CANBK
Canara Bank
Historical option data for CANBK
29 Apr 2026 02:23 PM IST
| CANBK 26-May-2026 (27d) 141 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0
Theta: -0.11
Gamma: 0.02857
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 136.95 | 3.96 | -0.2400000000000002 | 36.49 | 206 | 39 | 139 | |||||||||
| 28 Apr | 137.10 | 4.26 | -1.5899999999999999 | 36.59 | 115 | -1 | 101 | |||||||||
| 27 Apr | 140.52 | 5.85 | -0.6000000000000005 | 36.43 | 149 | 45 | 102 | |||||||||
| 24 Apr | 140.85 | 6.72 | 0.27999999999999936 | 37.39 | 70 | 19 | 57 | |||||||||
| 23 Apr | 140.87 | 6.42 | -0.6799999999999997 | 36.55 | 44 | 33 | 37 | |||||||||
| 22 Apr | 145.23 | 7.1 | 0 | - | 0 | 0 | 4 | |||||||||
| 21 Apr | 144.26 | 7.1 | 0 | 32.07 | 0 | 0 | 4 | |||||||||
| 20 Apr | 142.74 | 7.1 | -0.9000000000000004 | 32.07 | 2 | 0 | 3 | |||||||||
| 17 Apr | 142.37 | 8 | -0.5 | 37.87 | 1 | 0 | 2 | |||||||||
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| 16 Apr | 141.03 | 8.5 | 0.22000000000000064 | 38.39 | 1 | 0 | 1 | |||||||||
| 15 Apr | 141.71 | 8.28 | 5.949999999999999 | 40.29 | 1 | 0 | 0 | |||||||||
| 13 Apr | 138.77 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 140.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 137.91 | 2.33 | 0 | 1.04 | 0 | 0 | 0 | |||||||||
| 8 Apr | 139.19 | 2.33 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
| 7 Apr | 129.51 | 2.33 | 0 | 6.34 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 141 expiring on 26MAY2026
Delta for 141 CE is 0.42
Historical price for 141 CE is as follows
On 29 Apr CANBK was trading at 136.95. The strike last trading price was 3.96, which was -0.2400000000000002 lower than the previous day. The implied volatity was 36.49, the open interest changed by 39 which increased total open position to 139
On 28 Apr CANBK was trading at 137.10. The strike last trading price was 4.26, which was -1.5899999999999999 lower than the previous day. The implied volatity was 36.59, the open interest changed by -1 which decreased total open position to 101
On 27 Apr CANBK was trading at 140.52. The strike last trading price was 5.85, which was -0.6000000000000005 lower than the previous day. The implied volatity was 36.43, the open interest changed by 45 which increased total open position to 102
On 24 Apr CANBK was trading at 140.85. The strike last trading price was 6.72, which was 0.27999999999999936 higher than the previous day. The implied volatity was 37.39, the open interest changed by 19 which increased total open position to 57
On 23 Apr CANBK was trading at 140.87. The strike last trading price was 6.42, which was -0.6799999999999997 lower than the previous day. The implied volatity was 36.55, the open interest changed by 33 which increased total open position to 37
On 22 Apr CANBK was trading at 145.23. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Apr CANBK was trading at 144.26. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 32.07, the open interest changed by 0 which decreased total open position to 4
On 20 Apr CANBK was trading at 142.74. The strike last trading price was 7.1, which was -0.9000000000000004 lower than the previous day. The implied volatity was 32.07, the open interest changed by 0 which decreased total open position to 3
On 17 Apr CANBK was trading at 142.37. The strike last trading price was 8, which was -0.5 lower than the previous day. The implied volatity was 37.87, the open interest changed by 0 which decreased total open position to 2
On 16 Apr CANBK was trading at 141.03. The strike last trading price was 8.5, which was 0.22000000000000064 higher than the previous day. The implied volatity was 38.39, the open interest changed by 0 which decreased total open position to 1
On 15 Apr CANBK was trading at 141.71. The strike last trading price was 8.28, which was 5.949999999999999 higher than the previous day. The implied volatity was 40.29, the open interest changed by 0 which decreased total open position to 0
On 13 Apr CANBK was trading at 138.77. 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 10 Apr CANBK was trading at 140.15. 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 9 Apr CANBK was trading at 137.91. The strike last trading price was 2.33, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 8 Apr CANBK was trading at 139.19. The strike last trading price was 2.33, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 7 Apr CANBK was trading at 129.51. The strike last trading price was 2.33, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0
| CANBK 26-May-2026 (27d) 141 PE | |||||||
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Delta: -0.57
Vega: 0
Theta: -0.08
Gamma: 0.02959
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 136.95 | 7.05 | 0.019999999999999574 | 35.25 | 63 | -1 | 55 |
| 28 Apr | 137.10 | 7.05 | 1.8399999999999999 | 34 | 44 | 9 | 56 |
| 27 Apr | 140.52 | 5.19 | -0.1999999999999993 | 33.1 | 65 | 23 | 47 |
| 24 Apr | 140.85 | 5.3 | -0.11000000000000032 | 33.79 | 19 | 10 | 22 |
| 23 Apr | 140.87 | 5.41 | 1.9100000000000001 | 34.36 | 14 | 4 | 10 |
| 22 Apr | 145.23 | 3.5 | -0.5 | 34.86 | 1 | 0 | 6 |
| 21 Apr | 144.26 | 4 | -1.2000000000000002 | 32.93 | 1 | 0 | 6 |
| 20 Apr | 142.74 | 5.2 | -0.4900000000000002 | 34.79 | 1 | 0 | 5 |
| 17 Apr | 142.37 | 5.69 | -0.009999999999999787 | 36.18 | 4 | 2 | 5 |
| 16 Apr | 141.03 | 5.7 | -0.2999999999999998 | 36.21 | 1 | 0 | 2 |
| 15 Apr | 141.71 | 6 | -12.32 | 35.11 | 2 | 1 | 1 |
| 13 Apr | 138.77 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 140.15 | 0 | 0 | 0.84 | 0 | 0 | 0 |
| 9 Apr | 137.91 | 18.32 | 0 | 0.26 | 0 | 0 | 0 |
| 8 Apr | 139.19 | 18.32 | 0 | 0.2 | 0 | 0 | 0 |
| 7 Apr | 129.51 | 18.32 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 141 expiring on 26MAY2026
Delta for 141 PE is -0.57
Historical price for 141 PE is as follows
On 29 Apr CANBK was trading at 136.95. The strike last trading price was 7.05, which was 0.019999999999999574 higher than the previous day. The implied volatity was 35.25, the open interest changed by -1 which decreased total open position to 55
On 28 Apr CANBK was trading at 137.10. The strike last trading price was 7.05, which was 1.8399999999999999 higher than the previous day. The implied volatity was 34, the open interest changed by 9 which increased total open position to 56
On 27 Apr CANBK was trading at 140.52. The strike last trading price was 5.19, which was -0.1999999999999993 lower than the previous day. The implied volatity was 33.1, the open interest changed by 23 which increased total open position to 47
On 24 Apr CANBK was trading at 140.85. The strike last trading price was 5.3, which was -0.11000000000000032 lower than the previous day. The implied volatity was 33.79, the open interest changed by 10 which increased total open position to 22
On 23 Apr CANBK was trading at 140.87. The strike last trading price was 5.41, which was 1.9100000000000001 higher than the previous day. The implied volatity was 34.36, the open interest changed by 4 which increased total open position to 10
On 22 Apr CANBK was trading at 145.23. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 34.86, the open interest changed by 0 which decreased total open position to 6
On 21 Apr CANBK was trading at 144.26. The strike last trading price was 4, which was -1.2000000000000002 lower than the previous day. The implied volatity was 32.93, the open interest changed by 0 which decreased total open position to 6
On 20 Apr CANBK was trading at 142.74. The strike last trading price was 5.2, which was -0.4900000000000002 lower than the previous day. The implied volatity was 34.79, the open interest changed by 0 which decreased total open position to 5
On 17 Apr CANBK was trading at 142.37. The strike last trading price was 5.69, which was -0.009999999999999787 lower than the previous day. The implied volatity was 36.18, the open interest changed by 2 which increased total open position to 5
On 16 Apr CANBK was trading at 141.03. The strike last trading price was 5.7, which was -0.2999999999999998 lower than the previous day. The implied volatity was 36.21, the open interest changed by 0 which decreased total open position to 2
On 15 Apr CANBK was trading at 141.71. The strike last trading price was 6, which was -12.32 lower than the previous day. The implied volatity was 35.11, the open interest changed by 1 which increased total open position to 1
On 13 Apr CANBK was trading at 138.77. 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 10 Apr CANBK was trading at 140.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 9 Apr CANBK was trading at 137.91. The strike last trading price was 18.32, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 8 Apr CANBK was trading at 139.19. The strike last trading price was 18.32, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 7 Apr CANBK was trading at 129.51. The strike last trading price was 18.32, 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
