CANBK
Canara Bank
Historical option data for CANBK
30 Mar 2026 04:10 PM IST
| CANBK 28-Apr-2026 (28d) 136 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.11
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 123.45 | 2.3 | -2.14 | 43.94 | 128 | -3 | 105 | |||||||||
| 27 Mar | 130.45 | 4.34 | -2.51 | 40.84 | 92 | 65 | 107 | |||||||||
| 25 Mar | 136.53 | 6.85 | 0.95 | 35.57 | 46 | 13 | 41 | |||||||||
| 24 Mar | 133.15 | 5.9 | 0.87 | 39.16 | 52 | -18 | 29 | |||||||||
| 23 Mar | 129.56 | 5.04 | -2.29 | 44.42 | 4 | 2 | 48 | |||||||||
| 20 Mar | 136.44 | 7.33 | 1.69 | 36.05 | 5 | -3 | 45 | |||||||||
| 19 Mar | 132.92 | 5.6 | -2.17 | 33.33 | 60 | 24 | 47 | |||||||||
| 18 Mar | 137.51 | 7.77 | 0.56 | 33.8 | 6 | 2 | 21 | |||||||||
| 17 Mar | 136.58 | 7 | 0.61 | 32.09 | 4 | 3 | 20 | |||||||||
| 16 Mar | 134.51 | 6.39 | -17.28 | 35.07 | 17 | 0 | 0 | |||||||||
| 13 Mar | 134.68 | 23.67 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Mar | 140.34 | 23.67 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 139.41 | 23.67 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 142.27 | 23.67 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 139.91 | 23.67 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 145.97 | 23.67 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 136 expiring on 28APR2026
Delta for 136 CE is 0.26
Historical price for 136 CE is as follows
On 30 Mar CANBK was trading at 123.45. The strike last trading price was 2.3, which was -2.14 lower than the previous day. The implied volatity was 43.94, the open interest changed by -3 which decreased total open position to 105
On 27 Mar CANBK was trading at 130.45. The strike last trading price was 4.34, which was -2.51 lower than the previous day. The implied volatity was 40.84, the open interest changed by 65 which increased total open position to 107
On 25 Mar CANBK was trading at 136.53. The strike last trading price was 6.85, which was 0.95 higher than the previous day. The implied volatity was 35.57, the open interest changed by 13 which increased total open position to 41
On 24 Mar CANBK was trading at 133.15. The strike last trading price was 5.9, which was 0.87 higher than the previous day. The implied volatity was 39.16, the open interest changed by -18 which decreased total open position to 29
On 23 Mar CANBK was trading at 129.56. The strike last trading price was 5.04, which was -2.29 lower than the previous day. The implied volatity was 44.42, the open interest changed by 2 which increased total open position to 48
On 20 Mar CANBK was trading at 136.44. The strike last trading price was 7.33, which was 1.69 higher than the previous day. The implied volatity was 36.05, the open interest changed by -3 which decreased total open position to 45
On 19 Mar CANBK was trading at 132.92. The strike last trading price was 5.6, which was -2.17 lower than the previous day. The implied volatity was 33.33, the open interest changed by 24 which increased total open position to 47
On 18 Mar CANBK was trading at 137.51. The strike last trading price was 7.77, which was 0.56 higher than the previous day. The implied volatity was 33.8, the open interest changed by 2 which increased total open position to 21
On 17 Mar CANBK was trading at 136.58. The strike last trading price was 7, which was 0.61 higher than the previous day. The implied volatity was 32.09, the open interest changed by 3 which increased total open position to 20
On 16 Mar CANBK was trading at 134.51. The strike last trading price was 6.39, which was -17.28 lower than the previous day. The implied volatity was 35.07, the open interest changed by 0 which decreased total open position to 0
On 13 Mar CANBK was trading at 134.68. The strike last trading price was 23.67, 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 12 Mar CANBK was trading at 140.34. The strike last trading price was 23.67, 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 23.67, 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 23.67, 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 23.67, 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 23.67, 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 (28d) 136 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.12
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 123.45 | 13.83 | 4.36 | 47.28 | 8 | -2 | 80 |
| 27 Mar | 130.45 | 9.47 | 4 | 44.21 | 37 | 7 | 83 |
| 25 Mar | 136.53 | 5.4 | -2.35 | 38.08 | 83 | 12 | 75 |
| 24 Mar | 133.15 | 7.85 | -0.95 | 43.69 | 115 | 29 | 63 |
| 23 Mar | 129.56 | 8.8 | 2.74 | 35.35 | 1 | 0 | 35 |
| 20 Mar | 136.44 | 6 | -0.44 | 38.99 | 11 | 10 | 34 |
| 19 Mar | 132.92 | 6.44 | -0.27 | 34.58 | 3 | 1 | 23 |
| 18 Mar | 137.51 | 6.71 | 3.84 | - | 0 | 0 | 22 |
| 17 Mar | 136.58 | 6.71 | 3.84 | - | 23 | 0 | 22 |
| 16 Mar | 134.51 | 6.71 | 3.84 | 36.18 | 23 | 22 | 22 |
| 13 Mar | 134.68 | 2.87 | 0 | 0.42 | 0 | 0 | 0 |
| 12 Mar | 140.34 | 2.87 | 0 | 4.15 | 0 | 0 | 0 |
| 11 Mar | 139.41 | 2.87 | 0 | 3.42 | 0 | 0 | 0 |
| 10 Mar | 142.27 | 2.87 | 0 | 5.34 | 0 | 0 | 0 |
| 9 Mar | 139.91 | 2.87 | 0 | 3.98 | 0 | 0 | 0 |
| 6 Mar | 145.97 | 2.87 | 0 | 7.12 | 0 | 0 | 0 |
For Canara Bank - strike price 136 expiring on 28APR2026
Delta for 136 PE is -0.72
Historical price for 136 PE is as follows
On 30 Mar CANBK was trading at 123.45. The strike last trading price was 13.83, which was 4.36 higher than the previous day. The implied volatity was 47.28, the open interest changed by -2 which decreased total open position to 80
On 27 Mar CANBK was trading at 130.45. The strike last trading price was 9.47, which was 4 higher than the previous day. The implied volatity was 44.21, the open interest changed by 7 which increased total open position to 83
On 25 Mar CANBK was trading at 136.53. The strike last trading price was 5.4, which was -2.35 lower than the previous day. The implied volatity was 38.08, the open interest changed by 12 which increased total open position to 75
On 24 Mar CANBK was trading at 133.15. The strike last trading price was 7.85, which was -0.95 lower than the previous day. The implied volatity was 43.69, the open interest changed by 29 which increased total open position to 63
On 23 Mar CANBK was trading at 129.56. The strike last trading price was 8.8, which was 2.74 higher than the previous day. The implied volatity was 35.35, the open interest changed by 0 which decreased total open position to 35
On 20 Mar CANBK was trading at 136.44. The strike last trading price was 6, which was -0.44 lower than the previous day. The implied volatity was 38.99, the open interest changed by 10 which increased total open position to 34
On 19 Mar CANBK was trading at 132.92. The strike last trading price was 6.44, which was -0.27 lower than the previous day. The implied volatity was 34.58, the open interest changed by 1 which increased total open position to 23
On 18 Mar CANBK was trading at 137.51. The strike last trading price was 6.71, which was 3.84 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 17 Mar CANBK was trading at 136.58. The strike last trading price was 6.71, which was 3.84 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 16 Mar CANBK was trading at 134.51. The strike last trading price was 6.71, which was 3.84 higher than the previous day. The implied volatity was 36.18, the open interest changed by 22 which increased total open position to 22
On 13 Mar CANBK was trading at 134.68. The strike last trading price was 2.87, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 12 Mar CANBK was trading at 140.34. The strike last trading price was 2.87, which was 0 lower than the previous day. The implied volatity was 4.15, 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 2.87, which was 0 lower than the previous day. The implied volatity was 3.42, 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 2.87, which was 0 lower than the previous day. The implied volatity was 5.34, 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 2.87, which was 0 lower than the previous day. The implied volatity was 3.98, 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 2.87, which was 0 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0
