`
[--[65.84.65.76]--]
CANBK
Canara Bank

89.43 2.33 (2.68%)

Back to Option Chain


Historical option data for CANBK

08 Apr 2025 05:50 PM IST
CANBK 24APR2025 79 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 9.1 0 0.00 0 14 0
7 Apr 87.10 9.1 0.75 41.18 17 15 15
4 Apr 90.39 8.35 0 0.00 0 0 0
3 Apr 94.38 8.35 0 0.00 0 0 0
2 Apr 91.10 8.35 0 0.00 0 0 0
1 Apr 90.00 8.35 0 0.00 0 0 0
28 Mar 89.00 8.35 0 - 0 0 0
27 Mar 89.65 8.35 0 - 0 0 0
26 Mar 87.24 8.35 0 - 0 0 0
25 Mar 88.46 8.35 0 - 0 0 0
24 Mar 91.32 8.35 0 - 0 0 0
21 Mar 87.54 8.35 0 - 0 0 0
20 Mar 85.84 8.35 0 - 0 0 0
19 Mar 85.57 8.35 0 - 0 0 0
18 Mar 83.92 8.35 0 - 0 0 0
17 Mar 82.49 8.35 0 - 0 0 0
12 Mar 82.46 8.35 0 - 0 0 0
11 Mar 83.28 8.35 0 - 0 0 0
10 Mar 82.49 8.35 0 - 0 0 0
7 Mar 85.02 8.35 0 - 0 0 0
6 Mar 85.35 8.35 0 - 0 0 0
5 Mar 85.02 8.35 0 - 0 0 0
3 Mar 81.42 8.35 0 - 0 0 0


For Canara Bank - strike price 79 expiring on 24APR2025

Delta for 79 CE is 0.00

Historical price for 79 CE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 9.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 9.1, which was 0.75 higher than the previous day. The implied volatity was 41.18, the open interest changed by 15 which increased total open position to 15


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 8.35, 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 27 Mar CANBK was trading at 89.65. The strike last trading price was 8.35, 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 26 Mar CANBK was trading at 87.24. The strike last trading price was 8.35, 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 25 Mar CANBK was trading at 88.46. The strike last trading price was 8.35, 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 24 Mar CANBK was trading at 91.32. The strike last trading price was 8.35, 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 21 Mar CANBK was trading at 87.54. The strike last trading price was 8.35, 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 20 Mar CANBK was trading at 85.84. The strike last trading price was 8.35, 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 19 Mar CANBK was trading at 85.57. The strike last trading price was 8.35, 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 18 Mar CANBK was trading at 83.92. The strike last trading price was 8.35, 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 17 Mar CANBK was trading at 82.49. The strike last trading price was 8.35, 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 82.46. The strike last trading price was 8.35, 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 83.28. The strike last trading price was 8.35, 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 82.49. The strike last trading price was 8.35, 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 7 Mar CANBK was trading at 85.02. The strike last trading price was 8.35, 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 85.35. The strike last trading price was 8.35, 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 5 Mar CANBK was trading at 85.02. The strike last trading price was 8.35, 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 Mar CANBK was trading at 81.42. The strike last trading price was 8.35, 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 24APR2025 79 PE
Delta: -0.11
Vega: 0.03
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 0.55 -0.6 53.64 64 16 62
7 Apr 87.10 1.1 0.9 56.62 91 27 46
4 Apr 90.39 0.2 0.05 39.18 31 -1 19
3 Apr 94.38 0.15 -0.1 43.76 30 0 21
2 Apr 91.10 0.25 -0.05 40.56 1 0 20
1 Apr 90.00 0.3 -0.1 39.22 12 4 21
28 Mar 89.00 0.4 -0.05 36.81 8 1 17
27 Mar 89.65 0.4 0 37.35 18 7 15
26 Mar 87.24 0.4 0 0.00 0 0 0
25 Mar 88.46 0.4 0 0.00 0 3 0
24 Mar 91.32 0.4 -0.3 39.24 10 2 7
21 Mar 87.54 0.7 -0.1 35.53 10 6 7
20 Mar 85.84 0.8 -2.25 32.37 1 0 0
19 Mar 85.57 3.05 0 8.92 0 0 0
18 Mar 83.92 3.05 0 7.06 0 0 0
17 Mar 82.49 3.05 0 5.38 0 0 0
12 Mar 82.46 3.05 0 5.15 0 0 0
11 Mar 83.28 3.05 0 6.18 0 0 0
10 Mar 82.49 3.05 0 5.06 0 0 0
7 Mar 85.02 3.05 0 7.36 0 0 0
6 Mar 85.35 3.05 0 8.02 0 0 0
5 Mar 85.02 3.05 0 7.45 0 0 0
3 Mar 81.42 3.05 0 3.93 0 0 0


For Canara Bank - strike price 79 expiring on 24APR2025

Delta for 79 PE is -0.11

Historical price for 79 PE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 0.55, which was -0.6 lower than the previous day. The implied volatity was 53.64, the open interest changed by 16 which increased total open position to 62


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 1.1, which was 0.9 higher than the previous day. The implied volatity was 56.62, the open interest changed by 27 which increased total open position to 46


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 39.18, the open interest changed by -1 which decreased total open position to 19


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 43.76, the open interest changed by 0 which decreased total open position to 21


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 40.56, the open interest changed by 0 which decreased total open position to 20


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 39.22, the open interest changed by 4 which increased total open position to 21


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 36.81, the open interest changed by 1 which increased total open position to 17


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 37.35, the open interest changed by 7 which increased total open position to 15


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 39.24, the open interest changed by 2 which increased total open position to 7


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 35.53, the open interest changed by 6 which increased total open position to 7


On 20 Mar CANBK was trading at 85.84. The strike last trading price was 0.8, which was -2.25 lower than the previous day. The implied volatity was 32.37, the open interest changed by 0 which decreased total open position to 0


On 19 Mar CANBK was trading at 85.57. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 0


On 18 Mar CANBK was trading at 83.92. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 7.06, the open interest changed by 0 which decreased total open position to 0


On 17 Mar CANBK was trading at 82.49. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0


On 12 Mar CANBK was trading at 82.46. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0


On 11 Mar CANBK was trading at 83.28. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0


On 10 Mar CANBK was trading at 82.49. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0


On 7 Mar CANBK was trading at 85.02. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 7.36, the open interest changed by 0 which decreased total open position to 0


On 6 Mar CANBK was trading at 85.35. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 8.02, the open interest changed by 0 which decreased total open position to 0


On 5 Mar CANBK was trading at 85.02. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0


On 3 Mar CANBK was trading at 81.42. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0