CANBK
Canara Bank
Historical option data for CANBK
12 Dec 2024 10:51 AM IST
| CANBK 26DEC2024 118 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.03
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 107.59 | 0.2 | -0.15 | 30.08 | 86 | 49 | 259 | |||
| 11 Dec | 108.75 | 0.35 | -0.20 | 30.65 | 150 | -33 | 213 | |||
| 10 Dec | 109.68 | 0.55 | 0.10 | 30.86 | 144 | 12 | 253 | |||
| 9 Dec | 108.99 | 0.45 | -0.15 | 29.97 | 111 | 15 | 241 | |||
| 6 Dec | 109.32 | 0.6 | 0.05 | 29.51 | 498 | 14 | 227 | |||
| 5 Dec | 108.17 | 0.55 | -0.10 | 30.12 | 303 | -3 | 213 | |||
| 4 Dec | 108.63 | 0.65 | 0.35 | 30.24 | 503 | 100 | 215 | |||
| 3 Dec | 105.12 | 0.3 | 0.10 | 30.51 | 57 | -13 | 115 | |||
| 2 Dec | 101.71 | 0.2 | -0.05 | 33.72 | 95 | 90 | 127 | |||
| 29 Nov | 102.01 | 0.25 | -6.70 | 32.70 | 52 | 36 | 36 | |||
| 28 Nov | 102.90 | 6.95 | 0.00 | 13.93 | 0 | 0 | 0 | |||
| 27 Nov | 101.56 | 6.95 | 0.00 | 14.93 | 0 | 0 | 0 | |||
| 26 Nov | 101.79 | 6.95 | 0.00 | 14.71 | 0 | 0 | 0 | |||
| 25 Nov | 100.98 | 6.95 | 0.00 | 15.03 | 0 | 0 | 0 | |||
| 22 Nov | 97.01 | 6.95 | 0.00 | 18.77 | 0 | 0 | 0 | |||
| 21 Nov | 94.46 | 6.95 | 0.00 | 19.61 | 0 | 0 | 0 | |||
| 20 Nov | 97.81 | 6.95 | 0.00 | 16.15 | 0 | 0 | 0 | |||
| 19 Nov | 97.81 | 6.95 | 0.00 | 16.15 | 0 | 0 | 0 | |||
| 18 Nov | 98.18 | 6.95 | 0.00 | 15.50 | 0 | 0 | 0 | |||
| 14 Nov | 97.49 | 6.95 | 0.00 | 15.45 | 0 | 0 | 0 | |||
| 13 Nov | 98.33 | 6.95 | 0.00 | 14.43 | 0 | 0 | 0 | |||
| 12 Nov | 101.50 | 6.95 | 0.00 | 11.37 | 0 | 0 | 0 | |||
| 11 Nov | 103.89 | 6.95 | 0.00 | 9.97 | 0 | 0 | 0 | |||
| 8 Nov | 103.69 | 6.95 | 0.00 | 9.93 | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 6.95 | 0.00 | 8.72 | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 6.95 | 6.95 | 8.65 | 0 | 0 | 0 | |||
| 1 Oct | 110.49 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 111.33 | 0 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 118 expiring on 26DEC2024
Delta for 118 CE is 0.07
Historical price for 118 CE is as follows
On 12 Dec CANBK was trading at 107.59. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 30.08, the open interest changed by 49 which increased total open position to 259
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 30.65, the open interest changed by -33 which decreased total open position to 213
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 30.86, the open interest changed by 12 which increased total open position to 253
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 29.97, the open interest changed by 15 which increased total open position to 241
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 29.51, the open interest changed by 14 which increased total open position to 227
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 30.12, the open interest changed by -3 which decreased total open position to 213
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 0.65, which was 0.35 higher than the previous day. The implied volatity was 30.24, the open interest changed by 100 which increased total open position to 215
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 30.51, the open interest changed by -13 which decreased total open position to 115
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.72, the open interest changed by 90 which increased total open position to 127
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.25, which was -6.70 lower than the previous day. The implied volatity was 32.70, the open interest changed by 36 which increased total open position to 36
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 13.93, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 14.93, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 14.71, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 15.03, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 18.77, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 19.61, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 16.15, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 16.15, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 15.50, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 15.45, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 14.43, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 11.37, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 9.97, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 9.93, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 8.72, 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 6.95, which was 6.95 higher than the previous day. The implied volatity was 8.65, the open interest changed by 0 which decreased total open position to 0
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 118 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 107.59 | 9.7 | 0.50 | - | 1 | 0 | 18 |
| 11 Dec | 108.75 | 9.2 | -0.05 | 31.21 | 3 | 0 | 19 |
| 10 Dec | 109.68 | 9.25 | 0.10 | 45.64 | 7 | 3 | 18 |
| 9 Dec | 108.99 | 9.15 | 0.40 | 34.52 | 5 | -3 | 14 |
| 6 Dec | 109.32 | 8.75 | -0.70 | 29.43 | 33 | 5 | 16 |
| 5 Dec | 108.17 | 9.45 | -0.15 | 27.91 | 6 | -1 | 9 |
| 4 Dec | 108.63 | 9.6 | -4.90 | 34.02 | 9 | 6 | 9 |
| 3 Dec | 105.12 | 14.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 101.71 | 14.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 102.01 | 14.5 | -0.60 | - | 1 | 0 | 2 |
| 28 Nov | 102.90 | 15.1 | 2.45 | 46.90 | 2 | 0 | 0 |
| 27 Nov | 101.56 | 12.65 | 0.00 | - | 0 | 0 | 0 |
| 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 | 0.00 | - | 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 118 expiring on 26DEC2024
Delta for 118 PE is -
Historical price for 118 PE is as follows
On 12 Dec CANBK was trading at 107.59. The strike last trading price was 9.7, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 9.2, which was -0.05 lower than the previous day. The implied volatity was 31.21, the open interest changed by 0 which decreased total open position to 19
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 9.25, which was 0.10 higher than the previous day. The implied volatity was 45.64, the open interest changed by 3 which increased total open position to 18
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 9.15, which was 0.40 higher than the previous day. The implied volatity was 34.52, the open interest changed by -3 which decreased total open position to 14
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 8.75, which was -0.70 lower than the previous day. The implied volatity was 29.43, the open interest changed by 5 which increased total open position to 16
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 9.45, which was -0.15 lower than the previous day. The implied volatity was 27.91, the open interest changed by -1 which decreased total open position to 9
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 9.6, which was -4.90 lower than the previous day. The implied volatity was 34.02, the open interest changed by 6 which increased total open position to 9
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 14.5, 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 14.5, 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 29 Nov CANBK was trading at 102.01. The strike last trading price was 14.5, 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 2
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 15.1, which was 2.45 higher than the previous day. The implied volatity was 46.90, 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 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 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 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 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
