CANBK
Canara Bank
Historical option data for CANBK
20 Dec 2024 04:10 PM IST
CANBK 26DEC2024 113 CE | ||||||||||
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Delta: 0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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