CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 91 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.04
Theta: -0.13
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 4.45 | -2.55 | 39.82 | 291 | 40 | 55 | |||
| 20 Nov | 97.81 | 7 | 0.00 | 41.50 | 2 | 2 | 14 | |||
| 19 Nov | 97.81 | 7 | -0.40 | 41.50 | 2 | 1 | 14 | |||
| 18 Nov | 98.18 | 7.4 | 0.25 | 25.57 | 35 | 9 | 13 | |||
| 14 Nov | 97.49 | 7.15 | -0.75 | 27.95 | 5 | 2 | 3 | |||
| 13 Nov | 98.33 | 7.9 | -13.50 | - | 1 | 0 | 0 | |||
| 12 Nov | 101.50 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 103.89 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 103.69 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 103.67 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 101.91 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 102.65 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 103.36 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 103.76 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 100.69 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 94.24 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 98.19 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 97.69 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 96.79 | 21.4 | 21.40 | - | 0 | 0 | 0 | |||
| 21 Oct | 102.86 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 104.67 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.50 | 0 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 91 expiring on 28NOV2024
Delta for 91 CE is 0.78
Historical price for 91 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 4.45, which was -2.55 lower than the previous day. The implied volatity was 39.82, the open interest changed by 40 which increased total open position to 55
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 41.50, the open interest changed by 2 which increased total open position to 14
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 7, which was -0.40 lower than the previous day. The implied volatity was 41.50, the open interest changed by 1 which increased total open position to 14
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 7.4, which was 0.25 higher than the previous day. The implied volatity was 25.57, the open interest changed by 9 which increased total open position to 13
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 7.15, which was -0.75 lower than the previous day. The implied volatity was 27.95, the open interest changed by 2 which increased total open position to 3
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 7.9, which was -13.50 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 21.4, 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 21.4, 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 21.4, 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 21.4, 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 21.4, 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 21.4, 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 21.4, 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 1 Nov CANBK was trading at 103.96. The strike last trading price was 21.4, 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 21.4, 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 21.4, 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 21.4, 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 21.4, 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 25 Oct CANBK was trading at 94.24. The strike last trading price was 21.4, 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 24 Oct CANBK was trading at 98.19. The strike last trading price was 21.4, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 21.4, 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 22 Oct CANBK was trading at 96.79. The strike last trading price was 21.4, which was 21.40 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, 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 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 17 Oct CANBK was trading at 102.50. 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 91 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.04
Theta: -0.11
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 0.75 | 0.40 | 41.45 | 1,685 | 95 | 176 |
| 20 Nov | 97.81 | 0.35 | 0.00 | 38.64 | 129 | -26 | 80 |
| 19 Nov | 97.81 | 0.35 | 0.00 | 38.64 | 129 | -27 | 80 |
| 18 Nov | 98.18 | 0.35 | -0.15 | 39.42 | 387 | -26 | 106 |
| 14 Nov | 97.49 | 0.5 | 0.10 | 35.88 | 215 | 59 | 136 |
| 13 Nov | 98.33 | 0.4 | 0.15 | 36.42 | 98 | 19 | 77 |
| 12 Nov | 101.50 | 0.25 | 0.05 | 36.98 | 16 | 10 | 64 |
| 11 Nov | 103.89 | 0.2 | -0.10 | 39.85 | 25 | 1 | 55 |
| 8 Nov | 103.69 | 0.3 | 0.00 | 39.64 | 42 | -5 | 55 |
| 7 Nov | 105.07 | 0.3 | 0.05 | 41.76 | 31 | -4 | 61 |
| 6 Nov | 105.25 | 0.25 | -0.15 | 40.14 | 40 | 11 | 65 |
| 5 Nov | 103.67 | 0.4 | -0.20 | 39.92 | 56 | 8 | 53 |
| 4 Nov | 101.91 | 0.6 | 0.10 | 40.18 | 89 | -9 | 45 |
| 1 Nov | 103.96 | 0.5 | -0.20 | 40.43 | 26 | 0 | 35 |
| 31 Oct | 102.65 | 0.7 | 0.10 | - | 63 | 23 | 35 |
| 30 Oct | 103.36 | 0.6 | 0.00 | - | 8 | 0 | 6 |
| 29 Oct | 103.76 | 0.6 | -3.30 | - | 12 | 4 | 6 |
| 28 Oct | 100.69 | 3.9 | 0.00 | - | 0 | 2 | 0 |
| 25 Oct | 94.24 | 3.9 | 2.80 | - | 2 | 0 | 0 |
| 24 Oct | 98.19 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 97.69 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 96.79 | 1.1 | 1.10 | - | 0 | 0 | 0 |
| 21 Oct | 102.86 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 104.67 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 102.50 | 0 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 91 expiring on 28NOV2024
Delta for 91 PE is -0.23
Historical price for 91 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.75, which was 0.40 higher than the previous day. The implied volatity was 41.45, the open interest changed by 95 which increased total open position to 176
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 38.64, the open interest changed by -26 which decreased total open position to 80
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 38.64, the open interest changed by -27 which decreased total open position to 80
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 39.42, the open interest changed by -26 which decreased total open position to 106
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 35.88, the open interest changed by 59 which increased total open position to 136
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 36.42, the open interest changed by 19 which increased total open position to 77
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 36.98, the open interest changed by 10 which increased total open position to 64
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 39.85, the open interest changed by 1 which increased total open position to 55
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 39.64, the open interest changed by -5 which decreased total open position to 55
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 41.76, the open interest changed by -4 which decreased total open position to 61
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 40.14, the open interest changed by 11 which increased total open position to 65
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 39.92, the open interest changed by 8 which increased total open position to 53
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 40.18, the open interest changed by -9 which decreased total open position to 45
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 40.43, the open interest changed by 0 which decreased total open position to 35
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 0.7, which was 0.10 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 0.6, 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 -3.30 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 3.9, 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 3.9, which was 2.80 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 1.1, 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 1.1, 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 22 Oct CANBK was trading at 96.79. The strike last trading price was 1.1, 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 21 Oct CANBK was trading at 102.86. 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 18 Oct CANBK was trading at 104.67. 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 17 Oct CANBK was trading at 102.50. 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
