.15 | -0.39 (-4.57%) | 27.76 | 299 | 226 | 339 |
| 21 May | 127.97 | 8.55 | -0.19 (-2.17%) | 27.65 | 26 | 10 | 112 |
| 20 May | 127.66 | 8.75 | -1.45 (-14.22%) | 28.14 | 18 | 7 | 102 |
| 19 May | 126.15 | 10.2 | -1.1 (-9.73%) | 30.62 | 63 | 51 | 95 |
| 18 May | 124.90 | 11.3 | 2.6 (29.89%) | 31.35 | 38 | 11 | 42 |
| 15 May | 128.07 | 8.7 | 1.39 (19.02%) | 31.1 | 2 | 1 | 32 |
| 14 May | 130.84 | 7.31 | -0.69 (-8.63%) | 30.33 | 7 | 5 | 31 |
| 13 May | 129.26 | 8 | -0.12 (-1.48%) | 0 | 2 | 1 | 26 |
| 12 May | 130.01 | 8.2 | -0.31 (-3.64%) | 0 | 18 | 7 | 24 |
| 11 May | 129.43 | 8.5 | 1.85 (27.82%) | 0 | 33 | 9 | 17 |
| 8 May | 134.34 | 6.65 | 1.1 (19.82%) | 33.12 | 5 | 2 | 7 |
| 7 May | 135.93 | 5.55 | 0.05 (0.91%) | 32.09 | 3 | 2 | 4 |
| 6 May | 138.04 | 5.5 | -0.6 (-9.84%) | 30.74 | 1 | 0 | 1 |
| 5 May | 134.31 | 6.1 | 6.1 (-13.96%) | 31.38 | 0 | 0 | 1 |
| 4 May | 134.80 | 6.1 | -0.99 (-13.96%) | 31.38 | 2 | 1 | 1 |
| 30 Apr | 134.65 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 137.06 | 0 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 135 expiring on 30JUN2026
Delta for 135 PE is -0.52
Historical price for 135 PE is as follows
On 26 May CANBK was trading at 133.15. The strike last trading price was 4.7, which was -0.28 lower than the previous day. The implied volatity was 25.71, the open interest changed by 139 which increased total open position to 743
On 25 May CANBK was trading at 133.70. The strike last trading price was 4.78, which was -3.22 lower than the previous day. The implied volatity was 27.8, the open interest changed by 261 which increased total open position to 600
On 22 May CANBK was trading at 128.23. The strike last trading price was 8.15, which was -0.39 lower than the previous day. The implied volatity was 27.76, the open interest changed by 226 which increased total open position to 339
On 21 May CANBK was trading at 127.97. The strike last trading price was 8.55, which was -0.19 lower than the previous day. The implied volatity was 27.65, the open interest changed by 10 which increased total open position to 112
On 20 May CANBK was trading at 127.66. The strike last trading price was 8.75, which was -1.45 lower than the previous day. The implied volatity was 28.14, the open interest changed by 7 which increased total open position to 102
On 19 May CANBK was trading at 126.15. The strike last trading price was 10.2, which was -1.1 lower than the previous day. The implied volatity was 30.62, the open interest changed by 51 which increased total open position to 95
On 18 May CANBK was trading at 124.90. The strike last trading price was 11.3, which was 2.6 higher than the previous day. The implied volatity was 31.35, the open interest changed by 11 which increased total open position to 42
On 15 May CANBK was trading at 128.07. The strike last trading price was 8.7, which was 1.39 higher than the previous day. The implied volatity was 31.1, the open interest changed by 1 which increased total open position to 32
On 14 May CANBK was trading at 130.84. The strike last trading price was 7.31, which was -0.69 lower than the previous day. The implied volatity was 30.33, the open interest changed by 5 which increased total open position to 31
On 13 May CANBK was trading at 129.26. The strike last trading price was 8, which was -0.12 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 26
On 12 May CANBK was trading at 130.01. The strike last trading price was 8.2, which was -0.31 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 24
On 11 May CANBK was trading at 129.43. The strike last trading price was 8.5, which was 1.85 higher than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 17
On 8 May CANBK was trading at 134.34. The strike last trading price was 6.65, which was 1.1 higher than the previous day. The implied volatity was 33.12, the open interest changed by 2 which increased total open position to 7
On 7 May CANBK was trading at 135.93. The strike last trading price was 5.55, which was 0.05 higher than the previous day. The implied volatity was 32.09, the open interest changed by 2 which increased total open position to 4
On 6 May CANBK was trading at 138.04. The strike last trading price was 5.5, which was -0.6 lower than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 1
On 5 May CANBK was trading at 134.31. The strike last trading price was 6.1, which was 6.1 higher than the previous day. The implied volatity was 31.38, the open interest changed by 0 which decreased total open position to 1
On 4 May CANBK was trading at 134.80. The strike last trading price was 6.1, which was -0.99 lower than the previous day. The implied volatity was 31.38, the open interest changed by 1 which increased total open position to 1
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
