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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 88 CE
Delta: 0.63
Vega: 0.07
Theta: -0.10
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 4.2 0.8 40.16 514 -3 227
7 Apr 87.10 3.4 -0.85 47.09 912 7 226
4 Apr 90.39 4.4 -2.95 30.93 273 -8 218
3 Apr 94.38 7.35 2.45 31.62 236 -48 226
2 Apr 91.10 4.9 0.7 30.88 448 -2 280
1 Apr 90.00 4.2 0.35 30.00 512 -33 284
28 Mar 89.00 3.85 -0.35 30.15 462 50 317
27 Mar 89.65 4.2 1.15 29.79 811 78 266
26 Mar 87.24 3.05 -0.85 30.46 317 32 187
25 Mar 88.46 3.75 -1.85 32.82 165 24 156
24 Mar 91.32 5.65 2.05 30.78 406 -14 133
21 Mar 87.54 3.6 1.05 32.16 266 34 143
20 Mar 85.84 2.55 0 29.90 68 32 114
19 Mar 85.57 2.6 0.65 30.11 49 21 80
18 Mar 83.92 1.95 0.45 30.32 41 16 58
17 Mar 82.49 1.5 -0.2 30.08 24 12 41
13 Mar 82.90 1.8 0.05 30.36 14 5 28
12 Mar 82.46 1.75 -0.35 30.74 10 3 23
11 Mar 83.28 2.1 0.3 30.52 11 1 21
10 Mar 82.49 1.8 -1.25 30.71 6 20 20
7 Mar 85.02 3.05 0 0.00 0 0 0
6 Mar 85.35 3.05 0 0.00 0 -1 0
5 Mar 85.02 3.05 0.7 30.43 7 -1 16
4 Mar 81.94 2.35 0.45 34.56 4 0 18
3 Mar 81.42 1.9 -0.05 31.66 14 9 18
28 Feb 80.90 1.95 -3.15 31.79 11 8 8
27 Feb 83.46 5.1 0 0.00 0 0 0
26 Feb 85.00 5.1 0 0.00 0 0 0
25 Feb 85.02 5.1 0 0.00 0 1 0
24 Feb 86.95 5.1 -4.45 35.44 1 0 0
21 Feb 87.33 9.55 0 - 0 0 0
20 Feb 88.06 9.55 0 - 0 0 0
19 Feb 85.56 9.55 0 0.82 0 0 0
18 Feb 84.65 9.55 0 1.98 0 0 0
17 Feb 85.09 9.55 0 0.99 0 0 0
14 Feb 85.62 9.55 0 0.88 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
7 Feb 94.06 0 0 - 0 0 0
6 Feb 94.86 0 0 - 0 0 0
5 Feb 95.83 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 88 expiring on 24APR2025

Delta for 88 CE is 0.63

Historical price for 88 CE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 4.2, which was 0.8 higher than the previous day. The implied volatity was 40.16, the open interest changed by -3 which decreased total open position to 227


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 3.4, which was -0.85 lower than the previous day. The implied volatity was 47.09, the open interest changed by 7 which increased total open position to 226


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 4.4, which was -2.95 lower than the previous day. The implied volatity was 30.93, the open interest changed by -8 which decreased total open position to 218


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 7.35, which was 2.45 higher than the previous day. The implied volatity was 31.62, the open interest changed by -48 which decreased total open position to 226


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 4.9, which was 0.7 higher than the previous day. The implied volatity was 30.88, the open interest changed by -2 which decreased total open position to 280


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 4.2, which was 0.35 higher than the previous day. The implied volatity was 30.00, the open interest changed by -33 which decreased total open position to 284


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 3.85, which was -0.35 lower than the previous day. The implied volatity was 30.15, the open interest changed by 50 which increased total open position to 317


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 4.2, which was 1.15 higher than the previous day. The implied volatity was 29.79, the open interest changed by 78 which increased total open position to 266


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was 30.46, the open interest changed by 32 which increased total open position to 187


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 3.75, which was -1.85 lower than the previous day. The implied volatity was 32.82, the open interest changed by 24 which increased total open position to 156


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 5.65, which was 2.05 higher than the previous day. The implied volatity was 30.78, the open interest changed by -14 which decreased total open position to 133


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 3.6, which was 1.05 higher than the previous day. The implied volatity was 32.16, the open interest changed by 34 which increased total open position to 143


On 20 Mar CANBK was trading at 85.84. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 29.90, the open interest changed by 32 which increased total open position to 114


On 19 Mar CANBK was trading at 85.57. The strike last trading price was 2.6, which was 0.65 higher than the previous day. The implied volatity was 30.11, the open interest changed by 21 which increased total open position to 80


On 18 Mar CANBK was trading at 83.92. The strike last trading price was 1.95, which was 0.45 higher than the previous day. The implied volatity was 30.32, the open interest changed by 16 which increased total open position to 58


On 17 Mar CANBK was trading at 82.49. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 30.08, the open interest changed by 12 which increased total open position to 41


On 13 Mar CANBK was trading at 82.90. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 30.36, the open interest changed by 5 which increased total open position to 28


On 12 Mar CANBK was trading at 82.46. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 30.74, the open interest changed by 3 which increased total open position to 23


On 11 Mar CANBK was trading at 83.28. The strike last trading price was 2.1, which was 0.3 higher than the previous day. The implied volatity was 30.52, the open interest changed by 1 which increased total open position to 21


On 10 Mar CANBK was trading at 82.49. The strike last trading price was 1.8, which was -1.25 lower than the previous day. The implied volatity was 30.71, the open interest changed by 20 which increased total open position to 20


On 7 Mar CANBK was trading at 85.02. The strike last trading price was 3.05, 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 6 Mar CANBK was trading at 85.35. The strike last trading price was 3.05, 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 3.05, which was 0.7 higher than the previous day. The implied volatity was 30.43, the open interest changed by -1 which decreased total open position to 16


On 4 Mar CANBK was trading at 81.94. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 34.56, the open interest changed by 0 which decreased total open position to 18


On 3 Mar CANBK was trading at 81.42. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 31.66, the open interest changed by 9 which increased total open position to 18


On 28 Feb CANBK was trading at 80.90. The strike last trading price was 1.95, which was -3.15 lower than the previous day. The implied volatity was 31.79, the open interest changed by 8 which increased total open position to 8


On 27 Feb CANBK was trading at 83.46. The strike last trading price was 5.1, 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 26 Feb CANBK was trading at 85.00. The strike last trading price was 5.1, 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 25 Feb CANBK was trading at 85.02. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 24 Feb CANBK was trading at 86.95. The strike last trading price was 5.1, which was -4.45 lower than the previous day. The implied volatity was 35.44, 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 9.55, 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 9.55, 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 9.55, which was 0 lower than the previous day. The implied volatity was 0.82, 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 9.55, which was 0 lower than the previous day. The implied volatity was 1.98, 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 9.55, which was 0 lower than the previous day. The implied volatity was 0.99, 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 9.55, which was 0 lower than the previous day. The implied volatity was 0.88, 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 7 Feb CANBK was trading at 94.06. 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 6 Feb CANBK was trading at 94.86. 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 5 Feb CANBK was trading at 95.83. 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 88 PE
Delta: -0.38
Vega: 0.07
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 2.3 -1.6 44.30 1,034 72 436
7 Apr 87.10 3.8 2.05 48.54 1,242 -7 364
4 Apr 90.39 1.6 0.8 34.67 959 -12 367
3 Apr 94.38 0.75 -0.7 34.39 548 35 379
2 Apr 91.10 1.45 -0.3 33.35 793 -29 347
1 Apr 90.00 1.7 -0.6 31.86 934 -62 376
28 Mar 89.00 2.25 0.15 31.86 563 6 438
27 Mar 89.65 2.15 -0.95 32.40 702 127 437
26 Mar 87.24 3.05 0.15 31.65 311 93 310
25 Mar 88.46 3.05 1.35 34.63 155 0 218
24 Mar 91.32 1.7 -1.5 32.35 285 31 218
21 Mar 87.54 3.2 -0.5 31.74 211 162 182
20 Mar 85.84 3.7 -0.45 27.71 8 6 20
19 Mar 85.57 4.15 -1.1 31.37 13 12 14
18 Mar 83.92 5.25 -0.45 31.63 1 0 1
17 Mar 82.49 5.7 0 0.00 0 0 0
13 Mar 82.90 5.7 0 0.00 0 0 0
12 Mar 82.46 5.7 0 0.00 0 0 0
11 Mar 83.28 5.7 0 0.00 0 1 0
10 Mar 82.49 5.7 0.55 24.35 1 0 0
7 Mar 85.02 5.15 0 - 0 0 0
6 Mar 85.35 5.15 0 - 0 0 0
5 Mar 85.02 5.15 0 - 0 0 0
4 Mar 81.94 5.15 0 - 0 0 0
3 Mar 81.42 5.15 0 - 0 0 0
28 Feb 80.90 5.15 0 - 0 0 0
27 Feb 83.46 5.15 0 - 0 0 0
26 Feb 85.00 5.15 0 - 0 0 0
25 Feb 85.02 5.15 0 - 0 0 0
24 Feb 86.95 5.15 0 0.36 0 0 0
21 Feb 87.33 5.15 0 1.02 0 0 0
20 Feb 88.06 5.15 0 1.62 0 0 0
19 Feb 85.56 5.15 0 - 0 0 0
18 Feb 84.65 5.15 0 - 0 0 0
17 Feb 85.09 5.15 0 - 0 0 0
14 Feb 85.62 5.15 0 - 0 0 0
13 Feb 88.72 5.15 0 2.99 0 0 0
12 Feb 90.54 0 0 3.37 0 0 0
11 Feb 90.09 0 0 3.79 0 0 0
10 Feb 93.17 0 0 5.61 0 0 0
7 Feb 94.06 0 0 6.10 0 0 0
6 Feb 94.86 0 0 6.80 0 0 0
5 Feb 95.83 0 0 7.40 0 0 0
4 Feb 92.84 0 0 5.23 0 0 0
3 Feb 90.61 0 0 3.55 0 0 0
1 Feb 92.62 0 0 5.20 0 0 0


For Canara Bank - strike price 88 expiring on 24APR2025

Delta for 88 PE is -0.38

Historical price for 88 PE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 2.3, which was -1.6 lower than the previous day. The implied volatity was 44.30, the open interest changed by 72 which increased total open position to 436


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 3.8, which was 2.05 higher than the previous day. The implied volatity was 48.54, the open interest changed by -7 which decreased total open position to 364


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 1.6, which was 0.8 higher than the previous day. The implied volatity was 34.67, the open interest changed by -12 which decreased total open position to 367


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.75, which was -0.7 lower than the previous day. The implied volatity was 34.39, the open interest changed by 35 which increased total open position to 379


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 33.35, the open interest changed by -29 which decreased total open position to 347


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was 31.86, the open interest changed by -62 which decreased total open position to 376


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 31.86, the open interest changed by 6 which increased total open position to 438


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 2.15, which was -0.95 lower than the previous day. The implied volatity was 32.40, the open interest changed by 127 which increased total open position to 437


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 3.05, which was 0.15 higher than the previous day. The implied volatity was 31.65, the open interest changed by 93 which increased total open position to 310


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 3.05, which was 1.35 higher than the previous day. The implied volatity was 34.63, the open interest changed by 0 which decreased total open position to 218


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 1.7, which was -1.5 lower than the previous day. The implied volatity was 32.35, the open interest changed by 31 which increased total open position to 218


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 3.2, which was -0.5 lower than the previous day. The implied volatity was 31.74, the open interest changed by 162 which increased total open position to 182


On 20 Mar CANBK was trading at 85.84. The strike last trading price was 3.7, which was -0.45 lower than the previous day. The implied volatity was 27.71, the open interest changed by 6 which increased total open position to 20


On 19 Mar CANBK was trading at 85.57. The strike last trading price was 4.15, which was -1.1 lower than the previous day. The implied volatity was 31.37, the open interest changed by 12 which increased total open position to 14


On 18 Mar CANBK was trading at 83.92. The strike last trading price was 5.25, which was -0.45 lower than the previous day. The implied volatity was 31.63, the open interest changed by 0 which decreased total open position to 1


On 17 Mar CANBK was trading at 82.49. The strike last trading price was 5.7, 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 13 Mar CANBK was trading at 82.90. The strike last trading price was 5.7, 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 12 Mar CANBK was trading at 82.46. The strike last trading price was 5.7, 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 11 Mar CANBK was trading at 83.28. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 10 Mar CANBK was trading at 82.49. The strike last trading price was 5.7, which was 0.55 higher than the previous day. The implied volatity was 24.35, 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 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, which was 0 lower than the previous day. The implied volatity was 0.36, 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 5.15, which was 0 lower than the previous day. The implied volatity was 1.02, 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 5.15, which was 0 lower than the previous day. The implied volatity was 1.62, 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 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, which was 0 lower than the previous day. The implied volatity was 2.99, 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 3.37, 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 3.79, 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 5.61, the open interest changed by 0 which decreased total open position to 0


On 7 Feb CANBK was trading at 94.06. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 0


On 6 Feb CANBK was trading at 94.86. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.80, the open interest changed by 0 which decreased total open position to 0


On 5 Feb CANBK was trading at 95.83. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.40, 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 5.23, 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 3.55, 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 5.20, the open interest changed by 0 which decreased total open position to 0