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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 113 CE
Delta: 0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 99.61 0.05 -0.10 47.51 232 -26 359
19 Dec 102.90 0.15 -0.05 41.43 194 -18 392
18 Dec 103.19 0.2 -0.10 39.83 265 -29 416
17 Dec 105.16 0.3 -0.15 35.49 390 34 452
16 Dec 107.34 0.45 0.00 29.97 452 18 418
13 Dec 106.58 0.45 -0.15 27.87 730 -33 396
12 Dec 107.50 0.6 -0.45 26.73 368 -20 433
11 Dec 108.75 1.05 -0.50 28.18 567 34 452
10 Dec 109.68 1.55 0.25 29.18 720 26 432
9 Dec 108.99 1.3 -0.25 28.20 899 27 405
6 Dec 109.32 1.55 0.20 27.69 1,809 126 376
5 Dec 108.17 1.35 -0.25 27.88 1,025 11 251
4 Dec 108.63 1.6 0.85 28.79 679 149 240
3 Dec 105.12 0.75 0.30 28.30 214 12 91
2 Dec 101.71 0.45 -0.05 31.16 67 11 73
29 Nov 102.01 0.5 -0.45 29.58 187 49 66
28 Nov 102.90 0.95 -2.65 32.38 34 17 17
27 Nov 101.56 3.6 0.00 10.35 0 0 0
26 Nov 101.79 3.6 0.00 10.13 0 0 0
25 Nov 100.98 3.6 0.00 10.66 0 0 0
22 Nov 97.01 3.6 0.00 14.27 0 0 0
21 Nov 94.46 3.6 0.00 15.60 0 0 0
20 Nov 97.81 3.6 0.00 13.33 0 0 0
19 Nov 97.81 3.6 0.00 13.33 0 0 0
18 Nov 98.18 3.6 0.00 12.78 0 0 0
14 Nov 97.49 3.6 0.00 12.67 0 0 0
13 Nov 98.33 3.6 0.00 11.22 0 0 0
12 Nov 101.50 3.6 0.00 8.63 0 0 0
11 Nov 103.89 3.6 0.00 6.67 0 0 0
8 Nov 103.69 3.6 0.00 6.66 0 0 0
7 Nov 105.07 3.6 3.60 5.34 0 0 0
1 Nov 103.96 0 5.67 0 0 0


For Canara Bank - strike price 113 expiring on 26DEC2024

Delta for 113 CE is 0.02

Historical price for 113 CE is as follows

On 20 Dec CANBK was trading at 99.61. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 47.51, the open interest changed by -26 which decreased total open position to 359


On 19 Dec CANBK was trading at 102.90. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.43, the open interest changed by -18 which decreased total open position to 392


On 18 Dec CANBK was trading at 103.19. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 39.83, the open interest changed by -29 which decreased total open position to 416


On 17 Dec CANBK was trading at 105.16. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 35.49, the open interest changed by 34 which increased total open position to 452


On 16 Dec CANBK was trading at 107.34. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 29.97, the open interest changed by 18 which increased total open position to 418


On 13 Dec CANBK was trading at 106.58. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 27.87, the open interest changed by -33 which decreased total open position to 396


On 12 Dec CANBK was trading at 107.50. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 26.73, the open interest changed by -20 which decreased total open position to 433


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 1.05, which was -0.50 lower than the previous day. The implied volatity was 28.18, the open interest changed by 34 which increased total open position to 452


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was 29.18, the open interest changed by 26 which increased total open position to 432


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 28.20, the open interest changed by 27 which increased total open position to 405


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 1.55, which was 0.20 higher than the previous day. The implied volatity was 27.69, the open interest changed by 126 which increased total open position to 376


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 27.88, the open interest changed by 11 which increased total open position to 251


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 1.6, which was 0.85 higher than the previous day. The implied volatity was 28.79, the open interest changed by 149 which increased total open position to 240


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 28.30, the open interest changed by 12 which increased total open position to 91


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 31.16, the open interest changed by 11 which increased total open position to 73


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 29.58, the open interest changed by 49 which increased total open position to 66


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 0.95, which was -2.65 lower than the previous day. The implied volatity was 32.38, the open interest changed by 17 which increased total open position to 17


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 3.6, 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 26 Nov CANBK was trading at 101.79. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 10.13, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 10.66, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 14.27, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 15.60, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 13.33, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 13.33, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 12.78, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 12.67, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 11.22, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 8.63, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 6.66, 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 3.6, which was 3.60 higher than the previous day. The implied volatity was 5.34, 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 5.67, the open interest changed by 0 which decreased total open position to 0


CANBK 26DEC2024 113 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 99.61 13 3.50 - 1 0 233
19 Dec 102.90 9.5 -0.60 - 2 0 233
18 Dec 103.19 10.1 2.30 57.68 2 0 234
17 Dec 105.16 7.8 1.50 30.21 22 -4 235
16 Dec 107.34 6.3 0.00 37.58 23 -10 239
13 Dec 106.58 6.3 0.65 25.52 39 -7 249
12 Dec 107.50 5.65 0.55 26.43 175 26 256
11 Dec 108.75 5.1 0.85 30.87 99 10 230
10 Dec 109.68 4.25 -0.75 28.53 120 -4 219
9 Dec 108.99 5 0.40 30.87 260 72 223
6 Dec 109.32 4.6 -1.20 26.27 542 116 154
5 Dec 108.17 5.8 0.15 32.19 140 -7 39
4 Dec 108.63 5.65 -2.55 32.15 23 5 45
3 Dec 105.12 8.2 -3.05 33.05 11 4 40
2 Dec 101.71 11.25 0.00 0.00 0 34 0
29 Nov 102.01 11.25 0.25 38.06 35 33 35
28 Nov 102.90 11 0.00 0.00 0 2 0
27 Nov 101.56 11 -1.65 30.58 2 1 1
26 Nov 101.79 12.65 0.00 - 0 0 0
25 Nov 100.98 12.65 0.00 - 0 0 0
22 Nov 97.01 12.65 0.00 - 0 0 0
21 Nov 94.46 12.65 0.00 - 0 0 0
20 Nov 97.81 12.65 0.00 - 0 0 0
19 Nov 97.81 12.65 0.00 - 0 0 0
18 Nov 98.18 12.65 0.00 - 0 0 0
14 Nov 97.49 12.65 0.00 - 0 0 0
13 Nov 98.33 12.65 0.00 - 0 0 0
12 Nov 101.50 12.65 0.00 - 0 0 0
11 Nov 103.89 12.65 0.00 - 0 0 0
8 Nov 103.69 12.65 0.00 - 0 0 0
7 Nov 105.07 12.65 12.65 - 0 0 0
1 Nov 103.96 0 - 0 0 0


For Canara Bank - strike price 113 expiring on 26DEC2024

Delta for 113 PE is -

Historical price for 113 PE is as follows

On 20 Dec CANBK was trading at 99.61. The strike last trading price was 13, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 233


On 19 Dec CANBK was trading at 102.90. The strike last trading price was 9.5, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 233


On 18 Dec CANBK was trading at 103.19. The strike last trading price was 10.1, which was 2.30 higher than the previous day. The implied volatity was 57.68, the open interest changed by 0 which decreased total open position to 234


On 17 Dec CANBK was trading at 105.16. The strike last trading price was 7.8, which was 1.50 higher than the previous day. The implied volatity was 30.21, the open interest changed by -4 which decreased total open position to 235


On 16 Dec CANBK was trading at 107.34. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 37.58, the open interest changed by -10 which decreased total open position to 239


On 13 Dec CANBK was trading at 106.58. The strike last trading price was 6.3, which was 0.65 higher than the previous day. The implied volatity was 25.52, the open interest changed by -7 which decreased total open position to 249


On 12 Dec CANBK was trading at 107.50. The strike last trading price was 5.65, which was 0.55 higher than the previous day. The implied volatity was 26.43, the open interest changed by 26 which increased total open position to 256


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 5.1, which was 0.85 higher than the previous day. The implied volatity was 30.87, the open interest changed by 10 which increased total open position to 230


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 28.53, the open interest changed by -4 which decreased total open position to 219


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 5, which was 0.40 higher than the previous day. The implied volatity was 30.87, the open interest changed by 72 which increased total open position to 223


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 4.6, which was -1.20 lower than the previous day. The implied volatity was 26.27, the open interest changed by 116 which increased total open position to 154


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 5.8, which was 0.15 higher than the previous day. The implied volatity was 32.19, the open interest changed by -7 which decreased total open position to 39


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 5.65, which was -2.55 lower than the previous day. The implied volatity was 32.15, the open interest changed by 5 which increased total open position to 45


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 8.2, which was -3.05 lower than the previous day. The implied volatity was 33.05, the open interest changed by 4 which increased total open position to 40


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 11.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 11.25, which was 0.25 higher than the previous day. The implied volatity was 38.06, the open interest changed by 33 which increased total open position to 35


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 11, 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 27 Nov CANBK was trading at 101.56. The strike last trading price was 11, which was -1.65 lower than the previous day. The implied volatity was 30.58, the open interest changed by 1 which increased total open position to 1


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, which was 12.65 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