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[--[65.84.65.76]--]
CANBK
Canara Bank

83.31 0.82 (0.99%)

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Historical option data for CANBK

11 Mar 2025 12:30 PM IST
CANBK 27MAR2025 92 CE
Delta: 0.08
Vega: 0.03
Theta: -0.03
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Mar 83.27 0.2 0 31.35 84 16 338
10 Mar 82.49 0.2 -0.25 33.60 514 -34 322
7 Mar 85.02 0.4 -0.15 28.87 378 48 356
6 Mar 85.35 0.55 -0.05 29.82 377 -42 317
5 Mar 85.02 0.6 0.25 30.78 283 22 370
4 Mar 81.94 0.35 0 33.93 168 -17 351
3 Mar 81.42 0.35 0.05 34.63 150 3 369
28 Feb 80.90 0.3 -0.3 31.85 582 48 373
27 Feb 83.46 0.55 -0.35 31.33 259 85 325
26 Feb 85.00 0.9 -0.6 30.52 328 75 237
25 Feb 85.02 0.9 -0.6 30.52 328 72 237
24 Feb 86.95 1.5 -0.25 31.15 175 8 165
21 Feb 87.33 1.7 -0.35 30.98 187 47 156
20 Feb 88.06 2.05 0.35 31.33 114 21 109
19 Feb 85.56 1.65 0.3 33.88 21 0 87
18 Feb 84.65 1.35 -0.35 33.75 18 2 87
17 Feb 85.09 1.65 -0.3 33.41 111 31 84
14 Feb 85.62 1.95 -1.2 34.90 33 15 51
13 Feb 88.72 3.05 -0.95 34.28 34 22 36
12 Feb 90.54 4 0.1 33.07 37 13 15
11 Feb 90.09 3.9 -10.5 32.86 3 2 2
10 Feb 93.17 14.4 0 - 0 0 0
7 Feb 94.06 14.4 0 - 0 0 0
6 Feb 94.86 14.4 0 - 0 0 0
5 Feb 95.83 14.4 0 - 0 0 0
4 Feb 92.84 14.4 0 - 0 0 0
3 Feb 90.61 14.4 0 - 0 0 0
1 Feb 92.62 14.4 0 - 0 0 0
31 Jan 93.27 14.4 0 - 0 0 0
30 Jan 90.91 14.4 0 - 0 0 0
29 Jan 91.93 14.4 0 - 0 0 0
28 Jan 91.82 14.4 0 - 0 0 0
21 Jan 99.47 14.4 0.00 - 0 0 0
20 Jan 101.04 14.4 0.00 - 0 0 0
16 Jan 97.33 14.4 0.00 - 0 0 0
14 Jan 93.22 14.4 0.00 - 0 0 0
13 Jan 88.52 14.4 0.00 1.66 0 0 0
9 Jan 95.74 14.4 0.00 - 0 0 0
8 Jan 97.14 14.4 0.00 - 0 0 0
7 Jan 97.87 14.4 0.00 - 0 0 0
6 Jan 97.33 14.4 0.00 - 0 0 0
3 Jan 101.45 14.4 0.00 - 0 0 0
2 Jan 101.10 14.4 0.00 - 0 0 0
1 Jan 100.38 14.4 14.40 0.00 0 0 0
31 Dec 100.12 0 0.00 - 0 0 0
30 Dec 99.44 0 - 0 0 0


For Canara Bank - strike price 92 expiring on 27MAR2025

Delta for 92 CE is 0.08

Historical price for 92 CE is as follows

On 11 Mar CANBK was trading at 83.27. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 31.35, the open interest changed by 16 which increased total open position to 338


On 10 Mar CANBK was trading at 82.49. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 33.60, the open interest changed by -34 which decreased total open position to 322


On 7 Mar CANBK was trading at 85.02. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 28.87, the open interest changed by 48 which increased total open position to 356


On 6 Mar CANBK was trading at 85.35. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 29.82, the open interest changed by -42 which decreased total open position to 317


On 5 Mar CANBK was trading at 85.02. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 30.78, the open interest changed by 22 which increased total open position to 370


On 4 Mar CANBK was trading at 81.94. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 33.93, the open interest changed by -17 which decreased total open position to 351


On 3 Mar CANBK was trading at 81.42. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 34.63, the open interest changed by 3 which increased total open position to 369


On 28 Feb CANBK was trading at 80.90. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 31.85, the open interest changed by 48 which increased total open position to 373


On 27 Feb CANBK was trading at 83.46. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 31.33, the open interest changed by 85 which increased total open position to 325


On 26 Feb CANBK was trading at 85.00. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 30.52, the open interest changed by 75 which increased total open position to 237


On 25 Feb CANBK was trading at 85.02. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 30.52, the open interest changed by 72 which increased total open position to 237


On 24 Feb CANBK was trading at 86.95. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 31.15, the open interest changed by 8 which increased total open position to 165


On 21 Feb CANBK was trading at 87.33. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 30.98, the open interest changed by 47 which increased total open position to 156


On 20 Feb CANBK was trading at 88.06. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was 31.33, the open interest changed by 21 which increased total open position to 109


On 19 Feb CANBK was trading at 85.56. The strike last trading price was 1.65, which was 0.3 higher than the previous day. The implied volatity was 33.88, the open interest changed by 0 which decreased total open position to 87


On 18 Feb CANBK was trading at 84.65. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 33.75, the open interest changed by 2 which increased total open position to 87


On 17 Feb CANBK was trading at 85.09. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 33.41, the open interest changed by 31 which increased total open position to 84


On 14 Feb CANBK was trading at 85.62. The strike last trading price was 1.95, which was -1.2 lower than the previous day. The implied volatity was 34.90, the open interest changed by 15 which increased total open position to 51


On 13 Feb CANBK was trading at 88.72. The strike last trading price was 3.05, which was -0.95 lower than the previous day. The implied volatity was 34.28, the open interest changed by 22 which increased total open position to 36


On 12 Feb CANBK was trading at 90.54. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was 33.07, the open interest changed by 13 which increased total open position to 15


On 11 Feb CANBK was trading at 90.09. The strike last trading price was 3.9, which was -10.5 lower than the previous day. The implied volatity was 32.86, the open interest changed by 2 which increased total open position to 2


On 10 Feb CANBK was trading at 93.17. The strike last trading price was 14.4, 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 14.4, 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 14.4, 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 14.4, 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 14.4, 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 14.4, 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 14.4, 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 31 Jan CANBK was trading at 93.27. The strike last trading price was 14.4, 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 30 Jan CANBK was trading at 90.91. The strike last trading price was 14.4, 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 29 Jan CANBK was trading at 91.93. The strike last trading price was 14.4, 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 Jan CANBK was trading at 91.82. The strike last trading price was 14.4, 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 21 Jan CANBK was trading at 99.47. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan CANBK was trading at 101.04. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan CANBK was trading at 97.33. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan CANBK was trading at 93.22. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan CANBK was trading at 88.52. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 9 Jan CANBK was trading at 95.74. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan CANBK was trading at 97.14. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan CANBK was trading at 97.87. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan CANBK was trading at 97.33. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jan CANBK was trading at 101.45. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan CANBK was trading at 101.10. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan CANBK was trading at 100.38. The strike last trading price was 14.4, which was 14.40 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 31 Dec CANBK was trading at 100.12. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec CANBK was trading at 99.44. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


CANBK 27MAR2025 92 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Mar 83.27 8.7 0 0.00 0 1 0
10 Mar 82.49 8.7 1.55 - 55 2 169
7 Mar 85.02 7.3 0.35 34.62 27 -4 167
6 Mar 85.35 6.9 -0.2 33.06 62 3 172
5 Mar 85.02 7.15 -2.55 33.64 48 3 169
4 Mar 81.94 9.7 -0.6 31.35 7 -1 166
3 Mar 81.42 10.3 0 0.00 0 -1 0
28 Feb 80.90 10.3 1.75 27.81 15 0 168
27 Feb 83.46 8.55 1.25 29.49 93 66 168
26 Feb 85.00 7.3 1.45 32.06 104 31 101
25 Feb 85.02 7.3 1.45 32.06 104 30 101
24 Feb 86.95 5.85 0.1 31.01 43 12 71
21 Feb 87.33 5.75 0.5 30.49 21 5 59
20 Feb 88.06 5.25 -2.05 30.13 11 4 56
19 Feb 85.56 7.3 -1.2 36.45 31 16 52
18 Feb 84.65 8.5 0.65 40.02 24 12 36
17 Feb 85.09 7.85 1.9 40.14 28 8 24
14 Feb 85.62 5.95 0.45 18.81 4 0 16
13 Feb 88.72 5.5 0.8 34.30 8 6 15
12 Feb 90.54 4.7 0.5 36.92 8 2 8
11 Feb 90.09 4.2 0.5 31.60 9 6 6
10 Feb 93.17 3.7 0 2.43 0 0 0
7 Feb 94.06 3.7 0 3.19 0 0 0
6 Feb 94.86 3.7 0 4.26 0 0 0
5 Feb 95.83 3.7 0 4.69 0 0 0
4 Feb 92.84 3.7 0 2.19 0 0 0
3 Feb 90.61 3.7 0 0.01 0 0 0
1 Feb 92.62 3.7 0 2.06 0 0 0
31 Jan 93.27 3.7 0 2.55 0 0 0
30 Jan 90.91 3.7 0 0.63 0 0 0
29 Jan 91.93 3.7 0 1.42 0 0 0
28 Jan 91.82 3.7 0 1.57 0 0 0
21 Jan 99.47 3.7 0.00 7.11 0 0 0
20 Jan 101.04 3.7 0.00 8.30 0 0 0
16 Jan 97.33 3.7 0.00 5.47 0 0 0
14 Jan 93.22 3.7 0.00 2.38 0 0 0
13 Jan 88.52 3.7 0.00 - 0 0 0
9 Jan 95.74 3.7 0.00 4.46 0 0 0
8 Jan 97.14 3.7 0.00 5.33 0 0 0
7 Jan 97.87 3.7 0.00 5.75 0 0 0
6 Jan 97.33 3.7 0.00 5.47 0 0 0
3 Jan 101.45 3.7 0.00 7.90 0 0 0
2 Jan 101.10 3.7 0.00 7.66 0 0 0
1 Jan 100.38 3.7 3.70 0.00 0 0 0
31 Dec 100.12 0 0.00 7.00 0 0 0
30 Dec 99.44 0 6.87 0 0 0


For Canara Bank - strike price 92 expiring on 27MAR2025

Delta for 92 PE is 0.00

Historical price for 92 PE is as follows

On 11 Mar CANBK was trading at 83.27. The strike last trading price was 8.7, 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 8.7, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 169


On 7 Mar CANBK was trading at 85.02. The strike last trading price was 7.3, which was 0.35 higher than the previous day. The implied volatity was 34.62, the open interest changed by -4 which decreased total open position to 167


On 6 Mar CANBK was trading at 85.35. The strike last trading price was 6.9, which was -0.2 lower than the previous day. The implied volatity was 33.06, the open interest changed by 3 which increased total open position to 172


On 5 Mar CANBK was trading at 85.02. The strike last trading price was 7.15, which was -2.55 lower than the previous day. The implied volatity was 33.64, the open interest changed by 3 which increased total open position to 169


On 4 Mar CANBK was trading at 81.94. The strike last trading price was 9.7, which was -0.6 lower than the previous day. The implied volatity was 31.35, the open interest changed by -1 which decreased total open position to 166


On 3 Mar CANBK was trading at 81.42. The strike last trading price was 10.3, 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 28 Feb CANBK was trading at 80.90. The strike last trading price was 10.3, which was 1.75 higher than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 168


On 27 Feb CANBK was trading at 83.46. The strike last trading price was 8.55, which was 1.25 higher than the previous day. The implied volatity was 29.49, the open interest changed by 66 which increased total open position to 168


On 26 Feb CANBK was trading at 85.00. The strike last trading price was 7.3, which was 1.45 higher than the previous day. The implied volatity was 32.06, the open interest changed by 31 which increased total open position to 101


On 25 Feb CANBK was trading at 85.02. The strike last trading price was 7.3, which was 1.45 higher than the previous day. The implied volatity was 32.06, the open interest changed by 30 which increased total open position to 101


On 24 Feb CANBK was trading at 86.95. The strike last trading price was 5.85, which was 0.1 higher than the previous day. The implied volatity was 31.01, the open interest changed by 12 which increased total open position to 71


On 21 Feb CANBK was trading at 87.33. The strike last trading price was 5.75, which was 0.5 higher than the previous day. The implied volatity was 30.49, the open interest changed by 5 which increased total open position to 59


On 20 Feb CANBK was trading at 88.06. The strike last trading price was 5.25, which was -2.05 lower than the previous day. The implied volatity was 30.13, the open interest changed by 4 which increased total open position to 56


On 19 Feb CANBK was trading at 85.56. The strike last trading price was 7.3, which was -1.2 lower than the previous day. The implied volatity was 36.45, the open interest changed by 16 which increased total open position to 52


On 18 Feb CANBK was trading at 84.65. The strike last trading price was 8.5, which was 0.65 higher than the previous day. The implied volatity was 40.02, the open interest changed by 12 which increased total open position to 36


On 17 Feb CANBK was trading at 85.09. The strike last trading price was 7.85, which was 1.9 higher than the previous day. The implied volatity was 40.14, the open interest changed by 8 which increased total open position to 24


On 14 Feb CANBK was trading at 85.62. The strike last trading price was 5.95, which was 0.45 higher than the previous day. The implied volatity was 18.81, the open interest changed by 0 which decreased total open position to 16


On 13 Feb CANBK was trading at 88.72. The strike last trading price was 5.5, which was 0.8 higher than the previous day. The implied volatity was 34.30, the open interest changed by 6 which increased total open position to 15


On 12 Feb CANBK was trading at 90.54. The strike last trading price was 4.7, which was 0.5 higher than the previous day. The implied volatity was 36.92, the open interest changed by 2 which increased total open position to 8


On 11 Feb CANBK was trading at 90.09. The strike last trading price was 4.2, which was 0.5 higher than the previous day. The implied volatity was 31.60, the open interest changed by 6 which increased total open position to 6


On 10 Feb CANBK was trading at 93.17. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 2.43, 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 3.7, 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 Feb CANBK was trading at 94.86. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 4.26, 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 3.7, which was 0 lower than the previous day. The implied volatity was 4.69, 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 3.7, which was 0 lower than the previous day. The implied volatity was 2.19, 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 3.7, which was 0 lower than the previous day. The implied volatity was 0.01, 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 3.7, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 31 Jan CANBK was trading at 93.27. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0


On 30 Jan CANBK was trading at 90.91. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0


On 29 Jan CANBK was trading at 91.93. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 28 Jan CANBK was trading at 91.82. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0


On 21 Jan CANBK was trading at 99.47. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0


On 20 Jan CANBK was trading at 101.04. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 8.30, the open interest changed by 0 which decreased total open position to 0


On 16 Jan CANBK was trading at 97.33. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0


On 14 Jan CANBK was trading at 93.22. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0


On 13 Jan CANBK was trading at 88.52. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan CANBK was trading at 95.74. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0


On 8 Jan CANBK was trading at 97.14. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0


On 7 Jan CANBK was trading at 97.87. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0


On 6 Jan CANBK was trading at 97.33. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0


On 3 Jan CANBK was trading at 101.45. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 7.90, the open interest changed by 0 which decreased total open position to 0


On 2 Jan CANBK was trading at 101.10. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 7.66, the open interest changed by 0 which decreased total open position to 0


On 1 Jan CANBK was trading at 100.38. The strike last trading price was 3.7, which was 3.70 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 31 Dec CANBK was trading at 100.12. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.00, the open interest changed by 0 which decreased total open position to 0


On 30 Dec CANBK was trading at 99.44. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0