CANBK
Canara Bank
Historical option data for CANBK
20 Dec 2024 04:10 PM IST
| CANBK 26DEC2024 105 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.02
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 99.61 | 0.2 | -0.75 | 31.15 | 6,991 | -236 | 1,142 | |||
| 19 Dec | 102.90 | 0.95 | -0.25 | 29.62 | 6,146 | -305 | 1,380 | |||
| 18 Dec | 103.19 | 1.2 | -0.80 | 29.33 | 9,415 | 552 | 1,684 | |||
| 17 Dec | 105.16 | 2 | -1.35 | 27.78 | 3,532 | 157 | 1,135 | |||
| 16 Dec | 107.34 | 3.35 | 0.25 | 26.27 | 1,770 | -98 | 981 | |||
| 13 Dec | 106.58 | 3.1 | -0.90 | 24.25 | 6,562 | 38 | 1,088 | |||
| 12 Dec | 107.50 | 4 | -1.00 | 27.26 | 467 | 32 | 1,061 | |||
| 11 Dec | 108.75 | 5 | -1.20 | 27.80 | 474 | -20 | 1,036 | |||
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| 10 Dec | 109.68 | 6.2 | 0.65 | 32.14 | 430 | -90 | 1,049 | |||
| 9 Dec | 108.99 | 5.55 | -0.45 | 29.83 | 394 | -31 | 1,144 | |||
| 6 Dec | 109.32 | 6 | 0.80 | 30.43 | 2,428 | -196 | 1,182 | |||
| 5 Dec | 108.17 | 5.2 | -0.45 | 27.83 | 1,606 | -161 | 1,375 | |||
| 4 Dec | 108.63 | 5.65 | 2.15 | 29.58 | 4,760 | -430 | 1,548 | |||
| 3 Dec | 105.12 | 3.5 | 1.45 | 29.09 | 5,305 | 223 | 2,024 | |||
| 2 Dec | 101.71 | 2.05 | -0.15 | 30.06 | 1,636 | 197 | 1,797 | |||
| 29 Nov | 102.01 | 2.2 | -1.05 | 28.56 | 4,074 | 214 | 1,600 | |||
| 28 Nov | 102.90 | 3.25 | 0.90 | 31.96 | 3,120 | 121 | 1,388 | |||
| 27 Nov | 101.56 | 2.35 | -0.15 | 29.77 | 1,322 | 393 | 1,264 | |||
| 26 Nov | 101.79 | 2.5 | 0.30 | 30.50 | 1,541 | 97 | 869 | |||
| 25 Nov | 100.98 | 2.2 | 0.80 | 30.04 | 2,076 | 292 | 771 | |||
| 22 Nov | 97.01 | 1.4 | 0.20 | 32.52 | 620 | 119 | 598 | |||
| 21 Nov | 94.46 | 1.2 | -0.60 | 35.84 | 686 | 121 | 479 | |||
| 20 Nov | 97.81 | 1.8 | 0.00 | 33.79 | 414 | 45 | 357 | |||
| 19 Nov | 97.81 | 1.8 | -0.15 | 33.79 | 414 | 44 | 357 | |||
| 18 Nov | 98.18 | 1.95 | 0.10 | 32.61 | 416 | 99 | 313 | |||
| 14 Nov | 97.49 | 1.85 | -0.50 | 31.23 | 187 | 50 | 213 | |||
| 13 Nov | 98.33 | 2.35 | -0.70 | 31.30 | 214 | 94 | 161 | |||
| 12 Nov | 101.50 | 3.05 | -1.20 | 29.38 | 70 | 14 | 67 | |||
| 11 Nov | 103.89 | 4.25 | -0.05 | 28.96 | 68 | 23 | 52 | |||
| 8 Nov | 103.69 | 4.3 | -1.15 | 29.31 | 29 | 19 | 30 | |||
| 7 Nov | 105.07 | 5.45 | -0.70 | 31.26 | 10 | 6 | 11 | |||
| 6 Nov | 105.25 | 6.15 | -0.25 | 33.63 | 7 | 2 | 2 | |||
| 5 Nov | 103.67 | 6.4 | 0.00 | 0.08 | 0 | 0 | 0 | |||
| 4 Nov | 101.91 | 6.4 | 0.00 | 1.66 | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 6.4 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 105 expiring on 26DEC2024
Delta for 105 CE is 0.11
Historical price for 105 CE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 0.2, which was -0.75 lower than the previous day. The implied volatity was 31.15, the open interest changed by -236 which decreased total open position to 1142
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 29.62, the open interest changed by -305 which decreased total open position to 1380
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 1.2, which was -0.80 lower than the previous day. The implied volatity was 29.33, the open interest changed by 552 which increased total open position to 1684
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 2, which was -1.35 lower than the previous day. The implied volatity was 27.78, the open interest changed by 157 which increased total open position to 1135
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 3.35, which was 0.25 higher than the previous day. The implied volatity was 26.27, the open interest changed by -98 which decreased total open position to 981
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 3.1, which was -0.90 lower than the previous day. The implied volatity was 24.25, the open interest changed by 38 which increased total open position to 1088
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 27.26, the open interest changed by 32 which increased total open position to 1061
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 5, which was -1.20 lower than the previous day. The implied volatity was 27.80, the open interest changed by -20 which decreased total open position to 1036
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 6.2, which was 0.65 higher than the previous day. The implied volatity was 32.14, the open interest changed by -90 which decreased total open position to 1049
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 29.83, the open interest changed by -31 which decreased total open position to 1144
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 6, which was 0.80 higher than the previous day. The implied volatity was 30.43, the open interest changed by -196 which decreased total open position to 1182
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 5.2, which was -0.45 lower than the previous day. The implied volatity was 27.83, the open interest changed by -161 which decreased total open position to 1375
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 5.65, which was 2.15 higher than the previous day. The implied volatity was 29.58, the open interest changed by -430 which decreased total open position to 1548
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 3.5, which was 1.45 higher than the previous day. The implied volatity was 29.09, the open interest changed by 223 which increased total open position to 2024
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 30.06, the open interest changed by 197 which increased total open position to 1797
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 28.56, the open interest changed by 214 which increased total open position to 1600
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 3.25, which was 0.90 higher than the previous day. The implied volatity was 31.96, the open interest changed by 121 which increased total open position to 1388
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 2.35, which was -0.15 lower than the previous day. The implied volatity was 29.77, the open interest changed by 393 which increased total open position to 1264
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was 30.50, the open interest changed by 97 which increased total open position to 869
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 2.2, which was 0.80 higher than the previous day. The implied volatity was 30.04, the open interest changed by 292 which increased total open position to 771
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was 32.52, the open interest changed by 119 which increased total open position to 598
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 35.84, the open interest changed by 121 which increased total open position to 479
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 33.79, the open interest changed by 45 which increased total open position to 357
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 33.79, the open interest changed by 44 which increased total open position to 357
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 1.95, which was 0.10 higher than the previous day. The implied volatity was 32.61, the open interest changed by 99 which increased total open position to 313
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 1.85, which was -0.50 lower than the previous day. The implied volatity was 31.23, the open interest changed by 50 which increased total open position to 213
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 2.35, which was -0.70 lower than the previous day. The implied volatity was 31.30, the open interest changed by 94 which increased total open position to 161
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 3.05, which was -1.20 lower than the previous day. The implied volatity was 29.38, the open interest changed by 14 which increased total open position to 67
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 4.25, which was -0.05 lower than the previous day. The implied volatity was 28.96, the open interest changed by 23 which increased total open position to 52
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 4.3, which was -1.15 lower than the previous day. The implied volatity was 29.31, the open interest changed by 19 which increased total open position to 30
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 5.45, which was -0.70 lower than the previous day. The implied volatity was 31.26, the open interest changed by 6 which increased total open position to 11
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 6.15, which was -0.25 lower than the previous day. The implied volatity was 33.63, the open interest changed by 2 which increased total open position to 2
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 0.08, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 6.4, 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 105 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.03
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 99.61 | 5.5 | 2.60 | 36.51 | 2,290 | -264 | 811 |
| 19 Dec | 102.90 | 2.9 | 0.35 | 32.50 | 3,001 | -210 | 1,082 |
| 18 Dec | 103.19 | 2.55 | 0.95 | 28.99 | 5,298 | -203 | 1,290 |
| 17 Dec | 105.16 | 1.6 | 0.70 | 26.85 | 3,396 | 15 | 1,493 |
| 16 Dec | 107.34 | 0.9 | -0.15 | 27.05 | 1,814 | -16 | 1,481 |
| 13 Dec | 106.58 | 1.05 | 0.05 | 23.75 | 6,020 | 98 | 1,493 |
| 12 Dec | 107.50 | 1 | -0.10 | 25.91 | 1,473 | 23 | 1,391 |
| 11 Dec | 108.75 | 1.1 | 0.15 | 30.97 | 1,005 | -67 | 1,333 |
| 10 Dec | 109.68 | 0.95 | -0.25 | 31.55 | 1,116 | -18 | 1,420 |
| 9 Dec | 108.99 | 1.2 | 0.00 | 31.67 | 1,278 | -36 | 1,439 |
| 6 Dec | 109.32 | 1.2 | -0.55 | 30.11 | 3,367 | 45 | 1,479 |
| 5 Dec | 108.17 | 1.75 | 0.05 | 32.88 | 3,031 | -185 | 1,429 |
| 4 Dec | 108.63 | 1.7 | -1.10 | 32.67 | 3,747 | 384 | 1,617 |
| 3 Dec | 105.12 | 2.8 | -1.75 | 30.62 | 2,274 | 89 | 1,232 |
| 2 Dec | 101.71 | 4.55 | 0.15 | 29.44 | 531 | 55 | 1,146 |
| 29 Nov | 102.01 | 4.4 | 0.40 | 28.23 | 1,314 | 172 | 1,096 |
| 28 Nov | 102.90 | 4 | -1.00 | 31.01 | 719 | 57 | 924 |
| 27 Nov | 101.56 | 5 | -0.10 | 31.40 | 424 | 117 | 867 |
| 26 Nov | 101.79 | 5.1 | -0.60 | 31.91 | 599 | 196 | 751 |
| 25 Nov | 100.98 | 5.7 | -2.60 | 32.61 | 360 | 202 | 555 |
| 22 Nov | 97.01 | 8.3 | -2.25 | 31.06 | 93 | 83 | 436 |
| 21 Nov | 94.46 | 10.55 | 2.25 | 35.16 | 203 | 184 | 353 |
| 20 Nov | 97.81 | 8.3 | 0.00 | 32.88 | 196 | 124 | 169 |
| 19 Nov | 97.81 | 8.3 | 0.75 | 32.88 | 196 | 124 | 169 |
| 18 Nov | 98.18 | 7.55 | -0.70 | 30.70 | 33 | 24 | 43 |
| 14 Nov | 97.49 | 8.25 | 1.00 | 33.53 | 11 | 3 | 18 |
| 13 Nov | 98.33 | 7.25 | 1.50 | 31.93 | 5 | 1 | 15 |
| 12 Nov | 101.50 | 5.75 | 1.05 | 31.04 | 7 | 1 | 13 |
| 11 Nov | 103.89 | 4.7 | 0.00 | 0.00 | 0 | 12 | 0 |
| 8 Nov | 103.69 | 4.7 | -2.90 | 30.79 | 13 | 9 | 9 |
| 7 Nov | 105.07 | 7.6 | 0.00 | 1.32 | 0 | 0 | 0 |
| 6 Nov | 105.25 | 7.6 | 0.00 | 1.80 | 0 | 0 | 0 |
| 5 Nov | 103.67 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 101.91 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 103.96 | 7.6 | 0.55 | 0 | 0 | 0 | |
For Canara Bank - strike price 105 expiring on 26DEC2024
Delta for 105 PE is -0.85
Historical price for 105 PE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 5.5, which was 2.60 higher than the previous day. The implied volatity was 36.51, the open interest changed by -264 which decreased total open position to 811
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 2.9, which was 0.35 higher than the previous day. The implied volatity was 32.50, the open interest changed by -210 which decreased total open position to 1082
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 2.55, which was 0.95 higher than the previous day. The implied volatity was 28.99, the open interest changed by -203 which decreased total open position to 1290
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 1.6, which was 0.70 higher than the previous day. The implied volatity was 26.85, the open interest changed by 15 which increased total open position to 1493
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 27.05, the open interest changed by -16 which decreased total open position to 1481
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 23.75, the open interest changed by 98 which increased total open position to 1493
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 25.91, the open interest changed by 23 which increased total open position to 1391
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 30.97, the open interest changed by -67 which decreased total open position to 1333
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 31.55, the open interest changed by -18 which decreased total open position to 1420
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 31.67, the open interest changed by -36 which decreased total open position to 1439
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 30.11, the open interest changed by 45 which increased total open position to 1479
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 32.88, the open interest changed by -185 which decreased total open position to 1429
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 1.7, which was -1.10 lower than the previous day. The implied volatity was 32.67, the open interest changed by 384 which increased total open position to 1617
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 2.8, which was -1.75 lower than the previous day. The implied volatity was 30.62, the open interest changed by 89 which increased total open position to 1232
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 4.55, which was 0.15 higher than the previous day. The implied volatity was 29.44, the open interest changed by 55 which increased total open position to 1146
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 4.4, which was 0.40 higher than the previous day. The implied volatity was 28.23, the open interest changed by 172 which increased total open position to 1096
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 31.01, the open interest changed by 57 which increased total open position to 924
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 5, which was -0.10 lower than the previous day. The implied volatity was 31.40, the open interest changed by 117 which increased total open position to 867
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 5.1, which was -0.60 lower than the previous day. The implied volatity was 31.91, the open interest changed by 196 which increased total open position to 751
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 5.7, which was -2.60 lower than the previous day. The implied volatity was 32.61, the open interest changed by 202 which increased total open position to 555
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 8.3, which was -2.25 lower than the previous day. The implied volatity was 31.06, the open interest changed by 83 which increased total open position to 436
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 10.55, which was 2.25 higher than the previous day. The implied volatity was 35.16, the open interest changed by 184 which increased total open position to 353
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was 32.88, the open interest changed by 124 which increased total open position to 169
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 8.3, which was 0.75 higher than the previous day. The implied volatity was 32.88, the open interest changed by 124 which increased total open position to 169
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 7.55, which was -0.70 lower than the previous day. The implied volatity was 30.70, the open interest changed by 24 which increased total open position to 43
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 8.25, which was 1.00 higher than the previous day. The implied volatity was 33.53, the open interest changed by 3 which increased total open position to 18
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 7.25, which was 1.50 higher than the previous day. The implied volatity was 31.93, the open interest changed by 1 which increased total open position to 15
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 5.75, which was 1.05 higher than the previous day. The implied volatity was 31.04, the open interest changed by 1 which increased total open position to 13
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 4.7, which was -2.90 lower than the previous day. The implied volatity was 30.79, the open interest changed by 9 which increased total open position to 9
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 7.6, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 7.6, 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 7.6, 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 1 Nov CANBK was trading at 103.96. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
