CANBK
Canara Bank
Historical option data for CANBK
12 Dec 2024 11:01 AM IST
| CANBK 26DEC2024 120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.03
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 107.73 | 0.2 | -0.10 | 34.19 | 401 | 162 | 1,993 | |||
| 11 Dec | 108.75 | 0.3 | -0.05 | 33.92 | 607 | 14 | 1,831 | |||
| 10 Dec | 109.68 | 0.35 | 0.00 | 31.43 | 1,274 | -95 | 1,817 | |||
| 9 Dec | 108.99 | 0.35 | -0.05 | 32.24 | 1,702 | 82 | 1,900 | |||
| 6 Dec | 109.32 | 0.4 | 0.00 | 30.15 | 4,424 | 321 | 1,819 | |||
| 5 Dec | 108.17 | 0.4 | -0.05 | 31.37 | 2,693 | 98 | 1,512 | |||
| 4 Dec | 108.63 | 0.45 | 0.20 | 30.92 | 3,933 | -1 | 1,414 | |||
| 3 Dec | 105.12 | 0.25 | 0.05 | 32.61 | 2,910 | -357 | 1,346 | |||
| 2 Dec | 101.71 | 0.2 | -0.05 | 36.80 | 1,725 | 38 | 1,702 | |||
| 29 Nov | 102.01 | 0.25 | -0.15 | 35.72 | 1,459 | 371 | 1,655 | |||
| 28 Nov | 102.90 | 0.4 | 0.15 | 36.31 | 1,550 | 745 | 1,317 | |||
| 27 Nov | 101.56 | 0.25 | -0.10 | 34.88 | 405 | 75 | 571 | |||
| 26 Nov | 101.79 | 0.35 | 0.00 | 36.87 | 217 | 46 | 496 | |||
| 25 Nov | 100.98 | 0.35 | 0.10 | 37.66 | 138 | 78 | 450 | |||
| 22 Nov | 97.01 | 0.25 | 0.00 | 39.70 | 42 | 19 | 391 | |||
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| 21 Nov | 94.46 | 0.25 | -0.05 | 43.07 | 77 | 44 | 372 | |||
| 20 Nov | 97.81 | 0.3 | 0.00 | 38.83 | 176 | 124 | 327 | |||
| 19 Nov | 97.81 | 0.3 | -0.05 | 38.83 | 176 | 123 | 327 | |||
| 18 Nov | 98.18 | 0.35 | 0.05 | 38.28 | 64 | 41 | 185 | |||
| 14 Nov | 97.49 | 0.3 | -0.10 | 35.85 | 67 | 46 | 145 | |||
| 13 Nov | 98.33 | 0.4 | -0.10 | 35.53 | 123 | 27 | 100 | |||
| 12 Nov | 101.50 | 0.5 | -0.10 | 33.26 | 35 | 5 | 73 | |||
| 11 Nov | 103.89 | 0.6 | -0.20 | 30.31 | 52 | 31 | 67 | |||
| 8 Nov | 103.69 | 0.8 | -0.25 | 32.34 | 26 | 13 | 36 | |||
| 7 Nov | 105.07 | 1.05 | -5.20 | 32.29 | 28 | 16 | 17 | |||
| 1 Nov | 103.96 | 6.25 | 0.00 | 9.77 | 0 | 0 | 0 | |||
| 24 Oct | 98.19 | 6.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 97.69 | 6.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 110.49 | 6.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 6.25 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 120 expiring on 26DEC2024
Delta for 120 CE is 0.06
Historical price for 120 CE is as follows
On 12 Dec CANBK was trading at 107.73. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 34.19, the open interest changed by 162 which increased total open position to 1993
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 33.92, the open interest changed by 14 which increased total open position to 1831
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 31.43, the open interest changed by -95 which decreased total open position to 1817
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 32.24, the open interest changed by 82 which increased total open position to 1900
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 30.15, the open interest changed by 321 which increased total open position to 1819
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 31.37, the open interest changed by 98 which increased total open position to 1512
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 30.92, the open interest changed by -1 which decreased total open position to 1414
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 32.61, the open interest changed by -357 which decreased total open position to 1346
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 36.80, the open interest changed by 38 which increased total open position to 1702
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 35.72, the open interest changed by 371 which increased total open position to 1655
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 36.31, the open interest changed by 745 which increased total open position to 1317
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 34.88, the open interest changed by 75 which increased total open position to 571
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 36.87, the open interest changed by 46 which increased total open position to 496
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 37.66, the open interest changed by 78 which increased total open position to 450
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.70, the open interest changed by 19 which increased total open position to 391
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 43.07, the open interest changed by 44 which increased total open position to 372
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 38.83, the open interest changed by 124 which increased total open position to 327
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 38.83, the open interest changed by 123 which increased total open position to 327
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 38.28, the open interest changed by 41 which increased total open position to 185
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 35.85, the open interest changed by 46 which increased total open position to 145
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 35.53, the open interest changed by 27 which increased total open position to 100
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 33.26, the open interest changed by 5 which increased total open position to 73
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 30.31, the open interest changed by 31 which increased total open position to 67
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 32.34, the open interest changed by 13 which increased total open position to 36
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 1.05, which was -5.20 lower than the previous day. The implied volatity was 32.29, the open interest changed by 16 which increased total open position to 17
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 6.25, which was 0.00 lower than the previous day. The implied volatity was 9.77, the open interest changed by 0 which decreased total open position to 0
On 24 Oct CANBK was trading at 98.19. The strike last trading price was 6.25, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 6.25, 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 6.25, 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 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 26DEC2024 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 107.73 | 11.4 | 0.15 | - | 1 | 0 | 405 |
| 11 Dec | 108.75 | 11.25 | 1.35 | 37.32 | 144 | -72 | 404 |
| 10 Dec | 109.68 | 9.9 | -1.05 | 26.55 | 4 | 1 | 477 |
| 9 Dec | 108.99 | 10.95 | 0.40 | 35.76 | 11 | 4 | 475 |
| 6 Dec | 109.32 | 10.55 | -1.40 | 30.27 | 36 | 11 | 470 |
| 5 Dec | 108.17 | 11.95 | 0.55 | 40.70 | 41 | 11 | 461 |
| 4 Dec | 108.63 | 11.4 | -3.20 | 35.64 | 111 | 63 | 450 |
| 3 Dec | 105.12 | 14.6 | -3.80 | 39.67 | 24 | 12 | 386 |
| 2 Dec | 101.71 | 18.4 | 2.50 | 53.64 | 1 | 0 | 375 |
| 29 Nov | 102.01 | 15.9 | 0.00 | 0.00 | 0 | 60 | 0 |
| 28 Nov | 102.90 | 15.9 | -1.60 | 29.69 | 60 | 59 | 374 |
| 27 Nov | 101.56 | 17.5 | -0.10 | 31.54 | 155 | 153 | 313 |
| 26 Nov | 101.79 | 17.6 | -0.70 | 35.88 | 59 | 56 | 159 |
| 25 Nov | 100.98 | 18.3 | -3.70 | 33.95 | 76 | 81 | 93 |
| 22 Nov | 97.01 | 22 | -2.65 | 32.18 | 15 | 13 | 25 |
| 21 Nov | 94.46 | 24.65 | 3.15 | 46.00 | 2 | 1 | 11 |
| 20 Nov | 97.81 | 21.5 | 0.00 | 26.86 | 6 | 6 | 8 |
| 19 Nov | 97.81 | 21.5 | 0.50 | 26.86 | 6 | 4 | 8 |
| 18 Nov | 98.18 | 21 | 5.00 | 38.11 | 3 | 2 | 3 |
| 14 Nov | 97.49 | 16 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 98.33 | 16 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 101.50 | 16 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 103.89 | 16 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 103.69 | 16 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 105.07 | 16 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 103.96 | 16 | 0.00 | 0.00 | 0 | 0 | 1 |
| 24 Oct | 98.19 | 16 | 0.00 | - | 0 | 0 | 1 |
| 23 Oct | 97.69 | 16 | 2.05 | - | 0 | 0 | 1 |
| 1 Oct | 110.49 | 13.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 111.33 | 13.95 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 120 expiring on 26DEC2024
Delta for 120 PE is -
Historical price for 120 PE is as follows
On 12 Dec CANBK was trading at 107.73. The strike last trading price was 11.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 405
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 11.25, which was 1.35 higher than the previous day. The implied volatity was 37.32, the open interest changed by -72 which decreased total open position to 404
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 9.9, which was -1.05 lower than the previous day. The implied volatity was 26.55, the open interest changed by 1 which increased total open position to 477
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 10.95, which was 0.40 higher than the previous day. The implied volatity was 35.76, the open interest changed by 4 which increased total open position to 475
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 10.55, which was -1.40 lower than the previous day. The implied volatity was 30.27, the open interest changed by 11 which increased total open position to 470
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 11.95, which was 0.55 higher than the previous day. The implied volatity was 40.70, the open interest changed by 11 which increased total open position to 461
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 11.4, which was -3.20 lower than the previous day. The implied volatity was 35.64, the open interest changed by 63 which increased total open position to 450
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 14.6, which was -3.80 lower than the previous day. The implied volatity was 39.67, the open interest changed by 12 which increased total open position to 386
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 18.4, which was 2.50 higher than the previous day. The implied volatity was 53.64, the open interest changed by 0 which decreased total open position to 375
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 15.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 60 which increased total open position to 0
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 15.9, which was -1.60 lower than the previous day. The implied volatity was 29.69, the open interest changed by 59 which increased total open position to 374
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 17.5, which was -0.10 lower than the previous day. The implied volatity was 31.54, the open interest changed by 153 which increased total open position to 313
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 17.6, which was -0.70 lower than the previous day. The implied volatity was 35.88, the open interest changed by 56 which increased total open position to 159
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 18.3, which was -3.70 lower than the previous day. The implied volatity was 33.95, the open interest changed by 81 which increased total open position to 93
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 22, which was -2.65 lower than the previous day. The implied volatity was 32.18, the open interest changed by 13 which increased total open position to 25
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 24.65, which was 3.15 higher than the previous day. The implied volatity was 46.00, the open interest changed by 1 which increased total open position to 11
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 21.5, which was 0.00 lower than the previous day. The implied volatity was 26.86, the open interest changed by 6 which increased total open position to 8
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 21.5, which was 0.50 higher than the previous day. The implied volatity was 26.86, the open interest changed by 4 which increased total open position to 8
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 21, which was 5.00 higher than the previous day. The implied volatity was 38.11, the open interest changed by 2 which increased total open position to 3
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 16, 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 16, 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 12 Nov CANBK was trading at 101.50. The strike last trading price was 16, 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 11 Nov CANBK was trading at 103.89. The strike last trading price was 16, 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 8 Nov CANBK was trading at 103.69. The strike last trading price was 16, 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 7 Nov CANBK was trading at 105.07. The strike last trading price was 16, 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 1 Nov CANBK was trading at 103.96. The strike last trading price was 16, 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 1
On 24 Oct CANBK was trading at 98.19. The strike last trading price was 16, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 16, which was 2.05 higher 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 13.95, 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 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
