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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 96 CE
Delta: 0.24
Vega: 0.06
Theta: -0.08
Gamma: 0.04
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
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
Delta: -0.70
Vega: 0.06
Theta: -0.08
Gamma: 0.04
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