CANBK
Canara Bank
Historical option data for CANBK
20 Dec 2024 04:10 PM IST
| CANBK 26DEC2024 92 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.04
Theta: -0.45
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 99.61 | 10.7 | -2.15 | 122.60 | 22 | -5 | 112 | |||
| 19 Dec | 102.90 | 12.85 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Dec | 103.19 | 12.85 | -3.65 | 88.18 | 1 | 0 | 118 | |||
| 17 Dec | 105.16 | 16.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 107.34 | 16.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 106.58 | 16.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 12 Dec | 107.50 | 16.5 | -2.45 | 66.88 | 1 | 0 | 119 | |||
| 11 Dec | 108.75 | 18.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 109.68 | 18.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 108.99 | 18.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 109.32 | 18.95 | 1.25 | 71.51 | 1 | 0 | 119 | |||
| 5 Dec | 108.17 | 17.7 | 2.35 | 61.63 | 1 | 0 | 119 | |||
| 4 Dec | 108.63 | 15.35 | 2.55 | - | 4 | 0 | 119 | |||
| 3 Dec | 105.12 | 12.8 | 1.50 | - | 2 | -1 | 119 | |||
| 2 Dec | 101.71 | 11.3 | 0.10 | 43.26 | 5 | 2 | 120 | |||
| 29 Nov | 102.01 | 11.2 | -0.80 | 34.51 | 86 | 79 | 114 | |||
| 28 Nov | 102.90 | 12 | 4.55 | - | 29 | 27 | 36 | |||
| 27 Nov | 101.56 | 7.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 101.79 | 7.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 100.98 | 7.45 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 22 Nov | 97.01 | 7.45 | 1.25 | 33.49 | 4 | -1 | 10 | |||
| 21 Nov | 94.46 | 6.2 | -8.25 | 37.01 | 22 | 6 | 12 | |||
| 20 Nov | 97.81 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 97.81 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 98.18 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 97.49 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 98.33 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Nov | 101.50 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 103.89 | 14.45 | 2.35 | 42.73 | 6 | 0 | 6 | |||
| 8 Nov | 103.69 | 12.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 12.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 12.1 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 5 Nov | 103.67 | 12.1 | -9.70 | - | 6 | 3 | 3 | |||
| 4 Nov | 101.91 | 21.8 | 21.80 | - | 0 | 0 | 0 | |||
| 31 Oct | 102.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 103.36 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 103.76 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 100.69 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 96.79 | 0 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 92 expiring on 26DEC2024
Delta for 92 CE is 0.73
Historical price for 92 CE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 10.7, which was -2.15 lower than the previous day. The implied volatity was 122.60, the open interest changed by -5 which decreased total open position to 112
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 12.85, 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 18 Dec CANBK was trading at 103.19. The strike last trading price was 12.85, which was -3.65 lower than the previous day. The implied volatity was 88.18, the open interest changed by 0 which decreased total open position to 118
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 16.5, 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 16 Dec CANBK was trading at 107.34. The strike last trading price was 16.5, 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 13 Dec CANBK was trading at 106.58. The strike last trading price was 16.5, 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 12 Dec CANBK was trading at 107.50. The strike last trading price was 16.5, which was -2.45 lower than the previous day. The implied volatity was 66.88, the open interest changed by 0 which decreased total open position to 119
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 18.95, 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 10 Dec CANBK was trading at 109.68. The strike last trading price was 18.95, 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 9 Dec CANBK was trading at 108.99. The strike last trading price was 18.95, 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 Dec CANBK was trading at 109.32. The strike last trading price was 18.95, which was 1.25 higher than the previous day. The implied volatity was 71.51, the open interest changed by 0 which decreased total open position to 119
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 17.7, which was 2.35 higher than the previous day. The implied volatity was 61.63, the open interest changed by 0 which decreased total open position to 119
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 15.35, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 119
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 12.8, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 119
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 11.3, which was 0.10 higher than the previous day. The implied volatity was 43.26, the open interest changed by 2 which increased total open position to 120
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 11.2, which was -0.80 lower than the previous day. The implied volatity was 34.51, the open interest changed by 79 which increased total open position to 114
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 12, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 36
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 7.45, 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 26 Nov CANBK was trading at 101.79. The strike last trading price was 7.45, 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 25 Nov CANBK was trading at 100.98. The strike last trading price was 7.45, 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 22 Nov CANBK was trading at 97.01. The strike last trading price was 7.45, which was 1.25 higher than the previous day. The implied volatity was 33.49, the open interest changed by -1 which decreased total open position to 10
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 6.2, which was -8.25 lower than the previous day. The implied volatity was 37.01, the open interest changed by 6 which increased total open position to 12
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 14.45, 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 14.45, 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 18 Nov CANBK was trading at 98.18. The strike last trading price was 14.45, 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 14 Nov CANBK was trading at 97.49. The strike last trading price was 14.45, 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 13 Nov CANBK was trading at 98.33. The strike last trading price was 14.45, 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 14.45, 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 14.45, which was 2.35 higher than the previous day. The implied volatity was 42.73, the open interest changed by 0 which decreased total open position to 6
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 12.1, 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 12.1, 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 12.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 12.1, which was -9.70 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 21.8, which was 21.80 higher 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 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 30 Oct CANBK was trading at 103.36. 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 29 Oct CANBK was trading at 103.76. 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 28 Oct CANBK was trading at 100.69. 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 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 92 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.02
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 99.61 | 0.15 | 0.05 | 42.32 | 38 | 3 | 98 |
| 19 Dec | 102.90 | 0.1 | 0.00 | 47.12 | 93 | 9 | 103 |
| 18 Dec | 103.19 | 0.1 | 0.00 | 45.35 | 11 | -5 | 93 |
| 17 Dec | 105.16 | 0.1 | 0.00 | 47.40 | 9 | 0 | 98 |
| 16 Dec | 107.34 | 0.1 | 0.00 | 50.44 | 2 | -1 | 99 |
| 13 Dec | 106.58 | 0.1 | -0.05 | 43.20 | 13 | -2 | 100 |
| 12 Dec | 107.50 | 0.15 | 0.00 | 46.86 | 11 | 7 | 103 |
| 11 Dec | 108.75 | 0.15 | 0.00 | 47.73 | 8 | 0 | 97 |
| 10 Dec | 109.68 | 0.15 | -0.05 | 48.38 | 48 | 3 | 115 |
| 9 Dec | 108.99 | 0.2 | 0.00 | 48.12 | 17 | 1 | 112 |
| 6 Dec | 109.32 | 0.2 | -0.05 | 44.90 | 70 | -10 | 109 |
| 5 Dec | 108.17 | 0.25 | 0.05 | 44.24 | 35 | 10 | 120 |
| 4 Dec | 108.63 | 0.2 | -0.15 | 41.87 | 29 | 14 | 110 |
| 3 Dec | 105.12 | 0.35 | -0.25 | 39.67 | 63 | -8 | 96 |
| 2 Dec | 101.71 | 0.6 | 0.05 | 37.19 | 88 | 29 | 105 |
| 29 Nov | 102.01 | 0.55 | -0.10 | 34.86 | 90 | 17 | 77 |
| 28 Nov | 102.90 | 0.65 | 0.00 | 38.91 | 44 | 18 | 60 |
| 27 Nov | 101.56 | 0.65 | -0.10 | 34.90 | 34 | 3 | 41 |
| 26 Nov | 101.79 | 0.75 | -0.20 | 36.00 | 11 | -2 | 38 |
| 25 Nov | 100.98 | 0.95 | -1.00 | 36.69 | 22 | 14 | 39 |
| 22 Nov | 97.01 | 1.95 | -1.15 | 37.14 | 31 | 5 | 30 |
| 21 Nov | 94.46 | 3.1 | 1.40 | 40.38 | 37 | 19 | 26 |
| 20 Nov | 97.81 | 1.7 | 0.00 | 34.21 | 23 | -4 | 8 |
| 19 Nov | 97.81 | 1.7 | 0.00 | 34.21 | 23 | -3 | 8 |
| 18 Nov | 98.18 | 1.7 | 0.00 | 0.00 | 0 | 6 | 0 |
| 14 Nov | 97.49 | 1.7 | 0.20 | 33.07 | 8 | 0 | 5 |
| 13 Nov | 98.33 | 1.5 | 0.50 | 33.86 | 2 | 0 | 4 |
| 12 Nov | 101.50 | 1 | 0.35 | 32.78 | 2 | 1 | 4 |
| 11 Nov | 103.89 | 0.65 | -0.05 | 32.33 | 9 | 0 | 12 |
| 8 Nov | 103.69 | 0.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 105.07 | 0.7 | -0.55 | 33.57 | 3 | 0 | 12 |
| 6 Nov | 105.25 | 1.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 103.67 | 1.25 | -0.65 | 37.50 | 8 | 2 | 14 |
| 4 Nov | 101.91 | 1.9 | 0.60 | 40.62 | 4 | 1 | 12 |
| 31 Oct | 102.65 | 1.3 | -0.70 | - | 11 | 0 | 0 |
| 30 Oct | 103.36 | 2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 103.76 | 2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 100.69 | 2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 96.79 | 2 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 92 expiring on 26DEC2024
Delta for 92 PE is -0.06
Historical price for 92 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 42.32, the open interest changed by 3 which increased total open position to 98
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 47.12, the open interest changed by 9 which increased total open position to 103
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 45.35, the open interest changed by -5 which decreased total open position to 93
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 47.40, the open interest changed by 0 which decreased total open position to 98
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 50.44, the open interest changed by -1 which decreased total open position to 99
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.20, the open interest changed by -2 which decreased total open position to 100
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 46.86, the open interest changed by 7 which increased total open position to 103
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 47.73, the open interest changed by 0 which decreased total open position to 97
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 48.38, the open interest changed by 3 which increased total open position to 115
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 48.12, the open interest changed by 1 which increased total open position to 112
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 44.90, the open interest changed by -10 which decreased total open position to 109
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 44.24, the open interest changed by 10 which increased total open position to 120
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 41.87, the open interest changed by 14 which increased total open position to 110
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 39.67, the open interest changed by -8 which decreased total open position to 96
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 37.19, the open interest changed by 29 which increased total open position to 105
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 34.86, the open interest changed by 17 which increased total open position to 77
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 38.91, the open interest changed by 18 which increased total open position to 60
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 34.90, the open interest changed by 3 which increased total open position to 41
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 36.00, the open interest changed by -2 which decreased total open position to 38
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 0.95, which was -1.00 lower than the previous day. The implied volatity was 36.69, the open interest changed by 14 which increased total open position to 39
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 1.95, which was -1.15 lower than the previous day. The implied volatity was 37.14, the open interest changed by 5 which increased total open position to 30
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 3.1, which was 1.40 higher than the previous day. The implied volatity was 40.38, the open interest changed by 19 which increased total open position to 26
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 34.21, the open interest changed by -4 which decreased total open position to 8
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 34.21, the open interest changed by -3 which decreased total open position to 8
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 33.07, the open interest changed by 0 which decreased total open position to 5
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 1.5, which was 0.50 higher than the previous day. The implied volatity was 33.86, the open interest changed by 0 which decreased total open position to 4
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 1, which was 0.35 higher than the previous day. The implied volatity was 32.78, the open interest changed by 1 which increased total open position to 4
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 12
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.7, 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 0.7, which was -0.55 lower than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 12
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 1.25, 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 1.25, which was -0.65 lower than the previous day. The implied volatity was 37.50, the open interest changed by 2 which increased total open position to 14
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 1.9, which was 0.60 higher than the previous day. The implied volatity was 40.62, the open interest changed by 1 which increased total open position to 12
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 1.3, which was -0.70 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 2, 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 2, 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 2, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
