CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
CANBK 24APR2025 94 CE | ||||||||||
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Delta: 0.32
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 | 1.5 | 0.25 | 39.46 | 611 | -68 | 401 | |||
7 Apr | 87.10 | 1.3 | -0.2 | 46.24 | 837 | -46 | 471 | |||
4 Apr | 90.39 | 1.6 | -1.55 | 32.71 | 1,505 | 58 | 515 | |||
3 Apr | 94.38 | 3.15 | 1.45 | 30.49 | 1,429 | 59 | 457 | |||
2 Apr | 91.10 | 1.7 | 0.3 | 29.94 | 588 | 42 | 396 | |||
1 Apr | 90.00 | 1.4 | 0.05 | 29.86 | 1,235 | 48 | 333 | |||
28 Mar | 89.00 | 1.4 | -0.15 | 30.84 | 477 | 120 | 285 | |||
27 Mar | 89.65 | 1.45 | 0.35 | 28.95 | 401 | 4 | 166 | |||
26 Mar | 87.24 | 1.1 | -0.4 | 31.61 | 161 | 18 | 164 | |||
25 Mar | 88.46 | 1.45 | -0.9 | 32.81 | 269 | 73 | 148 | |||
24 Mar | 91.32 | 2.4 | 0.95 | 30.24 | 173 | 58 | 75 | |||
21 Mar | 87.54 | 1.4 | 0.6 | 31.58 | 22 | 12 | 16 | |||
20 Mar | 85.84 | 0.8 | 0 | 0.00 | 0 | 1 | 0 | |||
19 Mar | 85.57 | 0.8 | 0.15 | 28.91 | 2 | 0 | 3 | |||
18 Mar | 83.92 | 0.65 | 0 | 0.00 | 0 | 0 | 0 | |||
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17 Mar | 82.49 | 0.65 | 0 | 0.00 | 0 | 1 | 0 | |||
13 Mar | 82.90 | 0.65 | -0.4 | 31.14 | 1 | 0 | 2 | |||
12 Mar | 82.46 | 1.05 | 0.05 | 37.19 | 1 | 0 | 2 | |||
11 Mar | 83.28 | 1 | 0 | 0.00 | 0 | 0 | 0 | |||
10 Mar | 82.49 | 1 | 0 | 0.00 | 0 | 1 | 0 | |||
7 Mar | 85.02 | 1 | -0.2 | 28.62 | 1 | 0 | 1 | |||
6 Mar | 85.35 | 1.2 | 0 | 0.00 | 0 | 1 | 0 | |||
3 Mar | 81.42 | 6.65 | 0 | 10.25 | 0 | 0 | 0 | |||
24 Feb | 86.95 | 6.65 | 0 | 5.04 | 0 | 0 | 0 | |||
21 Feb | 87.33 | 6.65 | 0 | 4.71 | 0 | 0 | 0 | |||
20 Feb | 88.06 | 6.65 | 0 | 3.91 | 0 | 0 | 0 | |||
19 Feb | 85.56 | 6.65 | 0 | 5.78 | 0 | 0 | 0 | |||
18 Feb | 84.65 | 6.65 | 0 | 6.65 | 0 | 0 | 0 | |||
17 Feb | 85.09 | 6.65 | 0 | 5.84 | 0 | 0 | 0 | |||
14 Feb | 85.62 | 6.65 | 0 | 5.65 | 0 | 0 | 0 | |||
13 Feb | 88.72 | 6.65 | 0 | 1.57 | 0 | 0 | 0 | |||
12 Feb | 90.54 | 6.65 | 0 | 1.66 | 0 | 0 | 0 | |||
11 Feb | 90.09 | 6.65 | 0 | 1.31 | 0 | 0 | 0 | |||
10 Feb | 93.17 | 6.65 | 0 | - | 0 | 0 | 0 | |||
7 Feb | 94.06 | 6.65 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 94.86 | 6.65 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 95.83 | 6.65 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 92.84 | 6.65 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 90.61 | 6.65 | 0 | 0.63 | 0 | 0 | 0 | |||
1 Feb | 92.62 | 6.65 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 94 expiring on 24APR2025
Delta for 94 CE is 0.32
Historical price for 94 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 39.46, the open interest changed by -68 which decreased total open position to 401
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 46.24, the open interest changed by -46 which decreased total open position to 471
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 1.6, which was -1.55 lower than the previous day. The implied volatity was 32.71, the open interest changed by 58 which increased total open position to 515
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 3.15, which was 1.45 higher than the previous day. The implied volatity was 30.49, the open interest changed by 59 which increased total open position to 457
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 1.7, which was 0.3 higher than the previous day. The implied volatity was 29.94, the open interest changed by 42 which increased total open position to 396
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 29.86, the open interest changed by 48 which increased total open position to 333
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 30.84, the open interest changed by 120 which increased total open position to 285
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 28.95, the open interest changed by 4 which increased total open position to 166
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 1.1, which was -0.4 lower than the previous day. The implied volatity was 31.61, the open interest changed by 18 which increased total open position to 164
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 1.45, which was -0.9 lower than the previous day. The implied volatity was 32.81, the open interest changed by 73 which increased total open position to 148
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 2.4, which was 0.95 higher than the previous day. The implied volatity was 30.24, the open interest changed by 58 which increased total open position to 75
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 1.4, which was 0.6 higher than the previous day. The implied volatity was 31.58, the open interest changed by 12 which increased total open position to 16
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 0.8, 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 19 Mar CANBK was trading at 85.57. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 28.91, the open interest changed by 0 which decreased total open position to 3
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 0.65, 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 Mar CANBK was trading at 82.49. The strike last trading price was 0.65, 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 13 Mar CANBK was trading at 82.90. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 2
On 12 Mar CANBK was trading at 82.46. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 37.19, the open interest changed by 0 which decreased total open position to 2
On 11 Mar CANBK was trading at 83.28. The strike last trading price was 1, 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 1, 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 7 Mar CANBK was trading at 85.02. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 28.62, the open interest changed by 0 which decreased total open position to 1
On 6 Mar CANBK was trading at 85.35. The strike last trading price was 1.2, 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 6.65, which was 0 lower than the previous day. The implied volatity was 10.25, 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 6.65, which was 0 lower than the previous day. The implied volatity was 5.04, 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 6.65, which was 0 lower than the previous day. The implied volatity was 4.71, 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 6.65, which was 0 lower than the previous day. The implied volatity was 3.91, 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 6.65, which was 0 lower than the previous day. The implied volatity was 5.78, 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 6.65, which was 0 lower than the previous day. The implied volatity was 6.65, 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 6.65, which was 0 lower than the previous day. The implied volatity was 5.84, 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 6.65, which was 0 lower than the previous day. The implied volatity was 5.65, 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 6.65, 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 12 Feb CANBK was trading at 90.54. The strike last trading price was 6.65, which was 0 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 11 Feb CANBK was trading at 90.09. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 1.31, 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 6.65, 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 6.65, 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 6.65, 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 6.65, 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 6.65, 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 6.65, 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 1 Feb CANBK was trading at 92.62. The strike last trading price was 6.65, 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 94 PE | |||||||
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Delta: -0.65
Vega: 0.07
Theta: -0.08
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 89.43 | 5.75 | -2 | 46.31 | 77 | 16 | 187 |
7 Apr | 87.10 | 7.6 | 2.7 | 46.84 | 257 | -21 | 172 |
4 Apr | 90.39 | 4.75 | 2.2 | 36.02 | 1,059 | -98 | 194 |
3 Apr | 94.38 | 2.5 | -1.8 | 32.05 | 1,131 | 138 | 292 |
2 Apr | 91.10 | 4.35 | -0.55 | 33.73 | 82 | 9 | 154 |
1 Apr | 90.00 | 4.9 | -0.85 | 32.17 | 60 | -10 | 146 |
28 Mar | 89.00 | 5.75 | 0.45 | 32.62 | 169 | 36 | 156 |
27 Mar | 89.65 | 5.2 | -1.95 | 29.93 | 83 | 46 | 120 |
26 Mar | 87.24 | 7.1 | 0.75 | 33.67 | 54 | 13 | 74 |
25 Mar | 88.46 | 6.6 | 2.2 | 33.72 | 90 | 13 | 61 |
24 Mar | 91.32 | 4.35 | -3.85 | 31.15 | 101 | 39 | 47 |
21 Mar | 87.54 | 8.2 | 0 | 0.00 | 0 | 8 | 0 |
20 Mar | 85.84 | 8.2 | 0.05 | 30.53 | 8 | 6 | 6 |
19 Mar | 85.57 | 8.15 | 0 | - | 0 | 0 | 0 |
18 Mar | 83.92 | 8.15 | 0 | - | 0 | 0 | 0 |
17 Mar | 82.49 | 8.15 | 0 | - | 0 | 0 | 0 |
13 Mar | 82.90 | 8.15 | 0 | - | 0 | 0 | 0 |
12 Mar | 82.46 | 8.15 | 0 | - | 0 | 0 | 0 |
11 Mar | 83.28 | 8.15 | 0 | - | 0 | 0 | 0 |
10 Mar | 82.49 | 8.15 | 0 | - | 0 | 0 | 0 |
7 Mar | 85.02 | 8.15 | 0 | - | 0 | 0 | 0 |
6 Mar | 85.35 | 8.15 | 0 | - | 0 | 0 | 0 |
3 Mar | 81.42 | 8.15 | 0 | - | 0 | 0 | 0 |
24 Feb | 86.95 | 8.15 | 0 | - | 0 | 0 | 0 |
21 Feb | 87.33 | 8.15 | 0 | - | 0 | 0 | 0 |
20 Feb | 88.06 | 8.15 | 0 | - | 0 | 0 | 0 |
19 Feb | 85.56 | 8.15 | 0 | - | 0 | 0 | 0 |
18 Feb | 84.65 | 8.15 | 0 | - | 0 | 0 | 0 |
17 Feb | 85.09 | 8.15 | 0 | - | 0 | 0 | 0 |
14 Feb | 85.62 | 8.15 | 0 | - | 0 | 0 | 0 |
13 Feb | 88.72 | 8.15 | 0 | - | 0 | 0 | 0 |
12 Feb | 90.54 | 8.15 | 0 | - | 0 | 0 | 0 |
11 Feb | 90.09 | 8.15 | 0 | - | 0 | 0 | 0 |
10 Feb | 93.17 | 8.15 | 0 | 0.98 | 0 | 0 | 0 |
7 Feb | 94.06 | 8.15 | 0 | 1.71 | 0 | 0 | 0 |
6 Feb | 94.86 | 8.15 | 0 | 2.16 | 0 | 0 | 0 |
5 Feb | 95.83 | 8.15 | 0 | 2.01 | 0 | 0 | 0 |
4 Feb | 92.84 | 8.15 | 0 | 0.73 | 0 | 0 | 0 |
3 Feb | 90.61 | 8.15 | 0 | - | 0 | 0 | 0 |
1 Feb | 92.62 | 8.15 | 0 | 1.45 | 0 | 0 | 0 |
For Canara Bank - strike price 94 expiring on 24APR2025
Delta for 94 PE is -0.65
Historical price for 94 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 5.75, which was -2 lower than the previous day. The implied volatity was 46.31, the open interest changed by 16 which increased total open position to 187
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 7.6, which was 2.7 higher than the previous day. The implied volatity was 46.84, the open interest changed by -21 which decreased total open position to 172
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 4.75, which was 2.2 higher than the previous day. The implied volatity was 36.02, the open interest changed by -98 which decreased total open position to 194
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 2.5, which was -1.8 lower than the previous day. The implied volatity was 32.05, the open interest changed by 138 which increased total open position to 292
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 4.35, which was -0.55 lower than the previous day. The implied volatity was 33.73, the open interest changed by 9 which increased total open position to 154
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 4.9, which was -0.85 lower than the previous day. The implied volatity was 32.17, the open interest changed by -10 which decreased total open position to 146
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 5.75, which was 0.45 higher than the previous day. The implied volatity was 32.62, the open interest changed by 36 which increased total open position to 156
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 5.2, which was -1.95 lower than the previous day. The implied volatity was 29.93, the open interest changed by 46 which increased total open position to 120
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 7.1, which was 0.75 higher than the previous day. The implied volatity was 33.67, the open interest changed by 13 which increased total open position to 74
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 6.6, which was 2.2 higher than the previous day. The implied volatity was 33.72, the open interest changed by 13 which increased total open position to 61
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 4.35, which was -3.85 lower than the previous day. The implied volatity was 31.15, the open interest changed by 39 which increased total open position to 47
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 8.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was 30.53, the open interest changed by 6 which increased total open position to 6
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 8.15, 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 Mar CANBK was trading at 83.92. The strike last trading price was 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, which was 0 lower than the previous day. The implied volatity was 0.98, 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 8.15, which was 0 lower than the previous day. The implied volatity was 1.71, 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 8.15, which was 0 lower than the previous day. The implied volatity was 2.16, 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 8.15, which was 0 lower than the previous day. The implied volatity was 2.01, 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 8.15, which was 0 lower than the previous day. The implied volatity was 0.73, 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 8.15, 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 8.15, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0