CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
| CANBK 24APR2025 97 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.05
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 89.43 | 0.8 | 0.1 | 39.42 | 309 | -26 | 300 | |||
| 7 Apr | 87.10 | 0.7 | -0.1 | 45.19 | 642 | 13 | 326 | |||
| 4 Apr | 90.39 | 0.9 | -0.9 | 33.82 | 1,101 | 84 | 315 | |||
| 3 Apr | 94.38 | 1.8 | 0.9 | 30.25 | 1,058 | -11 | 234 | |||
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| 2 Apr | 91.10 | 0.9 | 0.15 | 30.35 | 268 | 12 | 245 | |||
| 1 Apr | 90.00 | 0.75 | -0.05 | 30.49 | 199 | 6 | 237 | |||
| 28 Mar | 89.00 | 0.75 | -0.15 | 30.89 | 233 | 65 | 231 | |||
| 27 Mar | 89.65 | 0.85 | 0.2 | 30.24 | 160 | 8 | 166 | |||
| 26 Mar | 87.24 | 0.65 | -0.25 | 32.71 | 150 | 30 | 150 | |||
| 25 Mar | 88.46 | 0.85 | -0.55 | 33.18 | 189 | 62 | 119 | |||
| 24 Mar | 91.32 | 1.5 | 0.65 | 31.03 | 142 | 37 | 56 | |||
| 21 Mar | 87.54 | 0.9 | 0.45 | 33.21 | 25 | 19 | 20 | |||
| 20 Mar | 85.84 | 0.45 | -1.15 | 29.93 | 1 | 0 | 0 | |||
| 19 Mar | 85.57 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 83.92 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 82.49 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 82.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 82.46 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 83.28 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 82.49 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Canara Bank - strike price 97 expiring on 24APR2025
Delta for 97 CE is 0.20
Historical price for 97 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 39.42, the open interest changed by -26 which decreased total open position to 300
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 45.19, the open interest changed by 13 which increased total open position to 326
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.9, which was -0.9 lower than the previous day. The implied volatity was 33.82, the open interest changed by 84 which increased total open position to 315
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 1.8, which was 0.9 higher than the previous day. The implied volatity was 30.25, the open interest changed by -11 which decreased total open position to 234
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 30.35, the open interest changed by 12 which increased total open position to 245
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 30.49, the open interest changed by 6 which increased total open position to 237
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 30.89, the open interest changed by 65 which increased total open position to 231
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.85, which was 0.2 higher than the previous day. The implied volatity was 30.24, the open interest changed by 8 which increased total open position to 166
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 32.71, the open interest changed by 30 which increased total open position to 150
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 33.18, the open interest changed by 62 which increased total open position to 119
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 1.5, which was 0.65 higher than the previous day. The implied volatity was 31.03, the open interest changed by 37 which increased total open position to 56
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 33.21, the open interest changed by 19 which increased total open position to 20
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 0.45, which was -1.15 lower than the previous day. The implied volatity was 29.93, the open interest changed by 0 which decreased total open position to 0
On 19 Mar CANBK was trading at 85.57. 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
On 18 Mar CANBK was trading at 83.92. 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
On 17 Mar CANBK was trading at 82.49. 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
On 13 Mar CANBK was trading at 82.90. 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
On 12 Mar CANBK was trading at 82.46. 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
On 11 Mar CANBK was trading at 83.28. 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
On 10 Mar CANBK was trading at 82.49. 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 97 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.06
Theta: -0.08
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 89.43 | 8.35 | -1.75 | 52.87 | 15 | 0 | 48 |
| 7 Apr | 87.10 | 10.1 | 2.85 | 48.33 | 4 | 0 | 48 |
| 4 Apr | 90.39 | 7.05 | 2.9 | 38.06 | 198 | -5 | 53 |
| 3 Apr | 94.38 | 4.2 | -2.8 | 32.63 | 221 | 44 | 56 |
| 2 Apr | 91.10 | 7 | -0.35 | 41.05 | 2 | -1 | 11 |
| 1 Apr | 90.00 | 7.35 | -0.8 | 35.82 | 7 | -4 | 12 |
| 28 Mar | 89.00 | 8.1 | -1.05 | 33.46 | 32 | 9 | 16 |
| 27 Mar | 89.65 | 9.15 | -0.1 | 50.37 | 2 | 0 | 6 |
| 26 Mar | 87.24 | 9.25 | -4.85 | 28.91 | 7 | 4 | 4 |
| 25 Mar | 88.46 | 14.1 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 91.32 | 14.1 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 87.54 | 14.1 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 85.84 | 14.1 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 85.57 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 83.92 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 82.49 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 82.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 82.46 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 83.28 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 82.49 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Canara Bank - strike price 97 expiring on 24APR2025
Delta for 97 PE is -0.73
Historical price for 97 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 8.35, which was -1.75 lower than the previous day. The implied volatity was 52.87, the open interest changed by 0 which decreased total open position to 48
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 10.1, which was 2.85 higher than the previous day. The implied volatity was 48.33, the open interest changed by 0 which decreased total open position to 48
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 7.05, which was 2.9 higher than the previous day. The implied volatity was 38.06, the open interest changed by -5 which decreased total open position to 53
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 4.2, which was -2.8 lower than the previous day. The implied volatity was 32.63, the open interest changed by 44 which increased total open position to 56
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was 41.05, the open interest changed by -1 which decreased total open position to 11
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 7.35, which was -0.8 lower than the previous day. The implied volatity was 35.82, the open interest changed by -4 which decreased total open position to 12
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 8.1, which was -1.05 lower than the previous day. The implied volatity was 33.46, the open interest changed by 9 which increased total open position to 16
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 9.15, which was -0.1 lower than the previous day. The implied volatity was 50.37, the open interest changed by 0 which decreased total open position to 6
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 9.25, which was -4.85 lower than the previous day. The implied volatity was 28.91, the open interest changed by 4 which increased total open position to 4
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 14.1, 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 Mar CANBK was trading at 91.32. The strike last trading price was 14.1, 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 Mar CANBK was trading at 87.54. The strike last trading price was 14.1, 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 Mar CANBK was trading at 85.84. The strike last trading price was 14.1, 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 Mar CANBK was trading at 85.57. 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
On 18 Mar CANBK was trading at 83.92. 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
On 17 Mar CANBK was trading at 82.49. 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
On 13 Mar CANBK was trading at 82.90. 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
On 12 Mar CANBK was trading at 82.46. 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
On 11 Mar CANBK was trading at 83.28. 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
On 10 Mar CANBK was trading at 82.49. 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
