CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
| CANBK 24APR2025 91 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
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 | 2.6 | 0.45 | 39.55 | 594 | -17 | 288 | |||
| 7 Apr | 87.10 | 2.15 | -0.45 | 46.39 | 861 | -12 | 308 | |||
| 4 Apr | 90.39 | 2.8 | -2.2 | 32.54 | 823 | 18 | 320 | |||
| 3 Apr | 94.38 | 5 | 2 | 30.63 | 622 | -94 | 302 | |||
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| 2 Apr | 91.10 | 2.95 | 0.45 | 29.34 | 580 | 59 | 397 | |||
| 1 Apr | 90.00 | 2.5 | 0.15 | 29.17 | 484 | 4 | 342 | |||
| 28 Mar | 89.00 | 2.35 | -0.25 | 30.00 | 956 | 138 | 338 | |||
| 27 Mar | 89.65 | 2.65 | 0.8 | 29.99 | 797 | 19 | 199 | |||
| 26 Mar | 87.24 | 1.85 | -0.6 | 30.74 | 370 | 4 | 181 | |||
| 25 Mar | 88.46 | 2.4 | -1.3 | 32.79 | 337 | 34 | 178 | |||
| 24 Mar | 91.32 | 3.75 | 1.45 | 29.93 | 397 | 87 | 144 | |||
| 21 Mar | 87.54 | 2.3 | 0.75 | 31.93 | 90 | -13 | 56 | |||
| 20 Mar | 85.84 | 1.55 | 0 | 30.17 | 71 | 38 | 48 | |||
| 19 Mar | 85.57 | 1.55 | 0.35 | 29.77 | 4 | 3 | 10 | |||
| 18 Mar | 83.92 | 1.2 | 0.3 | 31.06 | 3 | 2 | 6 | |||
| 17 Mar | 82.49 | 0.9 | -0.2 | 30.83 | 1 | 0 | 3 | |||
| 13 Mar | 82.90 | 1.1 | -0.15 | 30.73 | 3 | 1 | 2 | |||
| 12 Mar | 82.46 | 1.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 83.28 | 1.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 82.49 | 1.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 85.02 | 1.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 85.35 | 1.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 81.94 | 1.25 | -1.7 | 31.15 | 3 | 1 | 1 | |||
| 3 Mar | 81.42 | 2.95 | 0 | 8.01 | 0 | 0 | 0 | |||
For Canara Bank - strike price 91 expiring on 24APR2025
Delta for 91 CE is 0.47
Historical price for 91 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 2.6, which was 0.45 higher than the previous day. The implied volatity was 39.55, the open interest changed by -17 which decreased total open position to 288
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 46.39, the open interest changed by -12 which decreased total open position to 308
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 2.8, which was -2.2 lower than the previous day. The implied volatity was 32.54, the open interest changed by 18 which increased total open position to 320
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 5, which was 2 higher than the previous day. The implied volatity was 30.63, the open interest changed by -94 which decreased total open position to 302
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 2.95, which was 0.45 higher than the previous day. The implied volatity was 29.34, the open interest changed by 59 which increased total open position to 397
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 29.17, the open interest changed by 4 which increased total open position to 342
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 30.00, the open interest changed by 138 which increased total open position to 338
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 2.65, which was 0.8 higher than the previous day. The implied volatity was 29.99, the open interest changed by 19 which increased total open position to 199
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 1.85, which was -0.6 lower than the previous day. The implied volatity was 30.74, the open interest changed by 4 which increased total open position to 181
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 2.4, which was -1.3 lower than the previous day. The implied volatity was 32.79, the open interest changed by 34 which increased total open position to 178
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 3.75, which was 1.45 higher than the previous day. The implied volatity was 29.93, the open interest changed by 87 which increased total open position to 144
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 2.3, which was 0.75 higher than the previous day. The implied volatity was 31.93, the open interest changed by -13 which decreased total open position to 56
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 30.17, the open interest changed by 38 which increased total open position to 48
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 29.77, the open interest changed by 3 which increased total open position to 10
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 1.2, which was 0.3 higher than the previous day. The implied volatity was 31.06, the open interest changed by 2 which increased total open position to 6
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 3
On 13 Mar CANBK was trading at 82.90. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 30.73, 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 1.25, 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 1.25, 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 1.25, 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 1.25, 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 1.25, 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 4 Mar CANBK was trading at 81.94. The strike last trading price was 1.25, which was -1.7 lower than the previous day. The implied volatity was 31.15, the open interest changed by 1 which increased total open position to 1
On 3 Mar CANBK was trading at 81.42. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was 8.01, the open interest changed by 0 which decreased total open position to 0
| CANBK 24APR2025 91 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
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 | 3.8 | -1.8 | 45.00 | 194 | 12 | 175 |
| 7 Apr | 87.10 | 5.55 | 2.55 | 48.11 | 564 | -23 | 162 |
| 4 Apr | 90.39 | 2.9 | 1.45 | 34.88 | 1,540 | -4 | 189 |
| 3 Apr | 94.38 | 1.4 | -1.2 | 32.88 | 1,073 | 7 | 193 |
| 2 Apr | 91.10 | 2.6 | -0.45 | 32.81 | 338 | 11 | 186 |
| 1 Apr | 90.00 | 3 | -0.85 | 31.62 | 204 | -25 | 175 |
| 28 Mar | 89.00 | 3.75 | 0.25 | 31.88 | 397 | 91 | 200 |
| 27 Mar | 89.65 | 3.5 | -1.4 | 31.66 | 125 | 21 | 105 |
| 26 Mar | 87.24 | 4.85 | 0.55 | 32.24 | 88 | 11 | 84 |
| 25 Mar | 88.46 | 4.3 | 1.5 | 30.81 | 226 | -28 | 73 |
| 24 Mar | 91.32 | 2.75 | -2.05 | 31.08 | 184 | 98 | 99 |
| 21 Mar | 87.54 | 4.8 | -4.7 | 30.08 | 1 | 0 | 0 |
| 20 Mar | 85.84 | 9.5 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 85.57 | 9.5 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 83.92 | 9.5 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 82.49 | 9.5 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 82.90 | 9.5 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 82.46 | 9.5 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 83.28 | 9.5 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 82.49 | 9.5 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 85.02 | 9.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 85.35 | 9.5 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 81.94 | 9.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 81.42 | 9.5 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 91 expiring on 24APR2025
Delta for 91 PE is -0.52
Historical price for 91 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 3.8, which was -1.8 lower than the previous day. The implied volatity was 45.00, the open interest changed by 12 which increased total open position to 175
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 5.55, which was 2.55 higher than the previous day. The implied volatity was 48.11, the open interest changed by -23 which decreased total open position to 162
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 2.9, which was 1.45 higher than the previous day. The implied volatity was 34.88, the open interest changed by -4 which decreased total open position to 189
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 1.4, which was -1.2 lower than the previous day. The implied volatity was 32.88, the open interest changed by 7 which increased total open position to 193
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 32.81, the open interest changed by 11 which increased total open position to 186
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 31.62, the open interest changed by -25 which decreased total open position to 175
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was 31.88, the open interest changed by 91 which increased total open position to 200
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 3.5, which was -1.4 lower than the previous day. The implied volatity was 31.66, the open interest changed by 21 which increased total open position to 105
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 4.85, which was 0.55 higher than the previous day. The implied volatity was 32.24, the open interest changed by 11 which increased total open position to 84
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 4.3, which was 1.5 higher than the previous day. The implied volatity was 30.81, the open interest changed by -28 which decreased total open position to 73
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 2.75, which was -2.05 lower than the previous day. The implied volatity was 31.08, the open interest changed by 98 which increased total open position to 99
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 4.8, which was -4.7 lower than the previous day. The implied volatity was 30.08, the open interest changed by 0 which decreased total open position to 0
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 9.5, 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 Mar CANBK was trading at 85.57. The strike last trading price was 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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
