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

107.67 -1.08 (-0.99%)

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Historical option data for CANBK

12 Dec 2024 11:01 AM IST
CANBK 26DEC2024 95 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.73 14.6 0.00 0.00 0 0 0
11 Dec 108.75 14.6 0.00 0.00 0 -1 0
10 Dec 109.68 14.6 -1.10 - 5 0 354
9 Dec 108.99 15.7 0.70 66.95 7 -1 352
6 Dec 109.32 15 1.30 41.03 39 -16 353
5 Dec 108.17 13.7 -0.60 - 177 -108 369
4 Dec 108.63 14.3 3.20 32.47 101 -77 478
3 Dec 105.12 11.1 2.80 31.36 111 -2 555
2 Dec 101.71 8.3 -0.35 34.14 94 12 554
29 Nov 102.01 8.65 -1.35 33.45 302 76 543
28 Nov 102.90 10 1.70 35.77 165 64 467
27 Nov 101.56 8.3 -0.25 30.23 26 -3 403
26 Nov 101.79 8.55 0.75 32.68 47 3 402
25 Nov 100.98 7.8 2.40 30.57 451 158 399
22 Nov 97.01 5.4 0.75 32.85 468 141 382
21 Nov 94.46 4.65 -1.30 37.75 412 196 241
20 Nov 97.81 5.95 0.00 33.68 32 11 45
19 Nov 97.81 5.95 -0.50 33.68 32 11 45
18 Nov 98.18 6.45 -5.45 33.08 58 34 34
14 Nov 97.49 11.9 0.00 - 0 0 0
13 Nov 98.33 11.9 0.00 - 0 0 0
12 Nov 101.50 11.9 0.00 - 0 0 0
11 Nov 103.89 11.9 0.00 - 0 0 0
8 Nov 103.69 11.9 0.00 - 0 0 0
7 Nov 105.07 11.9 0.00 - 0 0 0
6 Nov 105.25 11.9 0.00 - 0 0 0
5 Nov 103.67 11.9 0.00 - 0 0 0
4 Nov 101.91 11.9 11.90 - 0 0 0
1 Nov 103.96 0 - 0 0 0


For Canara Bank - strike price 95 expiring on 26DEC2024

Delta for 95 CE is 0.00

Historical price for 95 CE is as follows

On 12 Dec CANBK was trading at 107.73. The strike last trading price was 14.6, 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 Dec CANBK was trading at 108.75. The strike last trading price was 14.6, 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 10 Dec CANBK was trading at 109.68. The strike last trading price was 14.6, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 354


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 15.7, which was 0.70 higher than the previous day. The implied volatity was 66.95, the open interest changed by -1 which decreased total open position to 352


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 15, which was 1.30 higher than the previous day. The implied volatity was 41.03, the open interest changed by -16 which decreased total open position to 353


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 13.7, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -108 which decreased total open position to 369


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 14.3, which was 3.20 higher than the previous day. The implied volatity was 32.47, the open interest changed by -77 which decreased total open position to 478


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 11.1, which was 2.80 higher than the previous day. The implied volatity was 31.36, the open interest changed by -2 which decreased total open position to 555


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 8.3, which was -0.35 lower than the previous day. The implied volatity was 34.14, the open interest changed by 12 which increased total open position to 554


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 8.65, which was -1.35 lower than the previous day. The implied volatity was 33.45, the open interest changed by 76 which increased total open position to 543


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 10, which was 1.70 higher than the previous day. The implied volatity was 35.77, the open interest changed by 64 which increased total open position to 467


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 8.3, which was -0.25 lower than the previous day. The implied volatity was 30.23, the open interest changed by -3 which decreased total open position to 403


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 8.55, which was 0.75 higher than the previous day. The implied volatity was 32.68, the open interest changed by 3 which increased total open position to 402


On 25 Nov CANBK was trading at 100.98. The strike last trading price was 7.8, which was 2.40 higher than the previous day. The implied volatity was 30.57, the open interest changed by 158 which increased total open position to 399


On 22 Nov CANBK was trading at 97.01. The strike last trading price was 5.4, which was 0.75 higher than the previous day. The implied volatity was 32.85, the open interest changed by 141 which increased total open position to 382


On 21 Nov CANBK was trading at 94.46. The strike last trading price was 4.65, which was -1.30 lower than the previous day. The implied volatity was 37.75, the open interest changed by 196 which increased total open position to 241


On 20 Nov CANBK was trading at 97.81. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 33.68, the open interest changed by 11 which increased total open position to 45


On 19 Nov CANBK was trading at 97.81. The strike last trading price was 5.95, which was -0.50 lower than the previous day. The implied volatity was 33.68, the open interest changed by 11 which increased total open position to 45


On 18 Nov CANBK was trading at 98.18. The strike last trading price was 6.45, which was -5.45 lower than the previous day. The implied volatity was 33.08, the open interest changed by 34 which increased total open position to 34


On 14 Nov CANBK was trading at 97.49. The strike last trading price was 11.9, which was 0.00 lower than the previous day. The implied volatity was -, 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 11.9, which was 0.00 lower than the previous day. The implied volatity was -, 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 11.9, which was 0.00 lower than the previous day. The implied volatity was -, 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 11.9, which was 0.00 lower than the previous day. The implied volatity was -, 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 11.9, which was 0.00 lower than the previous day. The implied volatity was -, 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 11.9, which was 0.00 lower than the previous day. The implied volatity was -, 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 11.9, which was 0.00 lower than the previous day. The implied volatity was -, 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 11.9, which was 0.00 lower than the previous day. The implied volatity was -, 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 11.9, which was 11.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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


CANBK 26DEC2024 95 PE
Delta: -0.05
Vega: 0.02
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.73 0.2 0.00 41.38 115 58 1,677
11 Dec 108.75 0.2 -0.05 42.59 288 3 1,624
10 Dec 109.68 0.25 -0.05 45.64 333 -10 1,621
9 Dec 108.99 0.3 0.00 44.54 941 2 1,630
6 Dec 109.32 0.3 0.00 41.65 1,973 31 1,629
5 Dec 108.17 0.3 -0.10 38.95 1,384 -200 1,598
4 Dec 108.63 0.4 -0.10 41.48 2,405 184 1,799
3 Dec 105.12 0.5 -0.40 35.86 1,334 115 1,617
2 Dec 101.71 0.9 0.00 33.74 586 -4 1,489
29 Nov 102.01 0.9 -0.10 32.62 1,530 356 1,498
28 Nov 102.90 1 -0.10 36.70 971 274 1,146
27 Nov 101.56 1.1 -0.05 33.51 610 144 870
26 Nov 101.79 1.15 -0.30 33.64 425 14 725
25 Nov 100.98 1.45 -1.50 34.63 871 240 711
22 Nov 97.01 2.95 -1.40 36.26 555 172 643
21 Nov 94.46 4.35 1.60 39.44 388 143 470
20 Nov 97.81 2.75 0.00 34.53 293 111 328
19 Nov 97.81 2.75 0.25 34.53 293 112 328
18 Nov 98.18 2.5 -0.15 34.25 198 104 215
14 Nov 97.49 2.65 0.55 32.72 94 46 110
13 Nov 98.33 2.1 0.60 31.45 90 50 59
12 Nov 101.50 1.5 0.50 31.16 5 3 8
11 Nov 103.89 1 -2.15 30.63 5 1 1
8 Nov 103.69 3.15 0.00 8.42 0 0 0
7 Nov 105.07 3.15 0.00 9.57 0 0 0
6 Nov 105.25 3.15 0.00 9.69 0 0 0
5 Nov 103.67 3.15 0.00 8.35 0 0 0
4 Nov 101.91 3.15 0.00 7.08 0 0 0
1 Nov 103.96 3.15 8.38 0 0 0


For Canara Bank - strike price 95 expiring on 26DEC2024

Delta for 95 PE is -0.05

Historical price for 95 PE is as follows

On 12 Dec CANBK was trading at 107.73. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 41.38, the open interest changed by 58 which increased total open position to 1677


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.59, the open interest changed by 3 which increased total open position to 1624


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 45.64, the open interest changed by -10 which decreased total open position to 1621


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 44.54, the open interest changed by 2 which increased total open position to 1630


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 41.65, the open interest changed by 31 which increased total open position to 1629


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 38.95, the open interest changed by -200 which decreased total open position to 1598


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 41.48, the open interest changed by 184 which increased total open position to 1799


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.5, which was -0.40 lower than the previous day. The implied volatity was 35.86, the open interest changed by 115 which increased total open position to 1617


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 33.74, the open interest changed by -4 which decreased total open position to 1489


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 32.62, the open interest changed by 356 which increased total open position to 1498


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 36.70, the open interest changed by 274 which increased total open position to 1146


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 33.51, the open interest changed by 144 which increased total open position to 870


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 33.64, the open interest changed by 14 which increased total open position to 725


On 25 Nov CANBK was trading at 100.98. The strike last trading price was 1.45, which was -1.50 lower than the previous day. The implied volatity was 34.63, the open interest changed by 240 which increased total open position to 711


On 22 Nov CANBK was trading at 97.01. The strike last trading price was 2.95, which was -1.40 lower than the previous day. The implied volatity was 36.26, the open interest changed by 172 which increased total open position to 643


On 21 Nov CANBK was trading at 94.46. The strike last trading price was 4.35, which was 1.60 higher than the previous day. The implied volatity was 39.44, the open interest changed by 143 which increased total open position to 470


On 20 Nov CANBK was trading at 97.81. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 34.53, the open interest changed by 111 which increased total open position to 328


On 19 Nov CANBK was trading at 97.81. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was 34.53, the open interest changed by 112 which increased total open position to 328


On 18 Nov CANBK was trading at 98.18. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 34.25, the open interest changed by 104 which increased total open position to 215


On 14 Nov CANBK was trading at 97.49. The strike last trading price was 2.65, which was 0.55 higher than the previous day. The implied volatity was 32.72, the open interest changed by 46 which increased total open position to 110


On 13 Nov CANBK was trading at 98.33. The strike last trading price was 2.1, which was 0.60 higher than the previous day. The implied volatity was 31.45, the open interest changed by 50 which increased total open position to 59


On 12 Nov CANBK was trading at 101.50. The strike last trading price was 1.5, which was 0.50 higher than the previous day. The implied volatity was 31.16, the open interest changed by 3 which increased total open position to 8


On 11 Nov CANBK was trading at 103.89. The strike last trading price was 1, which was -2.15 lower than the previous day. The implied volatity was 30.63, the open interest changed by 1 which increased total open position to 1


On 8 Nov CANBK was trading at 103.69. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 8.42, 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 3.15, which was 0.00 lower than the previous day. The implied volatity was 9.57, 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 3.15, which was 0.00 lower than the previous day. The implied volatity was 9.69, 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 3.15, which was 0.00 lower than the previous day. The implied volatity was 8.35, 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 3.15, which was 0.00 lower than the previous day. The implied volatity was 7.08, the open interest changed by 0 which decreased total open position to 0


On 1 Nov CANBK was trading at 103.96. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was 8.38, the open interest changed by 0 which decreased total open position to 0