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

99.61 -3.29 (-3.20%)

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Historical option data for CANBK

20 Dec 2024 04:10 PM IST
CANBK 26DEC2024 109 CE
Delta: 0.03
Vega: 0.01
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 99.61 0.05 -0.25 35.69 516 -45 769
19 Dec 102.90 0.3 -0.20 33.93 728 -120 824
18 Dec 103.19 0.5 -0.20 35.53 1,232 -19 943
17 Dec 105.16 0.7 -0.60 30.21 2,107 11 967
16 Dec 107.34 1.3 0.10 27.45 2,288 54 959
13 Dec 106.58 1.2 -0.55 25.13 2,041 61 907
12 Dec 107.50 1.75 -0.70 26.66 1,600 202 861
11 Dec 108.75 2.45 -0.95 27.11 1,152 140 660
10 Dec 109.68 3.4 0.50 30.10 1,075 26 529
9 Dec 108.99 2.9 -0.40 28.19 1,036 44 509
6 Dec 109.32 3.3 0.50 28.40 4,180 26 469
5 Dec 108.17 2.8 -0.40 27.37 3,575 119 444
4 Dec 108.63 3.2 1.50 28.91 2,919 148 328
3 Dec 105.12 1.7 0.75 28.12 535 5 175
2 Dec 101.71 0.95 -0.10 29.94 281 5 171
29 Nov 102.01 1.05 -0.75 28.55 555 32 166
28 Nov 102.90 1.8 0.60 31.91 318 95 134
27 Nov 101.56 1.2 -0.20 29.87 35 4 39
26 Nov 101.79 1.4 0.15 31.43 37 6 34
25 Nov 100.98 1.25 0.25 31.39 38 16 26
22 Nov 97.01 1 -0.60 36.41 1 0 10
21 Nov 94.46 1.6 0.00 48.77 2 1 10
20 Nov 97.81 1.6 0.00 40.58 6 1 10
19 Nov 97.81 1.6 0.50 40.58 6 2 10
18 Nov 98.18 1.1 -0.15 32.82 2 1 8
14 Nov 97.49 1.25 -2.65 33.79 7 5 7
13 Nov 98.33 3.9 0.00 0.00 0 0 0
12 Nov 101.50 3.9 0.00 0.00 0 0 0
11 Nov 103.89 3.9 0.00 0.00 0 0 0
8 Nov 103.69 3.9 0.00 0.00 0 0 0
7 Nov 105.07 3.9 0.00 0.00 0 2 0
6 Nov 105.25 3.9 -0.90 31.36 3 2 2
5 Nov 103.67 4.8 0.00 3.34 0 0 0
4 Nov 101.91 4.8 4.80 4.68 0 0 0
1 Nov 103.96 0 2.77 0 0 0


For Canara Bank - strike price 109 expiring on 26DEC2024

Delta for 109 CE is 0.03

Historical price for 109 CE is as follows

On 20 Dec CANBK was trading at 99.61. The strike last trading price was 0.05, which was -0.25 lower than the previous day. The implied volatity was 35.69, the open interest changed by -45 which decreased total open position to 769


On 19 Dec CANBK was trading at 102.90. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 33.93, the open interest changed by -120 which decreased total open position to 824


On 18 Dec CANBK was trading at 103.19. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 35.53, the open interest changed by -19 which decreased total open position to 943


On 17 Dec CANBK was trading at 105.16. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 30.21, the open interest changed by 11 which increased total open position to 967


On 16 Dec CANBK was trading at 107.34. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 27.45, the open interest changed by 54 which increased total open position to 959


On 13 Dec CANBK was trading at 106.58. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 25.13, the open interest changed by 61 which increased total open position to 907


On 12 Dec CANBK was trading at 107.50. The strike last trading price was 1.75, which was -0.70 lower than the previous day. The implied volatity was 26.66, the open interest changed by 202 which increased total open position to 861


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 2.45, which was -0.95 lower than the previous day. The implied volatity was 27.11, the open interest changed by 140 which increased total open position to 660


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 3.4, which was 0.50 higher than the previous day. The implied volatity was 30.10, the open interest changed by 26 which increased total open position to 529


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 2.9, which was -0.40 lower than the previous day. The implied volatity was 28.19, the open interest changed by 44 which increased total open position to 509


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 3.3, which was 0.50 higher than the previous day. The implied volatity was 28.40, the open interest changed by 26 which increased total open position to 469


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 2.8, which was -0.40 lower than the previous day. The implied volatity was 27.37, the open interest changed by 119 which increased total open position to 444


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 3.2, which was 1.50 higher than the previous day. The implied volatity was 28.91, the open interest changed by 148 which increased total open position to 328


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 1.7, which was 0.75 higher than the previous day. The implied volatity was 28.12, the open interest changed by 5 which increased total open position to 175


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 29.94, the open interest changed by 5 which increased total open position to 171


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 28.55, the open interest changed by 32 which increased total open position to 166


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 1.8, which was 0.60 higher than the previous day. The implied volatity was 31.91, the open interest changed by 95 which increased total open position to 134


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 29.87, the open interest changed by 4 which increased total open position to 39


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 31.43, the open interest changed by 6 which increased total open position to 34


On 25 Nov CANBK was trading at 100.98. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 31.39, the open interest changed by 16 which increased total open position to 26


On 22 Nov CANBK was trading at 97.01. The strike last trading price was 1, which was -0.60 lower than the previous day. The implied volatity was 36.41, the open interest changed by 0 which decreased total open position to 10


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 48.77, the open interest changed by 1 which increased total open position to 10


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 40.58, the open interest changed by 1 which increased total open position to 10


On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.6, which was 0.50 higher than the previous day. The implied volatity was 40.58, the open interest changed by 2 which increased total open position to 10


On 18 Nov CANBK was trading at 98.18. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 32.82, the open interest changed by 1 which increased total open position to 8


On 14 Nov CANBK was trading at 97.49. The strike last trading price was 1.25, which was -2.65 lower than the previous day. The implied volatity was 33.79, the open interest changed by 5 which increased total open position to 7


On 13 Nov CANBK was trading at 98.33. The strike last trading price was 3.9, 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 12 Nov CANBK was trading at 101.50. The strike last trading price was 3.9, 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 11 Nov CANBK was trading at 103.89. The strike last trading price was 3.9, 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 8 Nov CANBK was trading at 103.69. The strike last trading price was 3.9, 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 7 Nov CANBK was trading at 105.07. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Nov CANBK was trading at 105.25. The strike last trading price was 3.9, which was -0.90 lower than the previous day. The implied volatity was 31.36, 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 4.8, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 4.8, which was 4.80 higher than the previous day. The implied volatity was 4.68, 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 2.77, the open interest changed by 0 which decreased total open position to 0


CANBK 26DEC2024 109 PE
Delta: -0.97
Vega: 0.01
Theta: 0.00
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 99.61 9.2 3.10 35.58 234 -30 164
19 Dec 102.90 6.1 0.30 34.23 167 -31 193
18 Dec 103.19 5.8 1.55 33.94 396 -75 224
17 Dec 105.16 4.25 1.40 28.21 587 -27 301
16 Dec 107.34 2.85 -0.30 28.30 937 20 327
13 Dec 106.58 3.15 0.45 24.83 686 -95 307
12 Dec 107.50 2.7 0.25 25.05 826 -16 404
11 Dec 108.75 2.45 0.40 28.67 1,204 -13 420
10 Dec 109.68 2.05 -0.50 28.72 835 42 433
9 Dec 108.99 2.55 0.05 29.87 1,371 0 392
6 Dec 109.32 2.5 -0.80 28.35 2,671 135 394
5 Dec 108.17 3.3 0.15 31.48 2,316 66 258
4 Dec 108.63 3.15 -1.95 30.84 967 61 199
3 Dec 105.12 5.1 -2.60 30.99 68 19 137
2 Dec 101.71 7.7 -0.35 32.64 4 -1 119
29 Nov 102.01 8.05 1.50 37.25 50 22 120
28 Nov 102.90 6.55 -0.70 31.16 58 49 95
27 Nov 101.56 7.25 -0.65 25.38 10 7 43
26 Nov 101.79 7.9 -2.05 32.39 44 36 36
25 Nov 100.98 9.95 0.00 - 0 0 0
22 Nov 97.01 9.95 0.00 - 0 0 0
21 Nov 94.46 9.95 0.00 - 0 0 0
20 Nov 97.81 9.95 0.00 - 0 0 0
19 Nov 97.81 9.95 0.00 - 0 0 0
18 Nov 98.18 9.95 0.00 - 0 0 0
14 Nov 97.49 9.95 0.00 - 0 0 0
13 Nov 98.33 9.95 0.00 - 0 0 0
12 Nov 101.50 9.95 0.00 - 0 0 0
11 Nov 103.89 9.95 0.00 - 0 0 0
8 Nov 103.69 9.95 0.00 - 0 0 0
7 Nov 105.07 9.95 0.00 - 0 0 0
6 Nov 105.25 9.95 0.00 - 0 0 0
5 Nov 103.67 9.95 0.00 - 0 0 0
4 Nov 101.91 9.95 9.95 - 0 0 0
1 Nov 103.96 0 - 0 0 0


For Canara Bank - strike price 109 expiring on 26DEC2024

Delta for 109 PE is -0.97

Historical price for 109 PE is as follows

On 20 Dec CANBK was trading at 99.61. The strike last trading price was 9.2, which was 3.10 higher than the previous day. The implied volatity was 35.58, the open interest changed by -30 which decreased total open position to 164


On 19 Dec CANBK was trading at 102.90. The strike last trading price was 6.1, which was 0.30 higher than the previous day. The implied volatity was 34.23, the open interest changed by -31 which decreased total open position to 193


On 18 Dec CANBK was trading at 103.19. The strike last trading price was 5.8, which was 1.55 higher than the previous day. The implied volatity was 33.94, the open interest changed by -75 which decreased total open position to 224


On 17 Dec CANBK was trading at 105.16. The strike last trading price was 4.25, which was 1.40 higher than the previous day. The implied volatity was 28.21, the open interest changed by -27 which decreased total open position to 301


On 16 Dec CANBK was trading at 107.34. The strike last trading price was 2.85, which was -0.30 lower than the previous day. The implied volatity was 28.30, the open interest changed by 20 which increased total open position to 327


On 13 Dec CANBK was trading at 106.58. The strike last trading price was 3.15, which was 0.45 higher than the previous day. The implied volatity was 24.83, the open interest changed by -95 which decreased total open position to 307


On 12 Dec CANBK was trading at 107.50. The strike last trading price was 2.7, which was 0.25 higher than the previous day. The implied volatity was 25.05, the open interest changed by -16 which decreased total open position to 404


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 2.45, which was 0.40 higher than the previous day. The implied volatity was 28.67, the open interest changed by -13 which decreased total open position to 420


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 28.72, the open interest changed by 42 which increased total open position to 433


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 29.87, the open interest changed by 0 which decreased total open position to 392


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 2.5, which was -0.80 lower than the previous day. The implied volatity was 28.35, the open interest changed by 135 which increased total open position to 394


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 3.3, which was 0.15 higher than the previous day. The implied volatity was 31.48, the open interest changed by 66 which increased total open position to 258


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 3.15, which was -1.95 lower than the previous day. The implied volatity was 30.84, the open interest changed by 61 which increased total open position to 199


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 5.1, which was -2.60 lower than the previous day. The implied volatity was 30.99, the open interest changed by 19 which increased total open position to 137


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 7.7, which was -0.35 lower than the previous day. The implied volatity was 32.64, the open interest changed by -1 which decreased total open position to 119


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 8.05, which was 1.50 higher than the previous day. The implied volatity was 37.25, the open interest changed by 22 which increased total open position to 120


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 6.55, which was -0.70 lower than the previous day. The implied volatity was 31.16, the open interest changed by 49 which increased total open position to 95


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 7.25, which was -0.65 lower than the previous day. The implied volatity was 25.38, the open interest changed by 7 which increased total open position to 43


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 7.9, which was -2.05 lower than the previous day. The implied volatity was 32.39, the open interest changed by 36 which increased total open position to 36


On 25 Nov CANBK was trading at 100.98. The strike last trading price was 9.95, 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 22 Nov CANBK was trading at 97.01. The strike last trading price was 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, which was 9.95 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