CANBK
Canara Bank
Historical option data for CANBK
20 Dec 2024 04:10 PM IST
| CANBK 26DEC2024 95 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.02
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 99.61 | 5 | -3.20 | 30.00 | 142 | -13 | 288 | |||
| 19 Dec | 102.90 | 8.2 | -3.05 | 27.15 | 199 | -36 | 302 | |||
| 18 Dec | 103.19 | 11.25 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 17 Dec | 105.16 | 11.25 | -1.50 | 67.82 | 2 | -1 | 339 | |||
| 16 Dec | 107.34 | 12.75 | 2.20 | 51.45 | 4 | -3 | 340 | |||
| 13 Dec | 106.58 | 10.55 | -3.00 | - | 24 | -9 | 342 | |||
| 12 Dec | 107.50 | 13.55 | -1.05 | 56.42 | 2 | 0 | 353 | |||
| 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 | |||
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| 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 0.90
Historical price for 95 CE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 5, which was -3.20 lower than the previous day. The implied volatity was 30.00, the open interest changed by -13 which decreased total open position to 288
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 8.2, which was -3.05 lower than the previous day. The implied volatity was 27.15, the open interest changed by -36 which decreased total open position to 302
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 11.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 11.25, which was -1.50 lower than the previous day. The implied volatity was 67.82, the open interest changed by -1 which decreased total open position to 339
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 12.75, which was 2.20 higher than the previous day. The implied volatity was 51.45, the open interest changed by -3 which decreased total open position to 340
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 10.55, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 342
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 13.55, which was -1.05 lower than the previous day. The implied volatity was 56.42, the open interest changed by 0 which decreased total open position to 353
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.03
Theta: -0.08
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 99.61 | 0.35 | 0.15 | 36.97 | 1,032 | -24 | 977 |
| 19 Dec | 102.90 | 0.2 | 0.00 | 42.03 | 514 | 3 | 1,001 |
| 18 Dec | 103.19 | 0.2 | 0.05 | 40.77 | 577 | -36 | 997 |
| 17 Dec | 105.16 | 0.15 | 0.05 | 41.14 | 211 | -159 | 1,038 |
| 16 Dec | 107.34 | 0.1 | -0.05 | 41.61 | 105 | -12 | 1,227 |
| 13 Dec | 106.58 | 0.15 | 0.00 | 38.30 | 852 | -168 | 1,230 |
| 12 Dec | 107.50 | 0.15 | -0.05 | 38.94 | 629 | -211 | 1,408 |
| 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 -0.14
Historical price for 95 PE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 36.97, the open interest changed by -24 which decreased total open position to 977
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 42.03, the open interest changed by 3 which increased total open position to 1001
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 40.77, the open interest changed by -36 which decreased total open position to 997
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 41.14, the open interest changed by -159 which decreased total open position to 1038
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 41.61, the open interest changed by -12 which decreased total open position to 1227
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 38.30, the open interest changed by -168 which decreased total open position to 1230
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 38.94, the open interest changed by -211 which decreased total open position to 1408
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
