CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 103 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.02
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 0.2 | -0.30 | 42.25 | 1,222 | -78 | 579 | |||
| 20 Nov | 97.81 | 0.5 | 0.00 | 35.58 | 1,977 | 100 | 668 | |||
| 19 Nov | 97.81 | 0.5 | -0.05 | 35.58 | 1,977 | 111 | 668 | |||
| 18 Nov | 98.18 | 0.55 | -0.05 | 31.66 | 1,235 | 28 | 566 | |||
| 14 Nov | 97.49 | 0.6 | -0.50 | 29.21 | 1,338 | -21 | 549 | |||
| 13 Nov | 98.33 | 1.1 | -0.85 | 30.78 | 1,462 | 48 | 570 | |||
| 12 Nov | 101.50 | 1.95 | -1.30 | 29.83 | 1,574 | 116 | 541 | |||
| 11 Nov | 103.89 | 3.25 | 0.10 | 28.83 | 1,020 | 13 | 426 | |||
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| 8 Nov | 103.69 | 3.15 | -1.40 | 27.18 | 690 | -10 | 414 | |||
| 7 Nov | 105.07 | 4.55 | -0.40 | 31.63 | 453 | -28 | 426 | |||
| 6 Nov | 105.25 | 4.95 | 0.95 | 31.64 | 924 | -41 | 453 | |||
| 5 Nov | 103.67 | 4 | 0.65 | 33.07 | 1,888 | 87 | 495 | |||
| 4 Nov | 101.91 | 3.35 | -1.25 | 34.12 | 1,499 | 112 | 415 | |||
| 1 Nov | 103.96 | 4.6 | 0.20 | 32.83 | 74 | -21 | 303 | |||
| 31 Oct | 102.65 | 4.4 | -0.30 | - | 531 | 54 | 326 | |||
| 30 Oct | 103.36 | 4.7 | -0.20 | - | 449 | 38 | 274 | |||
| 29 Oct | 103.76 | 4.9 | 0.70 | - | 1,360 | -80 | 235 | |||
| 28 Oct | 100.69 | 4.2 | 1.80 | - | 636 | 48 | 347 | |||
| 25 Oct | 94.24 | 2.4 | -0.80 | - | 132 | 19 | 299 | |||
| 24 Oct | 98.19 | 3.2 | 0.10 | - | 37 | 12 | 279 | |||
| 23 Oct | 97.69 | 3.1 | 0.20 | - | 247 | -31 | 267 | |||
| 22 Oct | 96.79 | 2.9 | -2.10 | - | 282 | 221 | 298 | |||
| 21 Oct | 102.86 | 5 | -1.00 | - | 12 | 4 | 76 | |||
| 18 Oct | 104.67 | 6 | 1.15 | - | 72 | 62 | 64 | |||
| 17 Oct | 102.50 | 4.85 | -7.55 | - | 2 | 1 | 1 | |||
| 16 Oct | 104.37 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.43 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 104.49 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 104.06 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 104.13 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 104.40 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 104.95 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 103.49 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 107.62 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 107.96 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 110.49 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 113.10 | 12.4 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 103 expiring on 28NOV2024
Delta for 103 CE is 0.08
Historical price for 103 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.2, which was -0.30 lower than the previous day. The implied volatity was 42.25, the open interest changed by -78 which decreased total open position to 579
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 35.58, the open interest changed by 100 which increased total open position to 668
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 35.58, the open interest changed by 111 which increased total open position to 668
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 31.66, the open interest changed by 28 which increased total open position to 566
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was 29.21, the open interest changed by -21 which decreased total open position to 549
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 30.78, the open interest changed by 48 which increased total open position to 570
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 1.95, which was -1.30 lower than the previous day. The implied volatity was 29.83, the open interest changed by 116 which increased total open position to 541
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 3.25, which was 0.10 higher than the previous day. The implied volatity was 28.83, the open interest changed by 13 which increased total open position to 426
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 3.15, which was -1.40 lower than the previous day. The implied volatity was 27.18, the open interest changed by -10 which decreased total open position to 414
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 4.55, which was -0.40 lower than the previous day. The implied volatity was 31.63, the open interest changed by -28 which decreased total open position to 426
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 4.95, which was 0.95 higher than the previous day. The implied volatity was 31.64, the open interest changed by -41 which decreased total open position to 453
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 4, which was 0.65 higher than the previous day. The implied volatity was 33.07, the open interest changed by 87 which increased total open position to 495
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 3.35, which was -1.25 lower than the previous day. The implied volatity was 34.12, the open interest changed by 112 which increased total open position to 415
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 4.6, which was 0.20 higher than the previous day. The implied volatity was 32.83, the open interest changed by -21 which decreased total open position to 303
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 4.4, which was -0.30 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 4.7, which was -0.20 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 4.9, which was 0.70 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 4.2, which was 1.80 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 2.4, 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 24 Oct CANBK was trading at 98.19. The strike last trading price was 3.2, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 3.1, 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 2.9, which was -2.10 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, which was -1.00 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 6, which was 1.15 higher 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 4.85, which was -7.55 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 12.4, 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 12.4, 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 12.4, 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 12.4, 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 12.4, 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 12.4, 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 12.4, 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 12.4, 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 12.4, 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 12.4, 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 12.4, 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 12.4, 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 12.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 103 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.03
Theta: -0.12
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 8.9 | 3.05 | 60.23 | 122 | -31 | 227 |
| 20 Nov | 97.81 | 5.85 | 0.00 | 34.03 | 338 | 7 | 257 |
| 19 Nov | 97.81 | 5.85 | 0.60 | 34.03 | 338 | 6 | 257 |
| 18 Nov | 98.18 | 5.25 | -0.60 | 33.44 | 194 | -59 | 250 |
| 14 Nov | 97.49 | 5.85 | 1.15 | 33.40 | 199 | -44 | 309 |
| 13 Nov | 98.33 | 4.7 | 1.50 | 30.38 | 424 | -35 | 355 |
| 12 Nov | 101.50 | 3.2 | 1.20 | 29.48 | 1,001 | 12 | 390 |
| 11 Nov | 103.89 | 2 | -0.50 | 29.16 | 744 | 18 | 380 |
| 8 Nov | 103.69 | 2.5 | 0.55 | 31.00 | 898 | -12 | 363 |
| 7 Nov | 105.07 | 1.95 | 0.00 | 30.68 | 589 | -36 | 374 |
| 6 Nov | 105.25 | 1.95 | -0.95 | 31.84 | 721 | 38 | 413 |
| 5 Nov | 103.67 | 2.9 | -0.95 | 33.33 | 874 | 73 | 376 |
| 4 Nov | 101.91 | 3.85 | 0.85 | 34.75 | 520 | 66 | 303 |
| 1 Nov | 103.96 | 3 | -0.40 | 34.15 | 54 | 7 | 239 |
| 31 Oct | 102.65 | 3.4 | -0.10 | - | 565 | 9 | 230 |
| 30 Oct | 103.36 | 3.5 | 0.05 | - | 440 | 71 | 223 |
| 29 Oct | 103.76 | 3.45 | -1.75 | - | 540 | 78 | 151 |
| 28 Oct | 100.69 | 5.2 | -4.90 | - | 254 | 36 | 66 |
| 25 Oct | 94.24 | 10.1 | 3.10 | - | 5 | -1 | 30 |
| 24 Oct | 98.19 | 7 | 0.05 | - | 6 | 0 | 25 |
| 23 Oct | 97.69 | 6.95 | 0.00 | - | 0 | 5 | 0 |
| 22 Oct | 96.79 | 6.95 | 2.75 | - | 8 | 5 | 25 |
| 21 Oct | 102.86 | 4.2 | 1.05 | - | 21 | 12 | 19 |
| 18 Oct | 104.67 | 3.15 | -1.25 | - | 8 | 4 | 7 |
| 17 Oct | 102.50 | 4.4 | 0.45 | - | 3 | 2 | 2 |
| 16 Oct | 104.37 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 104.43 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 104.49 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 104.06 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 104.13 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 104.40 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 104.95 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 103.49 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 107.62 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 107.96 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 110.49 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 111.33 | 3.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 113.10 | 3.95 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 103 expiring on 28NOV2024
Delta for 103 PE is -0.83
Historical price for 103 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 8.9, which was 3.05 higher than the previous day. The implied volatity was 60.23, the open interest changed by -31 which decreased total open position to 227
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 34.03, the open interest changed by 7 which increased total open position to 257
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 5.85, which was 0.60 higher than the previous day. The implied volatity was 34.03, the open interest changed by 6 which increased total open position to 257
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 5.25, which was -0.60 lower than the previous day. The implied volatity was 33.44, the open interest changed by -59 which decreased total open position to 250
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 5.85, which was 1.15 higher than the previous day. The implied volatity was 33.40, the open interest changed by -44 which decreased total open position to 309
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 4.7, which was 1.50 higher than the previous day. The implied volatity was 30.38, the open interest changed by -35 which decreased total open position to 355
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 3.2, which was 1.20 higher than the previous day. The implied volatity was 29.48, the open interest changed by 12 which increased total open position to 390
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 29.16, the open interest changed by 18 which increased total open position to 380
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 2.5, which was 0.55 higher than the previous day. The implied volatity was 31.00, the open interest changed by -12 which decreased total open position to 363
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 30.68, the open interest changed by -36 which decreased total open position to 374
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 1.95, which was -0.95 lower than the previous day. The implied volatity was 31.84, the open interest changed by 38 which increased total open position to 413
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 2.9, which was -0.95 lower than the previous day. The implied volatity was 33.33, the open interest changed by 73 which increased total open position to 376
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 3.85, which was 0.85 higher than the previous day. The implied volatity was 34.75, the open interest changed by 66 which increased total open position to 303
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 3, which was -0.40 lower than the previous day. The implied volatity was 34.15, the open interest changed by 7 which increased total open position to 239
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 3.4, 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 30 Oct CANBK was trading at 103.36. The strike last trading price was 3.5, 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 3.45, which was -1.75 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 5.2, which was -4.90 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 10.1, which was 3.10 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 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 6.95, 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 22 Oct CANBK was trading at 96.79. The strike last trading price was 6.95, which was 2.75 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 4.2, which was 1.05 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 3.15, 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 4.4, which was 0.45 higher 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
