CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
| CANBK 24APR2025 93 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
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 | 1.8 | 0.25 | 39.23 | 693 | 59 | 474 | |||
| 7 Apr | 87.10 | 1.6 | -0.25 | 47.10 | 824 | 13 | 427 | |||
| 4 Apr | 90.39 | 1.95 | -1.75 | 32.71 | 1,508 | 135 | 416 | |||
| 3 Apr | 94.38 | 3.7 | 1.65 | 30.41 | 1,615 | -9 | 280 | |||
| 2 Apr | 91.10 | 2.05 | 0.35 | 29.63 | 624 | 16 | 296 | |||
| 1 Apr | 90.00 | 1.75 | 0.1 | 29.93 | 516 | 21 | 283 | |||
| 28 Mar | 89.00 | 1.65 | -0.2 | 30.31 | 837 | 89 | 262 | |||
| 27 Mar | 89.65 | 1.75 | 0.45 | 28.78 | 820 | -11 | 172 | |||
| 26 Mar | 87.24 | 1.3 | -0.45 | 31.17 | 291 | 28 | 183 | |||
| 25 Mar | 88.46 | 1.75 | -1 | 33.05 | 240 | 60 | 158 | |||
| 24 Mar | 91.32 | 2.8 | 1.05 | 30.12 | 222 | 11 | 97 | |||
| 21 Mar | 87.54 | 1.75 | 0.7 | 32.84 | 68 | 26 | 85 | |||
| 20 Mar | 85.84 | 1.05 | -0.05 | 29.98 | 59 | 35 | 56 | |||
| 19 Mar | 85.57 | 1.1 | 0.35 | 30.18 | 22 | 14 | 22 | |||
| 18 Mar | 83.92 | 0.75 | -0.6 | 29.93 | 8 | 6 | 7 | |||
| 17 Mar | 82.49 | 1.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 82.90 | 1.35 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 12 Mar | 82.46 | 1.35 | -1.1 | 38.77 | 1 | 0 | 0 | |||
| 11 Mar | 83.28 | 2.45 | 0 | 8.59 | 0 | 0 | 0 | |||
| 10 Mar | 82.49 | 2.45 | 0 | 9.45 | 0 | 0 | 0 | |||
| 7 Mar | 85.02 | 2.45 | 0 | 6.85 | 0 | 0 | 0 | |||
| 6 Mar | 85.35 | 2.45 | 0 | 6.38 | 0 | 0 | 0 | |||
| 3 Mar | 81.42 | 2.45 | 0 | 0.00 | 0 | 0 | 0 | |||
For Canara Bank - strike price 93 expiring on 24APR2025
Delta for 93 CE is 0.37
Historical price for 93 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 39.23, the open interest changed by 59 which increased total open position to 474
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 47.10, the open interest changed by 13 which increased total open position to 427
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 1.95, which was -1.75 lower than the previous day. The implied volatity was 32.71, the open interest changed by 135 which increased total open position to 416
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 3.7, which was 1.65 higher than the previous day. The implied volatity was 30.41, the open interest changed by -9 which decreased total open position to 280
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was 29.63, the open interest changed by 16 which increased total open position to 296
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 29.93, the open interest changed by 21 which increased total open position to 283
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 30.31, the open interest changed by 89 which increased total open position to 262
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 1.75, which was 0.45 higher than the previous day. The implied volatity was 28.78, the open interest changed by -11 which decreased total open position to 172
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 31.17, the open interest changed by 28 which increased total open position to 183
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 1.75, which was -1 lower than the previous day. The implied volatity was 33.05, the open interest changed by 60 which increased total open position to 158
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 2.8, which was 1.05 higher than the previous day. The implied volatity was 30.12, the open interest changed by 11 which increased total open position to 97
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 1.75, which was 0.7 higher than the previous day. The implied volatity was 32.84, the open interest changed by 26 which increased total open position to 85
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 29.98, the open interest changed by 35 which increased total open position to 56
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 30.18, the open interest changed by 14 which increased total open position to 22
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 0.75, which was -0.6 lower than the previous day. The implied volatity was 29.93, the open interest changed by 6 which increased total open position to 7
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 1.35, 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 13 Mar CANBK was trading at 82.90. The strike last trading price was 1.35, 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 12 Mar CANBK was trading at 82.46. The strike last trading price was 1.35, which was -1.1 lower than the previous day. The implied volatity was 38.77, 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 2.45, which was 0 lower than the previous day. The implied volatity was 8.59, 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 2.45, which was 0 lower than the previous day. The implied volatity was 9.45, 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 2.45, which was 0 lower than the previous day. The implied volatity was 6.85, 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 2.45, which was 0 lower than the previous day. The implied volatity was 6.38, 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 2.45, 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
| CANBK 24APR2025 93 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.07
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 89.43 | 5.15 | -1.9 | 47.12 | 104 | -10 | 163 |
| 7 Apr | 87.10 | 6.95 | 2.75 | 48.35 | 318 | -32 | 174 |
| 4 Apr | 90.39 | 4.05 | 1.9 | 35.22 | 1,057 | -18 | 205 |
| 3 Apr | 94.38 | 2.1 | -1.55 | 32.53 | 1,228 | 94 | 227 |
| 2 Apr | 91.10 | 3.7 | -0.5 | 33.25 | 160 | -12 | 133 |
| 1 Apr | 90.00 | 4.2 | -0.9 | 32.05 | 154 | -24 | 146 |
| 28 Mar | 89.00 | 4.95 | 0.2 | 31.38 | 317 | 70 | 170 |
| 27 Mar | 89.65 | 4.8 | -1.55 | 32.80 | 152 | 49 | 99 |
| 26 Mar | 87.24 | 6.3 | 0.65 | 33.01 | 78 | -2 | 49 |
| 25 Mar | 88.46 | 5.65 | 1.9 | 31.10 | 108 | 40 | 52 |
| 24 Mar | 91.32 | 3.75 | -3.65 | 30.94 | 21 | 7 | 13 |
| 21 Mar | 87.54 | 7.4 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Mar | 85.84 | 7.4 | -0.5 | 30.10 | 1 | 0 | 5 |
| 19 Mar | 85.57 | 7.9 | -3.05 | 35.00 | 5 | 0 | 0 |
| 18 Mar | 83.92 | 10.95 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 82.49 | 10.95 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 82.90 | 10.95 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 82.46 | 10.95 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 83.28 | 10.95 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 82.49 | 10.95 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 85.02 | 10.95 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 85.35 | 10.95 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 81.42 | 10.95 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 93 expiring on 24APR2025
Delta for 93 PE is -0.60
Historical price for 93 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 5.15, which was -1.9 lower than the previous day. The implied volatity was 47.12, the open interest changed by -10 which decreased total open position to 163
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 6.95, which was 2.75 higher than the previous day. The implied volatity was 48.35, the open interest changed by -32 which decreased total open position to 174
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 4.05, which was 1.9 higher than the previous day. The implied volatity was 35.22, the open interest changed by -18 which decreased total open position to 205
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 2.1, which was -1.55 lower than the previous day. The implied volatity was 32.53, the open interest changed by 94 which increased total open position to 227
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 3.7, which was -0.5 lower than the previous day. The implied volatity was 33.25, the open interest changed by -12 which decreased total open position to 133
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 4.2, which was -0.9 lower than the previous day. The implied volatity was 32.05, the open interest changed by -24 which decreased total open position to 146
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 4.95, which was 0.2 higher than the previous day. The implied volatity was 31.38, the open interest changed by 70 which increased total open position to 170
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 4.8, which was -1.55 lower than the previous day. The implied volatity was 32.80, the open interest changed by 49 which increased total open position to 99
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 6.3, which was 0.65 higher than the previous day. The implied volatity was 33.01, the open interest changed by -2 which decreased total open position to 49
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 5.65, which was 1.9 higher than the previous day. The implied volatity was 31.10, the open interest changed by 40 which increased total open position to 52
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 3.75, which was -3.65 lower than the previous day. The implied volatity was 30.94, the open interest changed by 7 which increased total open position to 13
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 7.4, 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 20 Mar CANBK was trading at 85.84. The strike last trading price was 7.4, which was -0.5 lower than the previous day. The implied volatity was 30.10, the open interest changed by 0 which decreased total open position to 5
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 7.9, which was -3.05 lower than the previous day. The implied volatity was 35.00, 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 10.95, 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 10.95, 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 10.95, 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 10.95, 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 10.95, 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 10.95, 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 10.95, 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 10.95, 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 10.95, 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
