CANBK
Canara Bank
Historical option data for CANBK
09 Apr 2025 04:10 PM IST
| CANBK 24APR2025 95 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.05
Theta: -0.08
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 88.42 | 0.9 | -0.3 | 41.46 | 2,194 | 34 | 2,706 | |||
| 8 Apr | 89.43 | 1.2 | 0.15 | 39.01 | 2,152 | 267 | 2,674 | |||
| 7 Apr | 87.10 | 1.05 | -0.2 | 45.56 | 2,746 | -396 | 2,408 | |||
| 4 Apr | 90.39 | 1.3 | -1.3 | 32.72 | 6,081 | 804 | 2,809 | |||
| 3 Apr | 94.38 | 2.6 | 1.2 | 29.92 | 5,777 | -28 | 2,012 | |||
| 2 Apr | 91.10 | 1.4 | 0.3 | 30.24 | 2,047 | 82 | 2,055 | |||
| 1 Apr | 90.00 | 1.15 | 0.05 | 30.02 | 1,951 | -79 | 1,964 | |||
| 28 Mar | 89.00 | 1.15 | -0.15 | 30.90 | 3,036 | 307 | 2,043 | |||
| 27 Mar | 89.65 | 1.3 | 0.35 | 30.38 | 2,801 | 75 | 1,692 | |||
| 26 Mar | 87.24 | 0.95 | -0.35 | 32.33 | 1,523 | 417 | 1,617 | |||
| 25 Mar | 88.46 | 1.2 | -0.75 | 32.69 | 1,737 | 143 | 1,200 | |||
| 24 Mar | 91.32 | 2 | 0.75 | 29.92 | 1,904 | 624 | 1,054 | |||
| 21 Mar | 87.54 | 1.15 | 0.4 | 31.63 | 688 | 183 | 429 | |||
| 20 Mar | 85.84 | 0.75 | -0.05 | 30.73 | 241 | 45 | 251 | |||
| 19 Mar | 85.57 | 0.8 | 0.15 | 31.02 | 232 | 115 | 205 | |||
|
|
||||||||||
| 18 Mar | 83.92 | 0.65 | 0.15 | 32.76 | 19 | 8 | 91 | |||
| 17 Mar | 82.49 | 0.5 | -0.1 | 32.95 | 20 | -3 | 83 | |||
| 13 Mar | 82.90 | 0.55 | -0.1 | 31.36 | 83 | 48 | 87 | |||
| 12 Mar | 82.46 | 0.65 | 0 | 33.45 | 23 | 8 | 35 | |||
| 11 Mar | 83.28 | 0.65 | -0.05 | 30.92 | 38 | 10 | 27 | |||
| 10 Mar | 82.49 | 0.7 | -0.3 | 33.58 | 17 | 6 | 17 | |||
| 7 Mar | 85.02 | 1 | -0.3 | 30.61 | 7 | 5 | 11 | |||
| 6 Mar | 85.35 | 1.25 | -0.75 | 32.00 | 6 | 2 | 2 | |||
| 3 Mar | 81.42 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Canara Bank - strike price 95 expiring on 24APR2025
Delta for 95 CE is 0.22
Historical price for 95 CE is as follows
On 9 Apr CANBK was trading at 88.42. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 41.46, the open interest changed by 34 which increased total open position to 2706
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 39.01, the open interest changed by 267 which increased total open position to 2674
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 45.56, the open interest changed by -396 which decreased total open position to 2408
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 1.3, which was -1.3 lower than the previous day. The implied volatity was 32.72, the open interest changed by 804 which increased total open position to 2809
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 2.6, which was 1.2 higher than the previous day. The implied volatity was 29.92, the open interest changed by -28 which decreased total open position to 2012
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 30.24, the open interest changed by 82 which increased total open position to 2055
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 30.02, the open interest changed by -79 which decreased total open position to 1964
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 30.90, the open interest changed by 307 which increased total open position to 2043
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 1.3, which was 0.35 higher than the previous day. The implied volatity was 30.38, the open interest changed by 75 which increased total open position to 1692
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 32.33, the open interest changed by 417 which increased total open position to 1617
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 1.2, which was -0.75 lower than the previous day. The implied volatity was 32.69, the open interest changed by 143 which increased total open position to 1200
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 2, which was 0.75 higher than the previous day. The implied volatity was 29.92, the open interest changed by 624 which increased total open position to 1054
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 1.15, which was 0.4 higher than the previous day. The implied volatity was 31.63, the open interest changed by 183 which increased total open position to 429
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 30.73, the open interest changed by 45 which increased total open position to 251
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 31.02, the open interest changed by 115 which increased total open position to 205
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 32.76, the open interest changed by 8 which increased total open position to 91
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 32.95, the open interest changed by -3 which decreased total open position to 83
On 13 Mar CANBK was trading at 82.90. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 31.36, the open interest changed by 48 which increased total open position to 87
On 12 Mar CANBK was trading at 82.46. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 33.45, the open interest changed by 8 which increased total open position to 35
On 11 Mar CANBK was trading at 83.28. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 30.92, the open interest changed by 10 which increased total open position to 27
On 10 Mar CANBK was trading at 82.49. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 33.58, the open interest changed by 6 which increased total open position to 17
On 7 Mar CANBK was trading at 85.02. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 30.61, the open interest changed by 5 which increased total open position to 11
On 6 Mar CANBK was trading at 85.35. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 32.00, the open interest changed by 2 which increased total open position to 2
On 3 Mar CANBK was trading at 81.42. The strike last trading price was 0, 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 95 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.06
Theta: -0.06
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 88.42 | 7.35 | 0.8 | 44.95 | 132 | -30 | 1,044 |
| 8 Apr | 89.43 | 6.55 | -1.9 | 47.84 | 137 | 5 | 1,074 |
| 7 Apr | 87.10 | 8.4 | 2.75 | 47.17 | 739 | -135 | 1,071 |
| 4 Apr | 90.39 | 5.4 | 2.4 | 35.64 | 1,626 | -276 | 1,207 |
| 3 Apr | 94.38 | 2.95 | -2 | 31.53 | 1,979 | 505 | 1,482 |
| 2 Apr | 91.10 | 4.95 | -0.7 | 33.06 | 246 | 60 | 976 |
| 1 Apr | 90.00 | 5.6 | -0.95 | 32.55 | 244 | 27 | 920 |
| 28 Mar | 89.00 | 6.45 | 0.3 | 32.27 | 442 | 108 | 893 |
| 27 Mar | 89.65 | 6.35 | -1.6 | 34.94 | 422 | 218 | 783 |
| 26 Mar | 87.24 | 7.95 | 0.9 | 34.64 | 119 | 46 | 565 |
| 25 Mar | 88.46 | 7.35 | 2.35 | 33.76 | 275 | 123 | 519 |
| 24 Mar | 91.32 | 4.95 | -2.9 | 30.94 | 566 | 288 | 398 |
| 21 Mar | 87.54 | 7.85 | -1.15 | 33.18 | 47 | 29 | 108 |
| 20 Mar | 85.84 | 9 | -0.2 | 29.79 | 77 | 73 | 78 |
| 19 Mar | 85.57 | 9.2 | -1.8 | 32.15 | 4 | 2 | 3 |
| 18 Mar | 83.92 | 11 | -1.5 | 37.23 | 1 | 0 | 0 |
| 17 Mar | 82.49 | 12.5 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 82.90 | 12.5 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 82.46 | 12.5 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 83.28 | 12.5 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 82.49 | 12.5 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 85.02 | 12.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 85.35 | 12.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 81.42 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 95 expiring on 24APR2025
Delta for 95 PE is -0.76
Historical price for 95 PE is as follows
On 9 Apr CANBK was trading at 88.42. The strike last trading price was 7.35, which was 0.8 higher than the previous day. The implied volatity was 44.95, the open interest changed by -30 which decreased total open position to 1044
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 6.55, which was -1.9 lower than the previous day. The implied volatity was 47.84, the open interest changed by 5 which increased total open position to 1074
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 8.4, which was 2.75 higher than the previous day. The implied volatity was 47.17, the open interest changed by -135 which decreased total open position to 1071
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 5.4, which was 2.4 higher than the previous day. The implied volatity was 35.64, the open interest changed by -276 which decreased total open position to 1207
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 2.95, which was -2 lower than the previous day. The implied volatity was 31.53, the open interest changed by 505 which increased total open position to 1482
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 4.95, which was -0.7 lower than the previous day. The implied volatity was 33.06, the open interest changed by 60 which increased total open position to 976
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 5.6, which was -0.95 lower than the previous day. The implied volatity was 32.55, the open interest changed by 27 which increased total open position to 920
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 6.45, which was 0.3 higher than the previous day. The implied volatity was 32.27, the open interest changed by 108 which increased total open position to 893
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 6.35, which was -1.6 lower than the previous day. The implied volatity was 34.94, the open interest changed by 218 which increased total open position to 783
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 7.95, which was 0.9 higher than the previous day. The implied volatity was 34.64, the open interest changed by 46 which increased total open position to 565
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 7.35, which was 2.35 higher than the previous day. The implied volatity was 33.76, the open interest changed by 123 which increased total open position to 519
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 4.95, which was -2.9 lower than the previous day. The implied volatity was 30.94, the open interest changed by 288 which increased total open position to 398
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 7.85, which was -1.15 lower than the previous day. The implied volatity was 33.18, the open interest changed by 29 which increased total open position to 108
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 9, which was -0.2 lower than the previous day. The implied volatity was 29.79, the open interest changed by 73 which increased total open position to 78
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 9.2, which was -1.8 lower than the previous day. The implied volatity was 32.15, the open interest changed by 2 which increased total open position to 3
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 11, which was -1.5 lower than the previous day. The implied volatity was 37.23, 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 12.5, 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 13 Mar CANBK was trading at 82.90. The strike last trading price was 12.5, 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 12 Mar CANBK was trading at 82.46. The strike last trading price was 12.5, 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 11 Mar CANBK was trading at 83.28. The strike last trading price was 12.5, 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 10 Mar CANBK was trading at 82.49. The strike last trading price was 12.5, 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 Mar CANBK was trading at 85.02. The strike last trading price was 12.5, 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 Mar CANBK was trading at 85.35. The strike last trading price was 12.5, 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 Mar CANBK was trading at 81.42. The strike last trading price was 0, 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
