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

107.67 -1.08 (-0.99%)

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Historical option data for CANBK

12 Dec 2024 11:01 AM IST
CANBK 26DEC2024 112 CE
Delta: 0.25
Vega: 0.07
Theta: -0.07
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.73 0.8 -0.45 25.75 332 49 765
11 Dec 108.75 1.25 -0.65 27.09 862 78 721
10 Dec 109.68 1.9 0.25 29.10 1,077 99 644
9 Dec 108.99 1.65 -0.30 28.58 1,276 -2 549
6 Dec 109.32 1.95 0.30 28.30 4,467 97 523
5 Dec 108.17 1.65 -0.25 27.87 1,993 24 427
4 Dec 108.63 1.9 0.95 28.54 2,016 206 404
3 Dec 105.12 0.95 0.40 28.49 371 36 194
2 Dec 101.71 0.55 -0.05 30.96 113 32 157
29 Nov 102.01 0.6 -0.55 29.26 305 63 126
28 Nov 102.90 1.15 0.40 32.60 113 26 61
27 Nov 101.56 0.75 -0.20 30.94 41 25 35
26 Nov 101.79 0.95 -8.45 32.83 17 10 10
25 Nov 100.98 9.4 0.00 9.86 0 0 0
22 Nov 97.01 9.4 0.00 13.62 0 0 0
21 Nov 94.46 9.4 0.00 15.25 0 0 0
20 Nov 97.81 9.4 0.00 12.66 0 0 0
19 Nov 97.81 9.4 0.00 12.66 0 0 0
18 Nov 98.18 9.4 0.00 11.10 0 0 0
14 Nov 97.49 9.4 0.00 10.99 0 0 0
13 Nov 98.33 9.4 0.00 9.82 0 0 0
12 Nov 101.50 9.4 0.00 7.96 0 0 0
11 Nov 103.89 9.4 0.00 5.90 0 0 0
8 Nov 103.69 9.4 0.00 5.94 0 0 0
7 Nov 105.07 9.4 0.00 4.61 0 0 0
1 Nov 103.96 9.4 9.40 4.77 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 112 expiring on 26DEC2024

Delta for 112 CE is 0.25

Historical price for 112 CE is as follows

On 12 Dec CANBK was trading at 107.73. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 25.75, the open interest changed by 49 which increased total open position to 765


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 27.09, the open interest changed by 78 which increased total open position to 721


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 29.10, the open interest changed by 99 which increased total open position to 644


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 28.58, the open interest changed by -2 which decreased total open position to 549


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 1.95, which was 0.30 higher than the previous day. The implied volatity was 28.30, the open interest changed by 97 which increased total open position to 523


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 27.87, the open interest changed by 24 which increased total open position to 427


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 1.9, which was 0.95 higher than the previous day. The implied volatity was 28.54, the open interest changed by 206 which increased total open position to 404


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.95, which was 0.40 higher than the previous day. The implied volatity was 28.49, the open interest changed by 36 which increased total open position to 194


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 30.96, the open interest changed by 32 which increased total open position to 157


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 29.26, the open interest changed by 63 which increased total open position to 126


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 1.15, which was 0.40 higher than the previous day. The implied volatity was 32.60, the open interest changed by 26 which increased total open position to 61


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 30.94, the open interest changed by 25 which increased total open position to 35


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 0.95, which was -8.45 lower than the previous day. The implied volatity was 32.83, the open interest changed by 10 which increased total open position to 10


On 25 Nov CANBK was trading at 100.98. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 9.86, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 13.62, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 15.25, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 12.66, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 12.66, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 11.10, 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 9.4, 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 13 Nov CANBK was trading at 98.33. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 9.82, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 7.96, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 5.90, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 5.94, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 4.61, 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 9.4, which was 9.40 higher than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0


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 112 PE
Delta: -0.74
Vega: 0.07
Theta: -0.04
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.73 4.75 0.50 26.84 136 4 303
11 Dec 108.75 4.25 0.65 28.96 569 70 299
10 Dec 109.68 3.6 -0.70 28.43 316 3 226
9 Dec 108.99 4.3 0.25 30.48 488 29 223
6 Dec 109.32 4.05 -1.15 27.41 671 87 194
5 Dec 108.17 5.2 0.30 32.92 423 31 103
4 Dec 108.63 4.9 -2.45 31.23 152 15 71
3 Dec 105.12 7.35 -2.60 32.18 19 9 56
2 Dec 101.71 9.95 -0.35 28.86 6 0 45
29 Nov 102.01 10.3 1.50 36.40 41 37 42
28 Nov 102.90 8.8 -1.20 30.77 1 0 4
27 Nov 101.56 10 0.80 28.68 5 3 3
26 Nov 101.79 9.2 0.00 - 0 0 0
25 Nov 100.98 9.2 0.00 - 0 0 0
22 Nov 97.01 9.2 0.00 - 0 0 0
21 Nov 94.46 9.2 0.00 - 0 0 0
20 Nov 97.81 9.2 0.00 - 0 0 0
19 Nov 97.81 9.2 0.00 - 0 0 0
18 Nov 98.18 9.2 0.00 - 0 0 0
14 Nov 97.49 9.2 0.00 - 0 0 0
13 Nov 98.33 9.2 0.00 - 0 0 0
12 Nov 101.50 9.2 0.00 - 0 0 0
11 Nov 103.89 9.2 0.00 - 0 0 0
8 Nov 103.69 9.2 0.00 - 0 0 0
7 Nov 105.07 9.2 9.20 - 0 0 0
1 Nov 103.96 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 112 expiring on 26DEC2024

Delta for 112 PE is -0.74

Historical price for 112 PE is as follows

On 12 Dec CANBK was trading at 107.73. The strike last trading price was 4.75, which was 0.50 higher than the previous day. The implied volatity was 26.84, the open interest changed by 4 which increased total open position to 303


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 4.25, which was 0.65 higher than the previous day. The implied volatity was 28.96, the open interest changed by 70 which increased total open position to 299


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 3.6, which was -0.70 lower than the previous day. The implied volatity was 28.43, the open interest changed by 3 which increased total open position to 226


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 4.3, which was 0.25 higher than the previous day. The implied volatity was 30.48, the open interest changed by 29 which increased total open position to 223


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 4.05, which was -1.15 lower than the previous day. The implied volatity was 27.41, the open interest changed by 87 which increased total open position to 194


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 5.2, which was 0.30 higher than the previous day. The implied volatity was 32.92, the open interest changed by 31 which increased total open position to 103


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 4.9, which was -2.45 lower than the previous day. The implied volatity was 31.23, the open interest changed by 15 which increased total open position to 71


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 7.35, which was -2.60 lower than the previous day. The implied volatity was 32.18, the open interest changed by 9 which increased total open position to 56


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 9.95, which was -0.35 lower than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 45


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 10.3, which was 1.50 higher than the previous day. The implied volatity was 36.40, the open interest changed by 37 which increased total open position to 42


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 8.8, which was -1.20 lower than the previous day. The implied volatity was 30.77, the open interest changed by 0 which decreased total open position to 4


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 10, which was 0.80 higher than the previous day. The implied volatity was 28.68, the open interest changed by 3 which increased total open position to 3


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 9.2, 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 25 Nov CANBK was trading at 100.98. The strike last trading price was 9.2, 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 22 Nov CANBK was trading at 97.01. The strike last trading price was 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, which was 9.20 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 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