CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
| CANBK 24APR2025 83 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.04
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 89.43 | 7.6 | 1.05 | 35.64 | 28 | 2 | 235 | |||
| 7 Apr | 87.10 | 6.6 | -1.5 | 52.09 | 144 | -14 | 234 | |||
| 4 Apr | 90.39 | 8.35 | -3.55 | 31.01 | 9 | 0 | 247 | |||
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| 3 Apr | 94.38 | 11.9 | 3.45 | 34.78 | 30 | -22 | 248 | |||
| 2 Apr | 91.10 | 8.45 | 0.35 | - | 42 | 16 | 270 | |||
| 1 Apr | 90.00 | 8.05 | 0.7 | 30.00 | 53 | 17 | 254 | |||
| 28 Mar | 89.00 | 7.45 | -0.5 | 31.70 | 122 | 83 | 237 | |||
| 27 Mar | 89.65 | 7.95 | 1.8 | 32.03 | 162 | -15 | 155 | |||
| 26 Mar | 87.24 | 6.15 | -0.85 | 30.83 | 65 | -2 | 169 | |||
| 25 Mar | 88.46 | 7.05 | -2.5 | 34.41 | 3 | 1 | 170 | |||
| 24 Mar | 91.32 | 9.55 | 2.55 | 31.32 | 463 | -252 | 170 | |||
| 21 Mar | 87.54 | 7 | 1.6 | 36.45 | 33 | 5 | 423 | |||
| 20 Mar | 85.84 | 5.45 | 0.1 | 32.47 | 441 | 400 | 418 | |||
| 19 Mar | 85.57 | 5.35 | 1.15 | 31.03 | 13 | 7 | 18 | |||
| 18 Mar | 83.92 | 4.2 | 0.65 | 30.61 | 10 | 5 | 11 | |||
| 17 Mar | 82.49 | 3.55 | -2.55 | 31.54 | 9 | 6 | 6 | |||
| 13 Mar | 82.90 | 6.1 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 82.46 | 6.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 83.28 | 6.1 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 82.49 | 6.1 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 85.02 | 6.1 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 85.35 | 6.1 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 85.02 | 6.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 81.94 | 6.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 81.42 | 6.1 | 0 | 0.56 | 0 | 0 | 0 | |||
| 28 Feb | 80.90 | 6.1 | 0 | 0.73 | 0 | 0 | 0 | |||
For Canara Bank - strike price 83 expiring on 24APR2025
Delta for 83 CE is 0.88
Historical price for 83 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 7.6, which was 1.05 higher than the previous day. The implied volatity was 35.64, the open interest changed by 2 which increased total open position to 235
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 6.6, which was -1.5 lower than the previous day. The implied volatity was 52.09, the open interest changed by -14 which decreased total open position to 234
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 8.35, which was -3.55 lower than the previous day. The implied volatity was 31.01, the open interest changed by 0 which decreased total open position to 247
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 11.9, which was 3.45 higher than the previous day. The implied volatity was 34.78, the open interest changed by -22 which decreased total open position to 248
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 8.45, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 270
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 8.05, which was 0.7 higher than the previous day. The implied volatity was 30.00, the open interest changed by 17 which increased total open position to 254
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 7.45, which was -0.5 lower than the previous day. The implied volatity was 31.70, the open interest changed by 83 which increased total open position to 237
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 7.95, which was 1.8 higher than the previous day. The implied volatity was 32.03, the open interest changed by -15 which decreased total open position to 155
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 6.15, which was -0.85 lower than the previous day. The implied volatity was 30.83, the open interest changed by -2 which decreased total open position to 169
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 7.05, which was -2.5 lower than the previous day. The implied volatity was 34.41, the open interest changed by 1 which increased total open position to 170
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 9.55, which was 2.55 higher than the previous day. The implied volatity was 31.32, the open interest changed by -252 which decreased total open position to 170
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 7, which was 1.6 higher than the previous day. The implied volatity was 36.45, the open interest changed by 5 which increased total open position to 423
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 5.45, which was 0.1 higher than the previous day. The implied volatity was 32.47, the open interest changed by 400 which increased total open position to 418
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 5.35, which was 1.15 higher than the previous day. The implied volatity was 31.03, the open interest changed by 7 which increased total open position to 18
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 4.2, which was 0.65 higher than the previous day. The implied volatity was 30.61, the open interest changed by 5 which increased total open position to 11
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 3.55, which was -2.55 lower than the previous day. The implied volatity was 31.54, the open interest changed by 6 which increased total open position to 6
On 13 Mar CANBK was trading at 82.90. The strike last trading price was 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 4 Mar CANBK was trading at 81.94. The strike last trading price was 6.1, 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 Mar CANBK was trading at 81.42. The strike last trading price was 6.1, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 28 Feb CANBK was trading at 80.90. The strike last trading price was 6.1, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
| CANBK 24APR2025 83 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.05
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 89.43 | 1 | -1.05 | 48.21 | 374 | -6 | 269 |
| 7 Apr | 87.10 | 1.95 | 1.3 | 52.64 | 719 | 69 | 275 |
| 4 Apr | 90.39 | 0.6 | 0.3 | 38.31 | 217 | 5 | 205 |
| 3 Apr | 94.38 | 0.3 | -0.25 | 39.36 | 282 | -31 | 203 |
| 2 Apr | 91.10 | 0.5 | -0.15 | 35.97 | 258 | 21 | 232 |
| 1 Apr | 90.00 | 0.6 | -0.3 | 34.69 | 135 | 21 | 211 |
| 28 Mar | 89.00 | 0.9 | 0.05 | 34.40 | 88 | 6 | 190 |
| 27 Mar | 89.65 | 0.85 | -0.4 | 34.51 | 326 | -23 | 186 |
| 26 Mar | 87.24 | 1.25 | 0.05 | 33.14 | 252 | -80 | 209 |
| 25 Mar | 88.46 | 1.3 | 0.6 | 35.57 | 143 | -5 | 286 |
| 24 Mar | 91.32 | 0.75 | -0.7 | 35.76 | 365 | 112 | 291 |
| 21 Mar | 87.54 | 1.45 | -0.4 | 33.69 | 144 | 23 | 179 |
| 20 Mar | 85.84 | 1.85 | -0.05 | 32.17 | 195 | 128 | 155 |
| 19 Mar | 85.57 | 1.9 | -0.75 | 32.22 | 39 | 11 | 26 |
| 18 Mar | 83.92 | 2.65 | -0.45 | 32.92 | 11 | 6 | 14 |
| 17 Mar | 82.49 | 3.1 | -0.2 | 31.15 | 4 | 0 | 8 |
| 13 Mar | 82.90 | 3.3 | -0.35 | 33.05 | 9 | 6 | 8 |
| 12 Mar | 82.46 | 3.65 | -1.1 | 34.27 | 2 | 1 | 1 |
| 11 Mar | 83.28 | 4.75 | 0 | 1.90 | 0 | 0 | 0 |
| 10 Mar | 82.49 | 4.75 | 0 | 0.64 | 0 | 0 | 0 |
| 7 Mar | 85.02 | 4.75 | 0 | 3.28 | 0 | 0 | 0 |
| 6 Mar | 85.35 | 4.75 | 0 | 3.61 | 0 | 0 | 0 |
| 5 Mar | 85.02 | 4.75 | 0 | 3.43 | 0 | 0 | 0 |
| 4 Mar | 81.94 | 4.75 | 0 | 0.23 | 0 | 0 | 0 |
| 3 Mar | 81.42 | 4.75 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 80.90 | 4.75 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 83 expiring on 24APR2025
Delta for 83 PE is -0.19
Historical price for 83 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 1, which was -1.05 lower than the previous day. The implied volatity was 48.21, the open interest changed by -6 which decreased total open position to 269
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 1.95, which was 1.3 higher than the previous day. The implied volatity was 52.64, the open interest changed by 69 which increased total open position to 275
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.6, which was 0.3 higher than the previous day. The implied volatity was 38.31, the open interest changed by 5 which increased total open position to 205
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 39.36, the open interest changed by -31 which decreased total open position to 203
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 35.97, the open interest changed by 21 which increased total open position to 232
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 34.69, the open interest changed by 21 which increased total open position to 211
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 34.40, the open interest changed by 6 which increased total open position to 190
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.85, which was -0.4 lower than the previous day. The implied volatity was 34.51, the open interest changed by -23 which decreased total open position to 186
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 33.14, the open interest changed by -80 which decreased total open position to 209
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 1.3, which was 0.6 higher than the previous day. The implied volatity was 35.57, the open interest changed by -5 which decreased total open position to 286
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 0.75, which was -0.7 lower than the previous day. The implied volatity was 35.76, the open interest changed by 112 which increased total open position to 291
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 1.45, which was -0.4 lower than the previous day. The implied volatity was 33.69, the open interest changed by 23 which increased total open position to 179
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 32.17, the open interest changed by 128 which increased total open position to 155
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 1.9, which was -0.75 lower than the previous day. The implied volatity was 32.22, the open interest changed by 11 which increased total open position to 26
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 2.65, which was -0.45 lower than the previous day. The implied volatity was 32.92, the open interest changed by 6 which increased total open position to 14
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 3.1, which was -0.2 lower than the previous day. The implied volatity was 31.15, the open interest changed by 0 which decreased total open position to 8
On 13 Mar CANBK was trading at 82.90. The strike last trading price was 3.3, which was -0.35 lower than the previous day. The implied volatity was 33.05, the open interest changed by 6 which increased total open position to 8
On 12 Mar CANBK was trading at 82.46. The strike last trading price was 3.65, which was -1.1 lower than the previous day. The implied volatity was 34.27, the open interest changed by 1 which increased total open position to 1
On 11 Mar CANBK was trading at 83.28. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 1.90, 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 4.75, which was 0 lower than the previous day. The implied volatity was 0.64, 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 4.75, which was 0 lower than the previous day. The implied volatity was 3.28, 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 4.75, which was 0 lower than the previous day. The implied volatity was 3.61, 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 4.75, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 4 Mar CANBK was trading at 81.94. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 0.23, 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 4.75, 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 28 Feb CANBK was trading at 80.90. The strike last trading price was 4.75, 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
