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