CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 92 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.04
Theta: -0.14
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 3.65 | -2.40 | 38.16 | 604 | 51 | 102 | |||
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| 20 Nov | 97.81 | 6.05 | 0.00 | 38.28 | 55 | 7 | 50 | |||
| 19 Nov | 97.81 | 6.05 | -0.75 | 38.28 | 55 | 6 | 50 | |||
| 18 Nov | 98.18 | 6.8 | 0.60 | 38.26 | 65 | 16 | 43 | |||
| 14 Nov | 97.49 | 6.2 | -1.25 | 26.17 | 26 | -2 | 27 | |||
| 13 Nov | 98.33 | 7.45 | -4.55 | 24.49 | 29 | 7 | 27 | |||
| 12 Nov | 101.50 | 12 | -1.30 | 74.08 | 1 | 0 | 20 | |||
| 11 Nov | 103.89 | 13.3 | 0.70 | 59.98 | 3 | -1 | 20 | |||
| 8 Nov | 103.69 | 12.6 | 0.30 | 45.69 | 1 | 0 | 21 | |||
| 7 Nov | 105.07 | 12.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 12.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 103.67 | 12.3 | 1.90 | 33.12 | 2 | 1 | 22 | |||
| 4 Nov | 101.91 | 10.4 | -2.60 | - | 2 | -1 | 21 | |||
| 1 Nov | 103.96 | 13 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 102.65 | 13 | 1.90 | - | 1 | 0 | 22 | |||
| 30 Oct | 103.36 | 11.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 103.76 | 11.1 | 0.00 | - | 0 | 22 | 0 | |||
| 28 Oct | 100.69 | 11.1 | -9.45 | - | 101 | 27 | 27 | |||
| 25 Oct | 94.24 | 20.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 98.19 | 20.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 97.69 | 20.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 96.79 | 20.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 102.86 | 20.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 104.67 | 20.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.50 | 20.55 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 92 expiring on 28NOV2024
Delta for 92 CE is 0.72
Historical price for 92 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 3.65, which was -2.40 lower than the previous day. The implied volatity was 38.16, the open interest changed by 51 which increased total open position to 102
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was 38.28, the open interest changed by 7 which increased total open position to 50
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 6.05, which was -0.75 lower than the previous day. The implied volatity was 38.28, the open interest changed by 6 which increased total open position to 50
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 6.8, which was 0.60 higher than the previous day. The implied volatity was 38.26, the open interest changed by 16 which increased total open position to 43
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 6.2, which was -1.25 lower than the previous day. The implied volatity was 26.17, the open interest changed by -2 which decreased total open position to 27
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 7.45, which was -4.55 lower than the previous day. The implied volatity was 24.49, the open interest changed by 7 which increased total open position to 27
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 12, which was -1.30 lower than the previous day. The implied volatity was 74.08, the open interest changed by 0 which decreased total open position to 20
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 13.3, which was 0.70 higher than the previous day. The implied volatity was 59.98, the open interest changed by -1 which decreased total open position to 20
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 12.6, which was 0.30 higher than the previous day. The implied volatity was 45.69, the open interest changed by 0 which decreased total open position to 21
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 12.3, 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 6 Nov CANBK was trading at 105.25. The strike last trading price was 12.3, 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 5 Nov CANBK was trading at 103.67. The strike last trading price was 12.3, which was 1.90 higher than the previous day. The implied volatity was 33.12, 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 10.4, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 21
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 13, 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 13, which was 1.90 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 11.1, 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 11.1, 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 11.1, which was -9.45 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 20.55, 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 20.55, 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 20.55, 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 20.55, 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 21 Oct CANBK was trading at 102.86. The strike last trading price was 20.55, 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 20.55, 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 20.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 92 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.04
Theta: -0.12
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 0.95 | 0.45 | 39.66 | 2,803 | 42 | 296 |
| 20 Nov | 97.81 | 0.5 | 0.00 | 38.46 | 168 | -23 | 262 |
| 19 Nov | 97.81 | 0.5 | 0.10 | 38.46 | 168 | -15 | 262 |
| 18 Nov | 98.18 | 0.4 | -0.25 | 36.91 | 567 | 36 | 276 |
| 14 Nov | 97.49 | 0.65 | 0.15 | 35.38 | 255 | 61 | 242 |
| 13 Nov | 98.33 | 0.5 | 0.15 | 35.52 | 268 | 40 | 181 |
| 12 Nov | 101.50 | 0.35 | 0.10 | 37.21 | 24 | 4 | 152 |
| 11 Nov | 103.89 | 0.25 | -0.10 | 39.14 | 36 | 6 | 149 |
| 8 Nov | 103.69 | 0.35 | 0.00 | 38.53 | 11 | 0 | 143 |
| 7 Nov | 105.07 | 0.35 | 0.00 | 40.81 | 105 | 55 | 145 |
| 6 Nov | 105.25 | 0.35 | -0.15 | 40.92 | 137 | -33 | 90 |
| 5 Nov | 103.67 | 0.5 | -0.25 | 39.77 | 71 | 14 | 124 |
| 4 Nov | 101.91 | 0.75 | 0.05 | 40.27 | 201 | 24 | 111 |
| 1 Nov | 103.96 | 0.7 | -0.10 | 41.95 | 12 | 1 | 82 |
| 31 Oct | 102.65 | 0.8 | 0.10 | - | 103 | 27 | 77 |
| 30 Oct | 103.36 | 0.7 | -0.05 | - | 44 | -16 | 51 |
| 29 Oct | 103.76 | 0.75 | -0.85 | - | 127 | 28 | 66 |
| 28 Oct | 100.69 | 1.6 | -2.30 | - | 132 | 19 | 37 |
| 25 Oct | 94.24 | 3.9 | 1.80 | - | 22 | 12 | 18 |
| 24 Oct | 98.19 | 2.1 | 0.05 | - | 5 | 3 | 4 |
| 23 Oct | 97.69 | 2.05 | 0.00 | - | 0 | 1 | 0 |
| 22 Oct | 96.79 | 2.05 | 0.80 | - | 1 | 0 | 0 |
| 21 Oct | 102.86 | 1.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 104.67 | 1.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 102.50 | 1.25 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 92 expiring on 28NOV2024
Delta for 92 PE is -0.29
Historical price for 92 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was 39.66, the open interest changed by 42 which increased total open position to 296
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 38.46, the open interest changed by -23 which decreased total open position to 262
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 38.46, the open interest changed by -15 which decreased total open position to 262
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 36.91, the open interest changed by 36 which increased total open position to 276
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 35.38, the open interest changed by 61 which increased total open position to 242
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 35.52, the open interest changed by 40 which increased total open position to 181
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 37.21, the open interest changed by 4 which increased total open position to 152
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 39.14, the open interest changed by 6 which increased total open position to 149
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 38.53, the open interest changed by 0 which decreased total open position to 143
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 40.81, the open interest changed by 55 which increased total open position to 145
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 40.92, the open interest changed by -33 which decreased total open position to 90
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 39.77, the open interest changed by 14 which increased total open position to 124
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 40.27, the open interest changed by 24 which increased total open position to 111
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 41.95, the open interest changed by 1 which increased total open position to 82
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 0.8, 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 0.7, which was -0.05 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 0.75, which was -0.85 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 -2.30 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 1.80 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 2.1, which was 0.05 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 2.05, 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 2.05, which was 0.80 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 1.25, 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 1.25, 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 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
