CANBK
Canara Bank
Historical option data for CANBK
12 Dec 2024 11:11 AM IST
| CANBK 26DEC2024 116 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.04
Theta: -0.04
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 107.78 | 0.3 | -0.25 | 27.98 | 180 | 29 | 237 | |||
| 11 Dec | 108.75 | 0.55 | -0.25 | 29.73 | 284 | 20 | 212 | |||
| 10 Dec | 109.68 | 0.8 | 0.05 | 29.53 | 364 | 9 | 193 | |||
| 9 Dec | 108.99 | 0.75 | -0.15 | 30.10 | 361 | 2 | 186 | |||
| 6 Dec | 109.32 | 0.9 | 0.15 | 29.00 | 757 | 12 | 184 | |||
| 5 Dec | 108.17 | 0.75 | -0.15 | 28.66 | 454 | -18 | 175 | |||
| 4 Dec | 108.63 | 0.9 | 0.45 | 29.14 | 897 | 70 | 205 | |||
| 3 Dec | 105.12 | 0.45 | 0.15 | 29.97 | 103 | 19 | 136 | |||
| 2 Dec | 101.71 | 0.3 | 0.00 | 33.36 | 96 | 8 | 119 | |||
| 29 Nov | 102.01 | 0.3 | -0.30 | 30.83 | 168 | 72 | 110 | |||
| 28 Nov | 102.90 | 0.6 | 0.15 | 33.31 | 42 | 20 | 38 | |||
| 27 Nov | 101.56 | 0.45 | -0.10 | 33.39 | 4 | 1 | 17 | |||
| 26 Nov | 101.79 | 0.55 | -7.15 | 34.47 | 35 | 15 | 15 | |||
| 25 Nov | 100.98 | 7.7 | 0.00 | 13.76 | 0 | 0 | 0 | |||
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| 22 Nov | 97.01 | 7.7 | 0.00 | 17.79 | 0 | 0 | 0 | |||
| 21 Nov | 94.46 | 7.7 | 0.00 | 18.56 | 0 | 0 | 0 | |||
| 20 Nov | 97.81 | 7.7 | 0.00 | 15.09 | 0 | 0 | 0 | |||
| 19 Nov | 97.81 | 7.7 | 0.00 | 15.09 | 0 | 0 | 0 | |||
| 18 Nov | 98.18 | 7.7 | 0.00 | 14.39 | 0 | 0 | 0 | |||
| 14 Nov | 97.49 | 7.7 | 0.00 | 12.91 | 0 | 0 | 0 | |||
| 13 Nov | 98.33 | 7.7 | 0.00 | 13.38 | 0 | 0 | 0 | |||
| 12 Nov | 101.50 | 7.7 | 0.00 | 10.49 | 0 | 0 | 0 | |||
| 11 Nov | 103.89 | 7.7 | 0.00 | 8.60 | 0 | 0 | 0 | |||
| 8 Nov | 103.69 | 7.7 | 0.00 | 8.36 | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 7.7 | 0.00 | 7.45 | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 7.7 | 0.00 | 7.44 | 0 | 0 | 0 | |||
| 4 Oct | 107.62 | 7.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 107.96 | 7.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 110.49 | 7.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 7.7 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 116 expiring on 26DEC2024
Delta for 116 CE is 0.11
Historical price for 116 CE is as follows
On 12 Dec CANBK was trading at 107.78. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 27.98, the open interest changed by 29 which increased total open position to 237
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 29.73, the open interest changed by 20 which increased total open position to 212
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 29.53, the open interest changed by 9 which increased total open position to 193
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 30.10, the open interest changed by 2 which increased total open position to 186
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 29.00, the open interest changed by 12 which increased total open position to 184
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 28.66, the open interest changed by -18 which decreased total open position to 175
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 29.14, the open interest changed by 70 which increased total open position to 205
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 29.97, the open interest changed by 19 which increased total open position to 136
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 33.36, the open interest changed by 8 which increased total open position to 119
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 30.83, the open interest changed by 72 which increased total open position to 110
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 33.31, the open interest changed by 20 which increased total open position to 38
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 33.39, the open interest changed by 1 which increased total open position to 17
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 0.55, which was -7.15 lower than the previous day. The implied volatity was 34.47, the open interest changed by 15 which increased total open position to 15
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 7.7, which was 0.00 lower than the previous day. The implied volatity was 13.76, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 17.79, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 18.56, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 15.09, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 15.09, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 14.39, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 12.91, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 13.38, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 10.49, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 8.60, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 8.36, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 7.45, 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 7.7, which was 0.00 lower than the previous day. The implied volatity was 7.44, the open interest changed by 0 which decreased total open position to 0
On 4 Oct CANBK was trading at 107.62. The strike last trading price was 7.7, 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 7.7, 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 7.7, 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 7.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 26DEC2024 116 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.05
Theta: -0.02
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 107.78 | 8.25 | 1.45 | 31.46 | 6 | 0 | 30 |
| 11 Dec | 108.75 | 6.8 | 0.30 | - | 2 | 0 | 29 |
| 10 Dec | 109.68 | 6.5 | -0.75 | 28.90 | 19 | -1 | 28 |
| 9 Dec | 108.99 | 7.25 | 0.20 | 30.70 | 4 | -1 | 31 |
| 6 Dec | 109.32 | 7.05 | -1.30 | 28.77 | 75 | -5 | 31 |
| 5 Dec | 108.17 | 8.35 | 0.40 | 36.04 | 44 | 2 | 33 |
| 4 Dec | 108.63 | 7.95 | -5.00 | 33.43 | 27 | 20 | 30 |
| 3 Dec | 105.12 | 12.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 101.71 | 12.95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 29 Nov | 102.01 | 12.95 | 0.45 | - | 2 | 1 | 9 |
| 28 Nov | 102.90 | 12.5 | 1.05 | 35.32 | 9 | 8 | 8 |
| 27 Nov | 101.56 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 101.79 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 100.98 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 97.01 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 94.46 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 97.81 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 97.81 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 98.18 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 97.49 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 98.33 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 101.50 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 103.89 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 103.69 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 105.07 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 103.96 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 107.62 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 107.96 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 110.49 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 111.33 | 11.45 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 116 expiring on 26DEC2024
Delta for 116 PE is -0.86
Historical price for 116 PE is as follows
On 12 Dec CANBK was trading at 107.78. The strike last trading price was 8.25, which was 1.45 higher than the previous day. The implied volatity was 31.46, the open interest changed by 0 which decreased total open position to 30
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 6.8, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 6.5, which was -0.75 lower than the previous day. The implied volatity was 28.90, the open interest changed by -1 which decreased total open position to 28
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 7.25, which was 0.20 higher than the previous day. The implied volatity was 30.70, the open interest changed by -1 which decreased total open position to 31
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 7.05, which was -1.30 lower than the previous day. The implied volatity was 28.77, the open interest changed by -5 which decreased total open position to 31
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 8.35, which was 0.40 higher than the previous day. The implied volatity was 36.04, the open interest changed by 2 which increased total open position to 33
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 7.95, which was -5.00 lower than the previous day. The implied volatity was 33.43, the open interest changed by 20 which increased total open position to 30
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 12.95, 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 2 Dec CANBK was trading at 101.71. The strike last trading price was 12.95, 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 29 Nov CANBK was trading at 102.01. The strike last trading price was 12.95, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 12.5, which was 1.05 higher than the previous day. The implied volatity was 35.32, the open interest changed by 8 which increased total open position to 8
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 1 Nov CANBK was trading at 103.96. The strike last trading price was 11.45, 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 4 Oct CANBK was trading at 107.62. The strike last trading price was 11.45, 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 11.45, 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 11.45, 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 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
