CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 90 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.03
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 5.2 | -2.80 | 38.64 | 539 | 7 | 189 | |||
| 20 Nov | 97.81 | 8 | 0.00 | 45.78 | 52 | 18 | 182 | |||
| 19 Nov | 97.81 | 8 | -0.45 | 45.78 | 52 | 18 | 182 | |||
| 18 Nov | 98.18 | 8.45 | 0.45 | 32.53 | 86 | 43 | 162 | |||
| 14 Nov | 97.49 | 8 | -1.40 | 24.23 | 21 | 13 | 116 | |||
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| 13 Nov | 98.33 | 9.4 | -4.70 | 27.57 | 26 | 1 | 105 | |||
| 12 Nov | 101.50 | 14.1 | 0.15 | 84.49 | 2 | 0 | 104 | |||
| 11 Nov | 103.89 | 13.95 | -0.65 | - | 38 | -19 | 104 | |||
| 8 Nov | 103.69 | 14.6 | -1.85 | 51.71 | 13 | 2 | 125 | |||
| 7 Nov | 105.07 | 16.45 | 0.25 | 61.37 | 8 | 0 | 121 | |||
| 6 Nov | 105.25 | 16.2 | 1.70 | 42.78 | 39 | -26 | 110 | |||
| 5 Nov | 103.67 | 14.5 | 1.50 | 43.81 | 23 | -12 | 141 | |||
| 4 Nov | 101.91 | 13 | -1.85 | 41.12 | 122 | 21 | 160 | |||
| 1 Nov | 103.96 | 14.85 | 0.55 | 34.56 | 7 | -1 | 144 | |||
| 31 Oct | 102.65 | 14.3 | -0.40 | - | 50 | -7 | 147 | |||
| 30 Oct | 103.36 | 14.7 | -0.35 | - | 20 | -18 | 156 | |||
| 29 Oct | 103.76 | 15.05 | 2.05 | - | 198 | 5 | 175 | |||
| 28 Oct | 100.69 | 13 | 4.50 | - | 727 | 63 | 185 | |||
| 25 Oct | 94.24 | 8.5 | -2.40 | - | 102 | 40 | 122 | |||
| 24 Oct | 98.19 | 10.9 | 0.45 | - | 50 | 37 | 81 | |||
| 23 Oct | 97.69 | 10.45 | 1.10 | - | 54 | 27 | 43 | |||
| 22 Oct | 96.79 | 9.35 | -14.25 | - | 18 | 11 | 11 | |||
| 21 Oct | 102.86 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 104.67 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.50 | 23.6 | 23.60 | - | 0 | 0 | 0 | |||
| 3 Sept | 111.42 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 112.77 | 0 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 90 expiring on 28NOV2024
Delta for 90 CE is 0.84
Historical price for 90 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 5.2, which was -2.80 lower than the previous day. The implied volatity was 38.64, the open interest changed by 7 which increased total open position to 189
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 45.78, the open interest changed by 18 which increased total open position to 182
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 8, which was -0.45 lower than the previous day. The implied volatity was 45.78, the open interest changed by 18 which increased total open position to 182
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 8.45, which was 0.45 higher than the previous day. The implied volatity was 32.53, the open interest changed by 43 which increased total open position to 162
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 8, which was -1.40 lower than the previous day. The implied volatity was 24.23, the open interest changed by 13 which increased total open position to 116
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 9.4, which was -4.70 lower than the previous day. The implied volatity was 27.57, the open interest changed by 1 which increased total open position to 105
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 14.1, which was 0.15 higher than the previous day. The implied volatity was 84.49, the open interest changed by 0 which decreased total open position to 104
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 13.95, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 104
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 14.6, which was -1.85 lower than the previous day. The implied volatity was 51.71, the open interest changed by 2 which increased total open position to 125
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 16.45, which was 0.25 higher than the previous day. The implied volatity was 61.37, the open interest changed by 0 which decreased total open position to 121
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 16.2, which was 1.70 higher than the previous day. The implied volatity was 42.78, the open interest changed by -26 which decreased total open position to 110
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 14.5, which was 1.50 higher than the previous day. The implied volatity was 43.81, the open interest changed by -12 which decreased total open position to 141
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 13, which was -1.85 lower than the previous day. The implied volatity was 41.12, the open interest changed by 21 which increased total open position to 160
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 14.85, which was 0.55 higher than the previous day. The implied volatity was 34.56, the open interest changed by -1 which decreased total open position to 144
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 14.3, which was -0.40 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 14.7, which was -0.35 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 15.05, which was 2.05 higher 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 13, which was 4.50 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 8.5, which was -2.40 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 10.9, which was 0.45 higher 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 10.45, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CANBK was trading at 96.79. The strike last trading price was 9.35, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CANBK was trading at 102.86. The strike last trading price was 23.6, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 23.6, 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 23.6, which was 23.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept CANBK was trading at 111.42. The strike last trading price was 0, 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 2 Sept CANBK was trading at 112.77. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 90 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.04
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 0.6 | 0.35 | 43.44 | 4,254 | 136 | 992 |
| 20 Nov | 97.81 | 0.25 | 0.00 | 39.03 | 860 | -21 | 849 |
| 19 Nov | 97.81 | 0.25 | 0.05 | 39.03 | 860 | -28 | 849 |
| 18 Nov | 98.18 | 0.2 | -0.20 | 37.56 | 579 | -35 | 879 |
| 14 Nov | 97.49 | 0.4 | 0.05 | 36.89 | 561 | 37 | 912 |
| 13 Nov | 98.33 | 0.35 | 0.10 | 38.25 | 733 | -1 | 873 |
| 12 Nov | 101.50 | 0.25 | 0.05 | 39.82 | 345 | 110 | 901 |
| 11 Nov | 103.89 | 0.2 | -0.05 | 42.39 | 91 | 14 | 793 |
| 8 Nov | 103.69 | 0.25 | 0.00 | 40.46 | 367 | -16 | 780 |
| 7 Nov | 105.07 | 0.25 | -0.05 | 42.46 | 166 | 30 | 799 |
| 6 Nov | 105.25 | 0.3 | -0.10 | 44.18 | 367 | -16 | 772 |
| 5 Nov | 103.67 | 0.4 | -0.20 | 42.40 | 455 | 48 | 793 |
| 4 Nov | 101.91 | 0.6 | 0.15 | 42.84 | 1,102 | 33 | 749 |
| 1 Nov | 103.96 | 0.45 | -0.15 | 41.65 | 159 | 44 | 698 |
| 31 Oct | 102.65 | 0.6 | 0.00 | - | 392 | 38 | 666 |
| 30 Oct | 103.36 | 0.6 | 0.00 | - | 348 | 25 | 631 |
| 29 Oct | 103.76 | 0.6 | -0.55 | - | 1,025 | 138 | 603 |
| 28 Oct | 100.69 | 1.15 | -2.05 | - | 927 | 65 | 466 |
| 25 Oct | 94.24 | 3.2 | 1.55 | - | 516 | 91 | 401 |
| 24 Oct | 98.19 | 1.65 | -0.25 | - | 125 | -2 | 308 |
| 23 Oct | 97.69 | 1.9 | -0.10 | - | 583 | 124 | 310 |
| 22 Oct | 96.79 | 2 | 1.25 | - | 331 | 137 | 180 |
| 21 Oct | 102.86 | 0.75 | 0.35 | - | 48 | 39 | 43 |
| 18 Oct | 104.67 | 0.4 | -0.30 | - | 1 | 0 | 4 |
| 17 Oct | 102.50 | 0.7 | -1.00 | - | 6 | 4 | 4 |
| 3 Sept | 111.42 | 1.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 112.77 | 1.7 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 90 expiring on 28NOV2024
Delta for 90 PE is -0.19
Historical price for 90 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.6, which was 0.35 higher than the previous day. The implied volatity was 43.44, the open interest changed by 136 which increased total open position to 992
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.03, the open interest changed by -21 which decreased total open position to 849
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 39.03, the open interest changed by -28 which decreased total open position to 849
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 37.56, the open interest changed by -35 which decreased total open position to 879
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 36.89, the open interest changed by 37 which increased total open position to 912
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 38.25, the open interest changed by -1 which decreased total open position to 873
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 39.82, the open interest changed by 110 which increased total open position to 901
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.39, the open interest changed by 14 which increased total open position to 793
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 40.46, the open interest changed by -16 which decreased total open position to 780
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 42.46, the open interest changed by 30 which increased total open position to 799
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 44.18, the open interest changed by -16 which decreased total open position to 772
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 42.40, the open interest changed by 48 which increased total open position to 793
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 42.84, the open interest changed by 33 which increased total open position to 749
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 41.65, the open interest changed by 44 which increased total open position to 698
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 0.6, 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 0.6, 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 0.6, 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 1.15, which was -2.05 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 3.2, which was 1.55 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 1.65, 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 1.9, 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 22 Oct CANBK was trading at 96.79. The strike last trading price was 2, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CANBK was trading at 102.86. The strike last trading price was 0.75, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct CANBK was trading at 104.67. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct CANBK was trading at 102.50. The strike last trading price was 0.7, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept CANBK was trading at 111.42. The strike last trading price was 1.7, 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 2 Sept CANBK was trading at 112.77. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
