CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 95 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.05
Theta: -0.15
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 1.75 | -1.80 | 35.59 | 8,191 | 483 | 937 | |||
| 20 Nov | 97.81 | 3.55 | 0.00 | 33.34 | 549 | 69 | 457 | |||
| 19 Nov | 97.81 | 3.55 | -0.40 | 33.34 | 549 | 72 | 457 | |||
| 18 Nov | 98.18 | 3.95 | -0.05 | 28.13 | 581 | -13 | 380 | |||
| 14 Nov | 97.49 | 4 | -1.20 | 29.53 | 458 | 21 | 388 | |||
| 13 Nov | 98.33 | 5.2 | -1.95 | 31.21 | 256 | 45 | 366 | |||
| 12 Nov | 101.50 | 7.15 | -2.85 | 30.71 | 33 | 5 | 322 | |||
| 11 Nov | 103.89 | 10 | 0.80 | 43.00 | 74 | -36 | 317 | |||
| 8 Nov | 103.69 | 9.2 | -1.85 | 27.56 | 45 | -18 | 352 | |||
| 7 Nov | 105.07 | 11.05 | -0.25 | 38.51 | 42 | -6 | 370 | |||
| 6 Nov | 105.25 | 11.3 | 1.40 | 33.09 | 66 | -13 | 377 | |||
| 5 Nov | 103.67 | 9.9 | 1.30 | 37.69 | 109 | 14 | 391 | |||
| 4 Nov | 101.91 | 8.6 | -1.90 | 36.78 | 332 | 114 | 376 | |||
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| 1 Nov | 103.96 | 10.5 | 0.65 | 36.17 | 14 | -6 | 261 | |||
| 31 Oct | 102.65 | 9.85 | -0.50 | - | 142 | -2 | 267 | |||
| 30 Oct | 103.36 | 10.35 | -0.10 | - | 134 | -39 | 270 | |||
| 29 Oct | 103.76 | 10.45 | 1.55 | - | 247 | -9 | 310 | |||
| 28 Oct | 100.69 | 8.9 | 3.30 | - | 1,471 | -155 | 320 | |||
| 25 Oct | 94.24 | 5.6 | -1.70 | - | 587 | 263 | 475 | |||
| 24 Oct | 98.19 | 7.3 | 0.30 | - | 106 | 56 | 210 | |||
| 23 Oct | 97.69 | 7 | 0.75 | - | 234 | 131 | 155 | |||
| 22 Oct | 96.79 | 6.25 | -13.50 | - | 26 | 17 | 17 | |||
| 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 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 104.37 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.43 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 104.49 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 104.06 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 104.13 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 104.40 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 104.95 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 103.49 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 107.62 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 107.96 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 110.49 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 113.10 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 110.17 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 111.42 | 19.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 112.77 | 19.75 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 95 expiring on 28NOV2024
Delta for 95 CE is 0.49
Historical price for 95 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 1.75, which was -1.80 lower than the previous day. The implied volatity was 35.59, the open interest changed by 483 which increased total open position to 937
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 33.34, the open interest changed by 69 which increased total open position to 457
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 3.55, which was -0.40 lower than the previous day. The implied volatity was 33.34, the open interest changed by 72 which increased total open position to 457
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 3.95, which was -0.05 lower than the previous day. The implied volatity was 28.13, the open interest changed by -13 which decreased total open position to 380
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 4, which was -1.20 lower than the previous day. The implied volatity was 29.53, the open interest changed by 21 which increased total open position to 388
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 5.2, which was -1.95 lower than the previous day. The implied volatity was 31.21, the open interest changed by 45 which increased total open position to 366
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 7.15, which was -2.85 lower than the previous day. The implied volatity was 30.71, the open interest changed by 5 which increased total open position to 322
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 10, which was 0.80 higher than the previous day. The implied volatity was 43.00, the open interest changed by -36 which decreased total open position to 317
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 9.2, which was -1.85 lower than the previous day. The implied volatity was 27.56, the open interest changed by -18 which decreased total open position to 352
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 11.05, which was -0.25 lower than the previous day. The implied volatity was 38.51, the open interest changed by -6 which decreased total open position to 370
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 11.3, which was 1.40 higher than the previous day. The implied volatity was 33.09, the open interest changed by -13 which decreased total open position to 377
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 9.9, which was 1.30 higher than the previous day. The implied volatity was 37.69, the open interest changed by 14 which increased total open position to 391
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 8.6, which was -1.90 lower than the previous day. The implied volatity was 36.78, the open interest changed by 114 which increased total open position to 376
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 10.5, which was 0.65 higher than the previous day. The implied volatity was 36.17, the open interest changed by -6 which decreased total open position to 261
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 9.85, which was -0.50 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 10.35, which was -0.10 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 10.45, which was 1.55 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 8.9, which was 3.30 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 5.6, which was -1.70 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 7.3, which was 0.30 higher 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 7, which was 0.75 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 6.25, which was -13.50 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 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 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 15 Oct CANBK was trading at 104.43. 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 14 Oct CANBK was trading at 104.49. 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 11 Oct CANBK was trading at 104.06. 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 10 Oct CANBK was trading at 104.13. 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 9 Oct CANBK was trading at 104.40. 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 8 Oct CANBK was trading at 104.95. 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 7 Oct CANBK was trading at 103.49. 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 4 Oct CANBK was trading at 107.62. 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 3 Oct CANBK was trading at 107.96. 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 1 Oct CANBK was trading at 110.49. 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 30 Sept CANBK was trading at 111.33. 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 27 Sept CANBK was trading at 113.10. 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 26 Sept CANBK was trading at 110.17. 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 3 Sept CANBK was trading at 111.42. 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 2 Sept CANBK was trading at 112.77. 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 95 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
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 | 2 | 0.95 | 36.01 | 4,963 | -54 | 1,341 |
| 20 Nov | 97.81 | 1.05 | 0.00 | 34.73 | 2,373 | -404 | 1,395 |
| 19 Nov | 97.81 | 1.05 | 0.20 | 34.73 | 2,373 | -404 | 1,395 |
| 18 Nov | 98.18 | 0.85 | -0.30 | 33.30 | 1,847 | -70 | 1,795 |
| 14 Nov | 97.49 | 1.15 | 0.20 | 31.12 | 2,323 | 208 | 1,874 |
| 13 Nov | 98.33 | 0.95 | 0.35 | 32.65 | 2,457 | 476 | 1,670 |
| 12 Nov | 101.50 | 0.6 | 0.20 | 33.48 | 427 | 8 | 1,198 |
| 11 Nov | 103.89 | 0.4 | -0.15 | 35.25 | 837 | 20 | 1,191 |
| 8 Nov | 103.69 | 0.55 | 0.05 | 35.05 | 412 | 5 | 1,171 |
| 7 Nov | 105.07 | 0.5 | 0.00 | 36.75 | 552 | -97 | 1,169 |
| 6 Nov | 105.25 | 0.5 | -0.35 | 37.05 | 700 | -42 | 1,269 |
| 5 Nov | 103.67 | 0.85 | -0.40 | 38.12 | 983 | -49 | 1,321 |
| 4 Nov | 101.91 | 1.25 | 0.25 | 39.00 | 1,095 | 260 | 1,365 |
| 1 Nov | 103.96 | 1 | -0.25 | 38.93 | 143 | 3 | 1,105 |
| 31 Oct | 102.65 | 1.25 | 0.10 | - | 718 | 157 | 1,107 |
| 30 Oct | 103.36 | 1.15 | 0.00 | - | 764 | 7 | 950 |
| 29 Oct | 103.76 | 1.15 | -0.95 | - | 1,635 | 288 | 943 |
| 28 Oct | 100.69 | 2.1 | -3.05 | - | 1,207 | -65 | 658 |
| 25 Oct | 94.24 | 5.15 | 2.20 | - | 540 | 172 | 723 |
| 24 Oct | 98.19 | 2.95 | -0.40 | - | 211 | 47 | 552 |
| 23 Oct | 97.69 | 3.35 | -0.50 | - | 371 | 48 | 505 |
| 22 Oct | 96.79 | 3.85 | 2.40 | - | 686 | 202 | 459 |
| 21 Oct | 102.86 | 1.45 | 0.50 | - | 192 | 30 | 250 |
| 18 Oct | 104.67 | 0.95 | -0.55 | - | 183 | 71 | 219 |
| 17 Oct | 102.50 | 1.5 | 0.40 | - | 94 | 25 | 149 |
| 16 Oct | 104.37 | 1.1 | 0.00 | - | 20 | 6 | 123 |
| 15 Oct | 104.43 | 1.1 | -0.05 | - | 25 | 1 | 116 |
| 14 Oct | 104.49 | 1.15 | -0.25 | - | 13 | -2 | 115 |
| 11 Oct | 104.06 | 1.4 | -0.25 | - | 59 | 37 | 116 |
| 10 Oct | 104.13 | 1.65 | 0.15 | - | 50 | 24 | 73 |
| 9 Oct | 104.40 | 1.5 | 0.00 | - | 13 | 11 | 48 |
| 8 Oct | 104.95 | 1.5 | -0.30 | - | 30 | -3 | 38 |
| 7 Oct | 103.49 | 1.8 | 0.90 | - | 46 | 16 | 40 |
| 4 Oct | 107.62 | 0.9 | -0.15 | - | 5 | 0 | 22 |
| 3 Oct | 107.96 | 1.05 | 0.15 | - | 16 | 13 | 22 |
| 1 Oct | 110.49 | 0.9 | 0.05 | - | 4 | 2 | 8 |
| 30 Sept | 111.33 | 0.85 | -0.15 | - | 6 | 4 | 6 |
| 27 Sept | 113.10 | 1 | -0.05 | - | 2 | 0 | 1 |
| 26 Sept | 110.17 | 1.05 | -1.70 | - | 2 | 1 | 1 |
| 3 Sept | 111.42 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 112.77 | 2.75 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 95 expiring on 28NOV2024
Delta for 95 PE is -0.51
Historical price for 95 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 2, which was 0.95 higher than the previous day. The implied volatity was 36.01, the open interest changed by -54 which decreased total open position to 1341
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 34.73, the open interest changed by -404 which decreased total open position to 1395
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 34.73, the open interest changed by -404 which decreased total open position to 1395
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 33.30, the open interest changed by -70 which decreased total open position to 1795
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 1.15, which was 0.20 higher than the previous day. The implied volatity was 31.12, the open interest changed by 208 which increased total open position to 1874
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 32.65, the open interest changed by 476 which increased total open position to 1670
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 33.48, the open interest changed by 8 which increased total open position to 1198
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 35.25, the open interest changed by 20 which increased total open position to 1191
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 35.05, the open interest changed by 5 which increased total open position to 1171
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 36.75, the open interest changed by -97 which decreased total open position to 1169
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 37.05, the open interest changed by -42 which decreased total open position to 1269
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 38.12, the open interest changed by -49 which decreased total open position to 1321
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 39.00, the open interest changed by 260 which increased total open position to 1365
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 38.93, the open interest changed by 3 which increased total open position to 1105
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 1.25, 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 30 Oct CANBK was trading at 103.36. The strike last trading price was 1.15, 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 1.15, which was -0.95 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 2.1, which was -3.05 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 5.15, which was 2.20 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 2.95, which was -0.40 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 3.35, which was -0.50 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 3.85, which was 2.40 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 1.45, which was 0.50 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 0.95, which was -0.55 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 1.5, which was 0.40 higher 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 1.1, 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 1.1, which was -0.05 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 1.15, 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 1.4, 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 10 Oct CANBK was trading at 104.13. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct CANBK was trading at 104.40. The strike last trading price was 1.5, 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 8 Oct CANBK was trading at 104.95. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct CANBK was trading at 103.49. The strike last trading price was 1.8, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct CANBK was trading at 107.62. The strike last trading price was 0.9, 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 3 Oct CANBK was trading at 107.96. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct CANBK was trading at 110.49. 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 30 Sept CANBK was trading at 111.33. The strike last trading price was 0.85, 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 27 Sept CANBK was trading at 113.10. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept CANBK was trading at 110.17. The strike last trading price was 1.05, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept CANBK was trading at 111.42. The strike last trading price was 2.75, 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 2 Sept CANBK was trading at 112.77. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
