CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 88 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.02
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 7.05 | -16.95 | 43.61 | 63 | 24 | 24 | |||
| 20 Nov | 97.81 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 97.81 | 24 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 98.18 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 97.49 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 98.33 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 101.50 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 103.89 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 103.69 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 103.67 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 101.91 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 102.65 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 103.36 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 103.76 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 100.69 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 94.24 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 98.19 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 97.69 | 24 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 88 expiring on 28NOV2024
Delta for 88 CE is 0.90
Historical price for 88 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 7.05, which was -16.95 lower than the previous day. The implied volatity was 43.61, the open interest changed by 24 which increased total open position to 24
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 24, 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 24, 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 24, 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 24, 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 24, 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 24, 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 24, 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 24, 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 24, 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 6 Nov CANBK was trading at 105.25. The strike last trading price was 24, 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 5 Nov CANBK was trading at 103.67. The strike last trading price was 24, 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 4 Nov CANBK was trading at 101.91. The strike last trading price was 24, 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 Nov CANBK was trading at 103.96. The strike last trading price was 24, 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 31 Oct CANBK was trading at 102.65. The strike last trading price was 24, 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 Oct CANBK was trading at 103.36. The strike last trading price was 24, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 24, 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 28 Oct CANBK was trading at 100.69. The strike last trading price was 24, 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 25 Oct CANBK was trading at 94.24. The strike last trading price was 24, 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 24 Oct CANBK was trading at 98.19. The strike last trading price was 24, 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 24, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 88 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.03
Theta: -0.09
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 0.4 | 0.25 | 47.91 | 687 | 101 | 190 |
| 20 Nov | 97.81 | 0.15 | 0.00 | 41.79 | 33 | -7 | 99 |
| 19 Nov | 97.81 | 0.15 | 0.00 | 41.79 | 33 | 3 | 99 |
| 18 Nov | 98.18 | 0.15 | -0.15 | 42.06 | 99 | -1 | 98 |
| 14 Nov | 97.49 | 0.3 | 0.05 | 40.57 | 37 | -11 | 99 |
| 13 Nov | 98.33 | 0.25 | 0.10 | 41.11 | 51 | 2 | 108 |
| 12 Nov | 101.50 | 0.15 | 0.05 | 40.87 | 11 | -1 | 105 |
| 11 Nov | 103.89 | 0.1 | -0.10 | 41.90 | 15 | 0 | 109 |
| 8 Nov | 103.69 | 0.2 | 0.00 | 43.36 | 6 | 3 | 108 |
| 7 Nov | 105.07 | 0.2 | 0.00 | 45.13 | 21 | -11 | 105 |
| 6 Nov | 105.25 | 0.2 | -0.05 | 45.02 | 29 | -2 | 119 |
| 5 Nov | 103.67 | 0.25 | -0.20 | 42.57 | 39 | -8 | 116 |
| 4 Nov | 101.91 | 0.45 | 0.10 | 44.56 | 157 | 4 | 123 |
| 1 Nov | 103.96 | 0.35 | -0.15 | 43.60 | 21 | 13 | 118 |
| 31 Oct | 102.65 | 0.5 | 0.15 | - | 57 | 5 | 105 |
| 30 Oct | 103.36 | 0.35 | -0.10 | - | 6 | -1 | 100 |
| 29 Oct | 103.76 | 0.45 | -0.55 | - | 74 | -6 | 103 |
| 28 Oct | 100.69 | 1 | -1.55 | - | 164 | 19 | 111 |
| 25 Oct | 94.24 | 2.55 | 1.30 | - | 79 | 36 | 92 |
| 24 Oct | 98.19 | 1.25 | -0.25 | - | 6 | 0 | 56 |
| 23 Oct | 97.69 | 1.5 | - | 62 | 56 | 56 | |
For Canara Bank - strike price 88 expiring on 28NOV2024
Delta for 88 PE is -0.12
Historical price for 88 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.4, which was 0.25 higher than the previous day. The implied volatity was 47.91, the open interest changed by 101 which increased total open position to 190
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 41.79, the open interest changed by -7 which decreased total open position to 99
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 41.79, the open interest changed by 3 which increased total open position to 99
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 42.06, the open interest changed by -1 which decreased total open position to 98
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 40.57, the open interest changed by -11 which decreased total open position to 99
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 41.11, the open interest changed by 2 which increased total open position to 108
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 40.87, the open interest changed by -1 which decreased total open position to 105
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 41.90, the open interest changed by 0 which decreased total open position to 109
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 43.36, the open interest changed by 3 which increased total open position to 108
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 45.13, the open interest changed by -11 which decreased total open position to 105
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 45.02, the open interest changed by -2 which decreased total open position to 119
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 42.57, the open interest changed by -8 which decreased total open position to 116
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 44.56, the open interest changed by 4 which increased total open position to 123
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 43.60, the open interest changed by 13 which increased total open position to 118
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CANBK was trading at 103.36. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CANBK was trading at 103.76. The strike last trading price was 0.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CANBK was trading at 100.69. The strike last trading price was 1, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CANBK was trading at 94.24. The strike last trading price was 2.55, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CANBK was trading at 98.19. The strike last trading price was 1.25, which was -0.25 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 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
