CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
| CANBK 24APR2025 87 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.07
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 89.43 | 4.85 | 0.9 | 40.56 | 300 | -3 | 328 | |||
| 7 Apr | 87.10 | 3.9 | -1 | 47.27 | 1,025 | 36 | 333 | |||
| 4 Apr | 90.39 | 5.15 | -3.05 | 31.74 | 120 | -5 | 298 | |||
| 3 Apr | 94.38 | 8.1 | 2.55 | 29.55 | 209 | -15 | 310 | |||
| 2 Apr | 91.10 | 5.55 | 0.7 | 29.95 | 86 | -16 | 325 | |||
| 1 Apr | 90.00 | 4.85 | 0.35 | 29.34 | 315 | -17 | 344 | |||
| 28 Mar | 89.00 | 4.45 | -0.4 | 30.13 | 216 | 41 | 361 | |||
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| 27 Mar | 89.65 | 4.8 | 1.25 | 29.46 | 409 | 45 | 319 | |||
| 26 Mar | 87.24 | 3.55 | -0.85 | 30.34 | 198 | 1 | 273 | |||
| 25 Mar | 88.46 | 4.35 | -2 | 33.40 | 112 | 20 | 279 | |||
| 24 Mar | 91.32 | 6.35 | 2.2 | 30.83 | 169 | 0 | 259 | |||
| 21 Mar | 87.54 | 4.15 | 1.2 | 32.49 | 227 | 130 | 258 | |||
| 20 Mar | 85.84 | 3 | 0.05 | 30.06 | 193 | 107 | 126 | |||
| 19 Mar | 85.57 | 3 | 0.8 | 29.67 | 22 | 11 | 18 | |||
| 18 Mar | 83.92 | 2.2 | 0.35 | 29.15 | 1 | 0 | 6 | |||
| 17 Mar | 82.49 | 1.85 | -0.25 | 30.68 | 7 | 2 | 5 | |||
| 13 Mar | 82.90 | 2.15 | 0.15 | 30.68 | 2 | 1 | 2 | |||
| 12 Mar | 82.46 | 2 | -2.35 | 30.24 | 1 | 0 | 0 | |||
| 11 Mar | 83.28 | 4.35 | 0 | 2.92 | 0 | 0 | 0 | |||
| 10 Mar | 82.49 | 4.35 | 0 | 3.98 | 0 | 0 | 0 | |||
| 7 Mar | 85.02 | 4.35 | 0 | 1.22 | 0 | 0 | 0 | |||
| 6 Mar | 85.35 | 4.35 | 0 | 0.66 | 0 | 0 | 0 | |||
| 5 Mar | 85.02 | 4.35 | 0 | 0.92 | 0 | 0 | 0 | |||
| 4 Mar | 81.94 | 4.35 | 0 | 4.07 | 0 | 0 | 0 | |||
| 3 Mar | 81.42 | 4.35 | 0 | 4.50 | 0 | 0 | 0 | |||
| 28 Feb | 80.90 | 4.35 | 0 | 4.61 | 0 | 0 | 0 | |||
For Canara Bank - strike price 87 expiring on 24APR2025
Delta for 87 CE is 0.68
Historical price for 87 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 4.85, which was 0.9 higher than the previous day. The implied volatity was 40.56, the open interest changed by -3 which decreased total open position to 328
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 3.9, which was -1 lower than the previous day. The implied volatity was 47.27, the open interest changed by 36 which increased total open position to 333
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 5.15, which was -3.05 lower than the previous day. The implied volatity was 31.74, the open interest changed by -5 which decreased total open position to 298
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 8.1, which was 2.55 higher than the previous day. The implied volatity was 29.55, the open interest changed by -15 which decreased total open position to 310
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 5.55, which was 0.7 higher than the previous day. The implied volatity was 29.95, the open interest changed by -16 which decreased total open position to 325
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 4.85, which was 0.35 higher than the previous day. The implied volatity was 29.34, the open interest changed by -17 which decreased total open position to 344
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 4.45, which was -0.4 lower than the previous day. The implied volatity was 30.13, the open interest changed by 41 which increased total open position to 361
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 4.8, which was 1.25 higher than the previous day. The implied volatity was 29.46, the open interest changed by 45 which increased total open position to 319
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 3.55, which was -0.85 lower than the previous day. The implied volatity was 30.34, the open interest changed by 1 which increased total open position to 273
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 4.35, which was -2 lower than the previous day. The implied volatity was 33.40, the open interest changed by 20 which increased total open position to 279
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 6.35, which was 2.2 higher than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 259
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 4.15, which was 1.2 higher than the previous day. The implied volatity was 32.49, the open interest changed by 130 which increased total open position to 258
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 30.06, the open interest changed by 107 which increased total open position to 126
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 3, which was 0.8 higher than the previous day. The implied volatity was 29.67, the open interest changed by 11 which increased total open position to 18
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 2.2, which was 0.35 higher than the previous day. The implied volatity was 29.15, the open interest changed by 0 which decreased total open position to 6
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 30.68, the open interest changed by 2 which increased total open position to 5
On 13 Mar CANBK was trading at 82.90. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 30.68, the open interest changed by 1 which increased total open position to 2
On 12 Mar CANBK was trading at 82.46. The strike last trading price was 2, which was -2.35 lower than the previous day. The implied volatity was 30.24, 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 4.35, 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 10 Mar CANBK was trading at 82.49. The strike last trading price was 4.35, which was 0 lower than the previous day. The implied volatity was 3.98, 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 4.35, which was 0 lower than the previous day. The implied volatity was 1.22, 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 4.35, 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 5 Mar CANBK was trading at 85.02. The strike last trading price was 4.35, which was 0 lower than the previous day. The implied volatity was 0.92, 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 4.35, which was 0 lower than the previous day. The implied volatity was 4.07, 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 4.35, which was 0 lower than the previous day. The implied volatity was 4.50, 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 4.35, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
| CANBK 24APR2025 87 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.07
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 89.43 | 2.05 | -1.45 | 46.31 | 890 | 53 | 506 |
| 7 Apr | 87.10 | 3.3 | 1.85 | 48.66 | 1,334 | 29 | 454 |
| 4 Apr | 90.39 | 1.3 | 0.65 | 34.99 | 863 | -32 | 423 |
| 3 Apr | 94.38 | 0.65 | -0.55 | 35.87 | 667 | -99 | 456 |
| 2 Apr | 91.10 | 1.2 | -0.25 | 34.02 | 507 | 47 | 556 |
| 1 Apr | 90.00 | 1.35 | -0.6 | 31.92 | 1,105 | 74 | 518 |
| 28 Mar | 89.00 | 1.9 | 0.1 | 32.39 | 501 | 25 | 444 |
| 27 Mar | 89.65 | 1.8 | -0.8 | 32.68 | 730 | 88 | 423 |
| 26 Mar | 87.24 | 2.6 | 0.2 | 31.98 | 346 | 10 | 334 |
| 25 Mar | 88.46 | 2.6 | 1.15 | 34.66 | 231 | 80 | 324 |
| 24 Mar | 91.32 | 1.45 | -1.3 | 33.01 | 189 | 24 | 245 |
| 21 Mar | 87.54 | 2.85 | -0.5 | 32.94 | 183 | 96 | 217 |
| 20 Mar | 85.84 | 3.35 | -3.55 | 29.68 | 185 | 112 | 112 |
| 19 Mar | 85.57 | 6.9 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 83.92 | 6.9 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 82.49 | 6.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 82.90 | 6.9 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 82.46 | 6.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 83.28 | 6.9 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 82.49 | 6.9 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 85.02 | 6.9 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 85.35 | 6.9 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 85.02 | 6.9 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 81.94 | 6.9 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 81.42 | 6.9 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 80.90 | 6.9 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 87 expiring on 24APR2025
Delta for 87 PE is -0.34
Historical price for 87 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 2.05, which was -1.45 lower than the previous day. The implied volatity was 46.31, the open interest changed by 53 which increased total open position to 506
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 3.3, which was 1.85 higher than the previous day. The implied volatity was 48.66, the open interest changed by 29 which increased total open position to 454
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 1.3, which was 0.65 higher than the previous day. The implied volatity was 34.99, the open interest changed by -32 which decreased total open position to 423
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 35.87, the open interest changed by -99 which decreased total open position to 456
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 34.02, the open interest changed by 47 which increased total open position to 556
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 1.35, which was -0.6 lower than the previous day. The implied volatity was 31.92, the open interest changed by 74 which increased total open position to 518
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 1.9, which was 0.1 higher than the previous day. The implied volatity was 32.39, the open interest changed by 25 which increased total open position to 444
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 1.8, which was -0.8 lower than the previous day. The implied volatity was 32.68, the open interest changed by 88 which increased total open position to 423
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 2.6, which was 0.2 higher than the previous day. The implied volatity was 31.98, the open interest changed by 10 which increased total open position to 334
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 2.6, which was 1.15 higher than the previous day. The implied volatity was 34.66, the open interest changed by 80 which increased total open position to 324
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 1.45, which was -1.3 lower than the previous day. The implied volatity was 33.01, the open interest changed by 24 which increased total open position to 245
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 2.85, which was -0.5 lower than the previous day. The implied volatity was 32.94, the open interest changed by 96 which increased total open position to 217
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 3.35, which was -3.55 lower than the previous day. The implied volatity was 29.68, the open interest changed by 112 which increased total open position to 112
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 6.9, 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 Mar CANBK was trading at 83.92. The strike last trading price was 6.9, 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 Mar CANBK was trading at 82.49. The strike last trading price was 6.9, 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 13 Mar CANBK was trading at 82.90. The strike last trading price was 6.9, 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 12 Mar CANBK was trading at 82.46. The strike last trading price was 6.9, 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 11 Mar CANBK was trading at 83.28. The strike last trading price was 6.9, 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 10 Mar CANBK was trading at 82.49. The strike last trading price was 6.9, 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 7 Mar CANBK was trading at 85.02. The strike last trading price was 6.9, 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 6.9, 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 6.9, 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 6.9, 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 3 Mar CANBK was trading at 81.42. The strike last trading price was 6.9, 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 28 Feb CANBK was trading at 80.90. The strike last trading price was 6.9, 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
