CANBK
Canara Bank
Historical option data for CANBK
12 Dec 2024 11:01 AM IST
CANBK 26DEC2024 124 CE | ||||||||||
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Delta: 0.03
Vega: 0.02
Theta: -0.02
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 107.73 | 0.1 | 0.00 | 37.15 | 48 | -15 | 128 | |||
11 Dec | 108.75 | 0.1 | -0.10 | 34.01 | 34 | -8 | 144 | |||
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10 Dec | 109.68 | 0.2 | 0.00 | 35.17 | 64 | -44 | 152 | |||
9 Dec | 108.99 | 0.2 | -0.05 | 35.65 | 195 | 30 | 158 | |||
6 Dec | 109.32 | 0.25 | 0.05 | 33.91 | 410 | 45 | 128 | |||
5 Dec | 108.17 | 0.2 | 33.21 | 142 | 83 | 83 |
For Canara Bank - strike price 124 expiring on 26DEC2024
Delta for 124 CE is 0.03
Historical price for 124 CE is as follows
On 12 Dec CANBK was trading at 107.73. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 37.15, the open interest changed by -15 which decreased total open position to 128
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 34.01, the open interest changed by -8 which decreased total open position to 144
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 35.17, the open interest changed by -44 which decreased total open position to 152
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 35.65, the open interest changed by 30 which increased total open position to 158
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 33.91, the open interest changed by 45 which increased total open position to 128
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was 33.21, the open interest changed by 83 which increased total open position to 83
CANBK 26DEC2024 124 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 107.73 | 14.5 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 108.75 | 14.5 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 109.68 | 14.5 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 108.99 | 14.5 | -0.10 | 26.73 | 1 | 0 | 1 |
6 Dec | 109.32 | 14.6 | -2.05 | 37.75 | 1 | 0 | 0 |
5 Dec | 108.17 | 16.65 | - | 0 | 0 | 0 |
For Canara Bank - strike price 124 expiring on 26DEC2024
Delta for 124 PE is 0.00
Historical price for 124 PE is as follows
On 12 Dec CANBK was trading at 107.73. 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 11 Dec CANBK was trading at 108.75. 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 10 Dec CANBK was trading at 109.68. 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 9 Dec CANBK was trading at 108.99. The strike last trading price was 14.5, which was -0.10 lower than the previous day. The implied volatity was 26.73, the open interest changed by 0 which decreased total open position to 1
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 14.6, which was -2.05 lower than the previous day. The implied volatity was 37.75, the open interest changed by 0 which decreased total open position to 0
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 16.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0