`
[--[65.84.65.76]--]
CANBK
Canara Bank

107.6 -1.15 (-1.06%)

Back to Option Chain


Historical option data for CANBK

12 Dec 2024 10:51 AM IST
CANBK 26DEC2024 122 CE
Delta: 0.04
Vega: 0.02
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.59 0.1 -0.05 33.73 17 -4 282
11 Dec 108.75 0.15 -0.15 32.89 86 20 285
10 Dec 109.68 0.3 0.10 34.44 100 7 265
9 Dec 108.99 0.2 -0.10 31.97 85 -4 258
6 Dec 109.32 0.3 0.00 31.71 542 43 262
5 Dec 108.17 0.3 -0.05 32.76 299 -3 219
4 Dec 108.63 0.35 0.15 32.53 461 62 224
3 Dec 105.12 0.2 0.10 34.24 187 59 160
2 Dec 101.71 0.1 -0.05 35.19 22 12 101
29 Nov 102.01 0.15 -0.10 35.03 88 49 89
28 Nov 102.90 0.25 0.10 35.52 41 14 39
27 Nov 101.56 0.15 -0.15 34.18 19 5 17
26 Nov 101.79 0.3 38.46 17 12 12


For Canara Bank - strike price 122 expiring on 26DEC2024

Delta for 122 CE is 0.04

Historical price for 122 CE is as follows

On 12 Dec CANBK was trading at 107.59. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 33.73, the open interest changed by -4 which decreased total open position to 282


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 32.89, the open interest changed by 20 which increased total open position to 285


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 34.44, the open interest changed by 7 which increased total open position to 265


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 31.97, the open interest changed by -4 which decreased total open position to 258


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 31.71, the open interest changed by 43 which increased total open position to 262


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 32.76, the open interest changed by -3 which decreased total open position to 219


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 32.53, the open interest changed by 62 which increased total open position to 224


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was 34.24, the open interest changed by 59 which increased total open position to 160


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 35.19, the open interest changed by 12 which increased total open position to 101


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 35.03, the open interest changed by 49 which increased total open position to 89


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 35.52, the open interest changed by 14 which increased total open position to 39


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 34.18, the open interest changed by 5 which increased total open position to 17


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 38.46, the open interest changed by 12 which increased total open position to 12


CANBK 26DEC2024 122 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.59 13.2 0.00 0.00 0 0 0
11 Dec 108.75 13.2 0.00 0.00 0 0 0
10 Dec 109.68 13.2 0.00 0.00 0 -4 0
9 Dec 108.99 13.2 -0.65 45.37 4 0 50
6 Dec 109.32 13.85 0.00 0.00 0 5 0
5 Dec 108.17 13.85 0.50 43.63 11 6 51
4 Dec 108.63 13.35 -3.65 38.47 3 0 42
3 Dec 105.12 17 -3.00 50.86 1 0 43
2 Dec 101.71 20 0.00 0.00 0 1 0
29 Nov 102.01 20 1.80 51.99 1 0 42
28 Nov 102.90 18.2 -1.10 41.04 15 12 41
27 Nov 101.56 19.3 -0.10 - 14 6 21
26 Nov 101.79 19.4 31.23 15 13 13


For Canara Bank - strike price 122 expiring on 26DEC2024

Delta for 122 PE is 0.00

Historical price for 122 PE is as follows

On 12 Dec CANBK was trading at 107.59. The strike last trading price was 13.2, 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 11 Dec CANBK was trading at 108.75. The strike last trading price was 13.2, 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 10 Dec CANBK was trading at 109.68. The strike last trading price was 13.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 13.2, which was -0.65 lower than the previous day. The implied volatity was 45.37, the open interest changed by 0 which decreased total open position to 50


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 13.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 13.85, which was 0.50 higher than the previous day. The implied volatity was 43.63, the open interest changed by 6 which increased total open position to 51


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 13.35, which was -3.65 lower than the previous day. The implied volatity was 38.47, the open interest changed by 0 which decreased total open position to 42


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 17, which was -3.00 lower than the previous day. The implied volatity was 50.86, the open interest changed by 0 which decreased total open position to 43


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 20, 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 20, which was 1.80 higher than the previous day. The implied volatity was 51.99, the open interest changed by 0 which decreased total open position to 42


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 18.2, which was -1.10 lower than the previous day. The implied volatity was 41.04, the open interest changed by 12 which increased total open position to 41


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 19.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 21


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 19.4, which was lower than the previous day. The implied volatity was 31.23, the open interest changed by 13 which increased total open position to 13