CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
| CANBK 24APR2025 98 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.05
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 89.43 | 0.65 | 0.05 | 39.67 | 174 | 4 | 459 | |||
| 7 Apr | 87.10 | 0.6 | -0.1 | 45.86 | 656 | -83 | 457 | |||
| 4 Apr | 90.39 | 0.7 | -0.8 | 33.53 | 1,110 | 41 | 541 | |||
| 3 Apr | 94.38 | 1.45 | 0.65 | 30.05 | 1,535 | 210 | 505 | |||
| 2 Apr | 91.10 | 0.8 | 0.2 | 31.82 | 187 | 59 | 280 | |||
| 1 Apr | 90.00 | 0.6 | -0.05 | 30.87 | 93 | -7 | 222 | |||
| 28 Mar | 89.00 | 0.6 | -0.15 | 30.93 | 279 | 55 | 229 | |||
| 27 Mar | 89.65 | 0.7 | 0.1 | 30.53 | 161 | -7 | 172 | |||
| 26 Mar | 87.24 | 0.55 | -0.2 | 33.19 | 207 | 50 | 179 | |||
| 25 Mar | 88.46 | 0.7 | -0.5 | 33.22 | 225 | 38 | 128 | |||
| 24 Mar | 91.32 | 1.25 | 0.4 | 31.02 | 201 | 82 | 89 | |||
| 21 Mar | 87.54 | 0.85 | 0.45 | 34.45 | 9 | 5 | 6 | |||
| 20 Mar | 85.84 | 0.4 | -4.7 | 30.83 | 1 | 0 | 0 | |||
| 19 Mar | 85.57 | 5.1 | 0 | 12.56 | 0 | 0 | 0 | |||
| 18 Mar | 83.92 | 5.1 | 0 | 13.89 | 0 | 0 | 0 | |||
| 17 Mar | 82.49 | 5.1 | 0 | 14.91 | 0 | 0 | 0 | |||
| 13 Mar | 82.90 | 5.1 | 0 | 14.10 | 0 | 0 | 0 | |||
| 12 Mar | 82.46 | 5.1 | 0 | 14.28 | 0 | 0 | 0 | |||
| 11 Mar | 83.28 | 5.1 | 0 | 13.37 | 0 | 0 | 0 | |||
| 10 Mar | 82.49 | 5.1 | 0 | 14.03 | 0 | 0 | 0 | |||
| 20 Feb | 88.06 | 5.1 | 0 | 6.78 | 0 | 0 | 0 | |||
| 13 Feb | 88.72 | 5.1 | 0 | 4.76 | 0 | 0 | 0 | |||
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| 12 Feb | 90.54 | 5.1 | 0 | 4.59 | 0 | 0 | 0 | |||
| 11 Feb | 90.09 | 5.1 | 0 | 4.29 | 0 | 0 | 0 | |||
| 10 Feb | 93.17 | 5.1 | 0 | 2.40 | 0 | 0 | 0 | |||
| 7 Feb | 94.06 | 5.1 | 0 | 1.69 | 0 | 0 | 0 | |||
| 6 Feb | 94.86 | 5.1 | 0 | 0.84 | 0 | 0 | 0 | |||
| 5 Feb | 95.83 | 5.1 | 0 | 0.15 | 0 | 0 | 0 | |||
| 4 Feb | 92.84 | 5.1 | 0 | 2.38 | 0 | 0 | 0 | |||
| 3 Feb | 90.61 | 5.1 | 0 | 3.34 | 0 | 0 | 0 | |||
| 1 Feb | 92.62 | 5.1 | 0 | 1.70 | 0 | 0 | 0 | |||
For Canara Bank - strike price 98 expiring on 24APR2025
Delta for 98 CE is 0.17
Historical price for 98 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 39.67, the open interest changed by 4 which increased total open position to 459
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 45.86, the open interest changed by -83 which decreased total open position to 457
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.7, which was -0.8 lower than the previous day. The implied volatity was 33.53, the open interest changed by 41 which increased total open position to 541
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 1.45, which was 0.65 higher than the previous day. The implied volatity was 30.05, the open interest changed by 210 which increased total open position to 505
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 31.82, the open interest changed by 59 which increased total open position to 280
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 30.87, the open interest changed by -7 which decreased total open position to 222
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 30.93, the open interest changed by 55 which increased total open position to 229
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 30.53, the open interest changed by -7 which decreased total open position to 172
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 33.19, the open interest changed by 50 which increased total open position to 179
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 33.22, the open interest changed by 38 which increased total open position to 128
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 1.25, which was 0.4 higher than the previous day. The implied volatity was 31.02, the open interest changed by 82 which increased total open position to 89
On 21 Mar CANBK was trading at 87.54. The strike last trading price was 0.85, which was 0.45 higher than the previous day. The implied volatity was 34.45, the open interest changed by 5 which increased total open position to 6
On 20 Mar CANBK was trading at 85.84. The strike last trading price was 0.4, which was -4.7 lower than the previous day. The implied volatity was 30.83, 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 5.1, which was 0 lower than the previous day. The implied volatity was 12.56, 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 5.1, which was 0 lower than the previous day. The implied volatity was 13.89, 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 5.1, which was 0 lower than the previous day. The implied volatity was 14.91, 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 5.1, which was 0 lower than the previous day. The implied volatity was 14.10, 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 5.1, which was 0 lower than the previous day. The implied volatity was 14.28, 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 5.1, which was 0 lower than the previous day. The implied volatity was 13.37, 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 5.1, which was 0 lower than the previous day. The implied volatity was 14.03, 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 5.1, which was 0 lower than the previous day. The implied volatity was 6.78, 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 5.1, which was 0 lower than the previous day. The implied volatity was 4.76, 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 5.1, which was 0 lower than the previous day. The implied volatity was 4.59, 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 5.1, which was 0 lower than the previous day. The implied volatity was 4.29, 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 5.1, which was 0 lower than the previous day. The implied volatity was 2.40, 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 5.1, which was 0 lower than the previous day. The implied volatity was 1.69, 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 5.1, which was 0 lower than the previous day. The implied volatity was 0.84, 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 5.1, which was 0 lower than the previous day. The implied volatity was 0.15, 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 5.1, which was 0 lower than the previous day. The implied volatity was 2.38, 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 5.1, which was 0 lower than the previous day. The implied volatity was 3.34, 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 5.1, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0
| CANBK 24APR2025 98 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 0.06
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 89.43 | 9.9 | -1.65 | 65.37 | 2 | -1 | 68 |
| 7 Apr | 87.10 | 11.55 | 3.65 | 60.17 | 43 | 22 | 70 |
| 4 Apr | 90.39 | 7.8 | 2.95 | 37.49 | 119 | -18 | 48 |
| 3 Apr | 94.38 | 4.85 | -2.45 | 32.61 | 113 | 30 | 67 |
| 2 Apr | 91.10 | 7.3 | -0.45 | 34.83 | 30 | -8 | 34 |
| 1 Apr | 90.00 | 7.75 | -0.45 | 28.38 | 2 | 2 | 41 |
| 28 Mar | 89.00 | 8.2 | -2.4 | 15.95 | 50 | 39 | 39 |
| 27 Mar | 89.65 | 10.6 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 87.24 | 10.6 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 88.46 | 10.6 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 91.32 | 10.6 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 87.54 | 10.6 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 85.84 | 10.6 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 85.57 | 10.6 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 83.92 | 10.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 82.49 | 10.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 82.90 | 10.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 82.46 | 10.6 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 83.28 | 10.6 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 82.49 | 10.6 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 88.06 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 88.72 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 90.54 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 90.09 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 93.17 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 94.06 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 94.86 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 95.83 | 0 | 0 | 0.09 | 0 | 0 | 0 |
| 4 Feb | 92.84 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 90.61 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 92.62 | 0 | 0 | - | 0 | 0 | 0 |
For Canara Bank - strike price 98 expiring on 24APR2025
Delta for 98 PE is -0.70
Historical price for 98 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 9.9, which was -1.65 lower than the previous day. The implied volatity was 65.37, the open interest changed by -1 which decreased total open position to 68
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 11.55, which was 3.65 higher than the previous day. The implied volatity was 60.17, the open interest changed by 22 which increased total open position to 70
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 7.8, which was 2.95 higher than the previous day. The implied volatity was 37.49, the open interest changed by -18 which decreased total open position to 48
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 4.85, which was -2.45 lower than the previous day. The implied volatity was 32.61, the open interest changed by 30 which increased total open position to 67
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 7.3, which was -0.45 lower than the previous day. The implied volatity was 34.83, the open interest changed by -8 which decreased total open position to 34
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 7.75, which was -0.45 lower than the previous day. The implied volatity was 28.38, the open interest changed by 2 which increased total open position to 41
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 8.2, which was -2.4 lower than the previous day. The implied volatity was 15.95, the open interest changed by 39 which increased total open position to 39
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 10.6, 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 26 Mar CANBK was trading at 87.24. The strike last trading price was 10.6, 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 25 Mar CANBK was trading at 88.46. The strike last trading price was 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 0.09, 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 0, 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 0, 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 0, 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
