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

107.6 -1.15 (-1.06%)

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Historical option data for CANBK

12 Dec 2024 10:51 AM IST
CANBK 26DEC2024 114 CE
Delta: 0.17
Vega: 0.05
Theta: -0.06
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.59 0.5 -0.35 27.46 143 8 278
11 Dec 108.75 0.85 -0.40 28.73 461 14 270
10 Dec 109.68 1.25 0.15 29.23 498 14 264
9 Dec 108.99 1.1 -0.20 29.07 742 40 250
6 Dec 109.32 1.3 0.15 28.17 1,367 16 210
5 Dec 108.17 1.15 -0.15 28.56 814 31 196
4 Dec 108.63 1.3 0.65 28.58 565 67 164
3 Dec 105.12 0.65 0.25 29.15 103 0 81
2 Dec 101.71 0.4 -0.05 32.08 11 7 81
29 Nov 102.01 0.45 -0.20 30.55 83 44 74
28 Nov 102.90 0.65 -7.85 30.31 45 30 30
27 Nov 101.56 8.5 0.00 12.13 0 0 0
26 Nov 101.79 8.5 0.00 11.85 0 0 0
25 Nov 100.98 8.5 0.00 12.34 0 0 0
22 Nov 97.01 8.5 0.00 14.89 0 0 0
21 Nov 94.46 8.5 0.00 17.72 0 0 0
20 Nov 97.81 8.5 0.00 14.01 0 0 0
19 Nov 97.81 8.5 0.00 14.01 0 0 0
18 Nov 98.18 8.5 0.00 13.44 0 0 0
14 Nov 97.49 8.5 0.00 13.31 0 0 0
13 Nov 98.33 8.5 0.00 11.18 0 0 0
12 Nov 101.50 8.5 0.00 9.30 0 0 0
11 Nov 103.89 8.5 0.00 7.24 0 0 0
8 Nov 103.69 8.5 0.00 7.38 0 0 0
7 Nov 105.07 8.5 0.00 5.95 0 0 0
1 Nov 103.96 8.5 8.50 6.14 0 0 0
18 Oct 104.67 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
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 114 expiring on 26DEC2024

Delta for 114 CE is 0.17

Historical price for 114 CE is as follows

On 12 Dec CANBK was trading at 107.59. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 27.46, the open interest changed by 8 which increased total open position to 278


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 28.73, the open interest changed by 14 which increased total open position to 270


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 29.23, the open interest changed by 14 which increased total open position to 264


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 29.07, the open interest changed by 40 which increased total open position to 250


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 28.17, the open interest changed by 16 which increased total open position to 210


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 28.56, the open interest changed by 31 which increased total open position to 196


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 1.3, which was 0.65 higher than the previous day. The implied volatity was 28.58, the open interest changed by 67 which increased total open position to 164


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 29.15, the open interest changed by 0 which decreased total open position to 81


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.08, the open interest changed by 7 which increased total open position to 81


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 30.55, the open interest changed by 44 which increased total open position to 74


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 0.65, which was -7.85 lower than the previous day. The implied volatity was 30.31, the open interest changed by 30 which increased total open position to 30


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 8.5, which was 0.00 lower than the previous day. The implied volatity was 12.13, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 11.85, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 12.34, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 14.89, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 17.72, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 14.01, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 14.01, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 13.44, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 13.31, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 11.18, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 9.30, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 7.24, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 7.38, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 5.95, 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 8.5, which was 8.50 higher than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0


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 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 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 114 PE
Delta: -0.83
Vega: 0.05
Theta: -0.03
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.59 6.5 0.75 27.88 5 1 70
11 Dec 108.75 5.75 0.20 29.56 49 1 71
10 Dec 109.68 5.55 -0.20 35.89 22 3 68
9 Dec 108.99 5.75 0.55 31.34 45 13 64
6 Dec 109.32 5.2 -1.10 24.97 132 6 51
5 Dec 108.17 6.3 -0.05 29.77 31 6 41
4 Dec 108.63 6.35 -2.70 32.21 13 3 34
3 Dec 105.12 9.05 -1.25 33.65 61 29 29
2 Dec 101.71 10.3 0.00 - 0 0 0
29 Nov 102.01 10.3 0.00 - 0 0 0
28 Nov 102.90 10.3 0.00 - 0 0 0
27 Nov 101.56 10.3 0.00 - 0 0 0
26 Nov 101.79 10.3 0.00 - 0 0 0
25 Nov 100.98 10.3 0.00 - 0 0 0
22 Nov 97.01 10.3 0.00 - 0 0 0
21 Nov 94.46 10.3 0.00 - 0 0 0
20 Nov 97.81 10.3 0.00 - 0 0 0
19 Nov 97.81 10.3 0.00 - 0 0 0
18 Nov 98.18 10.3 0.00 - 0 0 0
14 Nov 97.49 10.3 0.00 - 0 0 0
13 Nov 98.33 10.3 0.00 - 0 0 0
12 Nov 101.50 10.3 0.00 - 0 0 0
11 Nov 103.89 10.3 0.00 - 0 0 0
8 Nov 103.69 10.3 0.00 - 0 0 0
7 Nov 105.07 10.3 10.30 - 0 0 0
1 Nov 103.96 0 0.00 - 0 0 0
18 Oct 104.67 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
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 114 expiring on 26DEC2024

Delta for 114 PE is -0.83

Historical price for 114 PE is as follows

On 12 Dec CANBK was trading at 107.59. The strike last trading price was 6.5, which was 0.75 higher than the previous day. The implied volatity was 27.88, the open interest changed by 1 which increased total open position to 70


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 5.75, which was 0.20 higher than the previous day. The implied volatity was 29.56, the open interest changed by 1 which increased total open position to 71


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 5.55, which was -0.20 lower than the previous day. The implied volatity was 35.89, the open interest changed by 3 which increased total open position to 68


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 5.75, which was 0.55 higher than the previous day. The implied volatity was 31.34, the open interest changed by 13 which increased total open position to 64


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 5.2, which was -1.10 lower than the previous day. The implied volatity was 24.97, the open interest changed by 6 which increased total open position to 51


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 6.3, which was -0.05 lower than the previous day. The implied volatity was 29.77, the open interest changed by 6 which increased total open position to 41


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 6.35, which was -2.70 lower than the previous day. The implied volatity was 32.21, the open interest changed by 3 which increased total open position to 34


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 9.05, which was -1.25 lower than the previous day. The implied volatity was 33.65, the open interest changed by 29 which increased total open position to 29


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 10.3, 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 29 Nov CANBK was trading at 102.01. The strike last trading price was 10.3, 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 28 Nov CANBK was trading at 102.90. The strike last trading price was 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, which was 10.30 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 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 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 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