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

89.43 2.33 (2.68%)

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Historical option data for CANBK

08 Apr 2025 05:50 PM IST
CANBK 24APR2025 80 CE
Delta: 0.93
Vega: 0.03
Theta: -0.05
Gamma: 0.02
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
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
Delta: -0.12
Vega: 0.04
Theta: -0.06
Gamma: 0.02
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