CANBK
Canara Bank
Historical option data for CANBK
20 Dec 2024 04:10 PM IST
| CANBK 26DEC2024 103 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.03
Theta: -0.08
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 99.61 | 0.35 | -1.25 | 26.98 | 10,157 | -58 | 645 | |||
| 19 Dec | 102.90 | 1.6 | -0.40 | 26.37 | 6,088 | 191 | 714 | |||
| 18 Dec | 103.19 | 2 | -1.30 | 27.41 | 3,287 | 145 | 524 | |||
| 17 Dec | 105.16 | 3.3 | -1.65 | 29.36 | 422 | -21 | 383 | |||
| 16 Dec | 107.34 | 4.95 | 0.30 | 27.79 | 203 | 23 | 406 | |||
| 13 Dec | 106.58 | 4.65 | -0.80 | 26.09 | 363 | -58 | 383 | |||
| 12 Dec | 107.50 | 5.45 | -1.20 | 26.61 | 43 | 11 | 442 | |||
| 11 Dec | 108.75 | 6.65 | -1.05 | 29.11 | 17 | 2 | 431 | |||
| 10 Dec | 109.68 | 7.7 | 0.50 | 31.16 | 111 | -2 | 429 | |||
| 9 Dec | 108.99 | 7.2 | -0.55 | 31.53 | 75 | 22 | 439 | |||
| 6 Dec | 109.32 | 7.75 | 1.15 | 33.74 | 405 | 17 | 416 | |||
| 5 Dec | 108.17 | 6.6 | -0.45 | 26.67 | 225 | 0 | 399 | |||
| 4 Dec | 108.63 | 7.05 | 2.45 | 28.63 | 276 | -52 | 403 | |||
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| 3 Dec | 105.12 | 4.6 | 1.75 | 28.51 | 972 | -143 | 456 | |||
| 2 Dec | 101.71 | 2.85 | -0.20 | 29.98 | 917 | 118 | 598 | |||
| 29 Nov | 102.01 | 3.05 | -1.15 | 28.65 | 1,956 | 152 | 479 | |||
| 28 Nov | 102.90 | 4.2 | 1.10 | 31.79 | 1,480 | 117 | 327 | |||
| 27 Nov | 101.56 | 3.1 | -0.20 | 29.12 | 312 | 45 | 213 | |||
| 26 Nov | 101.79 | 3.3 | 0.35 | 30.24 | 299 | 28 | 146 | |||
| 25 Nov | 100.98 | 2.95 | 1.05 | 29.92 | 298 | 77 | 118 | |||
| 22 Nov | 97.01 | 1.9 | 0.40 | 32.49 | 25 | 2 | 43 | |||
| 21 Nov | 94.46 | 1.5 | -0.70 | 34.72 | 35 | 0 | 42 | |||
| 20 Nov | 97.81 | 2.2 | 0.00 | 32.44 | 12 | 4 | 41 | |||
| 19 Nov | 97.81 | 2.2 | -0.35 | 32.44 | 12 | 3 | 41 | |||
| 18 Nov | 98.18 | 2.55 | 0.05 | 32.57 | 18 | 8 | 38 | |||
| 14 Nov | 97.49 | 2.5 | -0.60 | 31.80 | 35 | 27 | 30 | |||
| 13 Nov | 98.33 | 3.1 | -1.75 | 31.86 | 2 | 0 | 1 | |||
| 12 Nov | 101.50 | 4.85 | -2.45 | 36.18 | 1 | 0 | 0 | |||
| 11 Nov | 103.89 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 103.69 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 103.67 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 101.91 | 7.3 | 7.30 | - | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 0 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 103 expiring on 26DEC2024
Delta for 103 CE is 0.19
Historical price for 103 CE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 0.35, which was -1.25 lower than the previous day. The implied volatity was 26.98, the open interest changed by -58 which decreased total open position to 645
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 26.37, the open interest changed by 191 which increased total open position to 714
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 2, which was -1.30 lower than the previous day. The implied volatity was 27.41, the open interest changed by 145 which increased total open position to 524
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 3.3, which was -1.65 lower than the previous day. The implied volatity was 29.36, the open interest changed by -21 which decreased total open position to 383
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 4.95, which was 0.30 higher than the previous day. The implied volatity was 27.79, the open interest changed by 23 which increased total open position to 406
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 4.65, which was -0.80 lower than the previous day. The implied volatity was 26.09, the open interest changed by -58 which decreased total open position to 383
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 5.45, which was -1.20 lower than the previous day. The implied volatity was 26.61, the open interest changed by 11 which increased total open position to 442
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 6.65, which was -1.05 lower than the previous day. The implied volatity was 29.11, the open interest changed by 2 which increased total open position to 431
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 7.7, which was 0.50 higher than the previous day. The implied volatity was 31.16, the open interest changed by -2 which decreased total open position to 429
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 7.2, which was -0.55 lower than the previous day. The implied volatity was 31.53, the open interest changed by 22 which increased total open position to 439
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 7.75, which was 1.15 higher than the previous day. The implied volatity was 33.74, the open interest changed by 17 which increased total open position to 416
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 6.6, which was -0.45 lower than the previous day. The implied volatity was 26.67, the open interest changed by 0 which decreased total open position to 399
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 7.05, which was 2.45 higher than the previous day. The implied volatity was 28.63, the open interest changed by -52 which decreased total open position to 403
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 4.6, which was 1.75 higher than the previous day. The implied volatity was 28.51, the open interest changed by -143 which decreased total open position to 456
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 2.85, which was -0.20 lower than the previous day. The implied volatity was 29.98, the open interest changed by 118 which increased total open position to 598
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 28.65, the open interest changed by 152 which increased total open position to 479
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 4.2, which was 1.10 higher than the previous day. The implied volatity was 31.79, the open interest changed by 117 which increased total open position to 327
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 3.1, which was -0.20 lower than the previous day. The implied volatity was 29.12, the open interest changed by 45 which increased total open position to 213
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 3.3, which was 0.35 higher than the previous day. The implied volatity was 30.24, the open interest changed by 28 which increased total open position to 146
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 2.95, which was 1.05 higher than the previous day. The implied volatity was 29.92, the open interest changed by 77 which increased total open position to 118
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 1.9, which was 0.40 higher than the previous day. The implied volatity was 32.49, the open interest changed by 2 which increased total open position to 43
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 1.5, which was -0.70 lower than the previous day. The implied volatity was 34.72, the open interest changed by 0 which decreased total open position to 42
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 32.44, the open interest changed by 4 which increased total open position to 41
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 32.44, the open interest changed by 3 which increased total open position to 41
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 32.57, the open interest changed by 8 which increased total open position to 38
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 2.5, which was -0.60 lower than the previous day. The implied volatity was 31.80, the open interest changed by 27 which increased total open position to 30
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 3.1, which was -1.75 lower than the previous day. The implied volatity was 31.86, 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 4.85, which was -2.45 lower than the previous day. The implied volatity was 36.18, 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 7.3, 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 7.3, 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 7.3, 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 7.3, 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 7.3, 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 7.3, which was 7.30 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 103 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.04
Theta: -0.07
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 99.61 | 3.6 | 1.95 | 29.48 | 5,198 | -71 | 477 |
| 19 Dec | 102.90 | 1.65 | 0.25 | 30.73 | 4,404 | 48 | 555 |
| 18 Dec | 103.19 | 1.4 | 0.55 | 27.83 | 4,002 | -81 | 514 |
| 17 Dec | 105.16 | 0.85 | 0.35 | 27.33 | 836 | 0 | 598 |
| 16 Dec | 107.34 | 0.5 | -0.15 | 28.73 | 746 | 35 | 597 |
| 13 Dec | 106.58 | 0.65 | 0.05 | 26.20 | 1,947 | -149 | 569 |
| 12 Dec | 107.50 | 0.6 | -0.10 | 27.41 | 446 | 29 | 718 |
| 11 Dec | 108.75 | 0.7 | 0.05 | 32.04 | 276 | 16 | 697 |
| 10 Dec | 109.68 | 0.65 | -0.15 | 33.34 | 223 | 24 | 683 |
| 9 Dec | 108.99 | 0.8 | -0.05 | 32.80 | 355 | -36 | 657 |
| 6 Dec | 109.32 | 0.85 | -0.35 | 31.77 | 1,027 | 89 | 695 |
| 5 Dec | 108.17 | 1.2 | -0.05 | 33.29 | 826 | -13 | 607 |
| 4 Dec | 108.63 | 1.25 | -0.75 | 34.08 | 2,013 | 55 | 631 |
| 3 Dec | 105.12 | 2 | -1.45 | 31.05 | 2,197 | 139 | 575 |
| 2 Dec | 101.71 | 3.45 | 0.15 | 30.23 | 838 | 16 | 435 |
| 29 Nov | 102.01 | 3.3 | 0.25 | 28.64 | 1,836 | 121 | 418 |
| 28 Nov | 102.90 | 3.05 | -0.70 | 31.58 | 941 | 218 | 297 |
| 27 Nov | 101.56 | 3.75 | -0.15 | 30.56 | 181 | 36 | 78 |
| 26 Nov | 101.79 | 3.9 | -0.55 | 31.47 | 108 | 26 | 41 |
| 25 Nov | 100.98 | 4.45 | -2.55 | 32.24 | 26 | 15 | 15 |
| 22 Nov | 97.01 | 7 | 0.50 | 32.54 | 4 | 0 | 0 |
| 21 Nov | 94.46 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 97.81 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 97.81 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 98.18 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 97.49 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 98.33 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 101.50 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 103.89 | 6.5 | 0.00 | 1.89 | 0 | 0 | 0 |
| 8 Nov | 103.69 | 6.5 | 0.00 | 1.84 | 0 | 0 | 0 |
| 7 Nov | 105.07 | 6.5 | 0.00 | 2.96 | 0 | 0 | 0 |
| 6 Nov | 105.25 | 6.5 | 0.00 | 3.27 | 0 | 0 | 0 |
| 5 Nov | 103.67 | 6.5 | 0.00 | 1.95 | 0 | 0 | 0 |
| 4 Nov | 101.91 | 6.5 | 6.50 | 0.41 | 0 | 0 | 0 |
| 1 Nov | 103.96 | 0 | 2.16 | 0 | 0 | 0 | |
For Canara Bank - strike price 103 expiring on 26DEC2024
Delta for 103 PE is -0.79
Historical price for 103 PE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 3.6, which was 1.95 higher than the previous day. The implied volatity was 29.48, the open interest changed by -71 which decreased total open position to 477
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 30.73, the open interest changed by 48 which increased total open position to 555
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 1.4, which was 0.55 higher than the previous day. The implied volatity was 27.83, the open interest changed by -81 which decreased total open position to 514
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 0.85, which was 0.35 higher than the previous day. The implied volatity was 27.33, the open interest changed by 0 which decreased total open position to 598
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by 35 which increased total open position to 597
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 26.20, the open interest changed by -149 which decreased total open position to 569
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 27.41, the open interest changed by 29 which increased total open position to 718
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 32.04, the open interest changed by 16 which increased total open position to 697
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 33.34, the open interest changed by 24 which increased total open position to 683
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 32.80, the open interest changed by -36 which decreased total open position to 657
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 31.77, the open interest changed by 89 which increased total open position to 695
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 33.29, the open interest changed by -13 which decreased total open position to 607
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 34.08, the open interest changed by 55 which increased total open position to 631
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 2, which was -1.45 lower than the previous day. The implied volatity was 31.05, the open interest changed by 139 which increased total open position to 575
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 3.45, which was 0.15 higher than the previous day. The implied volatity was 30.23, the open interest changed by 16 which increased total open position to 435
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 3.3, which was 0.25 higher than the previous day. The implied volatity was 28.64, the open interest changed by 121 which increased total open position to 418
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 3.05, which was -0.70 lower than the previous day. The implied volatity was 31.58, the open interest changed by 218 which increased total open position to 297
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 3.75, which was -0.15 lower than the previous day. The implied volatity was 30.56, the open interest changed by 36 which increased total open position to 78
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 3.9, which was -0.55 lower than the previous day. The implied volatity was 31.47, the open interest changed by 26 which increased total open position to 41
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 4.45, which was -2.55 lower than the previous day. The implied volatity was 32.24, the open interest changed by 15 which increased total open position to 15
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 7, which was 0.50 higher than the previous day. The implied volatity was 32.54, 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 6.5, 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 20 Nov CANBK was trading at 97.81. The strike last trading price was 6.5, 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 19 Nov CANBK was trading at 97.81. The strike last trading price was 6.5, 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 18 Nov CANBK was trading at 98.18. The strike last trading price was 6.5, 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 14 Nov CANBK was trading at 97.49. The strike last trading price was 6.5, 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 13 Nov CANBK was trading at 98.33. The strike last trading price was 6.5, 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 12 Nov CANBK was trading at 101.50. The strike last trading price was 6.5, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 6.5, which was 6.50 higher than the previous day. The implied volatity was 0.41, 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 2.16, the open interest changed by 0 which decreased total open position to 0
