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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 84 CE
Delta: 0.81
Vega: 0.05
Theta: -0.08
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 7.05 1.25 41.49 23 4 181
7 Apr 87.10 5.8 -1.45 49.82 246 5 175
4 Apr 90.39 7.25 -3.5 24.97 9 -7 171
3 Apr 94.38 10.75 2.8 22.12 38 1 177
2 Apr 91.10 7.9 0.7 27.85 66 22 175
1 Apr 90.00 7.2 0.7 30.84 100 3 154
28 Mar 89.00 6.6 -0.5 30.70 76 10 151
27 Mar 89.65 7.1 1.7 31.19 121 10 140
26 Mar 87.24 5.45 -1.05 30.97 68 21 125
25 Mar 88.46 6.3 -2.5 33.98 51 35 105
24 Mar 91.32 8.8 2.75 32.80 34 10 70
21 Mar 87.54 6.05 1.35 32.56 11 3 59
20 Mar 85.84 4.7 0.05 31.13 7 1 56
19 Mar 85.57 4.7 0.8 30.94 41 14 54
18 Mar 83.92 3.95 0.9 33.35 40 14 39
17 Mar 82.49 3.05 -0.3 31.26 20 6 22
13 Mar 82.90 3.35 0.25 30.69 22 5 16
12 Mar 82.46 3.1 -0.1 29.63 8 5 11
11 Mar 83.28 3.2 -8.7 25.98 6 1 1
10 Mar 82.49 11.9 0 0.80 0 0 0
7 Mar 85.02 11.9 0 - 0 0 0
6 Mar 85.35 11.9 0 - 0 0 0
5 Mar 85.02 11.9 0 - 0 0 0
4 Mar 81.94 11.9 0 1.10 0 0 0
3 Mar 81.42 11.9 0 1.68 0 0 0
28 Feb 80.90 11.9 0 1.85 0 0 0
27 Feb 83.46 11.9 0 - 0 0 0
26 Feb 85.00 11.9 0 - 0 0 0
25 Feb 85.02 11.9 0 - 0 0 0
24 Feb 86.95 11.9 0 - 0 0 0
21 Feb 87.33 11.9 0 - 0 0 0
20 Feb 88.06 11.9 0 - 0 0 0
19 Feb 85.56 11.9 0 - 0 0 0
18 Feb 84.65 11.9 0 - 0 0 0
17 Feb 85.09 11.9 0 - 0 0 0
14 Feb 85.62 0 0 - 0 0 0
13 Feb 88.72 0 0 - 0 0 0
12 Feb 90.54 0 0 - 0 0 0
11 Feb 90.09 0 0 - 0 0 0
10 Feb 93.17 0 0 - 0 0 0
4 Feb 92.84 0 0 - 0 0 0
3 Feb 90.61 0 0 - 0 0 0
1 Feb 92.62 0 0 - 0 0 0


For Canara Bank - strike price 84 expiring on 24APR2025

Delta for 84 CE is 0.81

Historical price for 84 CE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 7.05, which was 1.25 higher than the previous day. The implied volatity was 41.49, the open interest changed by 4 which increased total open position to 181


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 5.8, which was -1.45 lower than the previous day. The implied volatity was 49.82, the open interest changed by 5 which increased total open position to 175


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 7.25, which was -3.5 lower than the previous day. The implied volatity was 24.97, the open interest changed by -7 which decreased total open position to 171


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 10.75, which was 2.8 higher than the previous day. The implied volatity was 22.12, the open interest changed by 1 which increased total open position to 177


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 7.9, which was 0.7 higher than the previous day. The implied volatity was 27.85, the open interest changed by 22 which increased total open position to 175


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 7.2, which was 0.7 higher than the previous day. The implied volatity was 30.84, the open interest changed by 3 which increased total open position to 154


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 6.6, which was -0.5 lower than the previous day. The implied volatity was 30.70, the open interest changed by 10 which increased total open position to 151


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 7.1, which was 1.7 higher than the previous day. The implied volatity was 31.19, the open interest changed by 10 which increased total open position to 140


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 5.45, which was -1.05 lower than the previous day. The implied volatity was 30.97, the open interest changed by 21 which increased total open position to 125


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 6.3, which was -2.5 lower than the previous day. The implied volatity was 33.98, the open interest changed by 35 which increased total open position to 105


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 8.8, which was 2.75 higher than the previous day. The implied volatity was 32.80, the open interest changed by 10 which increased total open position to 70


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 6.05, which was 1.35 higher than the previous day. The implied volatity was 32.56, the open interest changed by 3 which increased total open position to 59


On 20 Mar CANBK was trading at 85.84. The strike last trading price was 4.7, which was 0.05 higher than the previous day. The implied volatity was 31.13, the open interest changed by 1 which increased total open position to 56


On 19 Mar CANBK was trading at 85.57. The strike last trading price was 4.7, which was 0.8 higher than the previous day. The implied volatity was 30.94, the open interest changed by 14 which increased total open position to 54


On 18 Mar CANBK was trading at 83.92. The strike last trading price was 3.95, which was 0.9 higher than the previous day. The implied volatity was 33.35, the open interest changed by 14 which increased total open position to 39


On 17 Mar CANBK was trading at 82.49. The strike last trading price was 3.05, which was -0.3 lower than the previous day. The implied volatity was 31.26, the open interest changed by 6 which increased total open position to 22


On 13 Mar CANBK was trading at 82.90. The strike last trading price was 3.35, which was 0.25 higher than the previous day. The implied volatity was 30.69, the open interest changed by 5 which increased total open position to 16


On 12 Mar CANBK was trading at 82.46. The strike last trading price was 3.1, which was -0.1 lower than the previous day. The implied volatity was 29.63, the open interest changed by 5 which increased total open position to 11


On 11 Mar CANBK was trading at 83.28. The strike last trading price was 3.2, which was -8.7 lower than the previous day. The implied volatity was 25.98, the open interest changed by 1 which increased total open position to 1


On 10 Mar CANBK was trading at 82.49. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was 0.80, 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 11.9, 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 11.9, 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 11.9, 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 11.9, which was 0 lower than the previous day. The implied volatity was 1.10, 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 11.9, which was 0 lower than the previous day. The implied volatity was 1.68, 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 11.9, which was 0 lower than the previous day. The implied volatity was 1.85, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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


On 12 Feb CANBK was trading at 90.54. 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 11 Feb CANBK was trading at 90.09. 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 10 Feb CANBK was trading at 93.17. 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 4 Feb CANBK was trading at 92.84. 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 3 Feb CANBK was trading at 90.61. 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 1 Feb CANBK was trading at 92.62. 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


CANBK 24APR2025 84 PE
Delta: -0.22
Vega: 0.06
Theta: -0.08
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 1.2 -1.1 47.56 362 -44 267
7 Apr 87.10 2.3 1.55 52.62 721 47 313
4 Apr 90.39 0.75 0.35 37.83 235 13 267
3 Apr 94.38 0.4 -0.25 39.46 369 -79 254
2 Apr 91.10 0.6 -0.2 34.89 231 24 331
1 Apr 90.00 0.7 -0.4 33.14 265 94 306
28 Mar 89.00 1.05 0 33.27 210 -19 212
27 Mar 89.65 1.1 -0.45 34.95 317 33 233
26 Mar 87.24 1.5 0.05 32.59 122 37 200
25 Mar 88.46 1.55 0.7 35.15 116 38 163
24 Mar 91.32 0.9 -0.9 35.24 149 16 125
21 Mar 87.54 1.75 -0.3 33.97 89 22 109
20 Mar 85.84 2.1 -0.15 30.94 19 -1 88
19 Mar 85.57 2.2 -0.8 31.38 113 65 88
18 Mar 83.92 3.05 -0.35 32.37 20 16 22
17 Mar 82.49 3.4 -0.55 29.10 9 3 5
13 Mar 82.90 3.95 0.35 34.36 2 1 1
12 Mar 82.46 3.6 0 - 0 0 0
11 Mar 83.28 3.6 0 0.76 0 0 0
10 Mar 82.49 3.6 0 - 0 0 0
7 Mar 85.02 3.6 0 2.46 0 0 0
6 Mar 85.35 3.6 0 2.52 0 0 0
5 Mar 85.02 3.6 0 2.39 0 0 0
4 Mar 81.94 3.6 0 - 0 0 0
3 Mar 81.42 3.6 0 - 0 0 0
28 Feb 80.90 3.6 0 - 0 0 0
27 Feb 83.46 3.6 0 0.66 0 0 0
26 Feb 85.00 3.6 0 2.36 0 0 0
25 Feb 85.02 3.6 0 2.36 0 0 0
24 Feb 86.95 3.6 0 4.08 0 0 0
21 Feb 87.33 3.6 0 4.24 0 0 0
20 Feb 88.06 3.6 0 5.02 0 0 0
19 Feb 85.56 3.6 0 2.92 0 0 0
18 Feb 84.65 0 0 2.04 0 0 0
17 Feb 85.09 0 0 2.48 0 0 0
14 Feb 85.62 0 0 3.05 0 0 0
13 Feb 88.72 0 0 5.66 0 0 0
12 Feb 90.54 0 0 6.59 0 0 0
11 Feb 90.09 0 0 6.95 0 0 0
10 Feb 93.17 0 0 8.57 0 0 0
4 Feb 92.84 0 0 8.12 0 0 0
3 Feb 90.61 0 0 6.50 0 0 0
1 Feb 92.62 0 0 8.04 0 0 0


For Canara Bank - strike price 84 expiring on 24APR2025

Delta for 84 PE is -0.22

Historical price for 84 PE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 1.2, which was -1.1 lower than the previous day. The implied volatity was 47.56, the open interest changed by -44 which decreased total open position to 267


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 2.3, which was 1.55 higher than the previous day. The implied volatity was 52.62, the open interest changed by 47 which increased total open position to 313


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.75, which was 0.35 higher than the previous day. The implied volatity was 37.83, the open interest changed by 13 which increased total open position to 267


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 39.46, the open interest changed by -79 which decreased total open position to 254


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 34.89, the open interest changed by 24 which increased total open position to 331


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 33.14, the open interest changed by 94 which increased total open position to 306


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 33.27, the open interest changed by -19 which decreased total open position to 212


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 34.95, the open interest changed by 33 which increased total open position to 233


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 32.59, the open interest changed by 37 which increased total open position to 200


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 1.55, which was 0.7 higher than the previous day. The implied volatity was 35.15, the open interest changed by 38 which increased total open position to 163


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 0.9, which was -0.9 lower than the previous day. The implied volatity was 35.24, the open interest changed by 16 which increased total open position to 125


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 1.75, which was -0.3 lower than the previous day. The implied volatity was 33.97, the open interest changed by 22 which increased total open position to 109


On 20 Mar CANBK was trading at 85.84. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 30.94, the open interest changed by -1 which decreased total open position to 88


On 19 Mar CANBK was trading at 85.57. The strike last trading price was 2.2, which was -0.8 lower than the previous day. The implied volatity was 31.38, the open interest changed by 65 which increased total open position to 88


On 18 Mar CANBK was trading at 83.92. The strike last trading price was 3.05, which was -0.35 lower than the previous day. The implied volatity was 32.37, the open interest changed by 16 which increased total open position to 22


On 17 Mar CANBK was trading at 82.49. The strike last trading price was 3.4, which was -0.55 lower than the previous day. The implied volatity was 29.10, the open interest changed by 3 which increased total open position to 5


On 13 Mar CANBK was trading at 82.90. The strike last trading price was 3.95, which was 0.35 higher than the previous day. The implied volatity was 34.36, the open interest changed by 1 which increased total open position to 1


On 12 Mar CANBK was trading at 82.46. The strike last trading price was 3.6, 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 11 Mar CANBK was trading at 83.28. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 0.76, 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 3.6, 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 7 Mar CANBK was trading at 85.02. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 2.46, 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 3.6, which was 0 lower than the previous day. The implied volatity was 2.52, 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 3.6, which was 0 lower than the previous day. The implied volatity was 2.39, 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 3.6, 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 3 Mar CANBK was trading at 81.42. The strike last trading price was 3.6, 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 28 Feb CANBK was trading at 80.90. The strike last trading price was 3.6, 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 3.6, which was 0 lower than the previous day. The implied volatity was 0.66, 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 3.6, which was 0 lower than the previous day. The implied volatity was 2.36, 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 3.6, which was 0 lower than the previous day. The implied volatity was 2.36, 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 3.6, which was 0 lower than the previous day. The implied volatity was 4.08, 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 3.6, which was 0 lower than the previous day. The implied volatity was 4.24, 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 3.6, which was 0 lower than the previous day. The implied volatity was 5.02, 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 3.6, which was 0 lower than the previous day. The implied volatity was 2.92, 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 2.04, 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 2.48, 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 3.05, 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 5.66, the open interest changed by 0 which decreased total open position to 0


On 12 Feb CANBK was trading at 90.54. The strike last trading price was 0, 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 11 Feb CANBK was trading at 90.09. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0


On 10 Feb CANBK was trading at 93.17. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.57, the open interest changed by 0 which decreased total open position to 0


On 4 Feb CANBK was trading at 92.84. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.12, the open interest changed by 0 which decreased total open position to 0


On 3 Feb CANBK was trading at 90.61. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0


On 1 Feb CANBK was trading at 92.62. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.04, the open interest changed by 0 which decreased total open position to 0