CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
| CANBK 24APR2025 89 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
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 | 3.6 | 0.65 | 39.76 | 833 | 58 | 320 | |||
| 7 Apr | 87.10 | 2.95 | -0.8 | 46.99 | 836 | -37 | 266 | |||
| 4 Apr | 90.39 | 3.8 | -2.65 | 31.41 | 257 | -2 | 303 | |||
| 3 Apr | 94.38 | 6.55 | 2.4 | 31.66 | 254 | -40 | 306 | |||
| 2 Apr | 91.10 | 4.15 | 0.6 | 29.78 | 406 | -37 | 346 | |||
| 1 Apr | 90.00 | 3.55 | 0.3 | 29.16 | 315 | 54 | 383 | |||
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| 28 Mar | 89.00 | 3.25 | -0.35 | 29.62 | 397 | 7 | 329 | |||
| 27 Mar | 89.65 | 3.65 | 1.05 | 30.06 | 799 | 109 | 320 | |||
| 26 Mar | 87.24 | 2.6 | -0.8 | 30.55 | 317 | 24 | 210 | |||
| 25 Mar | 88.46 | 3.25 | -1.7 | 32.77 | 311 | 130 | 185 | |||
| 24 Mar | 91.32 | 4.95 | 1.85 | 30.27 | 228 | -4 | 54 | |||
| 21 Mar | 87.54 | 3.1 | 0.9 | 31.87 | 120 | 42 | 55 | |||
| 20 Mar | 85.84 | 2.2 | -1.4 | 30.25 | 14 | 8 | 8 | |||
| 19 Mar | 85.57 | 3.6 | 0 | 2.92 | 0 | 0 | 0 | |||
| 18 Mar | 83.92 | 3.6 | 0 | 4.94 | 0 | 0 | 0 | |||
| 17 Mar | 82.49 | 3.6 | 0 | 6.43 | 0 | 0 | 0 | |||
| 13 Mar | 82.90 | 3.6 | 0 | 5.73 | 0 | 0 | 0 | |||
| 12 Mar | 82.46 | 3.6 | 0 | 6.07 | 0 | 0 | 0 | |||
| 11 Mar | 83.28 | 3.6 | 0 | 4.98 | 0 | 0 | 0 | |||
| 10 Mar | 82.49 | 3.6 | 0 | 5.96 | 0 | 0 | 0 | |||
| 7 Mar | 85.02 | 3.6 | 0 | 3.19 | 0 | 0 | 0 | |||
| 6 Mar | 85.35 | 3.6 | 0 | 2.67 | 0 | 0 | 0 | |||
| 5 Mar | 85.02 | 3.6 | 0 | 2.87 | 0 | 0 | 0 | |||
| 4 Mar | 81.94 | 3.6 | 0 | 5.93 | 0 | 0 | 0 | |||
| 3 Mar | 81.42 | 3.6 | 0 | 6.33 | 0 | 0 | 0 | |||
| 28 Feb | 80.90 | 3.6 | 0 | 6.37 | 0 | 0 | 0 | |||
For Canara Bank - strike price 89 expiring on 24APR2025
Delta for 89 CE is 0.58
Historical price for 89 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was 39.76, the open interest changed by 58 which increased total open position to 320
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 2.95, which was -0.8 lower than the previous day. The implied volatity was 46.99, the open interest changed by -37 which decreased total open position to 266
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 3.8, which was -2.65 lower than the previous day. The implied volatity was 31.41, the open interest changed by -2 which decreased total open position to 303
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 6.55, which was 2.4 higher than the previous day. The implied volatity was 31.66, the open interest changed by -40 which decreased total open position to 306
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 4.15, which was 0.6 higher than the previous day. The implied volatity was 29.78, the open interest changed by -37 which decreased total open position to 346
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 3.55, which was 0.3 higher than the previous day. The implied volatity was 29.16, the open interest changed by 54 which increased total open position to 383
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 3.25, which was -0.35 lower than the previous day. The implied volatity was 29.62, the open interest changed by 7 which increased total open position to 329
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 3.65, which was 1.05 higher than the previous day. The implied volatity was 30.06, the open interest changed by 109 which increased total open position to 320
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 2.6, which was -0.8 lower than the previous day. The implied volatity was 30.55, the open interest changed by 24 which increased total open position to 210
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 3.25, which was -1.7 lower than the previous day. The implied volatity was 32.77, the open interest changed by 130 which increased total open position to 185
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 4.95, which was 1.85 higher than the previous day. The implied volatity was 30.27, the open interest changed by -4 which decreased total open position to 54
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 3.1, which was 0.9 higher than the previous day. The implied volatity was 31.87, the open interest changed by 42 which increased total open position to 55
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 2.2, which was -1.4 lower than the previous day. The implied volatity was 30.25, the open interest changed by 8 which increased total open position to 8
On 19 Mar CANBK was trading at 85.57. 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 Mar CANBK was trading at 83.92. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 4.94, 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 3.6, which was 0 lower than the previous day. The implied volatity was 6.43, 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 3.6, which was 0 lower than the previous day. The implied volatity was 5.73, 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 3.6, which was 0 lower than the previous day. The implied volatity was 6.07, 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 4.98, 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 5.96, 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 3.19, 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 2.67, 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 2.87, 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 5.93, 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 6.33, 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 6.37, the open interest changed by 0 which decreased total open position to 0
| CANBK 24APR2025 89 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.07
Theta: -0.09
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 89.43 | 2.75 | -1.7 | 44.51 | 1,054 | 15 | 410 |
| 7 Apr | 87.10 | 4.35 | 2.25 | 48.51 | 877 | -9 | 396 |
| 4 Apr | 90.39 | 2 | 1 | 34.99 | 1,153 | 56 | 406 |
| 3 Apr | 94.38 | 0.95 | -0.85 | 34.19 | 656 | -41 | 352 |
| 2 Apr | 91.10 | 1.75 | -0.35 | 32.78 | 689 | -41 | 393 |
| 1 Apr | 90.00 | 2 | -0.75 | 31.00 | 495 | 77 | 434 |
| 28 Mar | 89.00 | 2.7 | 0.15 | 31.88 | 716 | 96 | 357 |
| 27 Mar | 89.65 | 2.55 | -1.1 | 32.13 | 657 | 43 | 260 |
| 26 Mar | 87.24 | 3.6 | 0.4 | 31.82 | 287 | 20 | 217 |
| 25 Mar | 88.46 | 3.35 | 1.35 | 32.66 | 306 | 85 | 197 |
| 24 Mar | 91.32 | 2 | -1.7 | 31.86 | 214 | 71 | 113 |
| 21 Mar | 87.54 | 3.7 | -3.4 | 31.59 | 40 | 27 | 40 |
| 20 Mar | 85.84 | 7.1 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 85.57 | 7.1 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 83.92 | 7.1 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 82.49 | 7.1 | 0 | 0.00 | 0 | 1 | 0 |
| 13 Mar | 82.90 | 7.1 | 0.9 | 34.85 | 1 | 0 | 12 |
| 12 Mar | 82.46 | 6.2 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 83.28 | 6.2 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 82.49 | 6.2 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 85.02 | 6.2 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 85.35 | 6.2 | 0 | 0.00 | 0 | 12 | 0 |
| 5 Mar | 85.02 | 6.2 | -1.95 | 36.99 | 12 | 11 | 11 |
| 4 Mar | 81.94 | 8.15 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 81.42 | 8.15 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 80.90 | 8.15 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 89 expiring on 24APR2025
Delta for 89 PE is -0.42
Historical price for 89 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 2.75, which was -1.7 lower than the previous day. The implied volatity was 44.51, the open interest changed by 15 which increased total open position to 410
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 4.35, which was 2.25 higher than the previous day. The implied volatity was 48.51, the open interest changed by -9 which decreased total open position to 396
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 2, which was 1 higher than the previous day. The implied volatity was 34.99, the open interest changed by 56 which increased total open position to 406
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 34.19, the open interest changed by -41 which decreased total open position to 352
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 32.78, the open interest changed by -41 which decreased total open position to 393
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 31.00, the open interest changed by 77 which increased total open position to 434
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 2.7, which was 0.15 higher than the previous day. The implied volatity was 31.88, the open interest changed by 96 which increased total open position to 357
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 2.55, which was -1.1 lower than the previous day. The implied volatity was 32.13, the open interest changed by 43 which increased total open position to 260
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 3.6, which was 0.4 higher than the previous day. The implied volatity was 31.82, the open interest changed by 20 which increased total open position to 217
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 3.35, which was 1.35 higher than the previous day. The implied volatity was 32.66, the open interest changed by 85 which increased total open position to 197
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 2, which was -1.7 lower than the previous day. The implied volatity was 31.86, the open interest changed by 71 which increased total open position to 113
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 3.7, which was -3.4 lower than the previous day. The implied volatity was 31.59, the open interest changed by 27 which increased total open position to 40
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 7.1, 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 19 Mar CANBK was trading at 85.57. The strike last trading price was 7.1, 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 18 Mar CANBK was trading at 83.92. The strike last trading price was 7.1, 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 17 Mar CANBK was trading at 82.49. The strike last trading price was 7.1, 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 13 Mar CANBK was trading at 82.90. The strike last trading price was 7.1, which was 0.9 higher than the previous day. The implied volatity was 34.85, the open interest changed by 0 which decreased total open position to 12
On 12 Mar CANBK was trading at 82.46. The strike last trading price was 6.2, 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 6.2, 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 10 Mar CANBK was trading at 82.49. The strike last trading price was 6.2, 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 7 Mar CANBK was trading at 85.02. The strike last trading price was 6.2, 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 6.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 5 Mar CANBK was trading at 85.02. The strike last trading price was 6.2, which was -1.95 lower than the previous day. The implied volatity was 36.99, the open interest changed by 11 which increased total open position to 11
On 4 Mar CANBK was trading at 81.94. The strike last trading price was 8.15, 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 8.15, 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 8.15, 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
