CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 104 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.02
Theta: -0.06
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 94.46 | 0.2 | -0.20 | 45.84 | 649 | -4 | 579 | |||
| 20 Nov | 97.81 | 0.4 | 0.00 | 36.81 | 1,623 | -65 | 592 | |||
| 19 Nov | 97.81 | 0.4 | -0.05 | 36.81 | 1,623 | -56 | 592 | |||
| 18 Nov | 98.18 | 0.45 | -0.05 | 33.19 | 842 | 87 | 648 | |||
| 14 Nov | 97.49 | 0.5 | -0.40 | 30.51 | 1,600 | -18 | 571 | |||
| 13 Nov | 98.33 | 0.9 | -0.60 | 31.50 | 1,236 | 24 | 584 | |||
| 12 Nov | 101.50 | 1.5 | -1.25 | 28.92 | 1,905 | 146 | 589 | |||
| 11 Nov | 103.89 | 2.75 | 0.00 | 29.20 | 1,312 | -38 | 444 | |||
| 8 Nov | 103.69 | 2.75 | -1.20 | 28.38 | 1,386 | 6 | 480 | |||
| 7 Nov | 105.07 | 3.95 | -0.35 | 31.45 | 802 | -34 | 479 | |||
| 6 Nov | 105.25 | 4.3 | 0.90 | 31.17 | 1,591 | 118 | 519 | |||
| 5 Nov | 103.67 | 3.4 | 0.50 | 32.19 | 1,536 | 14 | 402 | |||
| 4 Nov | 101.91 | 2.9 | -1.15 | 34.02 | 1,167 | 69 | 388 | |||
| 1 Nov | 103.96 | 4.05 | 0.25 | 32.67 | 183 | 5 | 323 | |||
| 31 Oct | 102.65 | 3.8 | -0.35 | - | 771 | 23 | 316 | |||
| 30 Oct | 103.36 | 4.15 | -0.30 | - | 573 | 60 | 294 | |||
| 29 Oct | 103.76 | 4.45 | 0.70 | - | 978 | 62 | 234 | |||
| 28 Oct | 100.69 | 3.75 | 1.60 | - | 361 | 40 | 180 | |||
| 25 Oct | 94.24 | 2.15 | -0.75 | - | 43 | 1 | 140 | |||
| 24 Oct | 98.19 | 2.9 | 0.20 | - | 18 | 7 | 139 | |||
| 23 Oct | 97.69 | 2.7 | 0.15 | - | 10 | 2 | 132 | |||
| 22 Oct | 96.79 | 2.55 | -1.95 | - | 116 | 67 | 130 | |||
| 21 Oct | 102.86 | 4.5 | -0.90 | - | 33 | 21 | 60 | |||
| 18 Oct | 104.67 | 5.4 | 1.05 | - | 29 | 18 | 38 | |||
| 17 Oct | 102.50 | 4.35 | -1.45 | - | 3 | 2 | 20 | |||
| 16 Oct | 104.37 | 5.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.43 | 5.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 104.49 | 5.8 | 0.00 | - | 0 | 6 | 0 | |||
| 11 Oct | 104.06 | 5.8 | -0.15 | - | 7 | 6 | 18 | |||
| 10 Oct | 104.13 | 5.95 | -0.60 | - | 12 | 6 | 9 | |||
| 9 Oct | 104.40 | 6.55 | 0.00 | - | 0 | 1 | 0 | |||
| 8 Oct | 104.95 | 6.55 | -0.10 | - | 1 | 0 | 2 | |||
| 7 Oct | 103.49 | 6.65 | -1.85 | - | 1 | 0 | 1 | |||
| 4 Oct | 107.62 | 8.5 | 0.00 | - | 0 | 1 | 0 | |||
| 3 Oct | 107.96 | 8.5 | -3.30 | - | 1 | 0 | 0 | |||
| 1 Oct | 110.49 | 11.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 11.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 113.10 | 11.8 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 104 expiring on 28NOV2024
Delta for 104 CE is 0.08
Historical price for 104 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 45.84, the open interest changed by -4 which decreased total open position to 579
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 36.81, the open interest changed by -65 which decreased total open position to 592
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 36.81, the open interest changed by -56 which decreased total open position to 592
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 33.19, the open interest changed by 87 which increased total open position to 648
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.5, which was -0.40 lower than the previous day. The implied volatity was 30.51, the open interest changed by -18 which decreased total open position to 571
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was 31.50, the open interest changed by 24 which increased total open position to 584
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 1.5, which was -1.25 lower than the previous day. The implied volatity was 28.92, the open interest changed by 146 which increased total open position to 589
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 29.20, the open interest changed by -38 which decreased total open position to 444
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 2.75, which was -1.20 lower than the previous day. The implied volatity was 28.38, the open interest changed by 6 which increased total open position to 480
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 31.45, the open interest changed by -34 which decreased total open position to 479
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 4.3, which was 0.90 higher than the previous day. The implied volatity was 31.17, the open interest changed by 118 which increased total open position to 519
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 3.4, which was 0.50 higher than the previous day. The implied volatity was 32.19, the open interest changed by 14 which increased total open position to 402
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 2.9, which was -1.15 lower than the previous day. The implied volatity was 34.02, the open interest changed by 69 which increased total open position to 388
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 4.05, which was 0.25 higher than the previous day. The implied volatity was 32.67, the open interest changed by 5 which increased total open position to 323
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 3.8, 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 4.15, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 4.45, 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 3.75, which was 1.60 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 2.15, which was -0.75 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 2.9, 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 2.7, which was 0.15 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 2.55, which was -1.95 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 4.5, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 5.4, 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 4.35, which was -1.45 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 5.8, 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 5.8, 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 5.8, 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 5.8, which was -0.15 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 5.95, which was -0.60 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 6.55, 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 8 Oct CANBK was trading at 104.95. The strike last trading price was 6.55, 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 7 Oct CANBK was trading at 103.49. The strike last trading price was 6.65, which was -1.85 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 8.5, 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 8.5, which was -3.30 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 11.8, 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 11.8, 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 11.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 104 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.02
Theta: -0.02
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 9.35 | 2.40 | 42.30 | 60 | -15 | 246 |
| 20 Nov | 97.81 | 6.95 | 0.00 | 40.69 | 203 | -17 | 264 |
| 19 Nov | 97.81 | 6.95 | 0.65 | 40.69 | 203 | -14 | 264 |
| 18 Nov | 98.18 | 6.3 | -0.50 | 38.67 | 161 | 30 | 277 |
| 14 Nov | 97.49 | 6.8 | 1.30 | 36.11 | 146 | -17 | 244 |
| 13 Nov | 98.33 | 5.5 | 1.60 | 31.14 | 420 | 5 | 266 |
| 12 Nov | 101.50 | 3.9 | 1.40 | 30.47 | 896 | -44 | 269 |
| 11 Nov | 103.89 | 2.5 | -0.45 | 29.58 | 1,062 | 0 | 314 |
| 8 Nov | 103.69 | 2.95 | 0.60 | 30.64 | 1,188 | -52 | 315 |
| 7 Nov | 105.07 | 2.35 | 0.05 | 30.59 | 791 | -11 | 364 |
| 6 Nov | 105.25 | 2.3 | -1.00 | 31.42 | 835 | 100 | 373 |
| 5 Nov | 103.67 | 3.3 | -1.10 | 32.51 | 658 | 38 | 273 |
| 4 Nov | 101.91 | 4.4 | 0.90 | 34.70 | 487 | 66 | 232 |
| 1 Nov | 103.96 | 3.5 | -0.45 | 34.48 | 143 | 19 | 167 |
| 31 Oct | 102.65 | 3.95 | 0.05 | - | 540 | 29 | 145 |
| 30 Oct | 103.36 | 3.9 | -0.05 | - | 233 | 25 | 116 |
| 29 Oct | 103.76 | 3.95 | -1.85 | - | 320 | 43 | 87 |
| 28 Oct | 100.69 | 5.8 | -5.20 | - | 155 | 29 | 45 |
| 25 Oct | 94.24 | 11 | 4.50 | - | 2 | 1 | 16 |
| 24 Oct | 98.19 | 6.5 | -2.10 | - | 1 | 0 | 15 |
| 23 Oct | 97.69 | 8.6 | 0.00 | - | 0 | 2 | 0 |
| 22 Oct | 96.79 | 8.6 | 4.80 | - | 4 | 2 | 15 |
| 21 Oct | 102.86 | 3.8 | 0.30 | - | 2 | 1 | 12 |
| 18 Oct | 104.67 | 3.5 | -0.60 | - | 20 | 4 | 6 |
| 17 Oct | 102.50 | 4.1 | 0.00 | - | 0 | 2 | 0 |
| 16 Oct | 104.37 | 4.1 | -0.25 | - | 2 | 0 | 0 |
| 15 Oct | 104.43 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 104.49 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 104.06 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 104.13 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 104.40 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 104.95 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 103.49 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 107.62 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 107.96 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 110.49 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 111.33 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 113.10 | 4.35 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 104 expiring on 28NOV2024
Delta for 104 PE is -0.94
Historical price for 104 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 9.35, which was 2.40 higher than the previous day. The implied volatity was 42.30, the open interest changed by -15 which decreased total open position to 246
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 40.69, the open interest changed by -17 which decreased total open position to 264
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 6.95, which was 0.65 higher than the previous day. The implied volatity was 40.69, the open interest changed by -14 which decreased total open position to 264
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 6.3, which was -0.50 lower than the previous day. The implied volatity was 38.67, the open interest changed by 30 which increased total open position to 277
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 6.8, which was 1.30 higher than the previous day. The implied volatity was 36.11, the open interest changed by -17 which decreased total open position to 244
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 5.5, which was 1.60 higher than the previous day. The implied volatity was 31.14, the open interest changed by 5 which increased total open position to 266
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 3.9, which was 1.40 higher than the previous day. The implied volatity was 30.47, the open interest changed by -44 which decreased total open position to 269
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 2.5, which was -0.45 lower than the previous day. The implied volatity was 29.58, the open interest changed by 0 which decreased total open position to 314
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 2.95, which was 0.60 higher than the previous day. The implied volatity was 30.64, the open interest changed by -52 which decreased total open position to 315
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 30.59, the open interest changed by -11 which decreased total open position to 364
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 2.3, which was -1.00 lower than the previous day. The implied volatity was 31.42, the open interest changed by 100 which increased total open position to 373
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 3.3, which was -1.10 lower than the previous day. The implied volatity was 32.51, the open interest changed by 38 which increased total open position to 273
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 4.4, which was 0.90 higher than the previous day. The implied volatity was 34.70, the open interest changed by 66 which increased total open position to 232
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 3.5, which was -0.45 lower than the previous day. The implied volatity was 34.48, the open interest changed by 19 which increased total open position to 167
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 3.95, 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 30 Oct CANBK was trading at 103.36. The strike last trading price was 3.9, which was -0.05 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 3.95, which was -1.85 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 5.8, which was -5.20 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 11, which was 4.50 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 6.5, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 8.6, 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 22 Oct CANBK was trading at 96.79. The strike last trading price was 8.6, which was 4.80 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 3.8, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 3.5, which was -0.60 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 4.1, 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 4.1, which was -0.25 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
