CANBK
Canara Bank
Historical option data for CANBK
12 Dec 2024 11:21 AM IST
| CANBK 26DEC2024 111 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.07
Theta: -0.08
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 107.57 | 1.05 | -0.55 | 26.10 | 346 | 54 | 528 | |||
| 11 Dec | 108.75 | 1.6 | -0.70 | 27.26 | 1,089 | -30 | 464 | |||
| 10 Dec | 109.68 | 2.3 | 0.30 | 28.97 | 1,047 | -51 | 488 | |||
| 9 Dec | 108.99 | 2 | -0.30 | 28.34 | 1,217 | 5 | 536 | |||
| 6 Dec | 109.32 | 2.3 | 0.35 | 27.87 | 4,501 | 332 | 530 | |||
| 5 Dec | 108.17 | 1.95 | -0.30 | 27.39 | 1,594 | 41 | 199 | |||
| 4 Dec | 108.63 | 2.25 | 1.05 | 28.35 | 1,296 | -3 | 156 | |||
| 3 Dec | 105.12 | 1.2 | 0.55 | 28.82 | 342 | 69 | 158 | |||
| 2 Dec | 101.71 | 0.65 | -0.10 | 30.45 | 90 | 15 | 89 | |||
| 29 Nov | 102.01 | 0.75 | -0.60 | 29.37 | 259 | 40 | 79 | |||
| 28 Nov | 102.90 | 1.35 | 0.40 | 32.50 | 101 | 37 | 42 | |||
| 27 Nov | 101.56 | 0.95 | -0.10 | 31.50 | 3 | 0 | 5 | |||
| 26 Nov | 101.79 | 1.05 | -3.10 | 32.12 | 7 | 5 | 5 | |||
| 25 Nov | 100.98 | 4.15 | 0.00 | 9.10 | 0 | 0 | 0 | |||
| 22 Nov | 97.01 | 4.15 | 0.00 | 12.97 | 0 | 0 | 0 | |||
| 21 Nov | 94.46 | 4.15 | 0.00 | 14.62 | 0 | 0 | 0 | |||
| 20 Nov | 97.81 | 4.15 | 0.00 | 10.99 | 0 | 0 | 0 | |||
| 19 Nov | 97.81 | 4.15 | 0.00 | 10.99 | 0 | 0 | 0 | |||
| 18 Nov | 98.18 | 4.15 | 0.00 | 10.45 | 0 | 0 | 0 | |||
| 14 Nov | 97.49 | 4.15 | 0.00 | 10.35 | 0 | 0 | 0 | |||
| 13 Nov | 98.33 | 4.15 | 0.00 | 9.14 | 0 | 0 | 0 | |||
| 12 Nov | 101.50 | 4.15 | 0.00 | 7.28 | 0 | 0 | 0 | |||
| 11 Nov | 103.89 | 4.15 | 0.00 | 5.13 | 0 | 0 | 0 | |||
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| 8 Nov | 103.69 | 4.15 | 0.00 | 5.19 | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 4.15 | -85.25 | 3.84 | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 89.4 | 4.26 | 0 | 0 | 0 | ||||
For Canara Bank - strike price 111 expiring on 26DEC2024
Delta for 111 CE is 0.31
Historical price for 111 CE is as follows
On 12 Dec CANBK was trading at 107.57. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 26.10, the open interest changed by 54 which increased total open position to 528
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 27.26, the open interest changed by -30 which decreased total open position to 464
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 2.3, which was 0.30 higher than the previous day. The implied volatity was 28.97, the open interest changed by -51 which decreased total open position to 488
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 28.34, the open interest changed by 5 which increased total open position to 536
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 2.3, which was 0.35 higher than the previous day. The implied volatity was 27.87, the open interest changed by 332 which increased total open position to 530
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 27.39, the open interest changed by 41 which increased total open position to 199
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 2.25, which was 1.05 higher than the previous day. The implied volatity was 28.35, the open interest changed by -3 which decreased total open position to 156
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 1.2, which was 0.55 higher than the previous day. The implied volatity was 28.82, the open interest changed by 69 which increased total open position to 158
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 30.45, the open interest changed by 15 which increased total open position to 89
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.75, which was -0.60 lower than the previous day. The implied volatity was 29.37, the open interest changed by 40 which increased total open position to 79
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 1.35, which was 0.40 higher than the previous day. The implied volatity was 32.50, the open interest changed by 37 which increased total open position to 42
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 31.50, the open interest changed by 0 which decreased total open position to 5
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 1.05, which was -3.10 lower than the previous day. The implied volatity was 32.12, the open interest changed by 5 which increased total open position to 5
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 9.10, 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 4.15, which was 0.00 lower than the previous day. The implied volatity was 12.97, 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 4.15, which was 0.00 lower than the previous day. The implied volatity was 14.62, 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 4.15, which was 0.00 lower than the previous day. The implied volatity was 10.99, 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 4.15, which was 0.00 lower than the previous day. The implied volatity was 10.99, 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 4.15, which was 0.00 lower than the previous day. The implied volatity was 10.45, 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 4.15, which was 0.00 lower than the previous day. The implied volatity was 10.35, 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 4.15, which was 0.00 lower than the previous day. The implied volatity was 9.14, 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 4.15, which was 0.00 lower than the previous day. The implied volatity was 7.28, 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 4.15, which was 0.00 lower than the previous day. The implied volatity was 5.13, 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 4.15, which was 0.00 lower than the previous day. The implied volatity was 5.19, 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 4.15, which was -85.25 lower than the previous day. The implied volatity was 3.84, 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 89.4, which was lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
| CANBK 26DEC2024 111 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.07
Theta: -0.04
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 107.57 | 4 | 0.45 | 25.42 | 232 | -3 | 205 |
| 11 Dec | 108.75 | 3.55 | 0.50 | 28.37 | 780 | -4 | 208 |
| 10 Dec | 109.68 | 3.05 | -0.55 | 28.82 | 392 | 6 | 211 |
| 9 Dec | 108.99 | 3.6 | 0.10 | 29.59 | 751 | -12 | 205 |
| 6 Dec | 109.32 | 3.5 | -1.05 | 27.94 | 1,066 | 70 | 218 |
| 5 Dec | 108.17 | 4.55 | 0.10 | 32.70 | 898 | 120 | 149 |
| 4 Dec | 108.63 | 4.45 | -2.40 | 32.81 | 41 | 16 | 29 |
| 3 Dec | 105.12 | 6.85 | -2.30 | 34.87 | 13 | 7 | 11 |
| 2 Dec | 101.71 | 9.15 | -0.20 | 30.09 | 7 | -3 | 5 |
| 29 Nov | 102.01 | 9.35 | -1.95 | 34.64 | 8 | 5 | 5 |
| 28 Nov | 102.90 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 101.56 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 101.79 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 100.98 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 97.01 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 94.46 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 97.81 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 97.81 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 98.18 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 97.49 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 98.33 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 101.50 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 103.89 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 103.69 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 105.07 | 11.3 | 2.00 | - | 0 | 0 | 0 |
| 1 Nov | 103.96 | 9.3 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 111 expiring on 26DEC2024
Delta for 111 PE is -0.70
Historical price for 111 PE is as follows
On 12 Dec CANBK was trading at 107.57. The strike last trading price was 4, which was 0.45 higher than the previous day. The implied volatity was 25.42, the open interest changed by -3 which decreased total open position to 205
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 3.55, which was 0.50 higher than the previous day. The implied volatity was 28.37, the open interest changed by -4 which decreased total open position to 208
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 28.82, the open interest changed by 6 which increased total open position to 211
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 3.6, which was 0.10 higher than the previous day. The implied volatity was 29.59, the open interest changed by -12 which decreased total open position to 205
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 27.94, the open interest changed by 70 which increased total open position to 218
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 4.55, which was 0.10 higher than the previous day. The implied volatity was 32.70, the open interest changed by 120 which increased total open position to 149
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 4.45, which was -2.40 lower than the previous day. The implied volatity was 32.81, the open interest changed by 16 which increased total open position to 29
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 6.85, which was -2.30 lower than the previous day. The implied volatity was 34.87, the open interest changed by 7 which increased total open position to 11
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 9.15, which was -0.20 lower than the previous day. The implied volatity was 30.09, the open interest changed by -3 which decreased total open position to 5
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 9.35, which was -1.95 lower than the previous day. The implied volatity was 34.64, the open interest changed by 5 which increased total open position to 5
On 28 Nov CANBK was trading at 102.90. 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 0 which decreased total open position to 0
On 27 Nov CANBK was trading at 101.56. 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 0 which decreased total open position to 0
On 26 Nov CANBK was trading at 101.79. 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 0 which decreased total open position to 0
On 25 Nov CANBK was trading at 100.98. 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 0 which decreased total open position to 0
On 22 Nov CANBK was trading at 97.01. 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 0 which decreased total open position to 0
On 21 Nov CANBK was trading at 94.46. 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 0 which decreased total open position to 0
On 20 Nov CANBK was trading at 97.81. 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 0 which decreased total open position to 0
On 19 Nov CANBK was trading at 97.81. 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 0 which decreased total open position to 0
On 18 Nov CANBK was trading at 98.18. 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 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 -, 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 -, 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 -, 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 -, 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 -, 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 2.00 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 9.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
