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[--[65.84.65.76]--]
CANBK
Canara Bank

94.46 -3.35 (-3.43%)

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Historical option data for CANBK

21 Nov 2024 04:10 PM IST
CANBK 28NOV2024 94 CE
Delta: 0.58
Vega: 0.05
Theta: -0.14
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
21 Nov 94.46 2.25 -1.95 35.36 4,385 267 359
20 Nov 97.81 4.2 0.00 32.00 93 24 95
19 Nov 97.81 4.2 -0.55 32.00 93 27 95
18 Nov 98.18 4.75 0.10 28.22 189 -20 66
14 Nov 97.49 4.65 -1.45 28.30 50 -9 84
13 Nov 98.33 6.1 -4.50 33.52 69 26 93
12 Nov 101.50 10.6 0.00 0.00 0 0 0
11 Nov 103.89 10.6 0.00 0.00 0 0 0
8 Nov 103.69 10.6 0.00 0.00 0 0 0
7 Nov 105.07 10.6 0.00 0.00 0 0 0
6 Nov 105.25 10.6 0.00 0.00 0 0 0
5 Nov 103.67 10.6 0.65 35.21 2 1 68
4 Nov 101.91 9.95 -1.05 44.77 1 0 67
1 Nov 103.96 11 -0.15 29.55 2 0 68
31 Oct 102.65 11.15 0.00 - 0 0 0
30 Oct 103.36 11.15 0.00 - 0 3 0
29 Oct 103.76 11.15 1.60 - 28 2 67
28 Oct 100.69 9.55 3.45 - 251 51 68
25 Oct 94.24 6.1 -12.80 - 30 17 17
24 Oct 98.19 18.9 0.00 - 0 0 0
23 Oct 97.69 18.9 0.00 - 0 0 0
22 Oct 96.79 18.9 0.00 - 0 0 0
21 Oct 102.86 18.9 0.00 - 0 0 0
18 Oct 104.67 18.9 0.00 - 0 0 0
17 Oct 102.50 18.9 0.00 - 0 0 0
16 Oct 104.37 18.9 0.00 - 0 0 0
15 Oct 104.43 18.9 0.00 - 0 0 0
14 Oct 104.49 18.9 0.00 - 0 0 0
11 Oct 104.06 18.9 - 0 0 0


For Canara Bank - strike price 94 expiring on 28NOV2024

Delta for 94 CE is 0.58

Historical price for 94 CE is as follows

On 21 Nov CANBK was trading at 94.46. The strike last trading price was 2.25, which was -1.95 lower than the previous day. The implied volatity was 35.36, the open interest changed by 267 which increased total open position to 359


On 20 Nov CANBK was trading at 97.81. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 32.00, the open interest changed by 24 which increased total open position to 95


On 19 Nov CANBK was trading at 97.81. The strike last trading price was 4.2, which was -0.55 lower than the previous day. The implied volatity was 32.00, the open interest changed by 27 which increased total open position to 95


On 18 Nov CANBK was trading at 98.18. The strike last trading price was 4.75, which was 0.10 higher than the previous day. The implied volatity was 28.22, the open interest changed by -20 which decreased total open position to 66


On 14 Nov CANBK was trading at 97.49. The strike last trading price was 4.65, which was -1.45 lower than the previous day. The implied volatity was 28.30, the open interest changed by -9 which decreased total open position to 84


On 13 Nov CANBK was trading at 98.33. The strike last trading price was 6.1, which was -4.50 lower than the previous day. The implied volatity was 33.52, the open interest changed by 26 which increased total open position to 93


On 12 Nov CANBK was trading at 101.50. The strike last trading price was 10.6, 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 10.6, 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 8 Nov CANBK was trading at 103.69. The strike last trading price was 10.6, 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 10.6, 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 10.6, 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 10.6, which was 0.65 higher than the previous day. The implied volatity was 35.21, the open interest changed by 1 which increased total open position to 68


On 4 Nov CANBK was trading at 101.91. The strike last trading price was 9.95, which was -1.05 lower than the previous day. The implied volatity was 44.77, the open interest changed by 0 which decreased total open position to 67


On 1 Nov CANBK was trading at 103.96. The strike last trading price was 11, which was -0.15 lower than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 68


On 31 Oct CANBK was trading at 102.65. The strike last trading price was 11.15, 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 11.15, 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 11.15, 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 28 Oct CANBK was trading at 100.69. The strike last trading price was 9.55, which was 3.45 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 6.1, which was -12.80 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 18.9, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 18.9, 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 22 Oct CANBK was trading at 96.79. The strike last trading price was 18.9, 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 21 Oct CANBK was trading at 102.86. The strike last trading price was 18.9, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 18.9, 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 18.9, 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 16 Oct CANBK was trading at 104.37. The strike last trading price was 18.9, 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 15 Oct CANBK was trading at 104.43. The strike last trading price was 18.9, 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 14 Oct CANBK was trading at 104.49. The strike last trading price was 18.9, 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 11 Oct CANBK was trading at 104.06. The strike last trading price was 18.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CANBK 28NOV2024 94 PE
Delta: -0.43
Vega: 0.05
Theta: -0.12
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
21 Nov 94.46 1.55 0.80 36.71 5,431 762 1,015
20 Nov 97.81 0.75 0.00 34.46 817 10 259
19 Nov 97.81 0.75 0.10 34.46 817 16 259
18 Nov 98.18 0.65 -0.30 34.21 836 33 247
14 Nov 97.49 0.95 0.20 32.56 659 35 217
13 Nov 98.33 0.75 0.30 33.26 373 27 184
12 Nov 101.50 0.45 0.15 33.59 90 6 159
11 Nov 103.89 0.3 -0.15 35.35 124 14 153
8 Nov 103.69 0.45 0.00 35.73 122 42 136
7 Nov 105.07 0.45 0.00 38.27 74 8 94
6 Nov 105.25 0.45 -0.25 38.50 76 7 86
5 Nov 103.67 0.7 -0.35 38.40 176 -10 85
4 Nov 101.91 1.05 0.20 39.28 196 33 97
1 Nov 103.96 0.85 -0.20 39.35 4 1 66
31 Oct 102.65 1.05 0.05 - 129 13 64
30 Oct 103.36 1 0.05 - 57 6 51
29 Oct 103.76 0.95 -1.00 - 110 3 45
28 Oct 100.69 1.95 -2.85 - 170 -10 43
25 Oct 94.24 4.8 2.10 - 43 22 53
24 Oct 98.19 2.7 -0.15 - 8 3 31
23 Oct 97.69 2.85 1.65 - 3 2 28
22 Oct 96.79 1.2 0.00 - 0 0 0
21 Oct 102.86 1.2 0.10 - 2 0 26
18 Oct 104.67 1.1 0.10 - 1 0 27
17 Oct 102.50 1 0.00 - 0 0 0
16 Oct 104.37 1 0.00 - 0 0 27
15 Oct 104.43 1 0.00 - 1 0 26
14 Oct 104.49 1 -0.25 - 1 0 25
11 Oct 104.06 1.25 - 32 15 15


For Canara Bank - strike price 94 expiring on 28NOV2024

Delta for 94 PE is -0.43

Historical price for 94 PE is as follows

On 21 Nov CANBK was trading at 94.46. The strike last trading price was 1.55, which was 0.80 higher than the previous day. The implied volatity was 36.71, the open interest changed by 762 which increased total open position to 1015


On 20 Nov CANBK was trading at 97.81. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 34.46, the open interest changed by 10 which increased total open position to 259


On 19 Nov CANBK was trading at 97.81. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 34.46, the open interest changed by 16 which increased total open position to 259


On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 34.21, the open interest changed by 33 which increased total open position to 247


On 14 Nov CANBK was trading at 97.49. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 32.56, the open interest changed by 35 which increased total open position to 217


On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 33.26, the open interest changed by 27 which increased total open position to 184


On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 33.59, the open interest changed by 6 which increased total open position to 159


On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 35.35, the open interest changed by 14 which increased total open position to 153


On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 35.73, the open interest changed by 42 which increased total open position to 136


On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 38.27, the open interest changed by 8 which increased total open position to 94


On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 38.50, the open interest changed by 7 which increased total open position to 86


On 5 Nov CANBK was trading at 103.67. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 38.40, the open interest changed by -10 which decreased total open position to 85


On 4 Nov CANBK was trading at 101.91. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 39.28, the open interest changed by 33 which increased total open position to 97


On 1 Nov CANBK was trading at 103.96. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 39.35, the open interest changed by 1 which increased total open position to 66


On 31 Oct CANBK was trading at 102.65. The strike last trading price was 1.05, 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 30 Oct CANBK was trading at 103.36. The strike last trading price was 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 0.95, which was -1.00 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 1.95, which was -2.85 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 4.8, which was 2.10 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 2.7, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 2.85, which was 1.65 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 1.2, 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 21 Oct CANBK was trading at 102.86. The strike last trading price was 1.2, 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 1.1, 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 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 16 Oct CANBK was trading at 104.37. The strike last trading price was 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 15 Oct CANBK was trading at 104.43. The strike last trading price was 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 14 Oct CANBK was trading at 104.49. The strike last trading price was 1, 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 11 Oct CANBK was trading at 104.06. 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