CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 102 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.02
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 0.25 | -0.40 | 40.72 | 1,331 | -169 | 708 | |||
| 20 Nov | 97.81 | 0.65 | 0.00 | 34.99 | 3,494 | 212 | 886 | |||
| 19 Nov | 97.81 | 0.65 | -0.05 | 34.99 | 3,494 | 221 | 886 | |||
| 18 Nov | 98.18 | 0.7 | -0.05 | 30.53 | 1,442 | 59 | 665 | |||
| 14 Nov | 97.49 | 0.75 | -0.60 | 28.28 | 1,696 | 67 | 610 | |||
| 13 Nov | 98.33 | 1.35 | -0.95 | 30.14 | 2,072 | 109 | 560 | |||
| 12 Nov | 101.50 | 2.3 | -1.60 | 28.80 | 524 | 94 | 467 | |||
| 11 Nov | 103.89 | 3.9 | 0.10 | 29.50 | 601 | 7 | 374 | |||
| 8 Nov | 103.69 | 3.8 | -1.40 | 28.00 | 337 | -12 | 365 | |||
| 7 Nov | 105.07 | 5.2 | -0.35 | 31.83 | 277 | -30 | 384 | |||
| 6 Nov | 105.25 | 5.55 | 0.95 | 31.07 | 355 | -18 | 408 | |||
| 5 Nov | 103.67 | 4.6 | 0.75 | 33.51 | 1,369 | 32 | 423 | |||
| 4 Nov | 101.91 | 3.85 | -1.30 | 34.30 | 1,279 | 191 | 392 | |||
| 1 Nov | 103.96 | 5.15 | 0.25 | 32.59 | 35 | -14 | 202 | |||
| 31 Oct | 102.65 | 4.9 | -0.35 | - | 405 | 4 | 218 | |||
| 30 Oct | 103.36 | 5.25 | -0.35 | - | 280 | 10 | 216 | |||
| 29 Oct | 103.76 | 5.6 | 0.95 | - | 1,373 | 75 | 206 | |||
| 28 Oct | 100.69 | 4.65 | 1.95 | - | 372 | 41 | 132 | |||
| 25 Oct | 94.24 | 2.7 | -0.90 | - | 41 | 11 | 91 | |||
| 24 Oct | 98.19 | 3.6 | 0.20 | - | 42 | 16 | 80 | |||
| 23 Oct | 97.69 | 3.4 | 0.20 | - | 39 | 7 | 63 | |||
| 22 Oct | 96.79 | 3.2 | -2.30 | - | 88 | 53 | 56 | |||
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| 21 Oct | 102.86 | 5.5 | -0.35 | - | 1 | 0 | 2 | |||
| 18 Oct | 104.67 | 5.85 | -0.65 | - | 5 | 1 | 2 | |||
| 17 Oct | 102.50 | 6.5 | -6.55 | - | 1 | 0 | 0 | |||
| 16 Oct | 104.37 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.43 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 104.49 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 104.06 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 104.13 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 104.40 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 104.95 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 103.49 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 107.62 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 107.96 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 110.49 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 13.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 113.10 | 13.05 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 102 expiring on 28NOV2024
Delta for 102 CE is 0.10
Historical price for 102 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.25, which was -0.40 lower than the previous day. The implied volatity was 40.72, the open interest changed by -169 which decreased total open position to 708
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 34.99, the open interest changed by 212 which increased total open position to 886
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 34.99, the open interest changed by 221 which increased total open position to 886
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 30.53, the open interest changed by 59 which increased total open position to 665
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.75, which was -0.60 lower than the previous day. The implied volatity was 28.28, the open interest changed by 67 which increased total open position to 610
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 1.35, which was -0.95 lower than the previous day. The implied volatity was 30.14, the open interest changed by 109 which increased total open position to 560
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 2.3, which was -1.60 lower than the previous day. The implied volatity was 28.80, the open interest changed by 94 which increased total open position to 467
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 3.9, which was 0.10 higher than the previous day. The implied volatity was 29.50, the open interest changed by 7 which increased total open position to 374
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 3.8, which was -1.40 lower than the previous day. The implied volatity was 28.00, the open interest changed by -12 which decreased total open position to 365
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 5.2, which was -0.35 lower than the previous day. The implied volatity was 31.83, the open interest changed by -30 which decreased total open position to 384
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 5.55, which was 0.95 higher than the previous day. The implied volatity was 31.07, the open interest changed by -18 which decreased total open position to 408
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 4.6, which was 0.75 higher than the previous day. The implied volatity was 33.51, the open interest changed by 32 which increased total open position to 423
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 3.85, which was -1.30 lower than the previous day. The implied volatity was 34.30, the open interest changed by 191 which increased total open position to 392
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 5.15, which was 0.25 higher than the previous day. The implied volatity was 32.59, the open interest changed by -14 which decreased total open position to 202
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 4.9, 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 5.25, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 5.6, which was 0.95 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 4.65, which was 1.95 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 2.7, 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 24 Oct CANBK was trading at 98.19. The strike last trading price was 3.6, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 3.4, 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 3.2, which was -2.30 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 5.5, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 5.85, which was -0.65 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 6.5, which was -6.55 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 102 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.03
Theta: -0.10
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 7.8 | 2.90 | 52.61 | 132 | -38 | 373 |
| 20 Nov | 97.81 | 4.9 | 0.00 | 31.33 | 690 | -35 | 416 |
| 19 Nov | 97.81 | 4.9 | 0.35 | 31.33 | 690 | -30 | 416 |
| 18 Nov | 98.18 | 4.55 | -0.40 | 34.88 | 382 | -84 | 445 |
| 14 Nov | 97.49 | 4.95 | 0.80 | 31.24 | 325 | -13 | 530 |
| 13 Nov | 98.33 | 4.15 | 1.50 | 32.41 | 654 | 21 | 542 |
| 12 Nov | 101.50 | 2.65 | 1.05 | 29.58 | 954 | 45 | 524 |
| 11 Nov | 103.89 | 1.6 | -0.50 | 29.19 | 674 | -1 | 480 |
| 8 Nov | 103.69 | 2.1 | 0.45 | 31.34 | 667 | 47 | 483 |
| 7 Nov | 105.07 | 1.65 | -0.05 | 31.33 | 459 | 18 | 433 |
| 6 Nov | 105.25 | 1.7 | -0.80 | 32.88 | 521 | 6 | 418 |
| 5 Nov | 103.67 | 2.5 | -0.85 | 33.72 | 758 | 76 | 415 |
| 4 Nov | 101.91 | 3.35 | 0.70 | 34.86 | 891 | 111 | 336 |
| 1 Nov | 103.96 | 2.65 | -0.40 | 34.83 | 57 | 1 | 223 |
| 31 Oct | 102.65 | 3.05 | 0.00 | - | 468 | 52 | 223 |
| 30 Oct | 103.36 | 3.05 | 0.00 | - | 296 | 41 | 172 |
| 29 Oct | 103.76 | 3.05 | -1.70 | - | 602 | 44 | 130 |
| 28 Oct | 100.69 | 4.75 | -4.65 | - | 355 | 30 | 84 |
| 25 Oct | 94.24 | 9.4 | 3.15 | - | 12 | -1 | 54 |
| 24 Oct | 98.19 | 6.25 | -0.45 | - | 45 | 14 | 55 |
| 23 Oct | 97.69 | 6.7 | -1.05 | - | 10 | 4 | 40 |
| 22 Oct | 96.79 | 7.75 | 4.10 | - | 29 | 8 | 35 |
| 21 Oct | 102.86 | 3.65 | 0.90 | - | 8 | 2 | 27 |
| 18 Oct | 104.67 | 2.75 | -0.40 | - | 41 | 23 | 24 |
| 17 Oct | 102.50 | 3.15 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 104.37 | 3.15 | -0.45 | - | 1 | 0 | 0 |
| 15 Oct | 104.43 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 104.49 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 104.06 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 104.13 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 104.40 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 104.95 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 103.49 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 107.62 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 107.96 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 110.49 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 111.33 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 113.10 | 3.6 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 102 expiring on 28NOV2024
Delta for 102 PE is -0.83
Historical price for 102 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 7.8, which was 2.90 higher than the previous day. The implied volatity was 52.61, the open interest changed by -38 which decreased total open position to 373
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 31.33, the open interest changed by -35 which decreased total open position to 416
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 4.9, which was 0.35 higher than the previous day. The implied volatity was 31.33, the open interest changed by -30 which decreased total open position to 416
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 4.55, which was -0.40 lower than the previous day. The implied volatity was 34.88, the open interest changed by -84 which decreased total open position to 445
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 4.95, which was 0.80 higher than the previous day. The implied volatity was 31.24, the open interest changed by -13 which decreased total open position to 530
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 4.15, which was 1.50 higher than the previous day. The implied volatity was 32.41, the open interest changed by 21 which increased total open position to 542
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 2.65, which was 1.05 higher than the previous day. The implied volatity was 29.58, the open interest changed by 45 which increased total open position to 524
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 29.19, the open interest changed by -1 which decreased total open position to 480
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 2.1, which was 0.45 higher than the previous day. The implied volatity was 31.34, the open interest changed by 47 which increased total open position to 483
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 31.33, the open interest changed by 18 which increased total open position to 433
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 32.88, the open interest changed by 6 which increased total open position to 418
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 2.5, which was -0.85 lower than the previous day. The implied volatity was 33.72, the open interest changed by 76 which increased total open position to 415
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 3.35, which was 0.70 higher than the previous day. The implied volatity was 34.86, the open interest changed by 111 which increased total open position to 336
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 2.65, which was -0.40 lower than the previous day. The implied volatity was 34.83, the open interest changed by 1 which increased total open position to 223
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 3.05, 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 Oct CANBK was trading at 103.36. The strike last trading price was 3.05, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 3.05, which was -1.70 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 4.75, which was -4.65 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 9.4, which was 3.15 higher 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 6.25, which was -0.45 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 6.7, which was -1.05 lower 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 7.75, which was 4.10 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 3.65, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 2.75, which was -0.40 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 3.15, 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 3.15, which was -0.45 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
