CANBK
Canara Bank
99.61
-3.29 (-3.20%)
Option Chain for CANBK
20 Dec 2024 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 | |
- | 1 | 0 | 1 | - | 16.50 | -4.75 | 85 | 0.00 | 0.05 | - | 4 | 0 | 212 | - |
- | 0 | 0 | 0 | - | 26.75 | 0.00 | 86 | 0.00 | 0.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 17.85 | 0.00 | 87 | 0.00 | 0.05 | 0.00 | 0 | 2 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 25.05 | 0.00 | 88 | -0.05 | 0.05 | 49.14 | 12 | -8 | 47 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 16.25 | 0.00 | 89 | 0.00 | 0.05 | 45.43 | 3 | 0 | 30 | -0.02 |
0.87 | 66 | -7 | 12 | 74.31 | 10.45 | -2.45 | 90 | 0.05 | 0.15 | 51.10 | 179 | -53 | 559 | -0.05 |
- | 0 | 0 | 0 | - | 14.70 | 0.00 | 91 | 0.05 | 0.15 | 46.75 | 13 | -10 | 57 | -0.06 |
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0.73 | 112 | -5 | 22 | 122.60 | 10.70 | -2.15 | 92 | 0.05 | 0.15 | 42.32 | 38 | 3 | 98 | -0.06 |
0.00 | 0 | 0 | 0 | 0.00 | 16.20 | 0.00 | 93 | 0.10 | 0.20 | 40.64 | 69 | -2 | 107 | -0.08 |
0.00 | 0 | 0 | 0 | 0.00 | 15.15 | 0.00 | 94 | 0.15 | 0.30 | 40.27 | 130 | 14 | 162 | -0.12 |
0.90 | 288 | -13 | 142 | 30.00 | 5.00 | -3.20 | 95 | 0.15 | 0.35 | 36.97 | 1,032 | -24 | 977 | -0.14 |
0.85 | 206 | -44 | 245 | 30.67 | 4.15 | -3.05 | 96 | 0.20 | 0.45 | 34.62 | 287 | 27 | 259 | -0.18 |
0.79 | 95 | 30 | 346 | 27.96 | 3.25 | -3.65 | 97 | 0.30 | 0.60 | 32.66 | 505 | 7 | 188 | -0.24 |
0.71 | 146 | 40 | 502 | 26.54 | 2.45 | -2.95 | 98 | 0.45 | 0.80 | 30.61 | 1,348 | -16 | 381 | -0.31 |
0.61 | 120 | 49 | 665 | 25.45 | 1.75 | -2.75 | 99 | 0.60 | 1.05 | 28.13 | 1,839 | 79 | 243 | -0.40 |
0.49 | 864 | 205 | 3,797 | 25.11 | 1.20 | -2.45 | 100 | 0.80 | 1.45 | 26.76 | 5,410 | -307 | 1,069 | -0.51 |
0.35 | 602 | 229 | 5,446 | 23.26 | 0.70 | -2.15 | 101 | 1.20 | 2.05 | 27.15 | 4,979 | 103 | 451 | -0.62 |
0.26 | 799 | 108 | 8,431 | 25.35 | 0.50 | -1.70 | 102 | 1.55 | 2.75 | 27.43 | 6,510 | -88 | 423 | -0.72 |
0.19 | 645 | -58 | 10,157 | 26.98 | 0.35 | -1.25 | 103 | 1.95 | 3.60 | 29.48 | 5,198 | -71 | 477 | -0.79 |
0.14 | 583 | -374 | 7,297 | 28.69 | 0.25 | -1.00 | 104 | 2.30 | 4.50 | 31.71 | 3,018 | -135 | 527 | -0.84 |
0.11 | 1,142 | -236 | 6,991 | 31.15 | 0.20 | -0.75 | 105 | 2.60 | 5.50 | 36.51 | 2,290 | -264 | 811 | -0.85 |
0.06 | 664 | -6 | 2,775 | 29.92 | 0.10 | -0.60 | 106 | 2.85 | 6.45 | 39.20 | 1,155 | -17 | 331 | -0.88 |
0.07 | 550 | -270 | 2,236 | 36.63 | 0.15 | -0.35 | 107 | 2.90 | 7.40 | 41.39 | 561 | 14 | 249 | -0.90 |
0.05 | 788 | -96 | 1,112 | 37.03 | 0.10 | -0.30 | 108 | 2.95 | 8.30 | 40.21 | 433 | -27 | 398 | -0.93 |
0.03 | 769 | -45 | 516 | 35.69 | 0.05 | -0.25 | 109 | 3.10 | 9.20 | 35.58 | 234 | -30 | 164 | -0.97 |
0.04 | 3,094 | -235 | 3,171 | 43.80 | 0.10 | -0.20 | 110 | 2.75 | 9.95 | - | 208 | -25 | 920 | - |
0.03 | 383 | 0 | 169 | 41.71 | 0.05 | -0.20 | 111 | -0.15 | 8.60 | - | 2 | 0 | 143 | - |
0.04 | 685 | -10 | 241 | 50.25 | 0.10 | -0.05 | 112 | 0.00 | 9.10 | 0.00 | 0 | -1 | 0 | 0.00 |
0.02 | 359 | -26 | 232 | 47.51 | 0.05 | -0.10 | 113 | 3.50 | 13.00 | - | 1 | 0 | 233 | - |
0.02 | 245 | -21 | 97 | 50.36 | 0.05 | -0.10 | 114 | 0.00 | 8.70 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 1,111 | -38 | 458 | 59.34 | 0.10 | 0.00 | 115 | 3.80 | 15.40 | - | 22 | -12 | 527 | - |
0.02 | 236 | -1 | 54 | 55.85 | 0.05 | -0.05 | 116 | 0.00 | 10.20 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 111 | -4 | 14 | - | 0.05 | -0.05 | 117 | 0.00 | 9.05 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 213 | -3 | 21 | - | 0.05 | 0.00 | 118 | 0.00 | 9.70 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 107 | -1 | 3 | - | 0.05 | 0.00 | 119 | 0.00 | 9.70 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 1,284 | -117 | 332 | - | 0.05 | 0.00 | 120 | 3.70 | 20.70 | - | 18 | -10 | 327 | - |
0.00 | 0 | 0 | 0 | 30.00 | 1.85 | 0.00 | 121 | 0.00 | 18.90 | - | 0 | 0 | 0 | - |
- | 233 | 0 | 9 | - | 0.05 | 0.00 | 122 | 0.00 | 13.20 | 0.00 | 0 | 0 | 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 |
- | 77 | -1 | 2 | - | 0.05 | 0.00 | 124 | 0.00 | 14.50 | 0.00 | 0 | 0 | 0 | 0.00 |
16,578 | 10,370 |
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.