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

107.66 -1.09 (-1.00%)

Back to Option Chain


Historical option data for CANBK

12 Dec 2024 11:01 AM IST
CANBK 26DEC2024 124 CE
Delta: 0.03
Vega: 0.02
Theta: -0.02
Gamma: 0.01
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
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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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