CANBK
Canara Bank
Historical option data for CANBK
20 Dec 2024 04:10 PM IST
| CANBK 26DEC2024 90 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.03
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 99.61 | 10.45 | -2.45 | 74.31 | 12 | -7 | 66 | |||
| 19 Dec | 102.90 | 12.9 | -0.20 | - | 18 | 0 | 73 | |||
| 18 Dec | 103.19 | 13.1 | -3.10 | - | 1 | 0 | 74 | |||
| 17 Dec | 105.16 | 16.2 | -2.05 | - | 3 | 0 | 74 | |||
| 16 Dec | 107.34 | 18.25 | 1.25 | - | 2 | 0 | 75 | |||
| 13 Dec | 106.58 | 17 | -1.00 | 42.17 | 4 | -1 | 75 | |||
| 12 Dec | 107.50 | 18 | -1.75 | 52.41 | 2 | -1 | 77 | |||
| 11 Dec | 108.75 | 19.75 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 109.68 | 19.75 | 0.65 | - | 12 | 0 | 79 | |||
| 9 Dec | 108.99 | 19.1 | -1.20 | - | 3 | -1 | 79 | |||
| 6 Dec | 109.32 | 20.3 | 2.60 | 63.78 | 7 | -1 | 80 | |||
| 5 Dec | 108.17 | 17.7 | -1.75 | - | 58 | -14 | 102 | |||
| 4 Dec | 108.63 | 19.45 | 3.55 | 50.52 | 21 | -15 | 117 | |||
| 3 Dec | 105.12 | 15.9 | 2.95 | 36.44 | 15 | -11 | 133 | |||
| 2 Dec | 101.71 | 12.95 | 0.55 | 42.73 | 1 | 0 | 143 | |||
| 29 Nov | 102.01 | 12.4 | -1.70 | - | 22 | 8 | 143 | |||
| 28 Nov | 102.90 | 14.1 | 1.20 | 27.18 | 82 | 14 | 136 | |||
| 27 Nov | 101.56 | 12.9 | -0.25 | 36.66 | 8 | 1 | 121 | |||
| 26 Nov | 101.79 | 13.15 | 1.10 | 40.32 | 4 | -3 | 120 | |||
| 25 Nov | 100.98 | 12.05 | 3.10 | 32.01 | 51 | 40 | 123 | |||
| 22 Nov | 97.01 | 8.95 | 1.55 | 33.75 | 102 | 26 | 109 | |||
| 21 Nov | 94.46 | 7.4 | -2.75 | 36.28 | 104 | 77 | 82 | |||
| 20 Nov | 97.81 | 10.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 97.81 | 10.15 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 18 Nov | 98.18 | 10.15 | -13.25 | 34.63 | 6 | 5 | 5 | |||
| 14 Nov | 97.49 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 98.33 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 101.50 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 103.89 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 103.69 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 103.67 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 101.91 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 102.65 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 103.36 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 103.76 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 100.69 | 23.4 | 23.40 | - | 0 | 0 | 0 | |||
| 22 Oct | 96.79 | 0 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 90 expiring on 26DEC2024
Delta for 90 CE is 0.87
Historical price for 90 CE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 10.45, which was -2.45 lower than the previous day. The implied volatity was 74.31, the open interest changed by -7 which decreased total open position to 66
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 12.9, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 13.1, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 16.2, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 18.25, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 17, which was -1.00 lower than the previous day. The implied volatity was 42.17, the open interest changed by -1 which decreased total open position to 75
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 18, which was -1.75 lower than the previous day. The implied volatity was 52.41, the open interest changed by -1 which decreased total open position to 77
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 19.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 19.75, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 19.1, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 79
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 20.3, which was 2.60 higher than the previous day. The implied volatity was 63.78, the open interest changed by -1 which decreased total open position to 80
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 17.7, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 102
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 19.45, which was 3.55 higher than the previous day. The implied volatity was 50.52, the open interest changed by -15 which decreased total open position to 117
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 15.9, which was 2.95 higher than the previous day. The implied volatity was 36.44, the open interest changed by -11 which decreased total open position to 133
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 12.95, which was 0.55 higher than the previous day. The implied volatity was 42.73, the open interest changed by 0 which decreased total open position to 143
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 12.4, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 143
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 14.1, which was 1.20 higher than the previous day. The implied volatity was 27.18, the open interest changed by 14 which increased total open position to 136
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 12.9, which was -0.25 lower than the previous day. The implied volatity was 36.66, the open interest changed by 1 which increased total open position to 121
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 13.15, which was 1.10 higher than the previous day. The implied volatity was 40.32, the open interest changed by -3 which decreased total open position to 120
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 12.05, which was 3.10 higher than the previous day. The implied volatity was 32.01, the open interest changed by 40 which increased total open position to 123
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 8.95, which was 1.55 higher than the previous day. The implied volatity was 33.75, the open interest changed by 26 which increased total open position to 109
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 7.4, which was -2.75 lower than the previous day. The implied volatity was 36.28, the open interest changed by 77 which increased total open position to 82
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 10.15, 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 10.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 10.15, which was -13.25 lower than the previous day. The implied volatity was 34.63, the open interest changed by 5 which increased total open position to 5
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 23.4, 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 23.4, 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 23.4, 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 23.4, 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 23.4, 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 23.4, 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 23.4, 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 23.4, 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 23.4, 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 23.4, 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 23.4, 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 23.4, 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 23.4, which was 23.40 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 26DEC2024 90 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.01
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 99.61 | 0.15 | 0.05 | 51.10 | 179 | -53 | 559 |
| 19 Dec | 102.90 | 0.1 | 0.05 | 54.48 | 65 | -2 | 611 |
| 18 Dec | 103.19 | 0.05 | 0.00 | 46.66 | 23 | -5 | 614 |
| 17 Dec | 105.16 | 0.05 | 0.00 | 48.19 | 44 | -24 | 624 |
| 16 Dec | 107.34 | 0.05 | -0.05 | 50.64 | 26 | -4 | 647 |
| 13 Dec | 106.58 | 0.1 | 0.00 | 48.43 | 104 | 1 | 654 |
| 12 Dec | 107.50 | 0.1 | 0.00 | 48.49 | 78 | -45 | 653 |
| 11 Dec | 108.75 | 0.1 | 0.00 | 49.22 | 96 | -15 | 698 |
| 10 Dec | 109.68 | 0.1 | -0.05 | 49.68 | 80 | -15 | 714 |
| 9 Dec | 108.99 | 0.15 | 0.05 | 50.29 | 27 | 2 | 730 |
| 6 Dec | 109.32 | 0.1 | -0.05 | 43.74 | 180 | -12 | 728 |
| 5 Dec | 108.17 | 0.15 | -0.05 | 44.27 | 399 | -90 | 741 |
| 4 Dec | 108.63 | 0.2 | -0.05 | 46.22 | 467 | 16 | 830 |
| 3 Dec | 105.12 | 0.25 | -0.15 | 41.20 | 337 | 29 | 811 |
| 2 Dec | 101.71 | 0.4 | 0.00 | 38.02 | 346 | 25 | 778 |
| 29 Nov | 102.01 | 0.4 | -0.10 | 36.49 | 833 | 125 | 769 |
| 28 Nov | 102.90 | 0.5 | -0.05 | 40.73 | 434 | 176 | 640 |
| 27 Nov | 101.56 | 0.55 | 0.00 | 37.91 | 183 | 53 | 464 |
| 26 Nov | 101.79 | 0.55 | -0.15 | 37.33 | 202 | 21 | 410 |
| 25 Nov | 100.98 | 0.7 | -0.80 | 37.87 | 349 | -15 | 388 |
| 22 Nov | 97.01 | 1.5 | -0.95 | 38.32 | 806 | -57 | 346 |
| 21 Nov | 94.46 | 2.45 | 1.05 | 41.26 | 717 | 166 | 402 |
| 20 Nov | 97.81 | 1.4 | 0.00 | 36.60 | 341 | 103 | 237 |
| 19 Nov | 97.81 | 1.4 | 0.15 | 36.60 | 341 | 104 | 237 |
| 18 Nov | 98.18 | 1.25 | -0.05 | 36.20 | 151 | 61 | 132 |
| 14 Nov | 97.49 | 1.3 | 0.10 | 34.15 | 65 | 27 | 70 |
| 13 Nov | 98.33 | 1.2 | 0.60 | 35.49 | 49 | 18 | 45 |
| 12 Nov | 101.50 | 0.6 | 0.05 | 31.58 | 8 | 2 | 27 |
| 11 Nov | 103.89 | 0.55 | -0.05 | 34.46 | 2 | 1 | 26 |
| 8 Nov | 103.69 | 0.6 | 0.10 | 33.70 | 2 | 1 | 25 |
| 7 Nov | 105.07 | 0.5 | -0.25 | 33.93 | 1 | 0 | 23 |
| 6 Nov | 105.25 | 0.75 | -0.25 | 38.21 | 3 | 1 | 22 |
| 5 Nov | 103.67 | 1 | -0.30 | 38.48 | 9 | 1 | 22 |
| 4 Nov | 101.91 | 1.3 | 0.25 | 38.96 | 15 | 5 | 20 |
| 31 Oct | 102.65 | 1.05 | -0.15 | - | 14 | 12 | 14 |
| 30 Oct | 103.36 | 1.2 | 0.20 | - | 1 | 0 | 1 |
| 29 Oct | 103.76 | 1 | -0.60 | - | 1 | 0 | 0 |
| 28 Oct | 100.69 | 1.6 | 1.60 | - | 0 | 0 | 0 |
| 22 Oct | 96.79 | 0 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 90 expiring on 26DEC2024
Delta for 90 PE is -0.05
Historical price for 90 PE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 51.10, the open interest changed by -53 which decreased total open position to 559
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 54.48, the open interest changed by -2 which decreased total open position to 611
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 46.66, the open interest changed by -5 which decreased total open position to 614
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 48.19, the open interest changed by -24 which decreased total open position to 624
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 50.64, the open interest changed by -4 which decreased total open position to 647
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 48.43, the open interest changed by 1 which increased total open position to 654
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 48.49, the open interest changed by -45 which decreased total open position to 653
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 49.22, the open interest changed by -15 which decreased total open position to 698
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 49.68, the open interest changed by -15 which decreased total open position to 714
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 50.29, the open interest changed by 2 which increased total open position to 730
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.74, the open interest changed by -12 which decreased total open position to 728
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 44.27, the open interest changed by -90 which decreased total open position to 741
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 46.22, the open interest changed by 16 which increased total open position to 830
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 41.20, the open interest changed by 29 which increased total open position to 811
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 38.02, the open interest changed by 25 which increased total open position to 778
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 36.49, the open interest changed by 125 which increased total open position to 769
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 40.73, the open interest changed by 176 which increased total open position to 640
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 37.91, the open interest changed by 53 which increased total open position to 464
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 37.33, the open interest changed by 21 which increased total open position to 410
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 0.7, which was -0.80 lower than the previous day. The implied volatity was 37.87, the open interest changed by -15 which decreased total open position to 388
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 1.5, which was -0.95 lower than the previous day. The implied volatity was 38.32, the open interest changed by -57 which decreased total open position to 346
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 2.45, which was 1.05 higher than the previous day. The implied volatity was 41.26, the open interest changed by 166 which increased total open position to 402
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 36.60, the open interest changed by 103 which increased total open position to 237
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 36.60, the open interest changed by 104 which increased total open position to 237
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 36.20, the open interest changed by 61 which increased total open position to 132
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 34.15, the open interest changed by 27 which increased total open position to 70
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 1.2, which was 0.60 higher than the previous day. The implied volatity was 35.49, the open interest changed by 18 which increased total open position to 45
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 31.58, the open interest changed by 2 which increased total open position to 27
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 34.46, the open interest changed by 1 which increased total open position to 26
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 33.70, the open interest changed by 1 which increased total open position to 25
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 23
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 38.21, the open interest changed by 1 which increased total open position to 22
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 38.48, the open interest changed by 1 which increased total open position to 22
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 38.96, the open interest changed by 5 which increased total open position to 20
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 1.05, which was -0.15 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 1.2, which was 0.20 higher 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, which was -0.60 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 1.6, which was 1.60 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
