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Option Chain For CANBK - CANARA BANK
Last updated on 10 Jul 2020 12:58 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 40 - - - - -
- - - - - 45 - - - - -
- - - - - 50 - - - - -
- - - - - 55 - - - - -
- - - - - 60 - - - - -
- - - - - 65 - - - - -
- - - - - 67.5 - - - - -
5,200 - - - - 70 - 0.10 81.97 - 41,600
- - - - - 72.5 - - - - -
- - - - - 75 - - - - 23,400
- - - - - 77.5 0.05 0.25 74.30 - 15,600
13,000 - - - - 80 0.15 0.40 74.54 - 200,200
- - - - - 82.5 - - - - -
2,600 - - - - 85 0.30 0.85 73.70 2,600 111,800
- - - - - 87.5 - - - - 2,600
28,600 - 62.76 16.35 -3.90 90 0.65 1.80 75.82 28,600 374,400
2,600 - - - - 92.5 - - - - 18,200
26,000 - 68.27 12.60 -2.40 95 0.95 3.00 74.37 39,000 319,800
10,400 - 66.41 10.75 -6.75 97.5 1.10 4.00 76.25 5,200 31,200
223,600 13,000 64.29 9.45 -3.05 100 1.35 4.80 74.75 36,400 603,200
46,800 13,000 65.51 7.70 -3.50 102.5 1.65 6.25 77.72 2,600 49,400
309,400 93,600 70.16 6.95 -2.15 105 1.80 7.25 76.57 18,200 291,200
117,000 44,200 68.09 6.00 -2.05 107.5 2.20 8.80 76.67 20,800 52,000
1,196,000 322,400 70.25 5.10 -1.80 110 2.40 10.40 83.24 -13,000 275,600
122,200 26,000 70.61 4.05 -1.90 112.5 1.40 11.80 75.07 - 18,200
728,000 93,600 71.36 3.65 -1.30 115 2.95 13.80 77.85 - 54,600
85,800 - 70.91 2.75 -1.40 117.5 - - - - 2,600
889,200 117,000 72.42 2.45 -1.05 120 - - - - 31,200
15,600 -2,600 73.71 2.00 -1.00 122.5 - - - - -
312,000 -7,800 72.55 1.75 -0.65 125 - - - - 5,200
7,800 - - - - 127.5 - - - - -
400,400 -5,200 73.65 1.05 -0.65 130 - - - - 10,400
7,800 5,200 75.00 0.90 -0.20 132.5 - - - - -
361,400 -13,000 74.49 0.75 -0.35 135 - - - - 7,800
Total 4,911,400 2,540,200
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike prices, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.