CANBK
Canara Bank
Historical option data for CANBK
20 Dec 2024 04:10 PM IST
| CANBK 26DEC2024 101 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.05
Theta: -0.10
Gamma: 0.13
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 99.61 | 0.7 | -2.15 | 23.26 | 5,446 | 229 | 602 | |||
| 19 Dec | 102.90 | 2.85 | -0.60 | 26.75 | 2,201 | 222 | 381 | |||
| 18 Dec | 103.19 | 3.45 | -1.50 | 30.72 | 871 | 4 | 161 | |||
| 17 Dec | 105.16 | 4.95 | -1.30 | 32.86 | 27 | -3 | 157 | |||
| 16 Dec | 107.34 | 6.25 | -0.25 | - | 68 | -9 | 159 | |||
| 13 Dec | 106.58 | 6.5 | -0.55 | 30.72 | 60 | -2 | 167 | |||
| 12 Dec | 107.50 | 7.05 | -1.95 | 23.58 | 7 | 3 | 170 | |||
| 11 Dec | 108.75 | 9 | 0.05 | 42.33 | 2 | 1 | 168 | |||
| 10 Dec | 109.68 | 8.95 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 9 Dec | 108.99 | 8.95 | -0.50 | 33.09 | 19 | 8 | 166 | |||
| 6 Dec | 109.32 | 9.45 | 1.15 | 35.18 | 42 | -6 | 158 | |||
| 5 Dec | 108.17 | 8.3 | -0.65 | 27.29 | 118 | 10 | 163 | |||
| 4 Dec | 108.63 | 8.95 | 2.90 | 32.96 | 145 | -29 | 153 | |||
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| 3 Dec | 105.12 | 6.05 | 2.10 | 29.56 | 249 | -74 | 184 | |||
| 2 Dec | 101.71 | 3.95 | -0.25 | 30.91 | 597 | 21 | 257 | |||
| 29 Nov | 102.01 | 4.2 | -1.20 | 29.72 | 704 | 98 | 237 | |||
| 28 Nov | 102.90 | 5.4 | 1.30 | 32.33 | 398 | 40 | 140 | |||
| 27 Nov | 101.56 | 4.1 | -0.15 | 29.05 | 193 | 12 | 100 | |||
| 26 Nov | 101.79 | 4.25 | 0.40 | 29.74 | 162 | -2 | 89 | |||
| 25 Nov | 100.98 | 3.85 | 1.25 | 29.61 | 235 | 64 | 97 | |||
| 22 Nov | 97.01 | 2.6 | 0.60 | 33.06 | 22 | 1 | 34 | |||
| 21 Nov | 94.46 | 2 | -1.05 | 34.71 | 28 | 3 | 32 | |||
| 20 Nov | 97.81 | 3.05 | 0.00 | 33.86 | 40 | 26 | 29 | |||
| 19 Nov | 97.81 | 3.05 | 0.10 | 33.86 | 40 | 26 | 29 | |||
| 18 Nov | 98.18 | 2.95 | -5.35 | 29.87 | 3 | 0 | 0 | |||
| 14 Nov | 97.49 | 8.3 | 0.00 | 2.28 | 0 | 0 | 0 | |||
| 13 Nov | 98.33 | 8.3 | 0.00 | 0.98 | 0 | 0 | 0 | |||
| 12 Nov | 101.50 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 103.89 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 103.69 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 103.67 | 8.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 101.91 | 8.3 | 8.30 | - | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 0 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 101 expiring on 26DEC2024
Delta for 101 CE is 0.35
Historical price for 101 CE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 0.7, which was -2.15 lower than the previous day. The implied volatity was 23.26, the open interest changed by 229 which increased total open position to 602
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 2.85, which was -0.60 lower than the previous day. The implied volatity was 26.75, the open interest changed by 222 which increased total open position to 381
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 3.45, which was -1.50 lower than the previous day. The implied volatity was 30.72, the open interest changed by 4 which increased total open position to 161
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 4.95, which was -1.30 lower than the previous day. The implied volatity was 32.86, the open interest changed by -3 which decreased total open position to 157
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 6.25, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 159
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 6.5, which was -0.55 lower than the previous day. The implied volatity was 30.72, the open interest changed by -2 which decreased total open position to 167
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 7.05, which was -1.95 lower than the previous day. The implied volatity was 23.58, the open interest changed by 3 which increased total open position to 170
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 9, which was 0.05 higher than the previous day. The implied volatity was 42.33, the open interest changed by 1 which increased total open position to 168
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 8.95, which was -0.50 lower than the previous day. The implied volatity was 33.09, the open interest changed by 8 which increased total open position to 166
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 9.45, which was 1.15 higher than the previous day. The implied volatity was 35.18, the open interest changed by -6 which decreased total open position to 158
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 8.3, which was -0.65 lower than the previous day. The implied volatity was 27.29, the open interest changed by 10 which increased total open position to 163
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 8.95, which was 2.90 higher than the previous day. The implied volatity was 32.96, the open interest changed by -29 which decreased total open position to 153
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 6.05, which was 2.10 higher than the previous day. The implied volatity was 29.56, the open interest changed by -74 which decreased total open position to 184
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 3.95, which was -0.25 lower than the previous day. The implied volatity was 30.91, the open interest changed by 21 which increased total open position to 257
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 4.2, which was -1.20 lower than the previous day. The implied volatity was 29.72, the open interest changed by 98 which increased total open position to 237
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 5.4, which was 1.30 higher than the previous day. The implied volatity was 32.33, the open interest changed by 40 which increased total open position to 140
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 4.1, which was -0.15 lower than the previous day. The implied volatity was 29.05, the open interest changed by 12 which increased total open position to 100
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 4.25, which was 0.40 higher than the previous day. The implied volatity was 29.74, the open interest changed by -2 which decreased total open position to 89
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 3.85, which was 1.25 higher than the previous day. The implied volatity was 29.61, the open interest changed by 64 which increased total open position to 97
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 2.6, which was 0.60 higher than the previous day. The implied volatity was 33.06, the open interest changed by 1 which increased total open position to 34
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 2, which was -1.05 lower than the previous day. The implied volatity was 34.71, the open interest changed by 3 which increased total open position to 32
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 33.86, the open interest changed by 26 which increased total open position to 29
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 3.05, which was 0.10 higher than the previous day. The implied volatity was 33.86, the open interest changed by 26 which increased total open position to 29
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 2.95, which was -5.35 lower than the previous day. The implied volatity was 29.87, the open interest changed by 0 which decreased total open position to 0
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 8.3, which was 8.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CANBK 26DEC2024 101 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.05
Theta: -0.09
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 99.61 | 2.05 | 1.20 | 27.15 | 4,979 | 103 | 451 |
| 19 Dec | 102.90 | 0.85 | 0.05 | 30.74 | 2,828 | 67 | 356 |
| 18 Dec | 103.19 | 0.8 | 0.35 | 30.15 | 1,461 | 3 | 288 |
| 17 Dec | 105.16 | 0.45 | 0.15 | 29.01 | 355 | 11 | 289 |
| 16 Dec | 107.34 | 0.3 | -0.05 | 31.33 | 230 | -29 | 283 |
| 13 Dec | 106.58 | 0.35 | 0.00 | 27.32 | 1,293 | -28 | 312 |
| 12 Dec | 107.50 | 0.35 | -0.15 | 28.87 | 154 | -44 | 343 |
| 11 Dec | 108.75 | 0.5 | 0.05 | 34.64 | 137 | 21 | 386 |
| 10 Dec | 109.68 | 0.45 | -0.15 | 35.20 | 55 | -14 | 364 |
| 9 Dec | 108.99 | 0.6 | -0.05 | 35.51 | 235 | 113 | 379 |
| 6 Dec | 109.32 | 0.65 | -0.20 | 34.34 | 181 | 0 | 267 |
| 5 Dec | 108.17 | 0.85 | -0.05 | 34.56 | 249 | -23 | 268 |
| 4 Dec | 108.63 | 0.9 | -0.50 | 35.34 | 719 | -45 | 292 |
| 3 Dec | 105.12 | 1.4 | -1.10 | 31.72 | 838 | -2 | 342 |
| 2 Dec | 101.71 | 2.5 | 0.00 | 30.54 | 1,148 | 60 | 347 |
| 29 Nov | 102.01 | 2.5 | 0.20 | 30.04 | 1,059 | 85 | 285 |
| 28 Nov | 102.90 | 2.3 | -0.55 | 32.44 | 967 | 88 | 201 |
| 27 Nov | 101.56 | 2.85 | -0.15 | 31.28 | 235 | 29 | 112 |
| 26 Nov | 101.79 | 3 | -0.50 | 32.18 | 211 | 17 | 84 |
| 25 Nov | 100.98 | 3.5 | -0.30 | 33.09 | 158 | 62 | 64 |
| 22 Nov | 97.01 | 3.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 94.46 | 3.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 97.81 | 3.8 | 0.00 | 18.14 | 2 | 1 | 1 |
| 19 Nov | 97.81 | 3.8 | -1.05 | 18.14 | 2 | 0 | 1 |
| 18 Nov | 98.18 | 4.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 97.49 | 4.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 98.33 | 4.85 | 1.65 | 32.37 | 1 | 0 | 1 |
| 12 Nov | 101.50 | 3.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 103.89 | 3.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 103.69 | 3.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 105.07 | 3.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 105.25 | 3.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Nov | 103.67 | 3.2 | -2.35 | 32.52 | 1 | 0 | 0 |
| 4 Nov | 101.91 | 5.55 | 5.55 | 2.03 | 0 | 0 | 0 |
| 1 Nov | 103.96 | 0 | 3.79 | 0 | 0 | 0 | |
For Canara Bank - strike price 101 expiring on 26DEC2024
Delta for 101 PE is -0.62
Historical price for 101 PE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 2.05, which was 1.20 higher than the previous day. The implied volatity was 27.15, the open interest changed by 103 which increased total open position to 451
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 30.74, the open interest changed by 67 which increased total open position to 356
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 0.8, which was 0.35 higher than the previous day. The implied volatity was 30.15, the open interest changed by 3 which increased total open position to 288
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 29.01, the open interest changed by 11 which increased total open position to 289
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 31.33, the open interest changed by -29 which decreased total open position to 283
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 27.32, the open interest changed by -28 which decreased total open position to 312
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 28.87, the open interest changed by -44 which decreased total open position to 343
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 34.64, the open interest changed by 21 which increased total open position to 386
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 35.20, the open interest changed by -14 which decreased total open position to 364
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 35.51, the open interest changed by 113 which increased total open position to 379
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 34.34, the open interest changed by 0 which decreased total open position to 267
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 34.56, the open interest changed by -23 which decreased total open position to 268
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 0.9, which was -0.50 lower than the previous day. The implied volatity was 35.34, the open interest changed by -45 which decreased total open position to 292
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 1.4, which was -1.10 lower than the previous day. The implied volatity was 31.72, the open interest changed by -2 which decreased total open position to 342
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 30.54, the open interest changed by 60 which increased total open position to 347
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 2.5, which was 0.20 higher than the previous day. The implied volatity was 30.04, the open interest changed by 85 which increased total open position to 285
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 32.44, the open interest changed by 88 which increased total open position to 201
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 31.28, the open interest changed by 29 which increased total open position to 112
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 3, which was -0.50 lower than the previous day. The implied volatity was 32.18, the open interest changed by 17 which increased total open position to 84
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 3.5, which was -0.30 lower than the previous day. The implied volatity was 33.09, the open interest changed by 62 which increased total open position to 64
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 18.14, the open interest changed by 1 which increased total open position to 1
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 3.8, which was -1.05 lower than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 1
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 4.85, which was 1.65 higher than the previous day. The implied volatity was 32.37, the open interest changed by 0 which decreased total open position to 1
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 3.2, which was -2.35 lower than the previous day. The implied volatity was 32.52, the open interest changed by 0 which decreased total open position to 0
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 5.55, which was 5.55 higher than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
