CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
CANBK 24APR2025 96 CE | ||||||||||
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Delta: 0.24
Vega: 0.06
Theta: -0.08
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 89.43 | 1.05 | 0.15 | 40.38 | 319 | 23 | 318 | |||
7 Apr | 87.10 | 0.9 | -0.15 | 46.13 | 528 | -48 | 295 | |||
4 Apr | 90.39 | 1.1 | -1.05 | 33.52 | 1,478 | -22 | 358 | |||
3 Apr | 94.38 | 2.15 | 1 | 29.84 | 1,335 | 130 | 384 | |||
2 Apr | 91.10 | 1.15 | 0.25 | 30.59 | 294 | 15 | 257 | |||
1 Apr | 90.00 | 0.9 | -0.05 | 29.97 | 199 | -1 | 243 | |||
28 Mar | 89.00 | 0.9 | -0.15 | 30.44 | 292 | 78 | 244 | |||
27 Mar | 89.65 | 1.05 | 0.3 | 30.23 | 248 | 52 | 164 | |||
26 Mar | 87.24 | 0.75 | -0.3 | 31.95 | 65 | 5 | 112 | |||
25 Mar | 88.46 | 1.05 | -0.65 | 33.44 | 109 | 36 | 106 | |||
24 Mar | 91.32 | 1.7 | 0.65 | 30.14 | 210 | 52 | 73 | |||
21 Mar | 87.54 | 1.05 | 0.45 | 32.58 | 59 | 0 | 20 | |||
20 Mar | 85.84 | 0.6 | -0.05 | 30.57 | 22 | 14 | 20 | |||
19 Mar | 85.57 | 0.65 | 0.15 | 31.06 | 3 | 2 | 5 | |||
18 Mar | 83.92 | 0.5 | 0.05 | 32.02 | 2 | 0 | 2 | |||
17 Mar | 82.49 | 0.45 | -0.05 | 33.81 | 1 | 0 | 1 | |||
13 Mar | 82.90 | 0.5 | 0 | 0.00 | 0 | 0 | 0 | |||
12 Mar | 82.46 | 0.5 | 0 | 0.00 | 0 | 0 | 0 | |||
11 Mar | 83.28 | 0.5 | 0 | 0.00 | 0 | 0 | 0 | |||
10 Mar | 82.49 | 0.5 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Mar | 81.42 | 0.5 | -5.35 | 31.27 | 2 | 1 | 1 | |||
24 Feb | 86.95 | 5.85 | 0 | 6.60 | 0 | 0 | 0 | |||
21 Feb | 87.33 | 5.85 | 0 | 6.25 | 0 | 0 | 0 | |||
20 Feb | 88.06 | 5.85 | 0 | 5.31 | 0 | 0 | 0 | |||
13 Feb | 88.72 | 5.85 | 0 | 2.99 | 0 | 0 | 0 | |||
12 Feb | 90.54 | 5.85 | 0 | 3.22 | 0 | 0 | 0 | |||
11 Feb | 90.09 | 5.85 | 0 | 3.00 | 0 | 0 | 0 | |||
10 Feb | 93.17 | 5.85 | 0 | 0.83 | 0 | 0 | 0 | |||
7 Feb | 94.06 | 5.85 | 0 | 0.05 | 0 | 0 | 0 | |||
6 Feb | 94.86 | 5.85 | 0 | - | 0 | 0 | 0 | |||
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5 Feb | 95.83 | 5.85 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 92.84 | 5.85 | 0 | 1.01 | 0 | 0 | 0 | |||
3 Feb | 90.61 | 5.85 | 0 | 2.08 | 0 | 0 | 0 | |||
1 Feb | 92.62 | 5.85 | 0 | 0.29 | 0 | 0 | 0 |
For Canara Bank - strike price 96 expiring on 24APR2025
Delta for 96 CE is 0.24
Historical price for 96 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 40.38, the open interest changed by 23 which increased total open position to 318
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 46.13, the open interest changed by -48 which decreased total open position to 295
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 1.1, which was -1.05 lower than the previous day. The implied volatity was 33.52, the open interest changed by -22 which decreased total open position to 358
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 2.15, which was 1 higher than the previous day. The implied volatity was 29.84, the open interest changed by 130 which increased total open position to 384
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 1.15, which was 0.25 higher than the previous day. The implied volatity was 30.59, the open interest changed by 15 which increased total open position to 257
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 29.97, the open interest changed by -1 which decreased total open position to 243
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 30.44, the open interest changed by 78 which increased total open position to 244
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 1.05, which was 0.3 higher than the previous day. The implied volatity was 30.23, the open interest changed by 52 which increased total open position to 164
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 31.95, the open interest changed by 5 which increased total open position to 112
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 33.44, the open interest changed by 36 which increased total open position to 106
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 1.7, which was 0.65 higher than the previous day. The implied volatity was 30.14, the open interest changed by 52 which increased total open position to 73
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 1.05, which was 0.45 higher than the previous day. The implied volatity was 32.58, the open interest changed by 0 which decreased total open position to 20
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 30.57, the open interest changed by 14 which increased total open position to 20
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 31.06, the open interest changed by 2 which increased total open position to 5
On 18 Mar CANBK was trading at 83.92. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 2
On 17 Mar CANBK was trading at 82.49. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 33.81, the open interest changed by 0 which decreased total open position to 1
On 13 Mar CANBK was trading at 82.90. The strike last trading price was 0.5, 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 12 Mar CANBK was trading at 82.46. The strike last trading price was 0.5, 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 11 Mar CANBK was trading at 83.28. The strike last trading price was 0.5, 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 10 Mar CANBK was trading at 82.49. The strike last trading price was 0.5, 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 3 Mar CANBK was trading at 81.42. The strike last trading price was 0.5, which was -5.35 lower than the previous day. The implied volatity was 31.27, the open interest changed by 1 which increased total open position to 1
On 24 Feb CANBK was trading at 86.95. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 6.60, 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 5.85, which was 0 lower than the previous day. The implied volatity was 6.25, 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 5.85, which was 0 lower than the previous day. The implied volatity was 5.31, 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 5.85, which was 0 lower than the previous day. The implied volatity was 2.99, 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 5.85, which was 0 lower than the previous day. The implied volatity was 3.22, 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 5.85, which was 0 lower than the previous day. The implied volatity was 3.00, 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 5.85, which was 0 lower than the previous day. The implied volatity was 0.83, 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 5.85, which was 0 lower than the previous day. The implied volatity was 0.05, 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 5.85, 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 5.85, 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 5.85, which was 0 lower than the previous day. The implied volatity was 1.01, 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 5.85, which was 0 lower than the previous day. The implied volatity was 2.08, 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 5.85, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
CANBK 24APR2025 96 PE | |||||||
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Delta: -0.70
Vega: 0.06
Theta: -0.08
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 89.43 | 7.45 | -2.25 | 50.48 | 40 | 6 | 83 |
7 Apr | 87.10 | 9.7 | 3.3 | 55.89 | 41 | -14 | 77 |
4 Apr | 90.39 | 6.25 | 2.7 | 37.39 | 404 | 2 | 98 |
3 Apr | 94.38 | 3.55 | -2.1 | 32.08 | 332 | 32 | 98 |
2 Apr | 91.10 | 5.65 | -0.8 | 33.02 | 23 | -4 | 66 |
1 Apr | 90.00 | 6.45 | -0.95 | 33.50 | 24 | -5 | 69 |
28 Mar | 89.00 | 7.35 | 0.6 | 34.03 | 69 | 33 | 74 |
27 Mar | 89.65 | 7.05 | -1.7 | 34.60 | 26 | 8 | 39 |
26 Mar | 87.24 | 8.7 | 0.6 | 33.89 | 17 | -3 | 35 |
25 Mar | 88.46 | 8.2 | 2.45 | 34.69 | 48 | 6 | 37 |
24 Mar | 91.32 | 5.75 | -4.15 | 32.31 | 35 | 29 | 30 |
21 Mar | 87.54 | 9.9 | 0 | 0.00 | 0 | 0 | 0 |
20 Mar | 85.84 | 9.9 | -5 | 30.91 | 1 | 0 | 1 |
19 Mar | 85.57 | 14.9 | 0 | 0.00 | 0 | 0 | 0 |
18 Mar | 83.92 | 14.9 | 0 | 0.00 | 0 | 0 | 0 |
17 Mar | 82.49 | 14.9 | 0 | 0.00 | 0 | 0 | 0 |
13 Mar | 82.90 | 14.9 | 0 | 0.00 | 0 | 0 | 0 |
12 Mar | 82.46 | 14.9 | 0 | 0.00 | 0 | 0 | 0 |
11 Mar | 83.28 | 14.9 | 0 | 0.00 | 0 | 0 | 0 |
10 Mar | 82.49 | 14.9 | 0 | 0.00 | 0 | 0 | 0 |
3 Mar | 81.42 | 14.9 | 5.55 | 46.86 | 1 | 0 | 0 |
24 Feb | 86.95 | 9.35 | 0 | - | 0 | 0 | 0 |
21 Feb | 87.33 | 9.35 | 0 | - | 0 | 0 | 0 |
20 Feb | 88.06 | 9.35 | 0 | - | 0 | 0 | 0 |
13 Feb | 88.72 | 9.35 | 0 | - | 0 | 0 | 0 |
12 Feb | 90.54 | 9.35 | 0 | - | 0 | 0 | 0 |
11 Feb | 90.09 | 9.35 | 0 | - | 0 | 0 | 0 |
10 Feb | 93.17 | 9.35 | 0 | - | 0 | 0 | 0 |
7 Feb | 94.06 | 9.35 | 0 | - | 0 | 0 | 0 |
6 Feb | 94.86 | 9.35 | 0 | 0.89 | 0 | 0 | 0 |
5 Feb | 95.83 | 9.35 | 0 | 0.53 | 0 | 0 | 0 |
4 Feb | 92.84 | 9.35 | 0 | - | 0 | 0 | 0 |
3 Feb | 90.61 | 9.35 | 0 | - | 0 | 0 | 0 |
1 Feb | 92.62 | 9.35 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 96 expiring on 24APR2025
Delta for 96 PE is -0.70
Historical price for 96 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 7.45, which was -2.25 lower than the previous day. The implied volatity was 50.48, the open interest changed by 6 which increased total open position to 83
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 9.7, which was 3.3 higher than the previous day. The implied volatity was 55.89, the open interest changed by -14 which decreased total open position to 77
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 6.25, which was 2.7 higher than the previous day. The implied volatity was 37.39, the open interest changed by 2 which increased total open position to 98
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 3.55, which was -2.1 lower than the previous day. The implied volatity was 32.08, the open interest changed by 32 which increased total open position to 98
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 5.65, which was -0.8 lower than the previous day. The implied volatity was 33.02, the open interest changed by -4 which decreased total open position to 66
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 6.45, which was -0.95 lower than the previous day. The implied volatity was 33.50, the open interest changed by -5 which decreased total open position to 69
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 7.35, which was 0.6 higher than the previous day. The implied volatity was 34.03, the open interest changed by 33 which increased total open position to 74
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 7.05, which was -1.7 lower than the previous day. The implied volatity was 34.60, the open interest changed by 8 which increased total open position to 39
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 8.7, which was 0.6 higher than the previous day. The implied volatity was 33.89, the open interest changed by -3 which decreased total open position to 35
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 8.2, which was 2.45 higher than the previous day. The implied volatity was 34.69, the open interest changed by 6 which increased total open position to 37
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 5.75, which was -4.15 lower than the previous day. The implied volatity was 32.31, the open interest changed by 29 which increased total open position to 30
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 9.9, 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 Mar CANBK was trading at 85.84. The strike last trading price was 9.9, which was -5 lower than the previous day. The implied volatity was 30.91, the open interest changed by 0 which decreased total open position to 1
On 19 Mar CANBK was trading at 85.57. The strike last trading price was 14.9, 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 18 Mar CANBK was trading at 83.92. The strike last trading price was 14.9, 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 14.9, 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 14.9, 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 12 Mar CANBK was trading at 82.46. The strike last trading price was 14.9, 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 11 Mar CANBK was trading at 83.28. The strike last trading price was 14.9, 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 14.9, 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 3 Mar CANBK was trading at 81.42. The strike last trading price was 14.9, which was 5.55 higher than the previous day. The implied volatity was 46.86, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, which was 0 lower than the previous day. The implied volatity was 0.89, 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 9.35, which was 0 lower than the previous day. The implied volatity was 0.53, 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 9.35, 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 9.35, 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 9.35, 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