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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 92 CE
Delta: 0.42
Vega: 0.07
Theta: -0.10
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 2.2 0.35 39.74 618 40 608
7 Apr 87.10 1.85 -0.4 46.64 1,147 -32 572
4 Apr 90.39 2.3 -2.1 32.06 1,969 165 609
3 Apr 94.38 4.35 1.85 30.85 1,567 -124 448
2 Apr 91.10 2.55 0.45 30.38 951 7 568
1 Apr 90.00 2.05 0.1 29.26 733 46 563
28 Mar 89.00 2 -0.2 30.41 1,033 90 517
27 Mar 89.65 2.25 0.7 30.17 1,023 36 417
26 Mar 87.24 1.55 -0.6 30.90 532 81 381
25 Mar 88.46 2.05 -1.15 32.87 500 75 300
24 Mar 91.32 3.3 1.4 30.50 572 128 221
21 Mar 87.54 1.85 0.6 30.80 138 71 96
20 Mar 85.84 1.25 -0.05 29.72 22 3 24
19 Mar 85.57 1.25 0.2 29.42 29 17 21
18 Mar 83.92 1.05 0.15 31.59 7 -1 4
17 Mar 82.49 0.9 0.05 33.10 1 0 4
13 Mar 82.90 0.85 -0.15 29.87 6 2 4
12 Mar 82.46 1 -1 32.37 2 0 1
11 Mar 83.28 2 0 0.00 0 0 0
10 Mar 82.49 2 0 0.00 0 0 0
7 Mar 85.02 2 0 0.00 0 0 0
6 Mar 85.35 2 0 0.00 0 1 0
3 Mar 81.42 7.5 0 8.78 0 0 0
24 Feb 86.95 7.5 0 3.36 0 0 0
21 Feb 87.33 7.5 0 3.06 0 0 0
20 Feb 88.06 7.5 0 2.24 0 0 0
19 Feb 85.56 7.5 0 4.25 0 0 0
18 Feb 84.65 7.5 0 5.13 0 0 0
17 Feb 85.09 7.5 0 4.30 0 0 0
14 Feb 85.62 7.5 0 4.13 0 0 0
13 Feb 88.72 7.5 0 1.76 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 92 expiring on 24APR2025

Delta for 92 CE is 0.42

Historical price for 92 CE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 2.2, which was 0.35 higher than the previous day. The implied volatity was 39.74, the open interest changed by 40 which increased total open position to 608


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 46.64, the open interest changed by -32 which decreased total open position to 572


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 2.3, which was -2.1 lower than the previous day. The implied volatity was 32.06, the open interest changed by 165 which increased total open position to 609


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 4.35, which was 1.85 higher than the previous day. The implied volatity was 30.85, the open interest changed by -124 which decreased total open position to 448


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 2.55, which was 0.45 higher than the previous day. The implied volatity was 30.38, the open interest changed by 7 which increased total open position to 568


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 2.05, which was 0.1 higher than the previous day. The implied volatity was 29.26, the open interest changed by 46 which increased total open position to 563


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 30.41, the open interest changed by 90 which increased total open position to 517


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 2.25, which was 0.7 higher than the previous day. The implied volatity was 30.17, the open interest changed by 36 which increased total open position to 417


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 1.55, which was -0.6 lower than the previous day. The implied volatity was 30.90, the open interest changed by 81 which increased total open position to 381


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 2.05, which was -1.15 lower than the previous day. The implied volatity was 32.87, the open interest changed by 75 which increased total open position to 300


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 3.3, which was 1.4 higher than the previous day. The implied volatity was 30.50, the open interest changed by 128 which increased total open position to 221


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 1.85, which was 0.6 higher than the previous day. The implied volatity was 30.80, the open interest changed by 71 which increased total open position to 96


On 20 Mar CANBK was trading at 85.84. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 29.72, the open interest changed by 3 which increased total open position to 24


On 19 Mar CANBK was trading at 85.57. The strike last trading price was 1.25, which was 0.2 higher than the previous day. The implied volatity was 29.42, the open interest changed by 17 which increased total open position to 21


On 18 Mar CANBK was trading at 83.92. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 31.59, the open interest changed by -1 which decreased total open position to 4


On 17 Mar CANBK was trading at 82.49. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 33.10, the open interest changed by 0 which decreased total open position to 4


On 13 Mar CANBK was trading at 82.90. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 29.87, the open interest changed by 2 which increased total open position to 4


On 12 Mar CANBK was trading at 82.46. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 32.37, the open interest changed by 0 which decreased total open position to 1


On 11 Mar CANBK was trading at 83.28. The strike last trading price was 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 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 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 2, 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 3 Mar CANBK was trading at 81.42. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 8.78, 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 7.5, which was 0 lower than the previous day. The implied volatity was 3.36, 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 7.5, which was 0 lower than the previous day. The implied volatity was 3.06, 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 7.5, which was 0 lower than the previous day. The implied volatity was 2.24, 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 7.5, which was 0 lower than the previous day. The implied volatity was 4.25, 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 7.5, which was 0 lower than the previous day. The implied volatity was 5.13, 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 7.5, which was 0 lower than the previous day. The implied volatity was 4.30, 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 7.5, which was 0 lower than the previous day. The implied volatity was 4.13, 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 7.5, which was 0 lower than the previous day. The implied volatity was 1.76, 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 92 PE
Delta: -0.57
Vega: 0.07
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
8 Apr 89.43 4.3 -1.95 43.97 169 11 812
7 Apr 87.10 6.2 2.65 47.77 764 -64 802
4 Apr 90.39 3.45 1.65 35.06 1,708 179 865
3 Apr 94.38 1.7 -1.4 32.40 1,824 433 687
2 Apr 91.10 3.15 -0.45 33.32 238 -4 257
1 Apr 90.00 3.55 -0.9 31.26 170 -19 261
28 Mar 89.00 4.45 0.4 32.95 364 27 280
27 Mar 89.65 4.05 -1.6 31.43 349 109 252
26 Mar 87.24 5.55 0.6 32.56 282 80 143
25 Mar 88.46 5.1 1.85 32.49 145 19 63
24 Mar 91.32 3.3 -6.2 31.70 79 40 41
21 Mar 87.54 9.5 0 0.00 0 0 0
20 Mar 85.84 9.5 0 0.00 0 0 0
19 Mar 85.57 9.5 0 0.00 0 0 0
18 Mar 83.92 9.5 0 0.00 0 1 0
17 Mar 82.49 9.5 2.4 34.48 1 0 0
13 Mar 82.90 7.1 0 - 0 0 0
12 Mar 82.46 7.1 0 - 0 0 0
11 Mar 83.28 7.1 0 - 0 0 0
10 Mar 82.49 7.1 0 - 0 0 0
7 Mar 85.02 7.1 0 - 0 0 0
6 Mar 85.35 7.1 0 - 0 0 0
3 Mar 81.42 7.1 0 - 0 0 0
24 Feb 86.95 7.1 0 - 0 0 0
21 Feb 87.33 7.1 0 - 0 0 0
20 Feb 88.06 7.1 0 - 0 0 0
19 Feb 85.56 7.1 0 - 0 0 0
18 Feb 84.65 7.1 0 - 0 0 0
17 Feb 85.09 7.1 0 - 0 0 0
14 Feb 85.62 7.1 0 - 0 0 0
13 Feb 88.72 7.1 0 - 0 0 0
12 Feb 90.54 7.1 0 - 0 0 0
11 Feb 90.09 7.1 0 0.22 0 0 0
10 Feb 93.17 7.1 0 2.45 0 0 0
7 Feb 94.06 7.1 0 3.09 0 0 0
6 Feb 94.86 7.1 0 3.84 0 0 0
5 Feb 95.83 7.1 0 4.55 0 0 0
4 Feb 92.84 7.1 0 2.20 0 0 0
3 Feb 90.61 7.1 0 0.52 0 0 0
1 Feb 92.62 7.1 0 2.22 0 0 0


For Canara Bank - strike price 92 expiring on 24APR2025

Delta for 92 PE is -0.57

Historical price for 92 PE is as follows

On 8 Apr CANBK was trading at 89.43. The strike last trading price was 4.3, which was -1.95 lower than the previous day. The implied volatity was 43.97, the open interest changed by 11 which increased total open position to 812


On 7 Apr CANBK was trading at 87.10. The strike last trading price was 6.2, which was 2.65 higher than the previous day. The implied volatity was 47.77, the open interest changed by -64 which decreased total open position to 802


On 4 Apr CANBK was trading at 90.39. The strike last trading price was 3.45, which was 1.65 higher than the previous day. The implied volatity was 35.06, the open interest changed by 179 which increased total open position to 865


On 3 Apr CANBK was trading at 94.38. The strike last trading price was 1.7, which was -1.4 lower than the previous day. The implied volatity was 32.40, the open interest changed by 433 which increased total open position to 687


On 2 Apr CANBK was trading at 91.10. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 33.32, the open interest changed by -4 which decreased total open position to 257


On 1 Apr CANBK was trading at 90.00. The strike last trading price was 3.55, which was -0.9 lower than the previous day. The implied volatity was 31.26, the open interest changed by -19 which decreased total open position to 261


On 28 Mar CANBK was trading at 89.00. The strike last trading price was 4.45, which was 0.4 higher than the previous day. The implied volatity was 32.95, the open interest changed by 27 which increased total open position to 280


On 27 Mar CANBK was trading at 89.65. The strike last trading price was 4.05, which was -1.6 lower than the previous day. The implied volatity was 31.43, the open interest changed by 109 which increased total open position to 252


On 26 Mar CANBK was trading at 87.24. The strike last trading price was 5.55, which was 0.6 higher than the previous day. The implied volatity was 32.56, the open interest changed by 80 which increased total open position to 143


On 25 Mar CANBK was trading at 88.46. The strike last trading price was 5.1, which was 1.85 higher than the previous day. The implied volatity was 32.49, the open interest changed by 19 which increased total open position to 63


On 24 Mar CANBK was trading at 91.32. The strike last trading price was 3.3, which was -6.2 lower than the previous day. The implied volatity was 31.70, the open interest changed by 40 which increased total open position to 41


On 21 Mar CANBK was trading at 87.54. The strike last trading price was 9.5, 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 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 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 9.5, 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 9.5, 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 17 Mar CANBK was trading at 82.49. The strike last trading price was 9.5, which was 2.4 higher than the previous day. The implied volatity was 34.48, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 Feb CANBK was trading at 87.33. The strike last trading price was 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, 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 7.1, which was 0 lower than the previous day. The implied volatity was 0.22, 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 7.1, which was 0 lower than the previous day. The implied volatity was 2.45, 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 7.1, which was 0 lower than the previous day. The implied volatity was 3.09, 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 7.1, which was 0 lower than the previous day. The implied volatity was 3.84, 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 7.1, which was 0 lower than the previous day. The implied volatity was 4.55, 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 7.1, which was 0 lower than the previous day. The implied volatity was 2.20, 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 7.1, which was 0 lower than the previous day. The implied volatity was 0.52, 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 7.1, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0