`
[--[65.84.65.76]--]
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
Put

Lot Size : 6750

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
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
  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 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.