CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 89 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.03
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 6.15 | -3.15 | 42.33 | 59 | 28 | 32 | |||
| 20 Nov | 97.81 | 9.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 97.81 | 9.3 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Nov | 98.18 | 9.3 | -13.80 | - | 8 | 3 | 3 | |||
| 14 Nov | 97.49 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 98.33 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 101.50 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 103.89 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 103.69 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 103.67 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 101.91 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 102.65 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 103.36 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 103.76 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 100.69 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 94.24 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 98.19 | 23.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 97.69 | 23.1 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 89 expiring on 28NOV2024
Delta for 89 CE is 0.86
Historical price for 89 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 6.15, which was -3.15 lower than the previous day. The implied volatity was 42.33, the open interest changed by 28 which increased total open position to 32
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 9.3, 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 19 Nov CANBK was trading at 97.81. The strike last trading price was 9.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 9.3, which was -13.80 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 6 Nov CANBK was trading at 105.25. The strike last trading price was 23.1, 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 5 Nov CANBK was trading at 103.67. The strike last trading price was 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 89 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.03
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 0.45 | 0.25 | 44.40 | 733 | 108 | 161 |
| 20 Nov | 97.81 | 0.2 | 0.00 | 40.76 | 45 | 17 | 58 |
| 19 Nov | 97.81 | 0.2 | 0.00 | 40.76 | 45 | 22 | 58 |
| 18 Nov | 98.18 | 0.2 | -0.10 | 41.21 | 49 | 16 | 36 |
| 14 Nov | 97.49 | 0.3 | 0.05 | 37.29 | 7 | 1 | 21 |
| 13 Nov | 98.33 | 0.25 | 0.05 | 38.08 | 43 | 5 | 17 |
| 12 Nov | 101.50 | 0.2 | 0.05 | 40.59 | 6 | 1 | 15 |
| 11 Nov | 103.89 | 0.15 | -0.10 | 42.51 | 5 | 1 | 14 |
| 8 Nov | 103.69 | 0.25 | 0.05 | 42.93 | 8 | -3 | 13 |
| 7 Nov | 105.07 | 0.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 105.25 | 0.2 | -0.10 | 42.77 | 6 | 0 | 16 |
| 5 Nov | 103.67 | 0.3 | -0.20 | 41.92 | 13 | 0 | 13 |
| 4 Nov | 101.91 | 0.5 | -0.90 | 43.26 | 13 | 10 | 11 |
| 1 Nov | 103.96 | 1.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 102.65 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 103.36 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 103.76 | 1.4 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 100.69 | 1.4 | 0.55 | - | 1 | 0 | 0 |
| 25 Oct | 94.24 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 98.19 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 97.69 | 0.85 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 89 expiring on 28NOV2024
Delta for 89 PE is -0.15
Historical price for 89 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.45, which was 0.25 higher than the previous day. The implied volatity was 44.40, the open interest changed by 108 which increased total open position to 161
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 40.76, the open interest changed by 17 which increased total open position to 58
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 40.76, the open interest changed by 22 which increased total open position to 58
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 41.21, the open interest changed by 16 which increased total open position to 36
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 37.29, the open interest changed by 1 which increased total open position to 21
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 38.08, the open interest changed by 5 which increased total open position to 17
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 40.59, the open interest changed by 1 which increased total open position to 15
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 42.51, the open interest changed by 1 which increased total open position to 14
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 42.93, the open interest changed by -3 which decreased total open position to 13
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 0.00, 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 0.2, which was -0.10 lower than the previous day. The implied volatity was 42.77, the open interest changed by 0 which decreased total open position to 16
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 41.92, the open interest changed by 0 which decreased total open position to 13
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 0.5, which was -0.90 lower than the previous day. The implied volatity was 43.26, the open interest changed by 10 which increased total open position to 11
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 1.4, 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 31 Oct CANBK was trading at 102.65. The strike last trading price was 1.4, 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 1.4, 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 1.4, 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 1.4, which was 0.55 higher 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 0.85, 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 0.85, 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 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
