CANBK
Canara Bank
Historical option data for CANBK
09 Apr 2026 09:26 AM IST
| CANBK 28-Apr-2026 (19d) 137 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.12
Theta: -0.13
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 139.58 | 6.35 | 0.02 | 35.69 | 15 | 11 | 138 | |||||||||
| 8 Apr | 139.19 | 6.43 | 3.8 | 36.54 | 972 | -6 | 108 | |||||||||
| 7 Apr | 129.51 | 2.52 | -0.63 | 41.24 | 50 | 2 | 115 | |||||||||
| 6 Apr | 130.51 | 3.14 | 0.91 | 40.82 | 89 | 6 | 114 | |||||||||
| 2 Apr | 127.04 | 2.2 | -0.2 | 39.98 | 81 | -1 | 109 | |||||||||
| 1 Apr | 127.30 | 2.43 | 0.34 | 39.39 | 82 | 6 | 109 | |||||||||
| 30 Mar | 123.45 | 2.1 | -1.89 | 44.07 | 219 | 5 | 100 | |||||||||
| 27 Mar | 130.45 | 3.87 | -2.38 | 40.02 | 68 | 36 | 94 | |||||||||
| 25 Mar | 136.53 | 6.28 | 0.38 | 35.21 | 111 | 10 | 58 | |||||||||
| 24 Mar | 133.15 | 5.9 | 1.14 | 41.78 | 31 | 1 | 49 | |||||||||
| 23 Mar | 129.56 | 4.76 | -2.02 | 44.86 | 34 | 25 | 48 | |||||||||
| 20 Mar | 136.44 | 6.78 | 1.57 | 35.79 | 19 | 10 | 22 | |||||||||
| 19 Mar | 132.92 | 5.21 | -1.66 | 33.63 | 3 | 2 | 13 | |||||||||
|
|
||||||||||||||||
| 18 Mar | 137.51 | 6.78 | 0.15 | 31.29 | 16 | 7 | 12 | |||||||||
| 17 Mar | 136.58 | 6.63 | -16.78 | 32.8 | 6 | 5 | 5 | |||||||||
| 16 Mar | 134.51 | 23.41 | 0 | 0.92 | 0 | 0 | 0 | |||||||||
| 13 Mar | 134.68 | 23.41 | 0 | 0.43 | 0 | 0 | 0 | |||||||||
| 12 Mar | 140.34 | 23.41 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 139.41 | 23.41 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 142.27 | 23.41 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 139.91 | 23.41 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 145.97 | 23.41 | 0 | - | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 137 expiring on 28APR2026
Delta for 137 CE is 0.63
Historical price for 137 CE is as follows
On 9 Apr CANBK was trading at 139.58. The strike last trading price was 6.35, which was 0.02 higher than the previous day. The implied volatity was 35.69, the open interest changed by 11 which increased total open position to 138
On 8 Apr CANBK was trading at 139.19. The strike last trading price was 6.43, which was 3.8 higher than the previous day. The implied volatity was 36.54, the open interest changed by -6 which decreased total open position to 108
On 7 Apr CANBK was trading at 129.51. The strike last trading price was 2.52, which was -0.63 lower than the previous day. The implied volatity was 41.24, the open interest changed by 2 which increased total open position to 115
On 6 Apr CANBK was trading at 130.51. The strike last trading price was 3.14, which was 0.91 higher than the previous day. The implied volatity was 40.82, the open interest changed by 6 which increased total open position to 114
On 2 Apr CANBK was trading at 127.04. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 39.98, the open interest changed by -1 which decreased total open position to 109
On 1 Apr CANBK was trading at 127.30. The strike last trading price was 2.43, which was 0.34 higher than the previous day. The implied volatity was 39.39, the open interest changed by 6 which increased total open position to 109
On 30 Mar CANBK was trading at 123.45. The strike last trading price was 2.1, which was -1.89 lower than the previous day. The implied volatity was 44.07, the open interest changed by 5 which increased total open position to 100
On 27 Mar CANBK was trading at 130.45. The strike last trading price was 3.87, which was -2.38 lower than the previous day. The implied volatity was 40.02, the open interest changed by 36 which increased total open position to 94
On 25 Mar CANBK was trading at 136.53. The strike last trading price was 6.28, which was 0.38 higher than the previous day. The implied volatity was 35.21, the open interest changed by 10 which increased total open position to 58
On 24 Mar CANBK was trading at 133.15. The strike last trading price was 5.9, which was 1.14 higher than the previous day. The implied volatity was 41.78, the open interest changed by 1 which increased total open position to 49
On 23 Mar CANBK was trading at 129.56. The strike last trading price was 4.76, which was -2.02 lower than the previous day. The implied volatity was 44.86, the open interest changed by 25 which increased total open position to 48
On 20 Mar CANBK was trading at 136.44. The strike last trading price was 6.78, which was 1.57 higher than the previous day. The implied volatity was 35.79, the open interest changed by 10 which increased total open position to 22
On 19 Mar CANBK was trading at 132.92. The strike last trading price was 5.21, which was -1.66 lower than the previous day. The implied volatity was 33.63, the open interest changed by 2 which increased total open position to 13
On 18 Mar CANBK was trading at 137.51. The strike last trading price was 6.78, which was 0.15 higher than the previous day. The implied volatity was 31.29, the open interest changed by 7 which increased total open position to 12
On 17 Mar CANBK was trading at 136.58. The strike last trading price was 6.63, which was -16.78 lower than the previous day. The implied volatity was 32.8, the open interest changed by 5 which increased total open position to 5
On 16 Mar CANBK was trading at 134.51. The strike last trading price was 23.41, which was 0 lower than the previous day. The implied volatity was 0.92, 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 23.41, which was 0 lower than the previous day. The implied volatity was 0.43, 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 23.41, 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 23.41, 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 23.41, 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 23.41, 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 23.41, 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 (19d) 137 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.12
Theta: -0.11
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 139.58 | 3.55 | 0.01 | 40 | 18 | -1 | 197 |
| 8 Apr | 139.19 | 3.54 | -7.98 | 38.46 | 720 | 83 | 137 |
| 7 Apr | 129.51 | 11.52 | -3.8 | - | 0 | 0 | 54 |
| 6 Apr | 130.51 | 11.52 | -3.8 | - | 0 | 0 | 54 |
| 2 Apr | 127.04 | 11.52 | -3.8 | 42.52 | 4 | -3 | 53 |
| 1 Apr | 127.30 | 15.33 | 5.23 | - | 0 | 0 | 56 |
| 30 Mar | 123.45 | 15.33 | 5.23 | 53.56 | 4 | -1 | 56 |
| 27 Mar | 130.45 | 10.1 | 4.2 | 44.18 | 61 | -16 | 57 |
| 25 Mar | 136.53 | 5.89 | -2.02 | 38.12 | 96 | 17 | 72 |
| 24 Mar | 133.15 | 7.91 | -2.69 | 40.67 | 8 | 3 | 55 |
| 23 Mar | 129.56 | 10.6 | 4.1 | 42.72 | 4 | -1 | 53 |
| 20 Mar | 136.44 | 6.5 | -1.4 | 39.05 | 12 | 3 | 52 |
| 19 Mar | 132.92 | 7.9 | 2.67 | 39.76 | 4 | -1 | 49 |
| 18 Mar | 137.51 | 5.23 | -0.75 | 33.96 | 4 | 3 | 49 |
| 17 Mar | 136.58 | 5.98 | -0.67 | 35.57 | 43 | 32 | 46 |
| 16 Mar | 134.51 | 6.65 | -0.03 | 32.95 | 5 | 2 | 15 |
| 13 Mar | 134.68 | 6.68 | -0.03 | 33.54 | 3 | 1 | 11 |
| 12 Mar | 140.34 | 6.71 | 4.71 | - | 0 | 0 | 10 |
| 11 Mar | 139.41 | 6.71 | 4.71 | - | 0 | 0 | 10 |
| 10 Mar | 142.27 | 6.71 | 4.71 | - | 13 | 0 | 10 |
| 9 Mar | 139.91 | 6.71 | 4.71 | 44.53 | 13 | 7 | 10 |
| 6 Mar | 145.97 | 2 | 0.19 | 27.88 | 3 | 0 | 0 |
For Canara Bank - strike price 137 expiring on 28APR2026
Delta for 137 PE is -0.38
Historical price for 137 PE is as follows
On 9 Apr CANBK was trading at 139.58. The strike last trading price was 3.55, which was 0.01 higher than the previous day. The implied volatity was 40, the open interest changed by -1 which decreased total open position to 197
On 8 Apr CANBK was trading at 139.19. The strike last trading price was 3.54, which was -7.98 lower than the previous day. The implied volatity was 38.46, the open interest changed by 83 which increased total open position to 137
On 7 Apr CANBK was trading at 129.51. The strike last trading price was 11.52, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 6 Apr CANBK was trading at 130.51. The strike last trading price was 11.52, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 2 Apr CANBK was trading at 127.04. The strike last trading price was 11.52, which was -3.8 lower than the previous day. The implied volatity was 42.52, the open interest changed by -3 which decreased total open position to 53
On 1 Apr CANBK was trading at 127.30. The strike last trading price was 15.33, which was 5.23 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 30 Mar CANBK was trading at 123.45. The strike last trading price was 15.33, which was 5.23 higher than the previous day. The implied volatity was 53.56, the open interest changed by -1 which decreased total open position to 56
On 27 Mar CANBK was trading at 130.45. The strike last trading price was 10.1, which was 4.2 higher than the previous day. The implied volatity was 44.18, the open interest changed by -16 which decreased total open position to 57
On 25 Mar CANBK was trading at 136.53. The strike last trading price was 5.89, which was -2.02 lower than the previous day. The implied volatity was 38.12, the open interest changed by 17 which increased total open position to 72
On 24 Mar CANBK was trading at 133.15. The strike last trading price was 7.91, which was -2.69 lower than the previous day. The implied volatity was 40.67, the open interest changed by 3 which increased total open position to 55
On 23 Mar CANBK was trading at 129.56. The strike last trading price was 10.6, which was 4.1 higher than the previous day. The implied volatity was 42.72, the open interest changed by -1 which decreased total open position to 53
On 20 Mar CANBK was trading at 136.44. The strike last trading price was 6.5, which was -1.4 lower than the previous day. The implied volatity was 39.05, the open interest changed by 3 which increased total open position to 52
On 19 Mar CANBK was trading at 132.92. The strike last trading price was 7.9, which was 2.67 higher than the previous day. The implied volatity was 39.76, the open interest changed by -1 which decreased total open position to 49
On 18 Mar CANBK was trading at 137.51. The strike last trading price was 5.23, which was -0.75 lower than the previous day. The implied volatity was 33.96, the open interest changed by 3 which increased total open position to 49
On 17 Mar CANBK was trading at 136.58. The strike last trading price was 5.98, which was -0.67 lower than the previous day. The implied volatity was 35.57, the open interest changed by 32 which increased total open position to 46
On 16 Mar CANBK was trading at 134.51. The strike last trading price was 6.65, which was -0.03 lower than the previous day. The implied volatity was 32.95, the open interest changed by 2 which increased total open position to 15
On 13 Mar CANBK was trading at 134.68. The strike last trading price was 6.68, which was -0.03 lower than the previous day. The implied volatity was 33.54, the open interest changed by 1 which increased total open position to 11
On 12 Mar CANBK was trading at 140.34. The strike last trading price was 6.71, which was 4.71 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Mar CANBK was trading at 139.41. The strike last trading price was 6.71, which was 4.71 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Mar CANBK was trading at 142.27. The strike last trading price was 6.71, which was 4.71 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Mar CANBK was trading at 139.91. The strike last trading price was 6.71, which was 4.71 higher than the previous day. The implied volatity was 44.53, the open interest changed by 7 which increased total open position to 10
On 6 Mar CANBK was trading at 145.97. The strike last trading price was 2, which was 0.19 higher than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 0
