CANBK
Canara Bank
94.69
1.47 (1.58%)
Option Chain for CANBK
15 Jan 2025 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 6750 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 26.85 | 0.00 | 78 | -0.05 | 0.15 | 55.52 | 21 | 1 | 53 | -0.03 |
- | 0 | 0 | 0 | - | 25.30 | 0.00 | 79 | 0.00 | 0.40 | 27.46 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 13.30 | 0.00 | 80 | -0.05 | 0.25 | 55.00 | 282 | 76 | 429 | -0.05 |
- | 0 | 0 | 0 | - | 23.50 | 0.00 | 81 | -0.05 | 0.25 | 51.82 | 62 | -21 | 66 | -0.06 |
0.00 | 0 | -1 | 0 | 0.00 | 10.40 | 0.00 | 82 | -0.10 | 0.30 | 50.74 | 55 | -18 | 190 | -0.07 |
0.00 | 0 | -4 | 0 | 0.00 | 11.50 | 0.00 | 83 | -0.10 | 0.30 | 47.50 | 57 | -10 | 50 | -0.07 |
0.88 | 12 | 0 | 5 | 53.62 | 11.70 | 3.45 | 84 | -0.15 | 0.35 | 46.00 | 165 | -24 | 183 | -0.08 |
1.00 | 70 | -16 | 39 | 18.93 | 10.10 | 0.40 | 85 | -0.15 | 0.45 | 45.71 | 887 | -202 | 729 | -0.10 |
- | 38 | -2 | 52 | - | 8.80 | 0.35 | 86 | -0.20 | 0.50 | 43.57 | 309 | -64 | 349 | -0.12 |
- | 61 | 7 | 179 | - | 7.90 | 0.30 | 87 | -0.25 | 0.60 | 42.40 | 335 | -22 | 273 | -0.14 |
0.86 | 101 | -15 | 152 | 37.30 | 7.65 | 0.90 | 88 | -0.20 | 0.75 | 41.88 | 512 | 9 | 458 | -0.17 |
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0.93 | 47 | 0 | 143 | 22.57 | 6.25 | 0.30 | 89 | -0.25 | 0.90 | 40.80 | 617 | -13 | 179 | -0.20 |
0.79 | 335 | -192 | 889 | 36.28 | 6.00 | 0.80 | 90 | -0.35 | 1.05 | 39.24 | 2,267 | -264 | 1,301 | -0.23 |
0.75 | 121 | -7 | 389 | 34.45 | 5.15 | 0.65 | 91 | -0.35 | 1.25 | 38.03 | 810 | 7 | 256 | -0.27 |
0.69 | 358 | -42 | 492 | 35.14 | 4.50 | 0.70 | 92 | -0.45 | 1.55 | 37.75 | 1,215 | -15 | 628 | -0.32 |
0.64 | 292 | -64 | 935 | 34.28 | 3.80 | 0.60 | 93 | -0.50 | 1.90 | 37.49 | 1,241 | -19 | 393 | -0.37 |
0.58 | 273 | -77 | 1,358 | 34.73 | 3.25 | 0.55 | 94 | -0.60 | 2.25 | 36.52 | 1,411 | 128 | 339 | -0.42 |
0.52 | 1,620 | -64 | 3,824 | 33.70 | 2.65 | 0.40 | 95 | -0.60 | 2.75 | 36.83 | 3,364 | 667 | 1,814 | -0.48 |
0.46 | 485 | 17 | 2,412 | 33.86 | 2.20 | 0.35 | 96 | -0.90 | 3.30 | 37.05 | 1,007 | -15 | 271 | -0.53 |
0.40 | 428 | -42 | 1,221 | 34.58 | 1.85 | 0.30 | 97 | -0.80 | 3.90 | 37.23 | 580 | 28 | 321 | -0.59 |
0.35 | 540 | -28 | 1,237 | 34.56 | 1.50 | 0.25 | 98 | -0.80 | 4.65 | 38.77 | 241 | 17 | 258 | -0.63 |
0.30 | 562 | -61 | 1,134 | 35.26 | 1.25 | 0.20 | 99 | -0.70 | 5.45 | 40.48 | 104 | -21 | 356 | -0.67 |
0.26 | 2,510 | -7 | 3,676 | 36.12 | 1.05 | 0.15 | 100 | -0.85 | 6.15 | 40.20 | 286 | 13 | 1,408 | -0.72 |
0.23 | 444 | -3 | 764 | 37.27 | 0.90 | 0.15 | 101 | -0.85 | 7.00 | 41.71 | 250 | -33 | 494 | -0.75 |
0.19 | 919 | 31 | 356 | 37.95 | 0.75 | 0.15 | 102 | -1.00 | 7.90 | 43.67 | 65 | -22 | 386 | -0.77 |
0.16 | 796 | 0 | 281 | 38.07 | 0.60 | 0.05 | 103 | -1.65 | 9.25 | 53.12 | 59 | 11 | 363 | -0.75 |
0.14 | 316 | -33 | 215 | 39.93 | 0.55 | 0.10 | 104 | -2.90 | 9.25 | 36.97 | 30 | -10 | 113 | -0.88 |
0.12 | 2,036 | -34 | 1,503 | 40.32 | 0.45 | 0.05 | 105 | -1.25 | 10.70 | 49.94 | 129 | -46 | 490 | -0.82 |
0.11 | 357 | 13 | 148 | 41.64 | 0.40 | 0.05 | 106 | -4.45 | 10.80 | - | 7 | -2 | 70 | - |
0.09 | 267 | -17 | 64 | 41.12 | 0.30 | -0.05 | 107 | 0.00 | 16.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.08 | 387 | 1 | 178 | 43.50 | 0.30 | 0.00 | 108 | -4.20 | 13.30 | 49.37 | 11 | 6 | 155 | -0.89 |
0.07 | 256 | -16 | 75 | 43.99 | 0.25 | 0.00 | 109 | -3.35 | 14.35 | 53.39 | 4 | 0 | 84 | -0.89 |
0.07 | 2,200 | -50 | 784 | 46.25 | 0.25 | 0.05 | 110 | -1.95 | 15.40 | 57.36 | 21 | -15 | 834 | -0.88 |
0.05 | 140 | 24 | 77 | 46.23 | 0.20 | 0.00 | 111 | 0.00 | 9.65 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 158 | -1 | 43 | 45.72 | 0.15 | 0.00 | 112 | -4.90 | 17.25 | 58.42 | 1 | 0 | 9 | -0.91 |
0.04 | 90 | 0 | 9 | 47.71 | 0.15 | 0.00 | 113 | 0.00 | 11.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 233 | 0 | 10 | 49.64 | 0.15 | 0.00 | 114 | 0.00 | 14.60 | - | 0 | 0 | 0 | - |
0.04 | 706 | -4 | 19 | 51.56 | 0.15 | 0.05 | 115 | -3.15 | 19.45 | - | 2 | 0 | 238 | - |
0.03 | 174 | -5 | 7 | 50.21 | 0.10 | 0.00 | 116 | 0.00 | 19.10 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -5 | 0 | 0.00 | 0.10 | 0.00 | 117 | 0.00 | 15.60 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 31 | 0 | 10 | 53.41 | 0.10 | 0.05 | 118 | 0.00 | 17.45 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.10 | 0.00 | 119 | 0.00 | 17.20 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 1,536 | -22 | 60 | - | 0.10 | 0.05 | 120 | -2.20 | 25.30 | - | 1 | 0 | 214 | - |
0.00 | 0 | -2 | 0 | 0.00 | 0.05 | 0.00 | 121 | 0.00 | 18.80 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 107 | 0 | 1 | - | 0.05 | 0.00 | 122 | 0.00 | 16.80 | 0.00 | 0 | 1 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 123 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.10 | 0.00 | 124 | 0.00 | 22.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 125 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 30 | 0 | 1 | - | 0.05 | 0.00 | 126 | 0.00 | 23.70 | 0.00 | 0 | 0 | 0 | 0.00 |
19,036 | 13,754 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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 ltp, 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.