CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
CANBK 28NOV2024 94 CE | ||||||||||
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Delta: 0.58
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 | 2.25 | -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 | |||
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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 | |||||||
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Delta: -0.43
Vega: 0.05
Theta: -0.12
Gamma: 0.08
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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