CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
CANBK 24APR2025 92 CE | ||||||||||
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Delta: 0.42
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 | 2.2 | 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 | |||
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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 | |||||||
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Delta: -0.57
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 | 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