CANBK
Canara Bank
Historical option data for CANBK
25 Feb 2026 02:25 PM IST
| CANBK 30-MAR-2026 155 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.18
Theta: -0.1
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 157.58 | 7.19 | 0.18 | 26.44 | 604 | -35 | 651 | |||||||||
| 24 Feb | 157.03 | 7 | 0.57 | 26.6 | 1,400 | 83 | 686 | |||||||||
| 23 Feb | 156.44 | 6.47 | 1.45 | 25.78 | 1,298 | -45 | 608 | |||||||||
| 20 Feb | 154.15 | 4.99 | 1.98 | 23.91 | 1,523 | 0 | 654 | |||||||||
| 19 Feb | 149.42 | 2.99 | -1.25 | 24.56 | 499 | 73 | 647 | |||||||||
| 18 Feb | 151.94 | 4.19 | 0.87 | 24.58 | 809 | 160 | 572 | |||||||||
| 17 Feb | 149.11 | 3.36 | 0.96 | 25.33 | 713 | 299 | 409 | |||||||||
| 16 Feb | 145.84 | 2.42 | 0.51 | 25.83 | 73 | 25 | 110 | |||||||||
| 13 Feb | 141.77 | 1.9 | -0.58 | 28.87 | 60 | -2 | 84 | |||||||||
| 12 Feb | 144.81 | 2.45 | -0.24 | 26.94 | 43 | 9 | 86 | |||||||||
| 11 Feb | 145.51 | 2.65 | -0.39 | 26.35 | 54 | -3 | 78 | |||||||||
| 10 Feb | 146.83 | 3.03 | -0.32 | 25.67 | 31 | 11 | 79 | |||||||||
| 9 Feb | 147.93 | 3.35 | -0.05 | 25.14 | 81 | 29 | 69 | |||||||||
| 6 Feb | 147.31 | 3.4 | -0.71 | 25.93 | 61 | -4 | 39 | |||||||||
| 5 Feb | 148.29 | 3.88 | -0.41 | 25.87 | 14 | 6 | 43 | |||||||||
| 4 Feb | 147.50 | 4.29 | 0.24 | 28.14 | 13 | 8 | 36 | |||||||||
| 3 Feb | 147.34 | 4.05 | 1.6 | 27.32 | 27 | 13 | 28 | |||||||||
| 2 Feb | 146.47 | 2.45 | -1.05 | 21.07 | 4 | 2 | 14 | |||||||||
| 1 Feb | 141.05 | 3.5 | -1.5 | 36.65 | 9 | 5 | 14 | |||||||||
| 30 Jan | 147.42 | 5 | -1 | 30.71 | 10 | 6 | 8 | |||||||||
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| 29 Jan | 150.32 | 6 | -3.52 | 27.85 | 3 | 2 | 2 | |||||||||
| 28 Jan | 157.74 | 9.52 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Canara Bank - strike price 155 expiring on 30MAR2026
Delta for 155 CE is 0.64
Historical price for 155 CE is as follows
On 25 Feb CANBK was trading at 157.58. The strike last trading price was 7.19, which was 0.18 higher than the previous day. The implied volatity was 26.44, the open interest changed by -35 which decreased total open position to 651
On 24 Feb CANBK was trading at 157.03. The strike last trading price was 7, which was 0.57 higher than the previous day. The implied volatity was 26.6, the open interest changed by 83 which increased total open position to 686
On 23 Feb CANBK was trading at 156.44. The strike last trading price was 6.47, which was 1.45 higher than the previous day. The implied volatity was 25.78, the open interest changed by -45 which decreased total open position to 608
On 20 Feb CANBK was trading at 154.15. The strike last trading price was 4.99, which was 1.98 higher than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 654
On 19 Feb CANBK was trading at 149.42. The strike last trading price was 2.99, which was -1.25 lower than the previous day. The implied volatity was 24.56, the open interest changed by 73 which increased total open position to 647
On 18 Feb CANBK was trading at 151.94. The strike last trading price was 4.19, which was 0.87 higher than the previous day. The implied volatity was 24.58, the open interest changed by 160 which increased total open position to 572
On 17 Feb CANBK was trading at 149.11. The strike last trading price was 3.36, which was 0.96 higher than the previous day. The implied volatity was 25.33, the open interest changed by 299 which increased total open position to 409
On 16 Feb CANBK was trading at 145.84. The strike last trading price was 2.42, which was 0.51 higher than the previous day. The implied volatity was 25.83, the open interest changed by 25 which increased total open position to 110
On 13 Feb CANBK was trading at 141.77. The strike last trading price was 1.9, which was -0.58 lower than the previous day. The implied volatity was 28.87, the open interest changed by -2 which decreased total open position to 84
On 12 Feb CANBK was trading at 144.81. The strike last trading price was 2.45, which was -0.24 lower than the previous day. The implied volatity was 26.94, the open interest changed by 9 which increased total open position to 86
On 11 Feb CANBK was trading at 145.51. The strike last trading price was 2.65, which was -0.39 lower than the previous day. The implied volatity was 26.35, the open interest changed by -3 which decreased total open position to 78
On 10 Feb CANBK was trading at 146.83. The strike last trading price was 3.03, which was -0.32 lower than the previous day. The implied volatity was 25.67, the open interest changed by 11 which increased total open position to 79
On 9 Feb CANBK was trading at 147.93. The strike last trading price was 3.35, which was -0.05 lower than the previous day. The implied volatity was 25.14, the open interest changed by 29 which increased total open position to 69
On 6 Feb CANBK was trading at 147.31. The strike last trading price was 3.4, which was -0.71 lower than the previous day. The implied volatity was 25.93, the open interest changed by -4 which decreased total open position to 39
On 5 Feb CANBK was trading at 148.29. The strike last trading price was 3.88, which was -0.41 lower than the previous day. The implied volatity was 25.87, the open interest changed by 6 which increased total open position to 43
On 4 Feb CANBK was trading at 147.50. The strike last trading price was 4.29, which was 0.24 higher than the previous day. The implied volatity was 28.14, the open interest changed by 8 which increased total open position to 36
On 3 Feb CANBK was trading at 147.34. The strike last trading price was 4.05, which was 1.6 higher than the previous day. The implied volatity was 27.32, the open interest changed by 13 which increased total open position to 28
On 2 Feb CANBK was trading at 146.47. The strike last trading price was 2.45, which was -1.05 lower than the previous day. The implied volatity was 21.07, the open interest changed by 2 which increased total open position to 14
On 1 Feb CANBK was trading at 141.05. The strike last trading price was 3.5, which was -1.5 lower than the previous day. The implied volatity was 36.65, the open interest changed by 5 which increased total open position to 14
On 30 Jan CANBK was trading at 147.42. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 30.71, the open interest changed by 6 which increased total open position to 8
On 29 Jan CANBK was trading at 150.32. The strike last trading price was 6, which was -3.52 lower than the previous day. The implied volatity was 27.85, the open interest changed by 2 which increased total open position to 2
On 28 Jan CANBK was trading at 157.74. The strike last trading price was 9.52, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| CANBK 30MAR2026 155 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.18
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 157.58 | 3.67 | -0.11 | 29.12 | 587 | 15 | 581 |
| 24 Feb | 157.03 | 3.81 | -0.44 | 28.56 | 897 | 23 | 569 |
| 23 Feb | 156.44 | 4.22 | -1.06 | 28.83 | 860 | -34 | 542 |
| 20 Feb | 154.15 | 5.32 | -2.45 | 28.19 | 306 | 59 | 576 |
| 19 Feb | 149.42 | 8 | 1.5 | 28.35 | 43 | 14 | 517 |
| 18 Feb | 151.94 | 6.68 | -1.64 | 29.03 | 157 | 32 | 503 |
| 17 Feb | 149.11 | 8.33 | -2.13 | 30.23 | 395 | 338 | 471 |
| 16 Feb | 145.84 | 10.48 | 1.58 | 31.05 | 17 | 10 | 126 |
| 13 Feb | 141.77 | 8.9 | -0.34 | - | 0 | 0 | 116 |
| 12 Feb | 144.81 | 8.9 | -0.34 | - | 0 | 0 | 116 |
| 11 Feb | 145.51 | 8.9 | -0.34 | - | 0 | 0 | 116 |
| 10 Feb | 146.83 | 8.9 | -0.34 | - | 0 | 0 | 116 |
| 9 Feb | 147.93 | 8.9 | -0.34 | 27.4 | 77 | 72 | 111 |
| 6 Feb | 147.31 | 9.17 | 0.99 | - | 0 | 0 | 39 |
| 5 Feb | 148.29 | 9.17 | 0.99 | 28.83 | 39 | 25 | 25 |
| 4 Feb | 147.50 | 8.18 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 147.34 | 8.18 | 0 | 1.07 | 0 | 0 | 0 |
| 2 Feb | 146.47 | 8.18 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 141.05 | 8.18 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 147.42 | 8.18 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 150.32 | 8.18 | 0 | 0.2 | 0 | 0 | 0 |
| 28 Jan | 157.74 | 8.18 | 0 | 2.89 | 0 | 0 | 0 |
For Canara Bank - strike price 155 expiring on 30MAR2026
Delta for 155 PE is -0.37
Historical price for 155 PE is as follows
On 25 Feb CANBK was trading at 157.58. The strike last trading price was 3.67, which was -0.11 lower than the previous day. The implied volatity was 29.12, the open interest changed by 15 which increased total open position to 581
On 24 Feb CANBK was trading at 157.03. The strike last trading price was 3.81, which was -0.44 lower than the previous day. The implied volatity was 28.56, the open interest changed by 23 which increased total open position to 569
On 23 Feb CANBK was trading at 156.44. The strike last trading price was 4.22, which was -1.06 lower than the previous day. The implied volatity was 28.83, the open interest changed by -34 which decreased total open position to 542
On 20 Feb CANBK was trading at 154.15. The strike last trading price was 5.32, which was -2.45 lower than the previous day. The implied volatity was 28.19, the open interest changed by 59 which increased total open position to 576
On 19 Feb CANBK was trading at 149.42. The strike last trading price was 8, which was 1.5 higher than the previous day. The implied volatity was 28.35, the open interest changed by 14 which increased total open position to 517
On 18 Feb CANBK was trading at 151.94. The strike last trading price was 6.68, which was -1.64 lower than the previous day. The implied volatity was 29.03, the open interest changed by 32 which increased total open position to 503
On 17 Feb CANBK was trading at 149.11. The strike last trading price was 8.33, which was -2.13 lower than the previous day. The implied volatity was 30.23, the open interest changed by 338 which increased total open position to 471
On 16 Feb CANBK was trading at 145.84. The strike last trading price was 10.48, which was 1.58 higher than the previous day. The implied volatity was 31.05, the open interest changed by 10 which increased total open position to 126
On 13 Feb CANBK was trading at 141.77. The strike last trading price was 8.9, which was -0.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 12 Feb CANBK was trading at 144.81. The strike last trading price was 8.9, which was -0.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 11 Feb CANBK was trading at 145.51. The strike last trading price was 8.9, which was -0.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 10 Feb CANBK was trading at 146.83. The strike last trading price was 8.9, which was -0.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 9 Feb CANBK was trading at 147.93. The strike last trading price was 8.9, which was -0.34 lower than the previous day. The implied volatity was 27.4, the open interest changed by 72 which increased total open position to 111
On 6 Feb CANBK was trading at 147.31. The strike last trading price was 9.17, which was 0.99 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 5 Feb CANBK was trading at 148.29. The strike last trading price was 9.17, which was 0.99 higher than the previous day. The implied volatity was 28.83, the open interest changed by 25 which increased total open position to 25
On 4 Feb CANBK was trading at 147.50. The strike last trading price was 8.18, 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 3 Feb CANBK was trading at 147.34. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 2 Feb CANBK was trading at 146.47. The strike last trading price was 8.18, 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 1 Feb CANBK was trading at 141.05. The strike last trading price was 8.18, 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 30 Jan CANBK was trading at 147.42. The strike last trading price was 8.18, 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 Jan CANBK was trading at 150.32. The strike last trading price was 8.18, 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 28 Jan CANBK was trading at 157.74. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
