CANBK
Canara Bank
Historical option data for CANBK
09 Apr 2025 04:10 PM IST
| CANBK 24APR2025 85 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.06
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 88.42 | 5.2 | -0.8 | 42.83 | 305 | -32 | 1,032 | |||
| 8 Apr | 89.43 | 6.3 | 1.2 | 41.63 | 854 | -89 | 1,063 | |||
| 7 Apr | 87.10 | 5.25 | -1.15 | 50.70 | 920 | 249 | 1,153 | |||
| 4 Apr | 90.39 | 6.65 | -3.4 | 31.18 | 648 | 33 | 904 | |||
| 3 Apr | 94.38 | 10 | 2.85 | 32.71 | 318 | -120 | 871 | |||
| 2 Apr | 91.10 | 7.1 | 0.8 | 29.32 | 217 | 49 | 991 | |||
| 1 Apr | 90.00 | 6.4 | 0.6 | 30.21 | 793 | -17 | 942 | |||
| 28 Mar | 89.00 | 5.9 | -0.45 | 31.33 | 277 | 131 | 959 | |||
| 27 Mar | 89.65 | 6.3 | 1.55 | 30.67 | 1,139 | -90 | 827 | |||
| 26 Mar | 87.24 | 4.75 | -1 | 30.56 | 494 | -2 | 917 | |||
| 25 Mar | 88.46 | 5.65 | -2.25 | 34.27 | 440 | -7 | 908 | |||
| 24 Mar | 91.32 | 7.95 | 2.55 | 32.05 | 2,012 | 1 | 916 | |||
| 21 Mar | 87.54 | 5.4 | 1.3 | 33.36 | 1,098 | 532 | 915 | |||
| 20 Mar | 85.84 | 4.15 | 0.1 | 31.38 | 251 | 26 | 382 | |||
| 19 Mar | 85.57 | 4.1 | 0.75 | 30.51 | 372 | -6 | 355 | |||
| 18 Mar | 83.92 | 3.35 | 0.7 | 32.29 | 264 | 146 | 360 | |||
| 17 Mar | 82.49 | 2.65 | -0.25 | 31.50 | 132 | 37 | 211 | |||
| 13 Mar | 82.90 | 3 | 0.15 | 31.52 | 115 | 47 | 174 | |||
| 12 Mar | 82.46 | 2.85 | -0.35 | 31.37 | 57 | 20 | 125 | |||
| 11 Mar | 83.28 | 3.25 | 0.3 | 30.49 | 48 | 23 | 105 | |||
| 10 Mar | 82.49 | 2.95 | -1.3 | 31.77 | 85 | 55 | 79 | |||
| 7 Mar | 85.02 | 4.25 | -0.35 | 30.60 | 11 | 3 | 24 | |||
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| 6 Mar | 85.35 | 4.55 | 0 | 30.67 | 15 | 6 | 21 | |||
| 5 Mar | 85.02 | 4.55 | 1.6 | 31.43 | 22 | 5 | 15 | |||
| 4 Mar | 81.94 | 2.95 | 0 | 30.90 | 9 | 1 | 11 | |||
| 3 Mar | 81.42 | 2.95 | -2.2 | 32.30 | 17 | 10 | 10 | |||
| 28 Feb | 80.90 | 5.15 | 0 | 2.70 | 0 | 0 | 0 | |||
For Canara Bank - strike price 85 expiring on 24APR2025
Delta for 85 CE is 0.70
Historical price for 85 CE is as follows
On 9 Apr CANBK was trading at 88.42. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was 42.83, the open interest changed by -32 which decreased total open position to 1032
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 6.3, which was 1.2 higher than the previous day. The implied volatity was 41.63, the open interest changed by -89 which decreased total open position to 1063
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 5.25, which was -1.15 lower than the previous day. The implied volatity was 50.70, the open interest changed by 249 which increased total open position to 1153
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 6.65, which was -3.4 lower than the previous day. The implied volatity was 31.18, the open interest changed by 33 which increased total open position to 904
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 10, which was 2.85 higher than the previous day. The implied volatity was 32.71, the open interest changed by -120 which decreased total open position to 871
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 7.1, which was 0.8 higher than the previous day. The implied volatity was 29.32, the open interest changed by 49 which increased total open position to 991
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 6.4, which was 0.6 higher than the previous day. The implied volatity was 30.21, the open interest changed by -17 which decreased total open position to 942
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 5.9, which was -0.45 lower than the previous day. The implied volatity was 31.33, the open interest changed by 131 which increased total open position to 959
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 6.3, which was 1.55 higher than the previous day. The implied volatity was 30.67, the open interest changed by -90 which decreased total open position to 827
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 4.75, which was -1 lower than the previous day. The implied volatity was 30.56, the open interest changed by -2 which decreased total open position to 917
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 5.65, which was -2.25 lower than the previous day. The implied volatity was 34.27, the open interest changed by -7 which decreased total open position to 908
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 7.95, which was 2.55 higher than the previous day. The implied volatity was 32.05, the open interest changed by 1 which increased total open position to 916
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 5.4, which was 1.3 higher than the previous day. The implied volatity was 33.36, the open interest changed by 532 which increased total open position to 915
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 4.15, which was 0.1 higher than the previous day. The implied volatity was 31.38, the open interest changed by 26 which increased total open position to 382
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 4.1, which was 0.75 higher than the previous day. The implied volatity was 30.51, the open interest changed by -6 which decreased total open position to 355
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 3.35, which was 0.7 higher than the previous day. The implied volatity was 32.29, the open interest changed by 146 which increased total open position to 360
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 2.65, which was -0.25 lower than the previous day. The implied volatity was 31.50, the open interest changed by 37 which increased total open position to 211
On 13 Mar CANBK was trading at 82.90. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 31.52, the open interest changed by 47 which increased total open position to 174
On 12 Mar CANBK was trading at 82.46. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 31.37, the open interest changed by 20 which increased total open position to 125
On 11 Mar CANBK was trading at 83.28. The strike last trading price was 3.25, which was 0.3 higher than the previous day. The implied volatity was 30.49, the open interest changed by 23 which increased total open position to 105
On 10 Mar CANBK was trading at 82.49. The strike last trading price was 2.95, which was -1.3 lower than the previous day. The implied volatity was 31.77, the open interest changed by 55 which increased total open position to 79
On 7 Mar CANBK was trading at 85.02. The strike last trading price was 4.25, which was -0.35 lower than the previous day. The implied volatity was 30.60, the open interest changed by 3 which increased total open position to 24
On 6 Mar CANBK was trading at 85.35. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 30.67, the open interest changed by 6 which increased total open position to 21
On 5 Mar CANBK was trading at 85.02. The strike last trading price was 4.55, which was 1.6 higher than the previous day. The implied volatity was 31.43, the open interest changed by 5 which increased total open position to 15
On 4 Mar CANBK was trading at 81.94. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was 30.90, the open interest changed by 1 which increased total open position to 11
On 3 Mar CANBK was trading at 81.42. The strike last trading price was 2.95, which was -2.2 lower than the previous day. The implied volatity was 32.30, the open interest changed by 10 which increased total open position to 10
On 28 Feb CANBK was trading at 80.90. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
| CANBK 24APR2025 85 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.06
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 88.42 | 1.7 | 0.2 | 46.01 | 948 | 39 | 1,639 |
| 8 Apr | 89.43 | 1.4 | -1.2 | 46.39 | 1,032 | 137 | 1,603 |
| 7 Apr | 87.10 | 2.5 | 1.55 | 49.92 | 2,937 | 786 | 1,466 |
| 4 Apr | 90.39 | 0.9 | 0.45 | 36.82 | 1,301 | -65 | 683 |
| 3 Apr | 94.38 | 0.4 | -0.4 | 36.53 | 1,669 | -128 | 747 |
| 2 Apr | 91.10 | 0.8 | -0.15 | 35.21 | 747 | -2 | 874 |
| 1 Apr | 90.00 | 0.95 | -0.35 | 33.93 | 737 | 53 | 877 |
| 28 Mar | 89.00 | 1.3 | 0.1 | 33.08 | 857 | 77 | 824 |
| 27 Mar | 89.65 | 1.2 | -0.6 | 32.90 | 1,408 | 68 | 761 |
| 26 Mar | 87.24 | 1.8 | 0.05 | 32.16 | 1,044 | -56 | 693 |
| 25 Mar | 88.46 | 1.95 | 0.95 | 36.01 | 835 | 190 | 748 |
| 24 Mar | 91.32 | 0.95 | -1.1 | 33.02 | 785 | 29 | 555 |
| 21 Mar | 87.54 | 2.1 | -0.35 | 33.68 | 578 | 174 | 526 |
| 20 Mar | 85.84 | 2.45 | -0.1 | 30.33 | 147 | 22 | 345 |
| 19 Mar | 85.57 | 2.55 | -0.95 | 30.84 | 389 | 183 | 321 |
| 18 Mar | 83.92 | 3.5 | -0.9 | 31.89 | 82 | 39 | 133 |
| 17 Mar | 82.49 | 4.4 | -0.05 | 33.21 | 37 | 18 | 91 |
| 13 Mar | 82.90 | 4.45 | 0 | 33.96 | 42 | 37 | 72 |
| 12 Mar | 82.46 | 4.55 | 0.65 | 32.67 | 18 | 13 | 34 |
| 11 Mar | 83.28 | 3.9 | -0.6 | 31.52 | 1 | 0 | 20 |
| 10 Mar | 82.49 | 4.55 | 1.05 | 31.70 | 15 | 4 | 19 |
| 7 Mar | 85.02 | 3.5 | 0 | 32.59 | 16 | 14 | 15 |
| 6 Mar | 85.35 | 3.5 | -2.25 | 33.82 | 1 | 0 | 0 |
| 5 Mar | 85.02 | 5.75 | 0 | 1.48 | 0 | 0 | 0 |
| 4 Mar | 81.94 | 5.75 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 81.42 | 5.75 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 80.90 | 5.75 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 85 expiring on 24APR2025
Delta for 85 PE is -0.31
Historical price for 85 PE is as follows
On 9 Apr CANBK was trading at 88.42. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 46.01, the open interest changed by 39 which increased total open position to 1639
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 1.4, which was -1.2 lower than the previous day. The implied volatity was 46.39, the open interest changed by 137 which increased total open position to 1603
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 2.5, which was 1.55 higher than the previous day. The implied volatity was 49.92, the open interest changed by 786 which increased total open position to 1466
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 36.82, the open interest changed by -65 which decreased total open position to 683
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.4, which was -0.4 lower than the previous day. The implied volatity was 36.53, the open interest changed by -128 which decreased total open position to 747
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 35.21, the open interest changed by -2 which decreased total open position to 874
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 33.93, the open interest changed by 53 which increased total open position to 877
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 33.08, the open interest changed by 77 which increased total open position to 824
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 32.90, the open interest changed by 68 which increased total open position to 761
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 32.16, the open interest changed by -56 which decreased total open position to 693
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 1.95, which was 0.95 higher than the previous day. The implied volatity was 36.01, the open interest changed by 190 which increased total open position to 748
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 0.95, which was -1.1 lower than the previous day. The implied volatity was 33.02, the open interest changed by 29 which increased total open position to 555
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 33.68, the open interest changed by 174 which increased total open position to 526
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 2.45, which was -0.1 lower than the previous day. The implied volatity was 30.33, the open interest changed by 22 which increased total open position to 345
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 2.55, which was -0.95 lower than the previous day. The implied volatity was 30.84, the open interest changed by 183 which increased total open position to 321
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was 31.89, the open interest changed by 39 which increased total open position to 133
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 4.4, which was -0.05 lower than the previous day. The implied volatity was 33.21, the open interest changed by 18 which increased total open position to 91
On 13 Mar CANBK was trading at 82.90. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 33.96, the open interest changed by 37 which increased total open position to 72
On 12 Mar CANBK was trading at 82.46. The strike last trading price was 4.55, which was 0.65 higher than the previous day. The implied volatity was 32.67, the open interest changed by 13 which increased total open position to 34
On 11 Mar CANBK was trading at 83.28. The strike last trading price was 3.9, which was -0.6 lower than the previous day. The implied volatity was 31.52, the open interest changed by 0 which decreased total open position to 20
On 10 Mar CANBK was trading at 82.49. The strike last trading price was 4.55, which was 1.05 higher than the previous day. The implied volatity was 31.70, the open interest changed by 4 which increased total open position to 19
On 7 Mar CANBK was trading at 85.02. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 32.59, the open interest changed by 14 which increased total open position to 15
On 6 Mar CANBK was trading at 85.35. The strike last trading price was 3.5, which was -2.25 lower than the previous day. The implied volatity was 33.82, 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 5.75, which was 0 lower than the previous day. The implied volatity was 1.48, 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 5.75, 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 3 Mar CANBK was trading at 81.42. The strike last trading price was 5.75, 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 5.75, 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
