CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 101 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.03
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 0.3 | -0.55 | 38.66 | 1,992 | -25 | 571 | |||
| 20 Nov | 97.81 | 0.85 | 0.00 | 34.49 | 4,156 | -45 | 591 | |||
| 19 Nov | 97.81 | 0.85 | -0.05 | 34.49 | 4,156 | -50 | 591 | |||
| 18 Nov | 98.18 | 0.9 | -0.10 | 29.49 | 1,720 | -49 | 642 | |||
| 14 Nov | 97.49 | 1 | -0.70 | 28.27 | 2,424 | 138 | 691 | |||
| 13 Nov | 98.33 | 1.7 | -1.15 | 30.13 | 1,292 | 174 | 561 | |||
| 12 Nov | 101.50 | 2.85 | -1.75 | 29.40 | 226 | 14 | 386 | |||
| 11 Nov | 103.89 | 4.6 | 0.20 | 30.14 | 330 | 7 | 379 | |||
| 8 Nov | 103.69 | 4.4 | -2.05 | 27.64 | 132 | 13 | 371 | |||
| 7 Nov | 105.07 | 6.45 | 0.15 | 38.52 | 122 | 14 | 358 | |||
| 6 Nov | 105.25 | 6.3 | 1.05 | 31.68 | 251 | 54 | 347 | |||
| 5 Nov | 103.67 | 5.25 | 0.85 | 34.04 | 376 | 32 | 293 | |||
| 4 Nov | 101.91 | 4.4 | -1.20 | 34.53 | 598 | 150 | 258 | |||
| 1 Nov | 103.96 | 5.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 31 Oct | 102.65 | 5.6 | -0.35 | - | 175 | 7 | 108 | |||
| 30 Oct | 103.36 | 5.95 | -0.10 | - | 149 | 0 | 101 | |||
| 29 Oct | 103.76 | 6.05 | 0.90 | - | 756 | -15 | 101 | |||
| 28 Oct | 100.69 | 5.15 | 2.20 | - | 375 | 86 | 116 | |||
| 25 Oct | 94.24 | 2.95 | -1.10 | - | 30 | 5 | 30 | |||
| 24 Oct | 98.19 | 4.05 | 0.30 | - | 35 | 13 | 24 | |||
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| 23 Oct | 97.69 | 3.75 | 0.20 | - | 12 | 2 | 10 | |||
| 22 Oct | 96.79 | 3.55 | -10.20 | - | 11 | 4 | 4 | |||
| 21 Oct | 102.86 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 104.67 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.50 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 104.37 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.43 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 104.49 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 104.06 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 104.13 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 104.40 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 104.95 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 103.49 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 107.62 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 107.96 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 110.49 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 113.10 | 13.75 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 101 expiring on 28NOV2024
Delta for 101 CE is 0.12
Historical price for 101 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.3, which was -0.55 lower than the previous day. The implied volatity was 38.66, the open interest changed by -25 which decreased total open position to 571
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 34.49, the open interest changed by -45 which decreased total open position to 591
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 34.49, the open interest changed by -50 which decreased total open position to 591
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 29.49, the open interest changed by -49 which decreased total open position to 642
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 1, which was -0.70 lower than the previous day. The implied volatity was 28.27, the open interest changed by 138 which increased total open position to 691
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 1.7, which was -1.15 lower than the previous day. The implied volatity was 30.13, the open interest changed by 174 which increased total open position to 561
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 2.85, which was -1.75 lower than the previous day. The implied volatity was 29.40, the open interest changed by 14 which increased total open position to 386
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 4.6, which was 0.20 higher than the previous day. The implied volatity was 30.14, the open interest changed by 7 which increased total open position to 379
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 4.4, which was -2.05 lower than the previous day. The implied volatity was 27.64, the open interest changed by 13 which increased total open position to 371
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 6.45, which was 0.15 higher than the previous day. The implied volatity was 38.52, the open interest changed by 14 which increased total open position to 358
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 6.3, which was 1.05 higher than the previous day. The implied volatity was 31.68, the open interest changed by 54 which increased total open position to 347
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 5.25, which was 0.85 higher than the previous day. The implied volatity was 34.04, the open interest changed by 32 which increased total open position to 293
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 4.4, which was -1.20 lower than the previous day. The implied volatity was 34.53, the open interest changed by 150 which increased total open position to 258
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 5.6, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CANBK was trading at 103.36. The strike last trading price was 5.95, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CANBK was trading at 103.76. The strike last trading price was 6.05, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CANBK was trading at 100.69. The strike last trading price was 5.15, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CANBK was trading at 94.24. The strike last trading price was 2.95, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CANBK was trading at 98.19. The strike last trading price was 4.05, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CANBK was trading at 97.69. The strike last trading price was 3.75, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CANBK was trading at 96.79. The strike last trading price was 3.55, which was -10.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CANBK was trading at 102.86. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct CANBK was trading at 104.67. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct CANBK was trading at 102.50. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct CANBK was trading at 104.37. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct CANBK was trading at 104.43. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct CANBK was trading at 104.49. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct CANBK was trading at 104.06. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct CANBK was trading at 104.13. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct CANBK was trading at 104.40. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct CANBK was trading at 104.95. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct CANBK was trading at 103.49. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct CANBK was trading at 107.62. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct CANBK was trading at 107.96. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct CANBK was trading at 110.49. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept CANBK was trading at 111.33. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept CANBK was trading at 113.10. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 101 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.03
Theta: -0.06
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 6.6 | 2.25 | 41.65 | 186 | -9 | 316 |
| 20 Nov | 97.81 | 4.35 | 0.00 | 36.03 | 1,231 | -18 | 330 |
| 19 Nov | 97.81 | 4.35 | 0.55 | 36.03 | 1,231 | -13 | 330 |
| 18 Nov | 98.18 | 3.8 | -0.45 | 34.27 | 396 | -38 | 347 |
| 14 Nov | 97.49 | 4.25 | 0.90 | 31.62 | 526 | -36 | 386 |
| 13 Nov | 98.33 | 3.35 | 1.10 | 30.32 | 1,264 | -28 | 421 |
| 12 Nov | 101.50 | 2.25 | 0.90 | 30.74 | 1,054 | 56 | 452 |
| 11 Nov | 103.89 | 1.35 | -0.40 | 30.39 | 676 | -15 | 397 |
| 8 Nov | 103.69 | 1.75 | 0.35 | 31.70 | 415 | 7 | 410 |
| 7 Nov | 105.07 | 1.4 | 0.00 | 32.10 | 468 | -32 | 401 |
| 6 Nov | 105.25 | 1.4 | -0.75 | 32.96 | 495 | -7 | 435 |
| 5 Nov | 103.67 | 2.15 | -0.80 | 34.19 | 770 | 84 | 443 |
| 4 Nov | 101.91 | 2.95 | 0.65 | 35.53 | 916 | 163 | 360 |
| 1 Nov | 103.96 | 2.3 | -0.50 | 35.16 | 36 | 11 | 196 |
| 31 Oct | 102.65 | 2.8 | 0.10 | - | 618 | 69 | 187 |
| 30 Oct | 103.36 | 2.7 | 0.05 | - | 149 | -19 | 117 |
| 29 Oct | 103.76 | 2.65 | -1.65 | - | 545 | 76 | 136 |
| 28 Oct | 100.69 | 4.3 | -1.25 | - | 361 | 59 | 59 |
| 25 Oct | 94.24 | 5.55 | 0.00 | - | 0 | 5 | 0 |
| 24 Oct | 98.19 | 5.55 | -0.80 | - | 10 | 5 | 16 |
| 23 Oct | 97.69 | 6.35 | 0.20 | - | 1 | 0 | 11 |
| 22 Oct | 96.79 | 6.15 | 3.00 | - | 16 | 8 | 12 |
| 21 Oct | 102.86 | 3.15 | 0.75 | - | 7 | 1 | 3 |
| 18 Oct | 104.67 | 2.4 | -0.90 | - | 2 | 0 | 0 |
| 17 Oct | 102.50 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 104.37 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 104.43 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 104.49 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 104.06 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 104.13 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 104.40 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 104.95 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 103.49 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 107.62 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 107.96 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 110.49 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 111.33 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 113.10 | 3.3 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 101 expiring on 28NOV2024
Delta for 101 PE is -0.86
Historical price for 101 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 6.6, which was 2.25 higher than the previous day. The implied volatity was 41.65, the open interest changed by -9 which decreased total open position to 316
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 36.03, the open interest changed by -18 which decreased total open position to 330
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 4.35, which was 0.55 higher than the previous day. The implied volatity was 36.03, the open interest changed by -13 which decreased total open position to 330
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 3.8, which was -0.45 lower than the previous day. The implied volatity was 34.27, the open interest changed by -38 which decreased total open position to 347
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 4.25, which was 0.90 higher than the previous day. The implied volatity was 31.62, the open interest changed by -36 which decreased total open position to 386
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 3.35, which was 1.10 higher than the previous day. The implied volatity was 30.32, the open interest changed by -28 which decreased total open position to 421
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 2.25, which was 0.90 higher than the previous day. The implied volatity was 30.74, the open interest changed by 56 which increased total open position to 452
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was 30.39, the open interest changed by -15 which decreased total open position to 397
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 31.70, the open interest changed by 7 which increased total open position to 410
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 32.10, the open interest changed by -32 which decreased total open position to 401
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was 32.96, the open interest changed by -7 which decreased total open position to 435
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 2.15, which was -0.80 lower than the previous day. The implied volatity was 34.19, the open interest changed by 84 which increased total open position to 443
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 2.95, which was 0.65 higher than the previous day. The implied volatity was 35.53, the open interest changed by 163 which increased total open position to 360
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 35.16, the open interest changed by 11 which increased total open position to 196
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 2.8, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CANBK was trading at 103.36. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CANBK was trading at 103.76. The strike last trading price was 2.65, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CANBK was trading at 100.69. The strike last trading price was 4.3, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CANBK was trading at 94.24. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CANBK was trading at 98.19. The strike last trading price was 5.55, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CANBK was trading at 97.69. The strike last trading price was 6.35, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CANBK was trading at 96.79. The strike last trading price was 6.15, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CANBK was trading at 102.86. The strike last trading price was 3.15, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct CANBK was trading at 104.67. The strike last trading price was 2.4, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct CANBK was trading at 102.50. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct CANBK was trading at 104.37. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct CANBK was trading at 104.43. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct CANBK was trading at 104.49. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct CANBK was trading at 104.06. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct CANBK was trading at 104.13. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct CANBK was trading at 104.40. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct CANBK was trading at 104.95. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct CANBK was trading at 103.49. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct CANBK was trading at 107.62. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct CANBK was trading at 107.96. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct CANBK was trading at 110.49. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept CANBK was trading at 111.33. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept CANBK was trading at 113.10. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
