CANBK
Canara Bank
Historical option data for CANBK
12 Dec 2024 11:11 AM IST
| CANBK 26DEC2024 97 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 0.03
Theta: -0.06
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 107.78 | 11.4 | -0.85 | 38.92 | 1 | 0 | 50 | |||
|
|
||||||||||
| 11 Dec | 108.75 | 12.25 | -1.30 | 35.76 | 4 | -2 | 51 | |||
| 10 Dec | 109.68 | 13.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 108.99 | 13.55 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Dec | 109.32 | 13.55 | 1.55 | 48.65 | 8 | -1 | 53 | |||
| 5 Dec | 108.17 | 12 | -0.35 | 29.14 | 8 | -6 | 55 | |||
| 4 Dec | 108.63 | 12.35 | 3.30 | 29.94 | 52 | -13 | 67 | |||
| 3 Dec | 105.12 | 9.05 | 2.35 | 25.16 | 48 | 4 | 80 | |||
| 2 Dec | 101.71 | 6.7 | -0.30 | 32.97 | 78 | 0 | 76 | |||
| 29 Nov | 102.01 | 7 | -1.35 | 31.78 | 63 | -4 | 84 | |||
| 28 Nov | 102.90 | 8.35 | 0.95 | 34.55 | 108 | 4 | 90 | |||
| 27 Nov | 101.56 | 7.4 | 0.45 | 36.86 | 16 | 1 | 86 | |||
| 26 Nov | 101.79 | 6.95 | 0.70 | 31.35 | 23 | 6 | 85 | |||
| 25 Nov | 100.98 | 6.25 | 1.80 | 29.50 | 138 | 29 | 80 | |||
| 22 Nov | 97.01 | 4.45 | 0.90 | 34.15 | 118 | 32 | 83 | |||
| 21 Nov | 94.46 | 3.55 | -1.35 | 36.12 | 96 | 37 | 50 | |||
| 20 Nov | 97.81 | 4.9 | 0.00 | 34.29 | 16 | 10 | 12 | |||
| 19 Nov | 97.81 | 4.9 | -0.15 | 34.29 | 16 | 9 | 12 | |||
| 18 Nov | 98.18 | 5.05 | -5.55 | 31.30 | 6 | 3 | 3 | |||
| 14 Nov | 97.49 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 98.33 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 101.50 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 103.89 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 103.69 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 105.07 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 105.25 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 103.67 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 101.91 | 10.6 | 10.60 | - | 0 | 0 | 0 | |||
| 1 Nov | 103.96 | 0 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 97 expiring on 26DEC2024
Delta for 97 CE is 0.93
Historical price for 97 CE is as follows
On 12 Dec CANBK was trading at 107.78. The strike last trading price was 11.4, which was -0.85 lower than the previous day. The implied volatity was 38.92, the open interest changed by 0 which decreased total open position to 50
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 12.25, which was -1.30 lower than the previous day. The implied volatity was 35.76, the open interest changed by -2 which decreased total open position to 51
On 10 Dec CANBK was trading at 109.68. The strike last trading price was 13.55, 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 9 Dec CANBK was trading at 108.99. The strike last trading price was 13.55, 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 6 Dec CANBK was trading at 109.32. The strike last trading price was 13.55, which was 1.55 higher than the previous day. The implied volatity was 48.65, the open interest changed by -1 which decreased total open position to 53
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 12, which was -0.35 lower than the previous day. The implied volatity was 29.14, the open interest changed by -6 which decreased total open position to 55
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 12.35, which was 3.30 higher than the previous day. The implied volatity was 29.94, the open interest changed by -13 which decreased total open position to 67
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 9.05, which was 2.35 higher than the previous day. The implied volatity was 25.16, the open interest changed by 4 which increased total open position to 80
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 6.7, which was -0.30 lower than the previous day. The implied volatity was 32.97, the open interest changed by 0 which decreased total open position to 76
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 7, which was -1.35 lower than the previous day. The implied volatity was 31.78, the open interest changed by -4 which decreased total open position to 84
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 8.35, which was 0.95 higher than the previous day. The implied volatity was 34.55, the open interest changed by 4 which increased total open position to 90
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 7.4, which was 0.45 higher than the previous day. The implied volatity was 36.86, the open interest changed by 1 which increased total open position to 86
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 6.95, which was 0.70 higher than the previous day. The implied volatity was 31.35, the open interest changed by 6 which increased total open position to 85
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 6.25, which was 1.80 higher than the previous day. The implied volatity was 29.50, the open interest changed by 29 which increased total open position to 80
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 4.45, which was 0.90 higher than the previous day. The implied volatity was 34.15, the open interest changed by 32 which increased total open position to 83
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 3.55, which was -1.35 lower than the previous day. The implied volatity was 36.12, the open interest changed by 37 which increased total open position to 50
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 34.29, the open interest changed by 10 which increased total open position to 12
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 4.9, which was -0.15 lower than the previous day. The implied volatity was 34.29, the open interest changed by 9 which increased total open position to 12
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 5.05, which was -5.55 lower than the previous day. The implied volatity was 31.30, the open interest changed by 3 which increased total open position to 3
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, which was 10.60 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 97 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.03
Theta: -0.04
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 107.78 | 0.25 | -0.05 | 37.96 | 13 | -1 | 270 |
| 11 Dec | 108.75 | 0.3 | 0.05 | 41.03 | 76 | -18 | 271 |
| 10 Dec | 109.68 | 0.25 | -0.05 | 40.50 | 19 | -6 | 290 |
| 9 Dec | 108.99 | 0.3 | -0.05 | 39.36 | 22 | -1 | 297 |
| 6 Dec | 109.32 | 0.35 | -0.10 | 38.29 | 100 | -13 | 300 |
| 5 Dec | 108.17 | 0.45 | 0.00 | 38.01 | 70 | 2 | 313 |
| 4 Dec | 108.63 | 0.45 | -0.25 | 37.83 | 297 | -6 | 316 |
| 3 Dec | 105.12 | 0.7 | -0.55 | 34.29 | 403 | 90 | 316 |
| 2 Dec | 101.71 | 1.25 | 0.00 | 32.18 | 410 | 24 | 229 |
| 29 Nov | 102.01 | 1.25 | -0.05 | 31.25 | 645 | 54 | 204 |
| 28 Nov | 102.90 | 1.3 | -0.20 | 34.92 | 411 | 57 | 149 |
| 27 Nov | 101.56 | 1.5 | -0.05 | 32.29 | 44 | 4 | 92 |
| 26 Nov | 101.79 | 1.55 | -0.40 | 32.36 | 102 | 10 | 87 |
| 25 Nov | 100.98 | 1.95 | -1.85 | 33.71 | 157 | 42 | 77 |
| 22 Nov | 97.01 | 3.8 | -1.60 | 35.85 | 81 | 17 | 52 |
| 21 Nov | 94.46 | 5.4 | 1.90 | 39.25 | 24 | 7 | 34 |
| 20 Nov | 97.81 | 3.5 | 0.00 | 33.62 | 37 | 26 | 16 |
| 19 Nov | 97.81 | 3.5 | 0.50 | 33.62 | 37 | 15 | 16 |
| 18 Nov | 98.18 | 3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 97.49 | 3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 98.33 | 3 | -0.85 | 32.79 | 1 | 0 | 0 |
| 12 Nov | 101.50 | 3.85 | 0.00 | 5.18 | 0 | 0 | 0 |
| 11 Nov | 103.89 | 3.85 | 0.00 | 7.19 | 0 | 0 | 0 |
| 8 Nov | 103.69 | 3.85 | 0.00 | 6.81 | 0 | 0 | 0 |
| 7 Nov | 105.07 | 3.85 | 0.00 | 7.97 | 0 | 0 | 0 |
| 6 Nov | 105.25 | 3.85 | 0.00 | 8.19 | 0 | 0 | 0 |
| 5 Nov | 103.67 | 3.85 | 0.00 | 6.71 | 0 | 0 | 0 |
| 4 Nov | 101.91 | 3.85 | 3.85 | 5.46 | 0 | 0 | 0 |
| 1 Nov | 103.96 | 0 | 6.94 | 0 | 0 | 0 | |
For Canara Bank - strike price 97 expiring on 26DEC2024
Delta for 97 PE is -0.07
Historical price for 97 PE is as follows
On 12 Dec CANBK was trading at 107.78. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 37.96, the open interest changed by -1 which decreased total open position to 270
On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 41.03, the open interest changed by -18 which decreased total open position to 271
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 40.50, the open interest changed by -6 which decreased total open position to 290
On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 39.36, the open interest changed by -1 which decreased total open position to 297
On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 38.29, the open interest changed by -13 which decreased total open position to 300
On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 38.01, the open interest changed by 2 which increased total open position to 313
On 4 Dec CANBK was trading at 108.63. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 37.83, the open interest changed by -6 which decreased total open position to 316
On 3 Dec CANBK was trading at 105.12. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 34.29, the open interest changed by 90 which increased total open position to 316
On 2 Dec CANBK was trading at 101.71. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 32.18, the open interest changed by 24 which increased total open position to 229
On 29 Nov CANBK was trading at 102.01. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 31.25, the open interest changed by 54 which increased total open position to 204
On 28 Nov CANBK was trading at 102.90. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 34.92, the open interest changed by 57 which increased total open position to 149
On 27 Nov CANBK was trading at 101.56. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 32.29, the open interest changed by 4 which increased total open position to 92
On 26 Nov CANBK was trading at 101.79. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 32.36, the open interest changed by 10 which increased total open position to 87
On 25 Nov CANBK was trading at 100.98. The strike last trading price was 1.95, which was -1.85 lower than the previous day. The implied volatity was 33.71, the open interest changed by 42 which increased total open position to 77
On 22 Nov CANBK was trading at 97.01. The strike last trading price was 3.8, which was -1.60 lower than the previous day. The implied volatity was 35.85, the open interest changed by 17 which increased total open position to 52
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 5.4, which was 1.90 higher than the previous day. The implied volatity was 39.25, the open interest changed by 7 which increased total open position to 34
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 33.62, the open interest changed by 26 which increased total open position to 16
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 3.5, which was 0.50 higher than the previous day. The implied volatity was 33.62, the open interest changed by 15 which increased total open position to 16
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 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 14 Nov CANBK was trading at 97.49. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 32.79, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 5.18, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 7.19, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 6.81, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 7.97, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 8.19, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 6.71, 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 3.85, which was 3.85 higher than the previous day. The implied volatity was 5.46, 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 6.94, the open interest changed by 0 which decreased total open position to 0
