CANBK
Canara Bank
Historical option data for CANBK
05 Dec 2025 04:10 PM IST
| CANBK 30-DEC-2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.16
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 148.64 | 3.31 | 0.35 | 22.82 | 3,529 | 53 | 2,830 | |||||||||
| 4 Dec | 147.39 | 2.96 | 0.15 | 23.02 | 2,895 | 136 | 2,778 | |||||||||
| 3 Dec | 146.08 | 2.92 | -2.64 | 25.53 | 4,388 | 747 | 2,643 | |||||||||
| 2 Dec | 152.03 | 5.5 | 0.69 | 21.62 | 2,391 | -275 | 1,898 | |||||||||
| 1 Dec | 150.50 | 4.97 | -0.38 | 23.84 | 2,548 | 407 | 2,173 | |||||||||
| 28 Nov | 151.58 | 5.39 | -0.27 | 21.56 | 1,343 | -51 | 1,764 | |||||||||
| 27 Nov | 151.76 | 5.76 | 0.66 | 21.77 | 2,548 | -16 | 1,833 | |||||||||
| 26 Nov | 150.16 | 5.13 | 0.91 | 23.38 | 3,496 | -124 | 1,857 | |||||||||
| 25 Nov | 148.69 | 4.22 | 0.83 | 22.63 | 3,296 | 274 | 1,971 | |||||||||
| 24 Nov | 146.67 | 3.32 | 0.11 | 23.71 | 1,516 | 189 | 1,694 | |||||||||
| 21 Nov | 145.77 | 3.22 | -1.12 | 22.52 | 934 | 190 | 1,502 | |||||||||
| 20 Nov | 147.94 | 4.38 | -1.34 | 23.44 | 1,064 | 142 | 1,314 | |||||||||
| 19 Nov | 150.38 | 5.75 | 0.72 | 23.23 | 1,270 | 228 | 1,181 | |||||||||
| 18 Nov | 149.00 | 5.1 | 0.08 | 23.30 | 540 | 20 | 953 | |||||||||
| 17 Nov | 149.12 | 5.13 | 1.39 | 23.31 | 988 | 258 | 931 | |||||||||
| 14 Nov | 146.07 | 3.75 | 0.54 | 22.33 | 936 | 484 | 671 | |||||||||
| 13 Nov | 143.45 | 3.25 | -0.23 | 25.23 | 56 | 24 | 186 | |||||||||
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| 12 Nov | 143.57 | 3.45 | 0.84 | 26.68 | 175 | 80 | 162 | |||||||||
| 11 Nov | 140.87 | 2.61 | -0.27 | 26.03 | 48 | 9 | 82 | |||||||||
| 10 Nov | 141.04 | 2.88 | -0.05 | 26.89 | 48 | 4 | 72 | |||||||||
| 7 Nov | 140.67 | 2.94 | 0.34 | 26.41 | 64 | 15 | 68 | |||||||||
| 6 Nov | 139.24 | 2.6 | -0.25 | 27.13 | 44 | 7 | 54 | |||||||||
| 4 Nov | 139.60 | 2.85 | -0.18 | 27.19 | 83 | -13 | 46 | |||||||||
| 3 Nov | 139.60 | 3.06 | 0.66 | 27.65 | 94 | 59 | 59 | |||||||||
For Canara Bank - strike price 150 expiring on 30DEC2025
Delta for 150 CE is 0.49
Historical price for 150 CE is as follows
On 5 Dec CANBK was trading at 148.64. The strike last trading price was 3.31, which was 0.35 higher than the previous day. The implied volatity was 22.82, the open interest changed by 53 which increased total open position to 2830
On 4 Dec CANBK was trading at 147.39. The strike last trading price was 2.96, which was 0.15 higher than the previous day. The implied volatity was 23.02, the open interest changed by 136 which increased total open position to 2778
On 3 Dec CANBK was trading at 146.08. The strike last trading price was 2.92, which was -2.64 lower than the previous day. The implied volatity was 25.53, the open interest changed by 747 which increased total open position to 2643
On 2 Dec CANBK was trading at 152.03. The strike last trading price was 5.5, which was 0.69 higher than the previous day. The implied volatity was 21.62, the open interest changed by -275 which decreased total open position to 1898
On 1 Dec CANBK was trading at 150.50. The strike last trading price was 4.97, which was -0.38 lower than the previous day. The implied volatity was 23.84, the open interest changed by 407 which increased total open position to 2173
On 28 Nov CANBK was trading at 151.58. The strike last trading price was 5.39, which was -0.27 lower than the previous day. The implied volatity was 21.56, the open interest changed by -51 which decreased total open position to 1764
On 27 Nov CANBK was trading at 151.76. The strike last trading price was 5.76, which was 0.66 higher than the previous day. The implied volatity was 21.77, the open interest changed by -16 which decreased total open position to 1833
On 26 Nov CANBK was trading at 150.16. The strike last trading price was 5.13, which was 0.91 higher than the previous day. The implied volatity was 23.38, the open interest changed by -124 which decreased total open position to 1857
On 25 Nov CANBK was trading at 148.69. The strike last trading price was 4.22, which was 0.83 higher than the previous day. The implied volatity was 22.63, the open interest changed by 274 which increased total open position to 1971
On 24 Nov CANBK was trading at 146.67. The strike last trading price was 3.32, which was 0.11 higher than the previous day. The implied volatity was 23.71, the open interest changed by 189 which increased total open position to 1694
On 21 Nov CANBK was trading at 145.77. The strike last trading price was 3.22, which was -1.12 lower than the previous day. The implied volatity was 22.52, the open interest changed by 190 which increased total open position to 1502
On 20 Nov CANBK was trading at 147.94. The strike last trading price was 4.38, which was -1.34 lower than the previous day. The implied volatity was 23.44, the open interest changed by 142 which increased total open position to 1314
On 19 Nov CANBK was trading at 150.38. The strike last trading price was 5.75, which was 0.72 higher than the previous day. The implied volatity was 23.23, the open interest changed by 228 which increased total open position to 1181
On 18 Nov CANBK was trading at 149.00. The strike last trading price was 5.1, which was 0.08 higher than the previous day. The implied volatity was 23.30, the open interest changed by 20 which increased total open position to 953
On 17 Nov CANBK was trading at 149.12. The strike last trading price was 5.13, which was 1.39 higher than the previous day. The implied volatity was 23.31, the open interest changed by 258 which increased total open position to 931
On 14 Nov CANBK was trading at 146.07. The strike last trading price was 3.75, which was 0.54 higher than the previous day. The implied volatity was 22.33, the open interest changed by 484 which increased total open position to 671
On 13 Nov CANBK was trading at 143.45. The strike last trading price was 3.25, which was -0.23 lower than the previous day. The implied volatity was 25.23, the open interest changed by 24 which increased total open position to 186
On 12 Nov CANBK was trading at 143.57. The strike last trading price was 3.45, which was 0.84 higher than the previous day. The implied volatity was 26.68, the open interest changed by 80 which increased total open position to 162
On 11 Nov CANBK was trading at 140.87. The strike last trading price was 2.61, which was -0.27 lower than the previous day. The implied volatity was 26.03, the open interest changed by 9 which increased total open position to 82
On 10 Nov CANBK was trading at 141.04. The strike last trading price was 2.88, which was -0.05 lower than the previous day. The implied volatity was 26.89, the open interest changed by 4 which increased total open position to 72
On 7 Nov CANBK was trading at 140.67. The strike last trading price was 2.94, which was 0.34 higher than the previous day. The implied volatity was 26.41, the open interest changed by 15 which increased total open position to 68
On 6 Nov CANBK was trading at 139.24. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 27.13, the open interest changed by 7 which increased total open position to 54
On 4 Nov CANBK was trading at 139.60. The strike last trading price was 2.85, which was -0.18 lower than the previous day. The implied volatity was 27.19, the open interest changed by -13 which decreased total open position to 46
On 3 Nov CANBK was trading at 139.60. The strike last trading price was 3.06, which was 0.66 higher than the previous day. The implied volatity was 27.65, the open interest changed by 59 which increased total open position to 59
| CANBK 30DEC2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.16
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 148.64 | 4.12 | -1.13 | 24.97 | 349 | 52 | 1,151 |
| 4 Dec | 147.39 | 5.3 | -0.6 | 28.82 | 409 | -160 | 1,097 |
| 3 Dec | 146.08 | 5.83 | 2.71 | 27.56 | 2,401 | 27 | 1,261 |
| 2 Dec | 152.03 | 3.12 | -0.61 | 27.62 | 2,550 | 157 | 1,306 |
| 1 Dec | 150.50 | 3.63 | 0.39 | 26.54 | 1,951 | 161 | 1,155 |
| 28 Nov | 151.58 | 3.2 | -0.03 | 25.19 | 1,082 | -48 | 994 |
| 27 Nov | 151.76 | 3.17 | -0.65 | 25.60 | 1,677 | 161 | 1,043 |
| 26 Nov | 150.16 | 3.76 | -1.05 | 24.95 | 1,505 | 209 | 882 |
| 25 Nov | 148.69 | 4.74 | -1.3 | 26.18 | 386 | 121 | 673 |
| 24 Nov | 146.67 | 6.21 | -0.16 | 26.94 | 301 | 21 | 552 |
| 21 Nov | 145.77 | 6.3 | 1.14 | 26.05 | 341 | -1 | 531 |
| 20 Nov | 147.94 | 5.18 | 0.96 | 25.41 | 617 | -25 | 530 |
| 19 Nov | 150.38 | 4.15 | -0.78 | 25.65 | 544 | 71 | 553 |
| 18 Nov | 149.00 | 4.95 | 0.12 | 26.56 | 265 | 53 | 482 |
| 17 Nov | 149.12 | 4.85 | -1.5 | 25.66 | 353 | 86 | 430 |
| 14 Nov | 146.07 | 6.23 | -2.13 | 24.99 | 263 | 237 | 344 |
| 13 Nov | 143.45 | 8.4 | -0.28 | 27.62 | 92 | 88 | 106 |
| 12 Nov | 143.57 | 8.68 | -2.97 | 27.64 | 18 | 11 | 18 |
| 11 Nov | 140.87 | 11.65 | 0.35 | 35.44 | 2 | 0 | 5 |
| 10 Nov | 141.04 | 11.3 | 0.8 | - | 0 | 0 | 0 |
| 7 Nov | 140.67 | 11.3 | 0.8 | - | 0 | 3 | 0 |
| 6 Nov | 139.24 | 11.3 | 0.8 | 27.15 | 3 | 1 | 3 |
| 4 Nov | 139.60 | 10.5 | -15.95 | - | 0 | 2 | 0 |
| 3 Nov | 139.60 | 10.5 | -15.95 | 24.87 | 2 | 1 | 1 |
For Canara Bank - strike price 150 expiring on 30DEC2025
Delta for 150 PE is -0.51
Historical price for 150 PE is as follows
On 5 Dec CANBK was trading at 148.64. The strike last trading price was 4.12, which was -1.13 lower than the previous day. The implied volatity was 24.97, the open interest changed by 52 which increased total open position to 1151
On 4 Dec CANBK was trading at 147.39. The strike last trading price was 5.3, which was -0.6 lower than the previous day. The implied volatity was 28.82, the open interest changed by -160 which decreased total open position to 1097
On 3 Dec CANBK was trading at 146.08. The strike last trading price was 5.83, which was 2.71 higher than the previous day. The implied volatity was 27.56, the open interest changed by 27 which increased total open position to 1261
On 2 Dec CANBK was trading at 152.03. The strike last trading price was 3.12, which was -0.61 lower than the previous day. The implied volatity was 27.62, the open interest changed by 157 which increased total open position to 1306
On 1 Dec CANBK was trading at 150.50. The strike last trading price was 3.63, which was 0.39 higher than the previous day. The implied volatity was 26.54, the open interest changed by 161 which increased total open position to 1155
On 28 Nov CANBK was trading at 151.58. The strike last trading price was 3.2, which was -0.03 lower than the previous day. The implied volatity was 25.19, the open interest changed by -48 which decreased total open position to 994
On 27 Nov CANBK was trading at 151.76. The strike last trading price was 3.17, which was -0.65 lower than the previous day. The implied volatity was 25.60, the open interest changed by 161 which increased total open position to 1043
On 26 Nov CANBK was trading at 150.16. The strike last trading price was 3.76, which was -1.05 lower than the previous day. The implied volatity was 24.95, the open interest changed by 209 which increased total open position to 882
On 25 Nov CANBK was trading at 148.69. The strike last trading price was 4.74, which was -1.3 lower than the previous day. The implied volatity was 26.18, the open interest changed by 121 which increased total open position to 673
On 24 Nov CANBK was trading at 146.67. The strike last trading price was 6.21, which was -0.16 lower than the previous day. The implied volatity was 26.94, the open interest changed by 21 which increased total open position to 552
On 21 Nov CANBK was trading at 145.77. The strike last trading price was 6.3, which was 1.14 higher than the previous day. The implied volatity was 26.05, the open interest changed by -1 which decreased total open position to 531
On 20 Nov CANBK was trading at 147.94. The strike last trading price was 5.18, which was 0.96 higher than the previous day. The implied volatity was 25.41, the open interest changed by -25 which decreased total open position to 530
On 19 Nov CANBK was trading at 150.38. The strike last trading price was 4.15, which was -0.78 lower than the previous day. The implied volatity was 25.65, the open interest changed by 71 which increased total open position to 553
On 18 Nov CANBK was trading at 149.00. The strike last trading price was 4.95, which was 0.12 higher than the previous day. The implied volatity was 26.56, the open interest changed by 53 which increased total open position to 482
On 17 Nov CANBK was trading at 149.12. The strike last trading price was 4.85, which was -1.5 lower than the previous day. The implied volatity was 25.66, the open interest changed by 86 which increased total open position to 430
On 14 Nov CANBK was trading at 146.07. The strike last trading price was 6.23, which was -2.13 lower than the previous day. The implied volatity was 24.99, the open interest changed by 237 which increased total open position to 344
On 13 Nov CANBK was trading at 143.45. The strike last trading price was 8.4, which was -0.28 lower than the previous day. The implied volatity was 27.62, the open interest changed by 88 which increased total open position to 106
On 12 Nov CANBK was trading at 143.57. The strike last trading price was 8.68, which was -2.97 lower than the previous day. The implied volatity was 27.64, the open interest changed by 11 which increased total open position to 18
On 11 Nov CANBK was trading at 140.87. The strike last trading price was 11.65, which was 0.35 higher than the previous day. The implied volatity was 35.44, the open interest changed by 0 which decreased total open position to 5
On 10 Nov CANBK was trading at 141.04. The strike last trading price was 11.3, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov CANBK was trading at 140.67. The strike last trading price was 11.3, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 6 Nov CANBK was trading at 139.24. The strike last trading price was 11.3, which was 0.8 higher than the previous day. The implied volatity was 27.15, the open interest changed by 1 which increased total open position to 3
On 4 Nov CANBK was trading at 139.60. The strike last trading price was 10.5, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 3 Nov CANBK was trading at 139.60. The strike last trading price was 10.5, which was -15.95 lower than the previous day. The implied volatity was 24.87, the open interest changed by 1 which increased total open position to 1































































































































































































































