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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 116 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 -0.05 55.85 54 -1 236
19 Dec 102.90 0.1 -0.05 46.82 58 -17 243
18 Dec 103.19 0.15 -0.05 45.92 83 -17 261
17 Dec 105.16 0.2 -0.05 40.62 46 0 277
16 Dec 107.34 0.25 0.00 33.82 142 27 278
13 Dec 106.58 0.25 -0.10 30.99 250 3 251
12 Dec 107.50 0.35 -0.20 30.12 260 40 248
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
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 0.02

Historical price for 116 CE is as follows

On 20 Dec CANBK was trading at 99.61. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 55.85, the open interest changed by -1 which decreased total open position to 236


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 46.82, the open interest changed by -17 which decreased total open position to 243


On 18 Dec CANBK was trading at 103.19. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 45.92, the open interest changed by -17 which decreased total open position to 261


On 17 Dec CANBK was trading at 105.16. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 40.62, the open interest changed by 0 which decreased total open position to 277


On 16 Dec CANBK was trading at 107.34. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 33.82, the open interest changed by 27 which increased total open position to 278


On 13 Dec CANBK was trading at 106.58. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 30.99, the open interest changed by 3 which increased total open position to 251


On 12 Dec CANBK was trading at 107.50. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 30.12, the open interest changed by 40 which increased total open position to 248


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: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 99.61 10.2 0.00 0.00 0 0 0
19 Dec 102.90 10.2 0.00 0.00 0 0 0
18 Dec 103.19 10.2 0.00 0.00 0 0 0
17 Dec 105.16 10.2 2.10 - 1 0 29
16 Dec 107.34 8.1 -3.30 - 1 0 29
13 Dec 106.58 11.4 3.15 70.31 1 0 30
12 Dec 107.50 8.25 1.45 25.84 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 0.00

Historical price for 116 PE is as follows

On 20 Dec CANBK was trading at 99.61. The strike last trading price was 10.2, 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 19 Dec CANBK was trading at 102.90. The strike last trading price was 10.2, 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 18 Dec CANBK was trading at 103.19. The strike last trading price was 10.2, 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 17 Dec CANBK was trading at 105.16. The strike last trading price was 10.2, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 16 Dec CANBK was trading at 107.34. The strike last trading price was 8.1, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 13 Dec CANBK was trading at 106.58. The strike last trading price was 11.4, which was 3.15 higher than the previous day. The implied volatity was 70.31, the open interest changed by 0 which decreased total open position to 30


On 12 Dec CANBK was trading at 107.50. The strike last trading price was 8.25, which was 1.45 higher than the previous day. The implied volatity was 25.84, 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