CANBK
Canara Bank
Historical option data for CANBK
08 Apr 2025 05:50 PM IST
| CANBK 24APR2025 99 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.04
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 89.43 | 0.55 | 0.05 | 40.50 | 202 | -23 | 107 | |||
| 7 Apr | 87.10 | 0.5 | -0.1 | 46.12 | 353 | -38 | 134 | |||
| 4 Apr | 90.39 | 0.6 | -0.65 | 34.51 | 693 | 36 | 172 | |||
| 3 Apr | 94.38 | 1.2 | 0.6 | 30.49 | 447 | 60 | 137 | |||
| 2 Apr | 91.10 | 0.65 | 0.2 | 32.12 | 107 | 33 | 81 | |||
| 1 Apr | 90.00 | 0.45 | -0.05 | 30.38 | 32 | 4 | 50 | |||
| 28 Mar | 89.00 | 0.5 | -0.15 | 31.40 | 80 | 26 | 46 | |||
| 27 Mar | 89.65 | 0.6 | 0.15 | 31.24 | 11 | -1 | 20 | |||
| 26 Mar | 87.24 | 0.45 | -0.15 | 33.34 | 23 | 11 | 21 | |||
| 25 Mar | 88.46 | 0.6 | -0.4 | 33.74 | 19 | 10 | 11 | |||
| 24 Mar | 91.32 | 1 | -0.3 | 30.57 | 1 | 0 | 0 | |||
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| 21 Mar | 87.54 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 85.84 | 0 | 0 | 0.00 | 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 99 expiring on 24APR2025
Delta for 99 CE is 0.15
Historical price for 99 CE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 40.50, the open interest changed by -23 which decreased total open position to 107
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 46.12, the open interest changed by -38 which decreased total open position to 134
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 0.6, which was -0.65 lower than the previous day. The implied volatity was 34.51, the open interest changed by 36 which increased total open position to 172
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 1.2, which was 0.6 higher than the previous day. The implied volatity was 30.49, the open interest changed by 60 which increased total open position to 137
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 0.65, which was 0.2 higher than the previous day. The implied volatity was 32.12, the open interest changed by 33 which increased total open position to 81
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 30.38, the open interest changed by 4 which increased total open position to 50
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 31.40, the open interest changed by 26 which increased total open position to 46
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 31.24, the open interest changed by -1 which decreased total open position to 20
On 26 Mar CANBK was trading at 87.24. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 33.34, the open interest changed by 11 which increased total open position to 21
On 25 Mar CANBK was trading at 88.46. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 33.74, the open interest changed by 10 which increased total open position to 11
On 24 Mar CANBK was trading at 91.32. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 30.57, 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 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 20 Mar CANBK was trading at 85.84. 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 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 99 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.06
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 89.43 | 10.9 | -2.1 | 69.21 | 6 | 0 | 32 |
| 7 Apr | 87.10 | 13 | 4.35 | 71.44 | 3 | 0 | 34 |
| 4 Apr | 90.39 | 8.55 | 2.85 | 36.23 | 59 | 1 | 35 |
| 3 Apr | 94.38 | 5.6 | -2.6 | 33.27 | 76 | 23 | 34 |
| 2 Apr | 91.10 | 8.2 | -1.2 | 36.32 | 12 | -3 | 10 |
| 1 Apr | 90.00 | 9.4 | -0.25 | 42.57 | 8 | 5 | 13 |
| 28 Mar | 89.00 | 9.65 | -6.1 | 31.20 | 16 | 8 | 8 |
| 27 Mar | 89.65 | 15.75 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 87.24 | 15.75 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 88.46 | 15.75 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 91.32 | 15.75 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 87.54 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 85.84 | 0 | 0 | 0.00 | 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 99 expiring on 24APR2025
Delta for 99 PE is -0.72
Historical price for 99 PE is as follows
On 8 Apr CANBK was trading at 89.43. The strike last trading price was 10.9, which was -2.1 lower than the previous day. The implied volatity was 69.21, the open interest changed by 0 which decreased total open position to 32
On 7 Apr CANBK was trading at 87.10. The strike last trading price was 13, which was 4.35 higher than the previous day. The implied volatity was 71.44, the open interest changed by 0 which decreased total open position to 34
On 4 Apr CANBK was trading at 90.39. The strike last trading price was 8.55, which was 2.85 higher than the previous day. The implied volatity was 36.23, the open interest changed by 1 which increased total open position to 35
On 3 Apr CANBK was trading at 94.38. The strike last trading price was 5.6, which was -2.6 lower than the previous day. The implied volatity was 33.27, the open interest changed by 23 which increased total open position to 34
On 2 Apr CANBK was trading at 91.10. The strike last trading price was 8.2, which was -1.2 lower than the previous day. The implied volatity was 36.32, the open interest changed by -3 which decreased total open position to 10
On 1 Apr CANBK was trading at 90.00. The strike last trading price was 9.4, which was -0.25 lower than the previous day. The implied volatity was 42.57, the open interest changed by 5 which increased total open position to 13
On 28 Mar CANBK was trading at 89.00. The strike last trading price was 9.65, which was -6.1 lower than the previous day. The implied volatity was 31.20, the open interest changed by 8 which increased total open position to 8
On 27 Mar CANBK was trading at 89.65. The strike last trading price was 15.75, 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 15.75, 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 15.75, 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 15.75, 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 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 20 Mar CANBK was trading at 85.84. 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 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
