CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
CANBK 24APR2025 80 CE | ||||||||||
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Delta: 0.93
Vega: 0.03
Theta: -0.05
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 89.43 | 10.4 | 1.55 | 39.98 | 81 | 8 | 265 | |||
7 Apr | 87.10 | 8.8 | -1.75 | 52.84 | 247 | 63 | 259 | |||
4 Apr | 90.39 | 10.55 | -4.2 | - | 92 | -47 | 196 | |||
3 Apr | 94.38 | 14.8 | 3.3 | 36.96 | 113 | -66 | 245 | |||
2 Apr | 91.10 | 11.5 | 0.75 | - | 44 | 19 | 311 | |||
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1 Apr | 90.00 | 10.85 | 0.85 | 34.69 | 189 | -9 | 292 | |||
28 Mar | 89.00 | 9.95 | -0.7 | 30.17 | 229 | -35 | 301 | |||
27 Mar | 89.65 | 10.45 | 1.9 | 29.79 | 940 | 79 | 335 | |||
26 Mar | 87.24 | 8.6 | -0.9 | 32.04 | 371 | -20 | 256 | |||
25 Mar | 88.46 | 9.4 | -2.65 | 34.09 | 179 | 94 | 277 | |||
24 Mar | 91.32 | 12.4 | 3.1 | 36.12 | 139 | 10 | 183 | |||
21 Mar | 87.54 | 9.15 | 1.45 | 33.94 | 251 | -40 | 173 | |||
20 Mar | 85.84 | 7.75 | 0.25 | 34.99 | 168 | 105 | 213 | |||
19 Mar | 85.57 | 7.5 | 1.1 | 31.66 | 81 | 46 | 109 | |||
18 Mar | 83.92 | 6.4 | 1.05 | 34.02 | 21 | 10 | 64 | |||
17 Mar | 82.49 | 5.35 | -0.2 | 32.65 | 25 | 9 | 53 | |||
13 Mar | 82.90 | 5.55 | 0.3 | 30.45 | 6 | 2 | 44 | |||
12 Mar | 82.46 | 5.25 | -1.1 | 29.70 | 26 | 16 | 39 | |||
11 Mar | 83.28 | 6.35 | 0.75 | 32.98 | 4 | 2 | 22 | |||
10 Mar | 82.49 | 5.6 | -1.4 | 32.75 | 6 | 5 | 19 | |||
7 Mar | 85.02 | 7 | -0.45 | 27.56 | 2 | 0 | 14 | |||
6 Mar | 85.35 | 7.45 | 0 | 0.00 | 0 | -1 | 0 | |||
5 Mar | 85.02 | 7.45 | 1.8 | 29.47 | 8 | -2 | 13 | |||
4 Mar | 81.94 | 5.65 | 0.3 | 32.64 | 2 | 0 | 15 | |||
3 Mar | 81.42 | 5.35 | -9.25 | 32.55 | 34 | 16 | 16 | |||
28 Feb | 80.90 | 14.6 | 0 | - | 0 | 0 | 0 | |||
27 Feb | 83.46 | 14.6 | 0 | - | 0 | 0 | 0 | |||
26 Feb | 85.00 | 0 | 0 | - | 0 | 0 | 0 | |||
25 Feb | 85.02 | 0 | 0 | - | 0 | 0 | 0 | |||
24 Feb | 86.95 | 0 | 0 | - | 0 | 0 | 0 | |||
21 Feb | 87.33 | 0 | 0 | - | 0 | 0 | 0 | |||
20 Feb | 88.06 | 0 | 0 | - | 0 | 0 | 0 | |||
19 Feb | 85.56 | 0 | 0 | - | 0 | 0 | 0 | |||
18 Feb | 84.65 | 0 | 0 | - | 0 | 0 | 0 | |||
17 Feb | 85.09 | 0 | 0 | - | 0 | 0 | 0 | |||
14 Feb | 85.62 | 0 | 0 | - | 0 | 0 | 0 | |||
13 Feb | 88.72 | 0 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 80 expiring on 24APR2025
Delta for 80 CE is 0.93
Historical price for 80 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 10.4, which was 1.55 higher than the previous day. The implied volatity was 39.98, the open interest changed by 8 which increased total open position to 265
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 8.8, which was -1.75 lower than the previous day. The implied volatity was 52.84, the open interest changed by 63 which increased total open position to 259
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 10.55, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 196
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 14.8, which was 3.3 higher than the previous day. The implied volatity was 36.96, the open interest changed by -66 which decreased total open position to 245
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 11.5, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 311
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 10.85, which was 0.85 higher than the previous day. The implied volatity was 34.69, the open interest changed by -9 which decreased total open position to 292
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 9.95, which was -0.7 lower than the previous day. The implied volatity was 30.17, the open interest changed by -35 which decreased total open position to 301
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 10.45, which was 1.9 higher than the previous day. The implied volatity was 29.79, the open interest changed by 79 which increased total open position to 335
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 8.6, which was -0.9 lower than the previous day. The implied volatity was 32.04, the open interest changed by -20 which decreased total open position to 256
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 9.4, which was -2.65 lower than the previous day. The implied volatity was 34.09, the open interest changed by 94 which increased total open position to 277
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 12.4, which was 3.1 higher than the previous day. The implied volatity was 36.12, the open interest changed by 10 which increased total open position to 183
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 9.15, which was 1.45 higher than the previous day. The implied volatity was 33.94, the open interest changed by -40 which decreased total open position to 173
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 7.75, which was 0.25 higher than the previous day. The implied volatity was 34.99, the open interest changed by 105 which increased total open position to 213
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 7.5, which was 1.1 higher than the previous day. The implied volatity was 31.66, the open interest changed by 46 which increased total open position to 109
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 6.4, which was 1.05 higher than the previous day. The implied volatity was 34.02, the open interest changed by 10 which increased total open position to 64
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 5.35, which was -0.2 lower than the previous day. The implied volatity was 32.65, the open interest changed by 9 which increased total open position to 53
On 13 Mar CANBK was trading at 82.90. The strike last trading price was 5.55, which was 0.3 higher than the previous day. The implied volatity was 30.45, the open interest changed by 2 which increased total open position to 44
On 12 Mar CANBK was trading at 82.46. The strike last trading price was 5.25, which was -1.1 lower than the previous day. The implied volatity was 29.70, the open interest changed by 16 which increased total open position to 39
On 11 Mar CANBK was trading at 83.28. The strike last trading price was 6.35, which was 0.75 higher than the previous day. The implied volatity was 32.98, the open interest changed by 2 which increased total open position to 22
On 10 Mar CANBK was trading at 82.49. The strike last trading price was 5.6, which was -1.4 lower than the previous day. The implied volatity was 32.75, the open interest changed by 5 which increased total open position to 19
On 7 Mar CANBK was trading at 85.02. The strike last trading price was 7, which was -0.45 lower than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 14
On 6 Mar CANBK was trading at 85.35. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Mar CANBK was trading at 85.02. The strike last trading price was 7.45, which was 1.8 higher than the previous day. The implied volatity was 29.47, the open interest changed by -2 which decreased total open position to 13
On 4 Mar CANBK was trading at 81.94. The strike last trading price was 5.65, which was 0.3 higher than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 15
On 3 Mar CANBK was trading at 81.42. The strike last trading price was 5.35, which was -9.25 lower than the previous day. The implied volatity was 32.55, the open interest changed by 16 which increased total open position to 16
On 28 Feb CANBK was trading at 80.90. The strike last trading price was 14.6, 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 Feb CANBK was trading at 83.46. The strike last trading price was 14.6, 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 Feb CANBK was trading at 85.00. 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 25 Feb CANBK was trading at 85.02. 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 24 Feb CANBK was trading at 86.95. 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 21 Feb CANBK was trading at 87.33. 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 20 Feb CANBK was trading at 88.06. 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 19 Feb CANBK was trading at 85.56. 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 18 Feb CANBK was trading at 84.65. 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 17 Feb CANBK was trading at 85.09. 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 14 Feb CANBK was trading at 85.62. 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 13 Feb CANBK was trading at 88.72. 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
CANBK 24APR2025 80 PE | |||||||
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Delta: -0.12
Vega: 0.04
Theta: -0.06
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 89.43 | 0.6 | -0.75 | 51.27 | 1,028 | 52 | 784 |
7 Apr | 87.10 | 1.3 | 0.95 | 56.09 | 1,400 | 42 | 730 |
4 Apr | 90.39 | 0.3 | 0.1 | 40.03 | 510 | 56 | 690 |
3 Apr | 94.38 | 0.2 | -0.1 | 43.66 | 556 | -36 | 638 |
2 Apr | 91.10 | 0.3 | -0.1 | 39.49 | 471 | 44 | 662 |
1 Apr | 90.00 | 0.35 | -0.2 | 37.79 | 434 | -33 | 622 |
28 Mar | 89.00 | 0.55 | 0 | 37.41 | 619 | 33 | 655 |
27 Mar | 89.65 | 0.55 | -0.15 | 38.02 | 865 | 49 | 633 |
26 Mar | 87.24 | 0.7 | 0 | 34.81 | 268 | -44 | 584 |
25 Mar | 88.46 | 0.7 | 0.25 | 36.17 | 914 | -285 | 621 |
24 Mar | 91.32 | 0.45 | -0.45 | 37.95 | 918 | 78 | 906 |
21 Mar | 87.54 | 0.9 | -0.15 | 36.12 | 1,002 | 492 | 827 |
20 Mar | 85.84 | 1.05 | -0.1 | 32.94 | 282 | 140 | 324 |
19 Mar | 85.57 | 1.1 | -0.45 | 33.04 | 150 | 54 | 184 |
18 Mar | 83.92 | 1.6 | -0.55 | 33.54 | 108 | 9 | 132 |
17 Mar | 82.49 | 2.05 | 0 | 33.47 | 44 | 15 | 122 |
13 Mar | 82.90 | 2 | -0.2 | 32.62 | 42 | 0 | 113 |
12 Mar | 82.46 | 2.2 | 0.1 | 32.99 | 81 | 9 | 109 |
11 Mar | 83.28 | 2 | -0.3 | 33.69 | 19 | 0 | 98 |
10 Mar | 82.49 | 2.3 | 0.7 | 33.04 | 77 | 50 | 97 |
7 Mar | 85.02 | 1.6 | 0 | 32.61 | 21 | 7 | 47 |
6 Mar | 85.35 | 1.65 | -0.1 | 33.90 | 23 | 10 | 41 |
5 Mar | 85.02 | 1.7 | -1 | 33.53 | 26 | -1 | 30 |
4 Mar | 81.94 | 2.75 | -0.25 | 34.31 | 17 | 1 | 29 |
3 Mar | 81.42 | 3 | -0.5 | 34.53 | 20 | 7 | 27 |
28 Feb | 80.90 | 3.5 | 1.1 | 37.13 | 14 | 6 | 19 |
27 Feb | 83.46 | 2.4 | 0.4 | 33.63 | 6 | 2 | 13 |
26 Feb | 85.00 | 2.2 | -0.2 | 35.99 | 12 | 11 | 11 |
25 Feb | 85.02 | 2.2 | -0.2 | 35.99 | 12 | 11 | 11 |
24 Feb | 86.95 | 2.4 | 0 | 7.69 | 0 | 0 | 0 |
21 Feb | 87.33 | 2.4 | 0 | 7.77 | 0 | 0 | 0 |
20 Feb | 88.06 | 2.4 | 0 | 8.49 | 0 | 0 | 0 |
19 Feb | 85.56 | 2.4 | 0 | 6.59 | 0 | 0 | 0 |
18 Feb | 84.65 | 2.4 | 0 | 5.56 | 0 | 0 | 0 |
17 Feb | 85.09 | 2.4 | 0 | 6.36 | 0 | 0 | 0 |
14 Feb | 85.62 | 2.4 | 0 | 6.27 | 0 | 0 | 0 |
13 Feb | 88.72 | 2.4 | 0 | 8.46 | 0 | 0 | 0 |
For Canara Bank - strike price 80 expiring on 24APR2025
Delta for 80 PE is -0.12
Historical price for 80 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 0.6, which was -0.75 lower than the previous day. The implied volatity was 51.27, the open interest changed by 52 which increased total open position to 784
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 1.3, which was 0.95 higher than the previous day. The implied volatity was 56.09, the open interest changed by 42 which increased total open position to 730
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 40.03, the open interest changed by 56 which increased total open position to 690
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 43.66, the open interest changed by -36 which decreased total open position to 638
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 39.49, the open interest changed by 44 which increased total open position to 662
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 37.79, the open interest changed by -33 which decreased total open position to 622
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 37.41, the open interest changed by 33 which increased total open position to 655
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 38.02, the open interest changed by 49 which increased total open position to 633
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 34.81, the open interest changed by -44 which decreased total open position to 584
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 36.17, the open interest changed by -285 which decreased total open position to 621
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 37.95, the open interest changed by 78 which increased total open position to 906
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 36.12, the open interest changed by 492 which increased total open position to 827
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 32.94, the open interest changed by 140 which increased total open position to 324
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 33.04, the open interest changed by 54 which increased total open position to 184
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 33.54, the open interest changed by 9 which increased total open position to 132
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 33.47, the open interest changed by 15 which increased total open position to 122
On 13 Mar CANBK was trading at 82.90. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 32.62, the open interest changed by 0 which decreased total open position to 113
On 12 Mar CANBK was trading at 82.46. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 32.99, the open interest changed by 9 which increased total open position to 109
On 11 Mar CANBK was trading at 83.28. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 33.69, the open interest changed by 0 which decreased total open position to 98
On 10 Mar CANBK was trading at 82.49. The strike last trading price was 2.3, which was 0.7 higher than the previous day. The implied volatity was 33.04, the open interest changed by 50 which increased total open position to 97
On 7 Mar CANBK was trading at 85.02. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 32.61, the open interest changed by 7 which increased total open position to 47
On 6 Mar CANBK was trading at 85.35. The strike last trading price was 1.65, which was -0.1 lower than the previous day. The implied volatity was 33.90, the open interest changed by 10 which increased total open position to 41
On 5 Mar CANBK was trading at 85.02. The strike last trading price was 1.7, which was -1 lower than the previous day. The implied volatity was 33.53, the open interest changed by -1 which decreased total open position to 30
On 4 Mar CANBK was trading at 81.94. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 34.31, the open interest changed by 1 which increased total open position to 29
On 3 Mar CANBK was trading at 81.42. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 34.53, the open interest changed by 7 which increased total open position to 27
On 28 Feb CANBK was trading at 80.90. The strike last trading price was 3.5, which was 1.1 higher than the previous day. The implied volatity was 37.13, the open interest changed by 6 which increased total open position to 19
On 27 Feb CANBK was trading at 83.46. The strike last trading price was 2.4, which was 0.4 higher than the previous day. The implied volatity was 33.63, the open interest changed by 2 which increased total open position to 13
On 26 Feb CANBK was trading at 85.00. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 35.99, the open interest changed by 11 which increased total open position to 11
On 25 Feb CANBK was trading at 85.02. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 35.99, the open interest changed by 11 which increased total open position to 11
On 24 Feb CANBK was trading at 86.95. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 7.69, the open interest changed by 0 which decreased total open position to 0
On 21 Feb CANBK was trading at 87.33. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 7.77, the open interest changed by 0 which decreased total open position to 0
On 20 Feb CANBK was trading at 88.06. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 8.49, the open interest changed by 0 which decreased total open position to 0
On 19 Feb CANBK was trading at 85.56. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
On 18 Feb CANBK was trading at 84.65. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
On 17 Feb CANBK was trading at 85.09. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
On 14 Feb CANBK was trading at 85.62. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 13 Feb CANBK was trading at 88.72. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 8.46, the open interest changed by 0 which decreased total open position to 0