CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 106 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.01
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 0.15 | -0.10 | 49.70 | 225 | -43 | 382 | |||
| 20 Nov | 97.81 | 0.25 | 0.00 | 38.91 | 342 | -8 | 450 | |||
| 19 Nov | 97.81 | 0.25 | -0.05 | 38.91 | 342 | 17 | 450 | |||
| 18 Nov | 98.18 | 0.3 | -0.05 | 35.89 | 155 | -25 | 445 | |||
| 14 Nov | 97.49 | 0.35 | -0.25 | 32.91 | 675 | 13 | 471 | |||
| 13 Nov | 98.33 | 0.6 | -0.45 | 32.89 | 1,354 | -8 | 471 | |||
| 12 Nov | 101.50 | 1.05 | -0.75 | 30.76 | 1,449 | 52 | 490 | |||
| 11 Nov | 103.89 | 1.8 | -0.05 | 28.46 | 1,813 | 18 | 443 | |||
| 8 Nov | 103.69 | 1.85 | -1.00 | 27.93 | 1,513 | 17 | 428 | |||
| 7 Nov | 105.07 | 2.85 | -0.30 | 30.62 | 1,967 | 99 | 400 | |||
| 6 Nov | 105.25 | 3.15 | 0.60 | 30.35 | 1,279 | 131 | 309 | |||
| 5 Nov | 103.67 | 2.55 | 0.40 | 32.50 | 793 | 5 | 176 | |||
| 4 Nov | 101.91 | 2.15 | -0.90 | 34.01 | 514 | 37 | 171 | |||
| 1 Nov | 103.96 | 3.05 | 0.10 | 32.11 | 78 | 3 | 135 | |||
| 31 Oct | 102.65 | 2.95 | -0.30 | - | 522 | -42 | 132 | |||
| 30 Oct | 103.36 | 3.25 | -0.30 | - | 430 | -1 | 174 | |||
| 29 Oct | 103.76 | 3.55 | 0.50 | - | 417 | 91 | 175 | |||
| 28 Oct | 100.69 | 3.05 | 1.30 | - | 93 | 29 | 82 | |||
| 25 Oct | 94.24 | 1.75 | -0.45 | - | 17 | 0 | 53 | |||
| 24 Oct | 98.19 | 2.2 | 0.05 | - | 19 | -1 | 52 | |||
| 23 Oct | 97.69 | 2.15 | 0.10 | - | 34 | -1 | 54 | |||
| 22 Oct | 96.79 | 2.05 | -1.50 | - | 52 | 28 | 55 | |||
| 21 Oct | 102.86 | 3.55 | -0.80 | - | 22 | 12 | 27 | |||
| 18 Oct | 104.67 | 4.35 | 0.70 | - | 20 | 6 | 14 | |||
| 17 Oct | 102.50 | 3.65 | -0.50 | - | 10 | 2 | 4 | |||
| 16 Oct | 104.37 | 4.15 | -0.50 | - | 2 | 1 | 2 | |||
| 15 Oct | 104.43 | 4.65 | 0.00 | - | 0 | -1 | 0 | |||
| 14 Oct | 104.49 | 4.65 | -1.00 | - | 1 | 0 | 2 | |||
| 11 Oct | 104.06 | 5.65 | 0.00 | - | 0 | 1 | 0 | |||
| 10 Oct | 104.13 | 5.65 | 0.00 | - | 1 | 0 | 1 | |||
| 9 Oct | 104.40 | 5.65 | -4.95 | - | 2 | 1 | 1 | |||
| 8 Oct | 104.95 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 103.49 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 107.62 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 107.96 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Oct | 110.49 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 113.10 | 10.6 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 106 expiring on 28NOV2024
Delta for 106 CE is 0.06
Historical price for 106 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 49.70, the open interest changed by -43 which decreased total open position to 382
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 38.91, the open interest changed by -8 which decreased total open position to 450
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 38.91, the open interest changed by 17 which increased total open position to 450
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.89, the open interest changed by -25 which decreased total open position to 445
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 32.91, the open interest changed by 13 which increased total open position to 471
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 32.89, the open interest changed by -8 which decreased total open position to 471
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 30.76, the open interest changed by 52 which increased total open position to 490
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 28.46, the open interest changed by 18 which increased total open position to 443
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 1.85, which was -1.00 lower than the previous day. The implied volatity was 27.93, the open interest changed by 17 which increased total open position to 428
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 2.85, which was -0.30 lower than the previous day. The implied volatity was 30.62, the open interest changed by 99 which increased total open position to 400
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 3.15, which was 0.60 higher than the previous day. The implied volatity was 30.35, the open interest changed by 131 which increased total open position to 309
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 2.55, which was 0.40 higher than the previous day. The implied volatity was 32.50, the open interest changed by 5 which increased total open position to 176
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 2.15, which was -0.90 lower than the previous day. The implied volatity was 34.01, the open interest changed by 37 which increased total open position to 171
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 3.05, which was 0.10 higher than the previous day. The implied volatity was 32.11, the open interest changed by 3 which increased total open position to 135
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 2.95, 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 3.25, 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 3.55, which was 0.50 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 3.05, which was 1.30 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 1.75, 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 24 Oct CANBK was trading at 98.19. The strike last trading price was 2.2, 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 2.15, 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 22 Oct CANBK was trading at 96.79. The strike last trading price was 2.05, which was -1.50 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 3.55, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 4.35, 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 3.65, which was -0.50 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 4.15, which was -0.50 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 4.65, 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 4.65, 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 11 Oct CANBK was trading at 104.06. The strike last trading price was 5.65, 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 5.65, 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 5.65, which was -4.95 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 106 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.04
Theta: -0.26
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 12.8 | 4.20 | 98.87 | 3 | 0 | 154 |
| 20 Nov | 97.81 | 8.6 | 0.00 | 36.84 | 78 | -29 | 154 |
| 19 Nov | 97.81 | 8.6 | 0.45 | 36.84 | 78 | -29 | 154 |
| 18 Nov | 98.18 | 8.15 | -0.50 | 42.78 | 70 | 8 | 183 |
| 14 Nov | 97.49 | 8.65 | 1.45 | 39.82 | 70 | -11 | 175 |
| 13 Nov | 98.33 | 7.2 | 1.85 | 32.59 | 121 | 15 | 189 |
| 12 Nov | 101.50 | 5.35 | 1.75 | 31.25 | 309 | -1 | 173 |
| 11 Nov | 103.89 | 3.6 | -0.55 | 29.52 | 409 | 18 | 175 |
| 8 Nov | 103.69 | 4.15 | 0.90 | 31.43 | 615 | -11 | 157 |
| 7 Nov | 105.07 | 3.25 | 0.10 | 29.90 | 931 | 55 | 175 |
| 6 Nov | 105.25 | 3.15 | -1.20 | 30.71 | 343 | 21 | 121 |
| 5 Nov | 103.67 | 4.35 | -1.30 | 31.97 | 152 | -2 | 101 |
| 4 Nov | 101.91 | 5.65 | 1.25 | 34.87 | 181 | 20 | 104 |
| 1 Nov | 103.96 | 4.4 | -0.85 | 33.15 | 1 | 0 | 83 |
| 31 Oct | 102.65 | 5.25 | 0.20 | - | 96 | 7 | 85 |
| 30 Oct | 103.36 | 5.05 | 0.05 | - | 114 | 26 | 79 |
| 29 Oct | 103.76 | 5 | -2.30 | - | 194 | 7 | 53 |
| 28 Oct | 100.69 | 7.3 | -5.75 | - | 76 | 37 | 44 |
| 25 Oct | 94.24 | 13.05 | 7.65 | - | 2 | -1 | 7 |
| 24 Oct | 98.19 | 5.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 97.69 | 5.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 96.79 | 5.4 | 0.00 | - | 0 | 8 | 0 |
| 21 Oct | 102.86 | 5.4 | 0.30 | - | 9 | 7 | 7 |
| 18 Oct | 104.67 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 102.50 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 104.37 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 104.43 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 104.49 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 104.06 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 104.13 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 104.40 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 104.95 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 103.49 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 107.62 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 107.96 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 110.49 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 111.33 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 113.10 | 5.1 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 106 expiring on 28NOV2024
Delta for 106 PE is -0.77
Historical price for 106 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 12.8, which was 4.20 higher than the previous day. The implied volatity was 98.87, the open interest changed by 0 which decreased total open position to 154
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was 36.84, the open interest changed by -29 which decreased total open position to 154
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 8.6, which was 0.45 higher than the previous day. The implied volatity was 36.84, the open interest changed by -29 which decreased total open position to 154
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 8.15, which was -0.50 lower than the previous day. The implied volatity was 42.78, the open interest changed by 8 which increased total open position to 183
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 8.65, which was 1.45 higher than the previous day. The implied volatity was 39.82, the open interest changed by -11 which decreased total open position to 175
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 7.2, which was 1.85 higher than the previous day. The implied volatity was 32.59, the open interest changed by 15 which increased total open position to 189
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 5.35, which was 1.75 higher than the previous day. The implied volatity was 31.25, the open interest changed by -1 which decreased total open position to 173
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 3.6, which was -0.55 lower than the previous day. The implied volatity was 29.52, the open interest changed by 18 which increased total open position to 175
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 4.15, which was 0.90 higher than the previous day. The implied volatity was 31.43, the open interest changed by -11 which decreased total open position to 157
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 3.25, which was 0.10 higher than the previous day. The implied volatity was 29.90, the open interest changed by 55 which increased total open position to 175
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 3.15, which was -1.20 lower than the previous day. The implied volatity was 30.71, the open interest changed by 21 which increased total open position to 121
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 4.35, which was -1.30 lower than the previous day. The implied volatity was 31.97, the open interest changed by -2 which decreased total open position to 101
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 5.65, which was 1.25 higher than the previous day. The implied volatity was 34.87, the open interest changed by 20 which increased total open position to 104
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 4.4, which was -0.85 lower than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 83
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 5.25, 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 30 Oct CANBK was trading at 103.36. The strike last trading price was 5.05, 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 5, 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 28 Oct CANBK was trading at 100.69. The strike last trading price was 7.3, which was -5.75 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 13.05, which was 7.65 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 5.4, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 5.4, 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 22 Oct CANBK was trading at 96.79. The strike last trading price was 5.4, 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 21 Oct CANBK was trading at 102.86. The strike last trading price was 5.4, 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 5.1, 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 5.1, 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 5.1, 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 15 Oct CANBK was trading at 104.43. The strike last trading price was 5.1, 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 14 Oct CANBK was trading at 104.49. The strike last trading price was 5.1, 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 11 Oct CANBK was trading at 104.06. The strike last trading price was 5.1, 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 10 Oct CANBK was trading at 104.13. The strike last trading price was 5.1, 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 9 Oct CANBK was trading at 104.40. The strike last trading price was 5.1, 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 8 Oct CANBK was trading at 104.95. The strike last trading price was 5.1, 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 7 Oct CANBK was trading at 103.49. The strike last trading price was 5.1, 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 4 Oct CANBK was trading at 107.62. The strike last trading price was 5.1, 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 3 Oct CANBK was trading at 107.96. The strike last trading price was 5.1, 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 1 Oct CANBK was trading at 110.49. The strike last trading price was 5.1, 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 30 Sept CANBK was trading at 111.33. The strike last trading price was 5.1, 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 27 Sept CANBK was trading at 113.10. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
