CANBK
Canara Bank
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
