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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 94 CE
Delta: 0.32
Vega: 0.07
Theta: -0.09
Gamma: 0.05
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
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
Delta: -0.65
Vega: 0.07
Theta: -0.08
Gamma: 0.04
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