CANBK
Canara Bank
Historical option data for CANBK
11 Mar 2025 12:20 PM IST
| CANBK 27MAR2025 93 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.03
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 83.33 | 0.2 | 0.05 | 34.50 | 40 | 11 | 255 | |||
| 10 Mar | 82.49 | 0.15 | -0.2 | 33.98 | 190 | 9 | 250 | |||
| 7 Mar | 85.02 | 0.35 | -0.05 | 30.44 | 350 | 32 | 241 | |||
| 6 Mar | 85.35 | 0.45 | -0.05 | 30.65 | 141 | -5 | 210 | |||
| 5 Mar | 85.02 | 0.5 | 0.2 | 31.64 | 113 | 6 | 214 | |||
| 4 Mar | 81.94 | 0.3 | 0 | 34.93 | 33 | -21 | 206 | |||
| 3 Mar | 81.42 | 0.3 | 0 | 35.52 | 117 | 5 | 227 | |||
| 28 Feb | 80.90 | 0.3 | -0.2 | 33.99 | 872 | -247 | 219 | |||
| 27 Feb | 83.46 | 0.5 | -0.25 | 32.75 | 232 | 35 | 466 | |||
| 26 Feb | 85.00 | 0.7 | -0.55 | 30.05 | 575 | 360 | 434 | |||
| 25 Feb | 85.02 | 0.7 | -0.55 | 30.05 | 575 | 363 | 434 | |||
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| 24 Feb | 86.95 | 1.2 | -0.3 | 30.63 | 62 | 22 | 71 | |||
| 21 Feb | 87.33 | 1.45 | -0.25 | 31.26 | 23 | -2 | 49 | |||
| 20 Feb | 88.06 | 1.7 | 0.4 | 30.92 | 38 | 2 | 52 | |||
| 19 Feb | 85.56 | 1.3 | 0.1 | 32.70 | 24 | 10 | 50 | |||
| 18 Feb | 84.65 | 1.2 | -0.2 | 34.47 | 21 | 9 | 39 | |||
| 17 Feb | 85.09 | 1.4 | -0.4 | 33.37 | 29 | 11 | 28 | |||
| 14 Feb | 85.62 | 1.8 | -0.95 | 36.02 | 64 | -28 | 18 | |||
| 13 Feb | 88.72 | 2.75 | -0.65 | 34.82 | 6 | 3 | 47 | |||
| 12 Feb | 90.54 | 3.4 | 0 | 31.82 | 60 | 36 | 44 | |||
| 11 Feb | 90.09 | 3.35 | -2.15 | 32.10 | 9 | 2 | 2 | |||
| 10 Feb | 93.17 | 5.5 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 94.06 | 5.5 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 94.86 | 5.5 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 95.83 | 5.5 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 92.84 | 5.5 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 90.61 | 5.5 | 0 | 1.10 | 0 | 0 | 0 | |||
| 1 Feb | 92.62 | 5.5 | 0 | - | 0 | 0 | 0 | |||
For Canara Bank - strike price 93 expiring on 27MAR2025
Delta for 93 CE is 0.08
Historical price for 93 CE is as follows
On 11 Mar CANBK was trading at 83.33. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 34.50, the open interest changed by 11 which increased total open position to 255
On 10 Mar CANBK was trading at 82.49. The strike last trading price was 0.15, which was -0.2 lower than the previous day. The implied volatity was 33.98, the open interest changed by 9 which increased total open position to 250
On 7 Mar CANBK was trading at 85.02. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 30.44, the open interest changed by 32 which increased total open position to 241
On 6 Mar CANBK was trading at 85.35. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 30.65, the open interest changed by -5 which decreased total open position to 210
On 5 Mar CANBK was trading at 85.02. The strike last trading price was 0.5, which was 0.2 higher than the previous day. The implied volatity was 31.64, the open interest changed by 6 which increased total open position to 214
On 4 Mar CANBK was trading at 81.94. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 34.93, the open interest changed by -21 which decreased total open position to 206
On 3 Mar CANBK was trading at 81.42. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 35.52, the open interest changed by 5 which increased total open position to 227
On 28 Feb CANBK was trading at 80.90. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 33.99, the open interest changed by -247 which decreased total open position to 219
On 27 Feb CANBK was trading at 83.46. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 32.75, the open interest changed by 35 which increased total open position to 466
On 26 Feb CANBK was trading at 85.00. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 30.05, the open interest changed by 360 which increased total open position to 434
On 25 Feb CANBK was trading at 85.02. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 30.05, the open interest changed by 363 which increased total open position to 434
On 24 Feb CANBK was trading at 86.95. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 30.63, the open interest changed by 22 which increased total open position to 71
On 21 Feb CANBK was trading at 87.33. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 31.26, the open interest changed by -2 which decreased total open position to 49
On 20 Feb CANBK was trading at 88.06. The strike last trading price was 1.7, which was 0.4 higher than the previous day. The implied volatity was 30.92, the open interest changed by 2 which increased total open position to 52
On 19 Feb CANBK was trading at 85.56. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 32.70, the open interest changed by 10 which increased total open position to 50
On 18 Feb CANBK was trading at 84.65. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 34.47, the open interest changed by 9 which increased total open position to 39
On 17 Feb CANBK was trading at 85.09. The strike last trading price was 1.4, which was -0.4 lower than the previous day. The implied volatity was 33.37, the open interest changed by 11 which increased total open position to 28
On 14 Feb CANBK was trading at 85.62. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 36.02, the open interest changed by -28 which decreased total open position to 18
On 13 Feb CANBK was trading at 88.72. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was 34.82, the open interest changed by 3 which increased total open position to 47
On 12 Feb CANBK was trading at 90.54. The strike last trading price was 3.4, which was 0 lower than the previous day. The implied volatity was 31.82, the open interest changed by 36 which increased total open position to 44
On 11 Feb CANBK was trading at 90.09. The strike last trading price was 3.35, which was -2.15 lower than the previous day. The implied volatity was 32.10, 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 5.5, 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 Feb CANBK was trading at 94.06. The strike last trading price was 5.5, 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 Feb CANBK was trading at 94.86. The strike last trading price was 5.5, 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 5 Feb CANBK was trading at 95.83. The strike last trading price was 5.5, 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 Feb CANBK was trading at 92.84. The strike last trading price was 5.5, 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 Feb CANBK was trading at 90.61. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 1.10, 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 5.5, 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
| CANBK 27MAR2025 93 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.05
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 83.33 | 10.25 | 0.6 | 53.48 | 2 | 0 | 71 |
| 10 Mar | 82.49 | 9.65 | 1.6 | - | 54 | 18 | 72 |
| 7 Mar | 85.02 | 8.25 | 1 | 36.79 | 52 | 6 | 54 |
| 6 Mar | 85.35 | 7.25 | -0.75 | 20.11 | 22 | -9 | 49 |
| 5 Mar | 85.02 | 8.05 | -2.25 | 34.92 | 10 | 2 | 58 |
| 4 Mar | 81.94 | 10.3 | 0.7 | - | 3 | 0 | 56 |
| 3 Mar | 81.42 | 9.55 | -0.05 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 80.90 | 9.55 | -0.05 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 83.46 | 9.55 | 1.6 | 31.95 | 7 | 0 | 54 |
| 26 Feb | 85.00 | 7.95 | 1.4 | 30.23 | 60 | 37 | 54 |
| 25 Feb | 85.02 | 7.95 | 1.4 | 30.23 | 60 | 37 | 54 |
| 24 Feb | 86.95 | 6.6 | -1.4 | 31.20 | 39 | 7 | 15 |
| 21 Feb | 87.33 | 8 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 88.06 | 8 | 0 | 0.00 | 0 | 2 | 0 |
| 19 Feb | 85.56 | 8 | 2.5 | 36.10 | 3 | 1 | 7 |
| 18 Feb | 84.65 | 5.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 85.09 | 5.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 85.62 | 5.5 | 0 | 0.00 | 0 | 4 | 0 |
| 13 Feb | 88.72 | 5.5 | -0.65 | 28.84 | 4 | 0 | 2 |
| 12 Feb | 90.54 | 6.15 | 1.65 | 44.22 | 1 | 0 | 3 |
| 11 Feb | 90.09 | 4.5 | -2.05 | 29.40 | 5 | 4 | 4 |
| 10 Feb | 93.17 | 6.55 | 0 | 1.58 | 0 | 0 | 0 |
| 7 Feb | 94.06 | 6.55 | 0 | 2.19 | 0 | 0 | 0 |
| 6 Feb | 94.86 | 6.55 | 0 | 3.17 | 0 | 0 | 0 |
| 5 Feb | 95.83 | 6.55 | 0 | 3.73 | 0 | 0 | 0 |
| 4 Feb | 92.84 | 6.55 | 0 | 1.32 | 0 | 0 | 0 |
| 3 Feb | 90.61 | 6.55 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 92.62 | 6.55 | 0 | 1.25 | 0 | 0 | 0 |
For Canara Bank - strike price 93 expiring on 27MAR2025
Delta for 93 PE is -0.81
Historical price for 93 PE is as follows
On 11 Mar CANBK was trading at 83.33. The strike last trading price was 10.25, which was 0.6 higher than the previous day. The implied volatity was 53.48, the open interest changed by 0 which decreased total open position to 71
On 10 Mar CANBK was trading at 82.49. The strike last trading price was 9.65, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 72
On 7 Mar CANBK was trading at 85.02. The strike last trading price was 8.25, which was 1 higher than the previous day. The implied volatity was 36.79, the open interest changed by 6 which increased total open position to 54
On 6 Mar CANBK was trading at 85.35. The strike last trading price was 7.25, which was -0.75 lower than the previous day. The implied volatity was 20.11, the open interest changed by -9 which decreased total open position to 49
On 5 Mar CANBK was trading at 85.02. The strike last trading price was 8.05, which was -2.25 lower than the previous day. The implied volatity was 34.92, the open interest changed by 2 which increased total open position to 58
On 4 Mar CANBK was trading at 81.94. The strike last trading price was 10.3, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 3 Mar CANBK was trading at 81.42. The strike last trading price was 9.55, which was -0.05 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 28 Feb CANBK was trading at 80.90. The strike last trading price was 9.55, which was -0.05 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 27 Feb CANBK was trading at 83.46. The strike last trading price was 9.55, which was 1.6 higher than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 54
On 26 Feb CANBK was trading at 85.00. The strike last trading price was 7.95, which was 1.4 higher than the previous day. The implied volatity was 30.23, the open interest changed by 37 which increased total open position to 54
On 25 Feb CANBK was trading at 85.02. The strike last trading price was 7.95, which was 1.4 higher than the previous day. The implied volatity was 30.23, the open interest changed by 37 which increased total open position to 54
On 24 Feb CANBK was trading at 86.95. The strike last trading price was 6.6, which was -1.4 lower than the previous day. The implied volatity was 31.20, the open interest changed by 7 which increased total open position to 15
On 21 Feb CANBK was trading at 87.33. The strike last trading price was 8, 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 Feb CANBK was trading at 88.06. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Feb CANBK was trading at 85.56. The strike last trading price was 8, which was 2.5 higher than the previous day. The implied volatity was 36.10, the open interest changed by 1 which increased total open position to 7
On 18 Feb CANBK was trading at 84.65. The strike last trading price was 5.5, 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 17 Feb CANBK was trading at 85.09. The strike last trading price was 5.5, 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 14 Feb CANBK was trading at 85.62. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Feb CANBK was trading at 88.72. The strike last trading price was 5.5, which was -0.65 lower than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 2
On 12 Feb CANBK was trading at 90.54. The strike last trading price was 6.15, which was 1.65 higher than the previous day. The implied volatity was 44.22, the open interest changed by 0 which decreased total open position to 3
On 11 Feb CANBK was trading at 90.09. The strike last trading price was 4.5, which was -2.05 lower than the previous day. The implied volatity was 29.40, the open interest changed by 4 which increased total open position to 4
On 10 Feb CANBK was trading at 93.17. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 1.58, 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 6.55, 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 6 Feb CANBK was trading at 94.86. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 3.17, 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 6.55, which was 0 lower than the previous day. The implied volatity was 3.73, 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 6.55, which was 0 lower than the previous day. The implied volatity was 1.32, 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 6.55, 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 6.55, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
