CANBK
Canara Bank
Historical option data for CANBK
20 Dec 2024 04:10 PM IST
| CANBK 26DEC2024 115 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.01
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 99.61 | 0.1 | 0.00 | 59.34 | 458 | -38 | 1,111 | |||
| 19 Dec | 102.90 | 0.1 | -0.05 | 43.99 | 182 | 36 | 1,155 | |||
| 18 Dec | 103.19 | 0.15 | -0.10 | 43.13 | 859 | -73 | 1,125 | |||
| 17 Dec | 105.16 | 0.25 | -0.05 | 39.83 | 845 | 13 | 1,194 | |||
| 16 Dec | 107.34 | 0.3 | 0.00 | 32.51 | 1,594 | 36 | 1,187 | |||
| 13 Dec | 106.58 | 0.3 | -0.05 | 29.91 | 5,297 | -673 | 1,145 | |||
| 12 Dec | 107.50 | 0.35 | -0.30 | 27.53 | 2,515 | -253 | 1,826 | |||
| 11 Dec | 108.75 | 0.65 | -0.35 | 28.66 | 2,077 | 189 | 2,085 | |||
| 10 Dec | 109.68 | 1 | 0.10 | 29.32 | 2,866 | 91 | 1,979 | |||
| 9 Dec | 108.99 | 0.9 | -0.20 | 29.46 | 3,720 | 22 | 1,895 | |||
| 6 Dec | 109.32 | 1.1 | 0.10 | 28.80 | 10,074 | 133 | 1,876 | |||
| 5 Dec | 108.17 | 1 | -0.10 | 29.47 | 5,236 | 26 | 1,720 | |||
| 4 Dec | 108.63 | 1.1 | 0.50 | 29.06 | 7,793 | 1,038 | 1,690 | |||
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| 3 Dec | 105.12 | 0.6 | 0.30 | 30.54 | 1,778 | 33 | 647 | |||
| 2 Dec | 101.71 | 0.3 | -0.10 | 31.60 | 400 | -12 | 612 | |||
| 29 Nov | 102.01 | 0.4 | -0.30 | 31.35 | 1,160 | 117 | 623 | |||
| 28 Nov | 102.90 | 0.7 | 0.25 | 33.00 | 896 | 245 | 529 | |||
| 27 Nov | 101.56 | 0.45 | -0.15 | 31.69 | 285 | 1 | 284 | |||
| 26 Nov | 101.79 | 0.6 | 0.05 | 33.72 | 466 | 127 | 281 | |||
| 25 Nov | 100.98 | 0.55 | 0.15 | 33.92 | 226 | 52 | 157 | |||
| 22 Nov | 97.01 | 0.4 | 0.10 | 36.84 | 47 | 1 | 106 | |||
| 21 Nov | 94.46 | 0.3 | -0.15 | 38.06 | 45 | 2 | 105 | |||
| 20 Nov | 97.81 | 0.45 | 0.00 | 35.45 | 167 | 37 | 103 | |||
| 19 Nov | 97.81 | 0.45 | 0.00 | 35.45 | 167 | 37 | 103 | |||
| 18 Nov | 98.18 | 0.45 | 0.00 | 33.64 | 18 | 6 | 65 | |||
| 14 Nov | 97.49 | 0.45 | -0.15 | 32.69 | 25 | 11 | 57 | |||
| 13 Nov | 98.33 | 0.6 | -0.20 | 32.38 | 47 | 33 | 46 | |||
| 12 Nov | 101.50 | 0.8 | -0.70 | 30.51 | 14 | 11 | 12 | |||
| 11 Nov | 103.89 | 1.5 | -1.55 | 32.53 | 1 | 0 | 0 | |||
| 8 Nov | 103.69 | 3.05 | 0.00 | 8.00 | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 3.05 | 3.05 | 6.82 | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Canara Bank - strike price 115 expiring on 26DEC2024
Delta for 115 CE is 0.03
Historical price for 115 CE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 59.34, the open interest changed by -38 which decreased total open position to 1111
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.99, the open interest changed by 36 which increased total open position to 1155
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 43.13, the open interest changed by -73 which decreased total open position to 1125
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.83, the open interest changed by 13 which increased total open position to 1194
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 32.51, the open interest changed by 36 which increased total open position to 1187
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 29.91, the open interest changed by -673 which decreased total open position to 1145
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 27.53, the open interest changed by -253 which decreased total open position to 1826
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 28.66, the open interest changed by 189 which increased total open position to 2085
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 29.32, the open interest changed by 91 which increased total open position to 1979
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 29.46, the open interest changed by 22 which increased total open position to 1895
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 28.80, the open interest changed by 133 which increased total open position to 1876
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 29.47, the open interest changed by 26 which increased total open position to 1720
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 1.1, which was 0.50 higher than the previous day. The implied volatity was 29.06, the open interest changed by 1038 which increased total open position to 1690
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.6, which was 0.30 higher than the previous day. The implied volatity was 30.54, the open interest changed by 33 which increased total open position to 647
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 31.60, the open interest changed by -12 which decreased total open position to 612
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 31.35, the open interest changed by 117 which increased total open position to 623
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 33.00, the open interest changed by 245 which increased total open position to 529
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 31.69, the open interest changed by 1 which increased total open position to 284
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 33.72, the open interest changed by 127 which increased total open position to 281
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 33.92, the open interest changed by 52 which increased total open position to 157
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 36.84, the open interest changed by 1 which increased total open position to 106
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 38.06, the open interest changed by 2 which increased total open position to 105
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 35.45, the open interest changed by 37 which increased total open position to 103
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 35.45, the open interest changed by 37 which increased total open position to 103
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 33.64, the open interest changed by 6 which increased total open position to 65
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 32.69, the open interest changed by 11 which increased total open position to 57
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 32.38, the open interest changed by 33 which increased total open position to 46
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.8, which was -0.70 lower than the previous day. The implied volatity was 30.51, the open interest changed by 11 which increased total open position to 12
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 1.5, which was -1.55 lower than the previous day. The implied volatity was 32.53, 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 3.05, which was 0.00 lower than the previous day. The implied volatity was 8.00, 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 3.05, which was 3.05 higher than the previous day. The implied volatity was 6.82, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| CANBK 26DEC2024 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 99.61 | 15.4 | 3.80 | - | 22 | -12 | 527 |
| 19 Dec | 102.90 | 11.6 | -0.25 | - | 20 | -11 | 541 |
| 18 Dec | 103.19 | 11.85 | 2.45 | 57.73 | 18 | -12 | 552 |
| 17 Dec | 105.16 | 9.4 | 1.55 | - | 24 | 0 | 563 |
| 16 Dec | 107.34 | 7.85 | -0.30 | 34.64 | 45 | -17 | 563 |
| 13 Dec | 106.58 | 8.15 | 0.75 | 26.92 | 24 | -7 | 580 |
| 12 Dec | 107.50 | 7.4 | 0.90 | 27.31 | 48 | 3 | 589 |
| 11 Dec | 108.75 | 6.5 | 0.80 | 28.85 | 95 | 15 | 586 |
| 10 Dec | 109.68 | 5.7 | -0.85 | 28.68 | 91 | 27 | 568 |
| 9 Dec | 108.99 | 6.55 | 0.35 | 31.98 | 147 | 57 | 540 |
| 6 Dec | 109.32 | 6.2 | -1.15 | 27.91 | 249 | 52 | 485 |
| 5 Dec | 108.17 | 7.35 | 0.15 | 33.25 | 232 | 80 | 433 |
| 4 Dec | 108.63 | 7.2 | -2.65 | 33.53 | 323 | 56 | 353 |
| 3 Dec | 105.12 | 9.85 | -2.45 | 33.22 | 77 | 27 | 297 |
| 2 Dec | 101.71 | 12.3 | -0.20 | - | 21 | -6 | 265 |
| 29 Nov | 102.01 | 12.5 | 0.95 | 30.00 | 99 | 19 | 271 |
| 28 Nov | 102.90 | 11.55 | -1.50 | 34.02 | 104 | 54 | 251 |
| 27 Nov | 101.56 | 13.05 | 0.10 | 35.35 | 45 | 42 | 196 |
| 26 Nov | 101.79 | 12.95 | -1.10 | 33.58 | 103 | 93 | 151 |
| 25 Nov | 100.98 | 14.05 | -3.45 | 39.66 | 39 | 42 | 57 |
| 22 Nov | 97.01 | 17.5 | -2.00 | 40.09 | 9 | 8 | 23 |
| 21 Nov | 94.46 | 19.5 | 2.55 | 34.62 | 1 | 0 | 14 |
| 20 Nov | 97.81 | 16.95 | 0.00 | 35.50 | 13 | 13 | 13 |
| 19 Nov | 97.81 | 16.95 | 5.00 | 35.50 | 13 | 12 | 13 |
| 18 Nov | 98.18 | 11.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 97.49 | 11.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 98.33 | 11.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 101.50 | 11.95 | -2.20 | - | 1 | 0 | 0 |
| 11 Nov | 103.89 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 103.69 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 105.07 | 14.15 | 14.15 | - | 0 | 0 | 0 |
| 1 Nov | 103.96 | 0 | 0.00 | 0 | 0 | 0 | |
For Canara Bank - strike price 115 expiring on 26DEC2024
Delta for 115 PE is -
Historical price for 115 PE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 15.4, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 527
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 11.6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 541
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 11.85, which was 2.45 higher than the previous day. The implied volatity was 57.73, the open interest changed by -12 which decreased total open position to 552
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 9.4, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 563
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 7.85, which was -0.30 lower than the previous day. The implied volatity was 34.64, the open interest changed by -17 which decreased total open position to 563
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 8.15, which was 0.75 higher than the previous day. The implied volatity was 26.92, the open interest changed by -7 which decreased total open position to 580
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 7.4, which was 0.90 higher than the previous day. The implied volatity was 27.31, the open interest changed by 3 which increased total open position to 589
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 6.5, which was 0.80 higher than the previous day. The implied volatity was 28.85, the open interest changed by 15 which increased total open position to 586
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 5.7, which was -0.85 lower than the previous day. The implied volatity was 28.68, the open interest changed by 27 which increased total open position to 568
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 6.55, which was 0.35 higher than the previous day. The implied volatity was 31.98, the open interest changed by 57 which increased total open position to 540
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 6.2, which was -1.15 lower than the previous day. The implied volatity was 27.91, the open interest changed by 52 which increased total open position to 485
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 7.35, which was 0.15 higher than the previous day. The implied volatity was 33.25, the open interest changed by 80 which increased total open position to 433
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 7.2, which was -2.65 lower than the previous day. The implied volatity was 33.53, the open interest changed by 56 which increased total open position to 353
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 9.85, which was -2.45 lower than the previous day. The implied volatity was 33.22, the open interest changed by 27 which increased total open position to 297
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 12.3, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 265
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 12.5, which was 0.95 higher than the previous day. The implied volatity was 30.00, the open interest changed by 19 which increased total open position to 271
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 11.55, which was -1.50 lower than the previous day. The implied volatity was 34.02, the open interest changed by 54 which increased total open position to 251
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 13.05, which was 0.10 higher than the previous day. The implied volatity was 35.35, the open interest changed by 42 which increased total open position to 196
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 12.95, which was -1.10 lower than the previous day. The implied volatity was 33.58, the open interest changed by 93 which increased total open position to 151
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 14.05, which was -3.45 lower than the previous day. The implied volatity was 39.66, the open interest changed by 42 which increased total open position to 57
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 17.5, which was -2.00 lower than the previous day. The implied volatity was 40.09, the open interest changed by 8 which increased total open position to 23
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 19.5, which was 2.55 higher than the previous day. The implied volatity was 34.62, the open interest changed by 0 which decreased total open position to 14
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was 35.50, the open interest changed by 13 which increased total open position to 13
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 16.95, which was 5.00 higher than the previous day. The implied volatity was 35.50, the open interest changed by 12 which increased total open position to 13
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 11.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 11.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 11.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 11.95, which was -2.20 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 14.15, 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 14.15, 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 14.15, which was 14.15 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 0.00, the open interest changed by 0 which decreased total open position to 0
