`
[--[65.84.65.76]--]
CANBK
Canara Bank

107.78 -0.97 (-0.89%)

Back to Option Chain


Historical option data for CANBK

12 Dec 2024 11:11 AM IST
CANBK 26DEC2024 108 CE
Delta: 0.52
Vega: 0.08
Theta: -0.09
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.78 2.25 -0.75 25.57 609 98 597
11 Dec 108.75 3 -0.95 27.35 779 71 499
10 Dec 109.68 3.95 0.50 29.70 747 -18 434
9 Dec 108.99 3.45 -0.45 28.24 1,042 62 452
6 Dec 109.32 3.9 0.60 28.86 3,135 -110 393
5 Dec 108.17 3.3 -0.40 27.30 2,640 86 503
4 Dec 108.63 3.7 1.65 28.70 4,424 108 413
3 Dec 105.12 2.05 0.90 28.13 2,040 -54 305
2 Dec 101.71 1.15 -0.10 29.78 466 22 360
29 Nov 102.01 1.25 -0.75 28.25 1,052 64 337
28 Nov 102.90 2 0.55 30.94 920 111 272
27 Nov 101.56 1.45 -0.15 30.02 236 120 163
26 Nov 101.79 1.6 0.15 30.95 50 24 42
25 Nov 100.98 1.45 0.25 31.14 37 17 18
22 Nov 97.01 1.2 -0.40 36.80 1 0 1
21 Nov 94.46 1.6 0.00 0.00 0 0 0
20 Nov 97.81 1.6 0.00 38.04 1 0 1
19 Nov 97.81 1.6 0.25 38.04 1 0 1
18 Nov 98.18 1.35 -9.95 33.57 1 0 0
14 Nov 97.49 11.3 0.00 8.23 0 0 0
13 Nov 98.33 11.3 0.00 7.00 0 0 0
12 Nov 101.50 11.3 0.00 4.92 0 0 0
11 Nov 103.89 11.3 0.00 2.67 0 0 0
8 Nov 103.69 11.3 0.00 2.77 0 0 0
7 Nov 105.07 11.3 0.00 1.64 0 0 0
6 Nov 105.25 11.3 0.00 1.20 0 0 0
5 Nov 103.67 11.3 0.00 2.58 0 0 0
4 Nov 101.91 11.3 0.00 3.92 0 0 0
1 Nov 103.96 11.3 0.00 1.78 0 0 0
31 Oct 102.65 11.3 0.00 - 0 0 0
30 Oct 103.36 11.3 0.00 - 0 0 0
29 Oct 103.76 11.3 0.00 - 0 0 0
28 Oct 100.69 11.3 11.30 - 0 0 0
21 Oct 102.86 0 0.00 - 0 0 0
18 Oct 104.67 0 0.00 - 0 0 0
17 Oct 102.50 0 0.00 - 0 0 0
16 Oct 104.37 0 0.00 - 0 0 0
15 Oct 104.43 0 0.00 - 0 0 0
14 Oct 104.49 0 0.00 - 0 0 0
11 Oct 104.06 0 0.00 - 0 0 0
10 Oct 104.13 0 0.00 - 0 0 0
9 Oct 104.40 0 0.00 - 0 0 0
8 Oct 104.95 0 0.00 - 0 0 0
7 Oct 103.49 0 0.00 - 0 0 0
4 Oct 107.62 0 0.00 - 0 0 0
3 Oct 107.96 0 0.00 - 0 0 0
1 Oct 110.49 0 0.00 - 0 0 0
30 Sept 111.33 0 - 0 0 0


For Canara Bank - strike price 108 expiring on 26DEC2024

Delta for 108 CE is 0.52

Historical price for 108 CE is as follows

On 12 Dec CANBK was trading at 107.78. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 25.57, the open interest changed by 98 which increased total open position to 597


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 3, which was -0.95 lower than the previous day. The implied volatity was 27.35, the open interest changed by 71 which increased total open position to 499


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 3.95, which was 0.50 higher than the previous day. The implied volatity was 29.70, the open interest changed by -18 which decreased total open position to 434


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 3.45, which was -0.45 lower than the previous day. The implied volatity was 28.24, the open interest changed by 62 which increased total open position to 452


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 3.9, which was 0.60 higher than the previous day. The implied volatity was 28.86, the open interest changed by -110 which decreased total open position to 393


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 3.3, which was -0.40 lower than the previous day. The implied volatity was 27.30, the open interest changed by 86 which increased total open position to 503


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 3.7, which was 1.65 higher than the previous day. The implied volatity was 28.70, the open interest changed by 108 which increased total open position to 413


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 2.05, which was 0.90 higher than the previous day. The implied volatity was 28.13, the open interest changed by -54 which decreased total open position to 305


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 29.78, the open interest changed by 22 which increased total open position to 360


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 28.25, the open interest changed by 64 which increased total open position to 337


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 2, which was 0.55 higher than the previous day. The implied volatity was 30.94, the open interest changed by 111 which increased total open position to 272


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 30.02, the open interest changed by 120 which increased total open position to 163


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 30.95, the open interest changed by 24 which increased total open position to 42


On 25 Nov CANBK was trading at 100.98. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 31.14, the open interest changed by 17 which increased total open position to 18


On 22 Nov CANBK was trading at 97.01. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 36.80, the open interest changed by 0 which decreased total open position to 1


On 21 Nov CANBK was trading at 94.46. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1.6, which was 0.00 lower than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 1


On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 1


On 18 Nov CANBK was trading at 98.18. The strike last trading price was 1.35, which was -9.95 lower than the previous day. The implied volatity was 33.57, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 8.23, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 7.00, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 4.92, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 2.67, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 2.77, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 1.64, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 2.58, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 3.92, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0


On 31 Oct CANBK was trading at 102.65. The strike last trading price was 11.3, 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 Oct CANBK was trading at 103.36. The strike last trading price was 11.3, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 11.3, 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 28 Oct CANBK was trading at 100.69. The strike last trading price was 11.3, which was 11.30 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 0, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CANBK 26DEC2024 108 PE
Delta: -0.48
Vega: 0.08
Theta: -0.06
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.78 2.1 0.05 25.79 799 91 624
11 Dec 108.75 2.05 0.35 29.47 959 56 534
10 Dec 109.68 1.7 -0.45 29.38 790 33 478
9 Dec 108.99 2.15 0.05 30.46 871 48 445
6 Dec 109.32 2.1 -0.75 28.76 3,204 3 403
5 Dec 108.17 2.85 0.10 31.88 2,888 66 401
4 Dec 108.63 2.75 -1.65 31.57 1,786 214 337
3 Dec 105.12 4.4 -2.35 30.35 138 35 122
2 Dec 101.71 6.75 0.25 30.47 23 -6 86
29 Nov 102.01 6.5 0.65 28.64 66 15 94
28 Nov 102.90 5.85 -0.75 31.09 202 39 78
27 Nov 101.56 6.6 -0.45 26.91 18 4 37
26 Nov 101.79 7.05 -0.80 31.29 32 25 33
25 Nov 100.98 7.85 0.65 33.29 10 7 7
22 Nov 97.01 7.2 0.00 - 0 0 0
21 Nov 94.46 7.2 0.00 - 0 0 0
20 Nov 97.81 7.2 0.00 - 0 0 0
19 Nov 97.81 7.2 0.00 - 0 0 0
18 Nov 98.18 7.2 0.00 - 0 0 0
14 Nov 97.49 7.2 0.00 - 0 0 0
13 Nov 98.33 7.2 0.00 - 0 0 0
12 Nov 101.50 7.2 0.00 - 0 0 0
11 Nov 103.89 7.2 0.00 - 0 0 0
8 Nov 103.69 7.2 0.00 - 0 0 0
7 Nov 105.07 7.2 0.00 - 0 0 0
6 Nov 105.25 7.2 0.00 - 0 0 0
5 Nov 103.67 7.2 0.00 - 0 0 0
4 Nov 101.91 7.2 7.20 - 0 0 0
1 Nov 103.96 0 0.00 - 0 0 0
31 Oct 102.65 0 0.00 - 0 0 0
30 Oct 103.36 0 0.00 - 0 0 0
29 Oct 103.76 0 0.00 - 0 0 0
28 Oct 100.69 0 0.00 - 0 0 0
21 Oct 102.86 0 0.00 - 0 0 0
18 Oct 104.67 0 0.00 - 0 0 0
17 Oct 102.50 0 0.00 - 0 0 0
16 Oct 104.37 0 0.00 - 0 0 0
15 Oct 104.43 0 0.00 - 0 0 0
14 Oct 104.49 0 0.00 - 0 0 0
11 Oct 104.06 0 0.00 - 0 0 0
10 Oct 104.13 0 0.00 - 0 0 0
9 Oct 104.40 0 0.00 - 0 0 0
8 Oct 104.95 0 0.00 - 0 0 0
7 Oct 103.49 0 0.00 - 0 0 0
4 Oct 107.62 0 0.00 - 0 0 0
3 Oct 107.96 0 0.00 - 0 0 0
1 Oct 110.49 0 0.00 - 0 0 0
30 Sept 111.33 0 - 0 0 0


For Canara Bank - strike price 108 expiring on 26DEC2024

Delta for 108 PE is -0.48

Historical price for 108 PE is as follows

On 12 Dec CANBK was trading at 107.78. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 25.79, the open interest changed by 91 which increased total open position to 624


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was 29.47, the open interest changed by 56 which increased total open position to 534


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 29.38, the open interest changed by 33 which increased total open position to 478


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 30.46, the open interest changed by 48 which increased total open position to 445


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 28.76, the open interest changed by 3 which increased total open position to 403


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 2.85, which was 0.10 higher than the previous day. The implied volatity was 31.88, the open interest changed by 66 which increased total open position to 401


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 2.75, which was -1.65 lower than the previous day. The implied volatity was 31.57, the open interest changed by 214 which increased total open position to 337


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 4.4, which was -2.35 lower than the previous day. The implied volatity was 30.35, the open interest changed by 35 which increased total open position to 122


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 6.75, which was 0.25 higher than the previous day. The implied volatity was 30.47, the open interest changed by -6 which decreased total open position to 86


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 6.5, which was 0.65 higher than the previous day. The implied volatity was 28.64, the open interest changed by 15 which increased total open position to 94


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 5.85, which was -0.75 lower than the previous day. The implied volatity was 31.09, the open interest changed by 39 which increased total open position to 78


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 6.6, which was -0.45 lower than the previous day. The implied volatity was 26.91, the open interest changed by 4 which increased total open position to 37


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 7.05, which was -0.80 lower than the previous day. The implied volatity was 31.29, the open interest changed by 25 which increased total open position to 33


On 25 Nov CANBK was trading at 100.98. The strike last trading price was 7.85, which was 0.65 higher than the previous day. The implied volatity was 33.29, the open interest changed by 7 which increased total open position to 7


On 22 Nov CANBK was trading at 97.01. The strike last trading price was 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, which was 7.20 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 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 31 Oct CANBK was trading at 102.65. The strike last trading price was 0, 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 Oct CANBK was trading at 103.36. The strike last trading price was 0, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 0, 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 28 Oct CANBK was trading at 100.69. The strike last trading price was 0, 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 0, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to