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[--[65.84.65.76]--]
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
Put

Lot Size : 6750

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
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
  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.