CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 96 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
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 | 1.3 | -1.60 | 35.15 | 3,923 | 287 | 404 | |||
| 20 Nov | 97.81 | 2.9 | 0.00 | 33.42 | 413 | -9 | 120 | |||
| 19 Nov | 97.81 | 2.9 | -0.35 | 33.42 | 413 | -6 | 120 | |||
| 18 Nov | 98.18 | 3.25 | 0.05 | 28.63 | 839 | 31 | 130 | |||
| 14 Nov | 97.49 | 3.2 | -1.35 | 27.52 | 295 | -33 | 97 | |||
| 13 Nov | 98.33 | 4.55 | -1.75 | 32.23 | 46 | 16 | 124 | |||
| 12 Nov | 101.50 | 6.3 | -3.35 | 30.24 | 29 | 3 | 106 | |||
| 11 Nov | 103.89 | 9.65 | 1.40 | 50.57 | 7 | 3 | 103 | |||
| 8 Nov | 103.69 | 8.25 | -2.05 | 26.27 | 2 | 0 | 100 | |||
| 7 Nov | 105.07 | 10.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Nov | 105.25 | 10.3 | 1.25 | 30.54 | 1 | 0 | 100 | |||
| 5 Nov | 103.67 | 9.05 | 1.20 | 36.99 | 119 | -13 | 100 | |||
| 4 Nov | 101.91 | 7.85 | -0.85 | 36.85 | 104 | 35 | 113 | |||
| 1 Nov | 103.96 | 8.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 102.65 | 8.7 | -0.80 | - | 6 | 2 | 77 | |||
| 30 Oct | 103.36 | 9.5 | -0.10 | - | 13 | -1 | 76 | |||
| 29 Oct | 103.76 | 9.6 | 1.50 | - | 93 | 0 | 76 | |||
| 28 Oct | 100.69 | 8.1 | 2.95 | - | 577 | -11 | 76 | |||
| 25 Oct | 94.24 | 5.15 | -0.90 | - | 107 | 86 | 87 | |||
| 24 Oct | 98.19 | 6.05 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 97.69 | 6.05 | -11.30 | - | 1 | 0 | 0 | |||
| 22 Oct | 96.79 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 102.86 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 104.67 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.50 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 104.37 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.43 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 104.49 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 104.06 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 104.13 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 104.40 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 104.95 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 103.49 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 107.62 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 107.96 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 110.49 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 17.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 113.10 | 17.35 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 96 expiring on 28NOV2024
Delta for 96 CE is 0.41
Historical price for 96 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 1.3, which was -1.60 lower than the previous day. The implied volatity was 35.15, the open interest changed by 287 which increased total open position to 404
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 33.42, the open interest changed by -9 which decreased total open position to 120
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 2.9, which was -0.35 lower than the previous day. The implied volatity was 33.42, the open interest changed by -6 which decreased total open position to 120
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 3.25, which was 0.05 higher than the previous day. The implied volatity was 28.63, the open interest changed by 31 which increased total open position to 130
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 3.2, which was -1.35 lower than the previous day. The implied volatity was 27.52, the open interest changed by -33 which decreased total open position to 97
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 4.55, which was -1.75 lower than the previous day. The implied volatity was 32.23, the open interest changed by 16 which increased total open position to 124
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 6.3, which was -3.35 lower than the previous day. The implied volatity was 30.24, the open interest changed by 3 which increased total open position to 106
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 9.65, which was 1.40 higher than the previous day. The implied volatity was 50.57, the open interest changed by 3 which increased total open position to 103
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 8.25, which was -2.05 lower than the previous day. The implied volatity was 26.27, the open interest changed by 0 which decreased total open position to 100
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 10.3, 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 10.3, which was 1.25 higher than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 100
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 9.05, which was 1.20 higher than the previous day. The implied volatity was 36.99, the open interest changed by -13 which decreased total open position to 100
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 7.85, which was -0.85 lower than the previous day. The implied volatity was 36.85, the open interest changed by 35 which increased total open position to 113
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 8.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 8.7, which was -0.80 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 9.5, 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 9.6, which was 1.50 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 8.1, which was 2.95 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 5.15, which was -0.90 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 6.05, 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 6.05, which was -11.30 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, 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 17.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 96 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
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 | 2.6 | 1.20 | 36.61 | 1,565 | -123 | 194 |
| 20 Nov | 97.81 | 1.4 | 0.00 | 34.57 | 1,073 | 51 | 314 |
| 19 Nov | 97.81 | 1.4 | 0.30 | 34.57 | 1,073 | 48 | 314 |
| 18 Nov | 98.18 | 1.1 | -0.40 | 32.36 | 1,438 | 44 | 267 |
| 14 Nov | 97.49 | 1.5 | 0.35 | 31.14 | 1,302 | -34 | 227 |
| 13 Nov | 98.33 | 1.15 | 0.45 | 31.42 | 1,184 | 122 | 256 |
| 12 Nov | 101.50 | 0.7 | 0.25 | 31.86 | 279 | -30 | 139 |
| 11 Nov | 103.89 | 0.45 | -0.25 | 33.47 | 294 | 11 | 185 |
| 8 Nov | 103.69 | 0.7 | 0.10 | 34.91 | 132 | 6 | 174 |
| 7 Nov | 105.07 | 0.6 | -0.05 | 36.06 | 116 | 4 | 164 |
| 6 Nov | 105.25 | 0.65 | -0.30 | 37.35 | 257 | -20 | 159 |
| 5 Nov | 103.67 | 0.95 | -0.45 | 36.74 | 264 | 4 | 184 |
| 4 Nov | 101.91 | 1.4 | 0.30 | 37.73 | 280 | 37 | 181 |
| 1 Nov | 103.96 | 1.1 | -0.25 | 37.56 | 5 | 1 | 144 |
| 31 Oct | 102.65 | 1.35 | 0.00 | - | 94 | -2 | 140 |
| 30 Oct | 103.36 | 1.35 | 0.05 | - | 81 | 5 | 142 |
| 29 Oct | 103.76 | 1.3 | -1.15 | - | 359 | 5 | 140 |
| 28 Oct | 100.69 | 2.45 | -3.55 | - | 416 | 68 | 134 |
| 25 Oct | 94.24 | 6 | 2.55 | - | 66 | 43 | 66 |
| 24 Oct | 98.19 | 3.45 | -0.30 | - | 30 | 18 | 23 |
| 23 Oct | 97.69 | 3.75 | 1.75 | - | 6 | 4 | 4 |
| 22 Oct | 96.79 | 2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 102.86 | 2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 104.67 | 2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 102.50 | 2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 104.37 | 2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 104.43 | 2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 104.49 | 2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 104.06 | 2 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 104.13 | 2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 104.40 | 2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 104.95 | 2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 103.49 | 2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 107.62 | 2 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 107.96 | 2 | 2.00 | - | 0 | 0 | 0 |
| 1 Oct | 110.49 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 111.33 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 113.10 | 0 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 96 expiring on 28NOV2024
Delta for 96 PE is -0.59
Historical price for 96 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 2.6, which was 1.20 higher than the previous day. The implied volatity was 36.61, the open interest changed by -123 which decreased total open position to 194
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 34.57, the open interest changed by 51 which increased total open position to 314
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.4, which was 0.30 higher than the previous day. The implied volatity was 34.57, the open interest changed by 48 which increased total open position to 314
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was 32.36, the open interest changed by 44 which increased total open position to 267
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 31.14, the open interest changed by -34 which decreased total open position to 227
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 1.15, which was 0.45 higher than the previous day. The implied volatity was 31.42, the open interest changed by 122 which increased total open position to 256
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 31.86, the open interest changed by -30 which decreased total open position to 139
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 33.47, the open interest changed by 11 which increased total open position to 185
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 34.91, the open interest changed by 6 which increased total open position to 174
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 36.06, the open interest changed by 4 which increased total open position to 164
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 37.35, the open interest changed by -20 which decreased total open position to 159
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 36.74, the open interest changed by 4 which increased total open position to 184
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 1.4, which was 0.30 higher than the previous day. The implied volatity was 37.73, the open interest changed by 37 which increased total open position to 181
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 37.56, the open interest changed by 1 which increased total open position to 144
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 1.35, 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 1.35, 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 1.3, which was -1.15 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 2.45, which was -3.55 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 6, which was 2.55 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 3.45, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 3.75, which was 1.75 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 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 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 18 Oct CANBK was trading at 104.67. The strike last trading price was 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 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 16 Oct CANBK was trading at 104.37. The strike last trading price was 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 15 Oct CANBK was trading at 104.43. The strike last trading price was 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 14 Oct CANBK was trading at 104.49. The strike last trading price was 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 11 Oct CANBK was trading at 104.06. The strike last trading price was 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 10 Oct CANBK was trading at 104.13. The strike last trading price was 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 9 Oct CANBK was trading at 104.40. The strike last trading price was 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 8 Oct CANBK was trading at 104.95. The strike last trading price was 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 7 Oct CANBK was trading at 103.49. The strike last trading price was 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 4 Oct CANBK was trading at 107.62. The strike last trading price was 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 3 Oct CANBK was trading at 107.96. The strike last trading price was 2, which was 2.00 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, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
