CANBK
Canara Bank
Historical option data for CANBK
12 Dec 2024 11:21 AM IST
| CANBK 26DEC2024 107 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.08
Theta: -0.10
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 107.57 | 2.8 | -0.80 | 27.02 | 245 | 67 | 473 | |||
| 11 Dec | 108.75 | 3.6 | -1.00 | 27.42 | 340 | 48 | 405 | |||
| 10 Dec | 109.68 | 4.6 | 0.50 | 29.79 | 306 | 28 | 359 | |||
| 9 Dec | 108.99 | 4.1 | -0.50 | 28.76 | 515 | -12 | 333 | |||
| 6 Dec | 109.32 | 4.6 | 0.75 | 29.85 | 1,199 | -8 | 346 | |||
| 5 Dec | 108.17 | 3.85 | -0.40 | 27.17 | 1,116 | -4 | 355 | |||
| 4 Dec | 108.63 | 4.25 | 1.80 | 28.47 | 4,248 | 40 | 359 | |||
| 3 Dec | 105.12 | 2.45 | 1.05 | 28.14 | 1,399 | -13 | 319 | |||
| 2 Dec | 101.71 | 1.4 | -0.10 | 29.79 | 443 | 28 | 331 | |||
| 29 Nov | 102.01 | 1.5 | -0.90 | 28.11 | 857 | 119 | 304 | |||
| 28 Nov | 102.90 | 2.4 | 0.75 | 31.52 | 866 | 103 | 187 | |||
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| 27 Nov | 101.56 | 1.65 | -0.20 | 29.33 | 67 | 24 | 82 | |||
| 26 Nov | 101.79 | 1.85 | 0.25 | 30.67 | 65 | 24 | 57 | |||
| 25 Nov | 100.98 | 1.6 | 0.55 | 30.10 | 45 | 18 | 32 | |||
| 22 Nov | 97.01 | 1.05 | -1.45 | 33.00 | 10 | 5 | 19 | |||
| 21 Nov | 94.46 | 2.5 | 0.90 | 54.31 | 7 | -1 | 12 | |||
| 20 Nov | 97.81 | 1.6 | 0.00 | 36.39 | 1 | 1 | 12 | |||
| 19 Nov | 97.81 | 1.6 | 0.15 | 36.39 | 1 | 0 | 12 | |||
| 18 Nov | 98.18 | 1.45 | -0.20 | 32.47 | 56 | -38 | 12 | |||
| 14 Nov | 97.49 | 1.65 | 0.00 | 33.84 | 1 | 0 | 50 | |||
| 13 Nov | 98.33 | 1.65 | -0.75 | 30.11 | 2 | 0 | 50 | |||
| 12 Nov | 101.50 | 2.4 | -3.15 | 29.73 | 50 | 0 | 0 | |||
| 11 Nov | 103.89 | 5.55 | 0.00 | 1.95 | 0 | 0 | 0 | |||
| 8 Nov | 103.69 | 5.55 | 0.00 | 1.93 | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 5.55 | 0.00 | 0.67 | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 5.55 | 0.00 | 0.10 | 0 | 0 | 0 | |||
| 5 Nov | 103.67 | 5.55 | 0.00 | 1.77 | 0 | 0 | 0 | |||
| 4 Nov | 101.91 | 5.55 | 5.55 | 3.13 | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 0 | 1.32 | 0 | 0 | 0 | ||||
For Canara Bank - strike price 107 expiring on 26DEC2024
Delta for 107 CE is 0.58
Historical price for 107 CE is as follows
On 12 Dec CANBK was trading at 107.57. The strike last trading price was 2.8, which was -0.80 lower than the previous day. The implied volatity was 27.02, the open interest changed by 67 which increased total open position to 473
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 3.6, which was -1.00 lower than the previous day. The implied volatity was 27.42, the open interest changed by 48 which increased total open position to 405
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 4.6, which was 0.50 higher than the previous day. The implied volatity was 29.79, the open interest changed by 28 which increased total open position to 359
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 4.1, which was -0.50 lower than the previous day. The implied volatity was 28.76, the open interest changed by -12 which decreased total open position to 333
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 4.6, which was 0.75 higher than the previous day. The implied volatity was 29.85, the open interest changed by -8 which decreased total open position to 346
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 3.85, which was -0.40 lower than the previous day. The implied volatity was 27.17, the open interest changed by -4 which decreased total open position to 355
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 4.25, which was 1.80 higher than the previous day. The implied volatity was 28.47, the open interest changed by 40 which increased total open position to 359
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 2.45, which was 1.05 higher than the previous day. The implied volatity was 28.14, the open interest changed by -13 which decreased total open position to 319
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 29.79, the open interest changed by 28 which increased total open position to 331
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 1.5, which was -0.90 lower than the previous day. The implied volatity was 28.11, the open interest changed by 119 which increased total open position to 304
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 2.4, which was 0.75 higher than the previous day. The implied volatity was 31.52, the open interest changed by 103 which increased total open position to 187
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 29.33, the open interest changed by 24 which increased total open position to 82
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 1.85, which was 0.25 higher than the previous day. The implied volatity was 30.67, the open interest changed by 24 which increased total open position to 57
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 1.6, which was 0.55 higher than the previous day. The implied volatity was 30.10, the open interest changed by 18 which increased total open position to 32
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 1.05, which was -1.45 lower than the previous day. The implied volatity was 33.00, the open interest changed by 5 which increased total open position to 19
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 2.5, which was 0.90 higher than the previous day. The implied volatity was 54.31, the open interest changed by -1 which decreased total open position to 12
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 36.39, the open interest changed by 1 which increased total open position to 12
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 36.39, the open interest changed by 0 which decreased total open position to 12
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 32.47, the open interest changed by -38 which decreased total open position to 12
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 33.84, the open interest changed by 0 which decreased total open position to 50
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 30.11, the open interest changed by 0 which decreased total open position to 50
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 2.4, which was -3.15 lower than the previous day. The implied volatity was 29.73, 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 5.55, 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 8 Nov CANBK was trading at 103.69. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 5.55, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 5.55, which was 0.00 lower than the previous day. The implied volatity was 0.10, 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 5.55, which was 0.00 lower than the previous day. The implied volatity was 1.77, 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 5.55, which was 5.55 higher than the previous day. The implied volatity was 3.13, 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 1.32, the open interest changed by 0 which decreased total open position to 0
| CANBK 26DEC2024 107 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.08
Theta: -0.06
Gamma: 0.07
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 107.57 | 1.7 | 0.05 | 25.63 | 937 | 108 | 506 |
| 11 Dec | 108.75 | 1.65 | 0.25 | 29.60 | 917 | -24 | 381 |
| 10 Dec | 109.68 | 1.4 | -0.35 | 30.02 | 675 | -3 | 404 |
| 9 Dec | 108.99 | 1.75 | -0.05 | 30.46 | 1,076 | 0 | 407 |
| 6 Dec | 109.32 | 1.8 | -0.70 | 29.69 | 2,600 | 69 | 402 |
| 5 Dec | 108.17 | 2.5 | 0.15 | 32.83 | 2,534 | 46 | 332 |
| 4 Dec | 108.63 | 2.35 | -1.50 | 31.86 | 1,713 | 139 | 305 |
| 3 Dec | 105.12 | 3.85 | -2.05 | 30.74 | 315 | 59 | 166 |
| 2 Dec | 101.71 | 5.9 | 0.15 | 29.25 | 20 | -5 | 108 |
| 29 Nov | 102.01 | 5.75 | 0.50 | 28.40 | 74 | 8 | 114 |
| 28 Nov | 102.90 | 5.25 | -1.10 | 31.59 | 327 | 72 | 105 |
| 27 Nov | 101.56 | 6.35 | -0.05 | 31.72 | 13 | 2 | 32 |
| 26 Nov | 101.79 | 6.4 | -0.55 | 31.85 | 36 | 15 | 29 |
| 25 Nov | 100.98 | 6.95 | -1.80 | 31.61 | 18 | 13 | 13 |
| 22 Nov | 97.01 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 94.46 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 97.81 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 97.81 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 98.18 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 97.49 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 98.33 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 101.50 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 103.89 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 103.69 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 105.07 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 105.25 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 103.67 | 8.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 101.91 | 8.75 | 8.75 | - | 0 | 0 | 0 |
| 1 Nov | 103.96 | 0 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 107 expiring on 26DEC2024
Delta for 107 PE is -0.42
Historical price for 107 PE is as follows
On 12 Dec CANBK was trading at 107.57. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 25.63, the open interest changed by 108 which increased total open position to 506
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 29.60, the open interest changed by -24 which decreased total open position to 381
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 30.02, the open interest changed by -3 which decreased total open position to 404
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 30.46, the open interest changed by 0 which decreased total open position to 407
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 29.69, the open interest changed by 69 which increased total open position to 402
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 32.83, the open interest changed by 46 which increased total open position to 332
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 2.35, which was -1.50 lower than the previous day. The implied volatity was 31.86, the open interest changed by 139 which increased total open position to 305
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 3.85, which was -2.05 lower than the previous day. The implied volatity was 30.74, the open interest changed by 59 which increased total open position to 166
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 5.9, which was 0.15 higher than the previous day. The implied volatity was 29.25, the open interest changed by -5 which decreased total open position to 108
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 5.75, which was 0.50 higher than the previous day. The implied volatity was 28.40, the open interest changed by 8 which increased total open position to 114
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 5.25, which was -1.10 lower than the previous day. The implied volatity was 31.59, the open interest changed by 72 which increased total open position to 105
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 6.35, which was -0.05 lower than the previous day. The implied volatity was 31.72, the open interest changed by 2 which increased total open position to 32
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 6.4, which was -0.55 lower than the previous day. The implied volatity was 31.85, the open interest changed by 15 which increased total open position to 29
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 6.95, which was -1.80 lower than the previous day. The implied volatity was 31.61, the open interest changed by 13 which increased total open position to 13
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 8.75, 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 21 Nov CANBK was trading at 94.46. The strike last trading price was 8.75, 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 8.75, 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 8.75, 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 8.75, 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 8.75, 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 8.75, 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 8.75, 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 8.75, 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 8.75, 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 8.75, 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 8.75, 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 8.75, 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 8.75, which was 8.75 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
