CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 93 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.05
Theta: -0.14
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 2.9 | -2.35 | 36.43 | 1,445 | 288 | 318 | |||
| 20 Nov | 97.81 | 5.25 | 0.00 | 38.34 | 30 | 2 | 29 | |||
| 19 Nov | 97.81 | 5.25 | -0.40 | 38.34 | 30 | 1 | 29 | |||
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| 18 Nov | 98.18 | 5.65 | 0.30 | 29.69 | 91 | 2 | 27 | |||
| 14 Nov | 97.49 | 5.35 | -1.30 | 26.38 | 31 | 13 | 25 | |||
| 13 Nov | 98.33 | 6.65 | -4.65 | 27.78 | 9 | 2 | 11 | |||
| 12 Nov | 101.50 | 11.3 | 0.10 | 74.09 | 1 | 0 | 10 | |||
| 11 Nov | 103.89 | 11.2 | 2.55 | 23.01 | 1 | 0 | 10 | |||
| 8 Nov | 103.69 | 8.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 8.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 8.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 103.67 | 8.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 101.91 | 8.65 | -3.65 | - | 1 | 0 | 10 | |||
| 1 Nov | 103.96 | 12.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 102.65 | 12.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 103.36 | 12.3 | 1.60 | - | 9 | 0 | 10 | |||
| 29 Oct | 103.76 | 10.7 | 0.35 | - | 1 | 0 | 10 | |||
| 28 Oct | 100.69 | 10.35 | 3.55 | - | 125 | 8 | 10 | |||
| 25 Oct | 94.24 | 6.8 | -12.95 | - | 4 | 2 | 2 | |||
| 24 Oct | 98.19 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 97.69 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 96.79 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 102.86 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 104.67 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.50 | 19.75 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 93 expiring on 28NOV2024
Delta for 93 CE is 0.66
Historical price for 93 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 2.9, which was -2.35 lower than the previous day. The implied volatity was 36.43, the open interest changed by 288 which increased total open position to 318
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was 38.34, the open interest changed by 2 which increased total open position to 29
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 5.25, which was -0.40 lower than the previous day. The implied volatity was 38.34, the open interest changed by 1 which increased total open position to 29
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 5.65, which was 0.30 higher than the previous day. The implied volatity was 29.69, the open interest changed by 2 which increased total open position to 27
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 5.35, which was -1.30 lower than the previous day. The implied volatity was 26.38, the open interest changed by 13 which increased total open position to 25
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 6.65, which was -4.65 lower than the previous day. The implied volatity was 27.78, the open interest changed by 2 which increased total open position to 11
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 11.3, which was 0.10 higher than the previous day. The implied volatity was 74.09, the open interest changed by 0 which decreased total open position to 10
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 11.2, which was 2.55 higher than the previous day. The implied volatity was 23.01, the open interest changed by 0 which decreased total open position to 10
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 8.65, 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 8.65, 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 8.65, 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 8.65, 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 4 Nov CANBK was trading at 101.91. The strike last trading price was 8.65, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 1 Nov CANBK was trading at 103.96. 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 31 Oct CANBK was trading at 102.65. The strike last trading price was 12.3, 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 12.3, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 10.7, 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 28 Oct CANBK was trading at 100.69. The strike last trading price was 10.35, which was 3.55 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 6.8, which was -12.95 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 93 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.05
Theta: -0.13
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 1.25 | 0.65 | 38.86 | 4,671 | 247 | 467 |
| 20 Nov | 97.81 | 0.6 | 0.00 | 36.19 | 405 | -29 | 221 |
| 19 Nov | 97.81 | 0.6 | 0.10 | 36.19 | 405 | -28 | 221 |
| 18 Nov | 98.18 | 0.5 | -0.25 | 35.30 | 575 | 30 | 248 |
| 14 Nov | 97.49 | 0.75 | 0.15 | 33.33 | 455 | 30 | 218 |
| 13 Nov | 98.33 | 0.6 | 0.20 | 34.14 | 332 | 53 | 192 |
| 12 Nov | 101.50 | 0.4 | 0.15 | 35.53 | 55 | 10 | 138 |
| 11 Nov | 103.89 | 0.25 | -0.15 | 36.47 | 35 | 2 | 129 |
| 8 Nov | 103.69 | 0.4 | 0.05 | 37.22 | 13 | -6 | 128 |
| 7 Nov | 105.07 | 0.35 | -0.05 | 38.30 | 38 | -13 | 136 |
| 6 Nov | 105.25 | 0.4 | -0.15 | 39.79 | 116 | 13 | 152 |
| 5 Nov | 103.67 | 0.55 | -0.35 | 38.23 | 98 | 4 | 139 |
| 4 Nov | 101.91 | 0.9 | 0.20 | 39.95 | 154 | 60 | 135 |
| 1 Nov | 103.96 | 0.7 | -0.20 | 39.43 | 27 | 16 | 80 |
| 31 Oct | 102.65 | 0.9 | 0.00 | - | 90 | 6 | 65 |
| 30 Oct | 103.36 | 0.9 | 0.05 | - | 39 | -2 | 58 |
| 29 Oct | 103.76 | 0.85 | -0.90 | - | 145 | -30 | 60 |
| 28 Oct | 100.69 | 1.75 | -2.55 | - | 131 | 32 | 92 |
| 25 Oct | 94.24 | 4.3 | 1.95 | - | 39 | 11 | 60 |
| 24 Oct | 98.19 | 2.35 | -0.25 | - | 9 | 3 | 49 |
| 23 Oct | 97.69 | 2.6 | -0.25 | - | 18 | 5 | 45 |
| 22 Oct | 96.79 | 2.85 | 1.45 | - | 52 | 40 | 40 |
| 21 Oct | 102.86 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 104.67 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 102.50 | 1.4 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 93 expiring on 28NOV2024
Delta for 93 PE is -0.35
Historical price for 93 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 1.25, which was 0.65 higher than the previous day. The implied volatity was 38.86, the open interest changed by 247 which increased total open position to 467
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 36.19, the open interest changed by -29 which decreased total open position to 221
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 36.19, the open interest changed by -28 which decreased total open position to 221
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 35.30, the open interest changed by 30 which increased total open position to 248
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 33.33, the open interest changed by 30 which increased total open position to 218
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 34.14, the open interest changed by 53 which increased total open position to 192
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 35.53, the open interest changed by 10 which increased total open position to 138
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 36.47, the open interest changed by 2 which increased total open position to 129
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 37.22, the open interest changed by -6 which decreased total open position to 128
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 38.30, the open interest changed by -13 which decreased total open position to 136
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 39.79, the open interest changed by 13 which increased total open position to 152
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 38.23, the open interest changed by 4 which increased total open position to 139
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 0.9, which was 0.20 higher than the previous day. The implied volatity was 39.95, the open interest changed by 60 which increased total open position to 135
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 39.43, the open interest changed by 16 which increased total open position to 80
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 0.9, 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 30 Oct CANBK was trading at 103.36. The strike last trading price was 0.9, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 0.85, which was -0.90 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 1.75, which was -2.55 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 4.3, which was 1.95 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 2.35, 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 2.6, 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 22 Oct CANBK was trading at 96.79. The strike last trading price was 2.85, which was 1.45 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 1.4, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 1.4, 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
