CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 97 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.05
Theta: -0.13
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 1 | -1.35 | 36.12 | 3,002 | 224 | 415 | |||
| 20 Nov | 97.81 | 2.35 | 0.00 | 33.69 | 462 | 16 | 192 | |||
| 19 Nov | 97.81 | 2.35 | -0.25 | 33.69 | 462 | 17 | 192 | |||
| 18 Nov | 98.18 | 2.6 | -0.05 | 28.57 | 1,492 | 12 | 180 | |||
| 14 Nov | 97.49 | 2.65 | -1.15 | 28.14 | 471 | 98 | 177 | |||
| 13 Nov | 98.33 | 3.8 | -1.75 | 30.98 | 129 | -9 | 78 | |||
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| 12 Nov | 101.50 | 5.55 | -2.40 | 30.79 | 12 | 5 | 90 | |||
| 11 Nov | 103.89 | 7.95 | 0.55 | 35.34 | 74 | 11 | 86 | |||
| 8 Nov | 103.69 | 7.4 | -1.45 | 26.83 | 106 | 31 | 76 | |||
| 7 Nov | 105.07 | 8.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 105.25 | 8.85 | 0.60 | - | 3 | 0 | 44 | |||
| 5 Nov | 103.67 | 8.25 | 1.20 | 36.65 | 40 | -11 | 43 | |||
| 4 Nov | 101.91 | 7.05 | -1.05 | 35.91 | 70 | 7 | 55 | |||
| 1 Nov | 103.96 | 8.1 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 31 Oct | 102.65 | 8.1 | -0.90 | - | 11 | 8 | 47 | |||
| 30 Oct | 103.36 | 9 | 0.10 | - | 22 | 7 | 38 | |||
| 29 Oct | 103.76 | 8.9 | 1.40 | - | 60 | -14 | 32 | |||
| 28 Oct | 100.69 | 7.5 | 2.95 | - | 355 | 35 | 47 | |||
| 25 Oct | 94.24 | 4.55 | -1.25 | - | 16 | 10 | 12 | |||
| 24 Oct | 98.19 | 5.8 | 0.00 | - | 0 | 2 | 0 | |||
| 23 Oct | 97.69 | 5.8 | -10.80 | - | 3 | 1 | 1 | |||
| 22 Oct | 96.79 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 102.86 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 104.67 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.50 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 104.37 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.43 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 104.49 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 104.06 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 104.13 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 104.40 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 104.95 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 103.49 | 16.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 107.62 | 16.6 | 16.60 | - | 0 | 0 | 0 | |||
| 3 Oct | 107.96 | 0 | 0.00 | - | 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 97 expiring on 28NOV2024
Delta for 97 CE is 0.33
Historical price for 97 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 1, which was -1.35 lower than the previous day. The implied volatity was 36.12, the open interest changed by 224 which increased total open position to 415
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 33.69, the open interest changed by 16 which increased total open position to 192
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 33.69, the open interest changed by 17 which increased total open position to 192
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was 28.57, the open interest changed by 12 which increased total open position to 180
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 2.65, which was -1.15 lower than the previous day. The implied volatity was 28.14, the open interest changed by 98 which increased total open position to 177
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 3.8, which was -1.75 lower than the previous day. The implied volatity was 30.98, the open interest changed by -9 which decreased total open position to 78
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 5.55, which was -2.40 lower than the previous day. The implied volatity was 30.79, the open interest changed by 5 which increased total open position to 90
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 7.95, which was 0.55 higher than the previous day. The implied volatity was 35.34, the open interest changed by 11 which increased total open position to 86
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 7.4, which was -1.45 lower than the previous day. The implied volatity was 26.83, the open interest changed by 31 which increased total open position to 76
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 8.85, 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 6 Nov CANBK was trading at 105.25. The strike last trading price was 8.85, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 8.25, which was 1.20 higher than the previous day. The implied volatity was 36.65, the open interest changed by -11 which decreased total open position to 43
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 7.05, which was -1.05 lower than the previous day. The implied volatity was 35.91, the open interest changed by 7 which increased total open position to 55
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 8.1, 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 30 Oct CANBK was trading at 103.36. The strike last trading price was 9, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 8.9, which was 1.40 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 7.5, 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 4.55, which was -1.25 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 5.8, 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 5.8, which was -10.80 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, 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 16.6, which was 16.60 higher 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 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 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
| CANBK 28NOV2024 97 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.05
Theta: -0.11
Gamma: 0.08
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 3.25 | 1.50 | 36.67 | 1,236 | -130 | 225 |
| 20 Nov | 97.81 | 1.75 | 0.00 | 33.26 | 1,202 | 39 | 356 |
| 19 Nov | 97.81 | 1.75 | 0.25 | 33.26 | 1,202 | 40 | 356 |
| 18 Nov | 98.18 | 1.5 | -0.35 | 32.86 | 1,778 | 23 | 317 |
| 14 Nov | 97.49 | 1.85 | 0.40 | 30.30 | 1,384 | 32 | 297 |
| 13 Nov | 98.33 | 1.45 | 0.50 | 30.95 | 988 | 27 | 267 |
| 12 Nov | 101.50 | 0.95 | 0.35 | 32.26 | 370 | -18 | 240 |
| 11 Nov | 103.89 | 0.6 | -0.20 | 33.48 | 547 | 29 | 266 |
| 8 Nov | 103.69 | 0.8 | 0.10 | 33.51 | 270 | 13 | 241 |
| 7 Nov | 105.07 | 0.7 | -0.05 | 35.03 | 143 | 8 | 228 |
| 6 Nov | 105.25 | 0.75 | -0.40 | 36.33 | 252 | -11 | 223 |
| 5 Nov | 103.67 | 1.15 | -0.45 | 36.51 | 327 | 14 | 236 |
| 4 Nov | 101.91 | 1.6 | 0.25 | 36.80 | 302 | 23 | 223 |
| 1 Nov | 103.96 | 1.35 | -0.40 | 37.88 | 35 | -7 | 201 |
| 31 Oct | 102.65 | 1.75 | 0.25 | - | 342 | 113 | 183 |
| 30 Oct | 103.36 | 1.5 | 0.00 | - | 100 | -7 | 71 |
| 29 Oct | 103.76 | 1.5 | -1.15 | - | 299 | 22 | 78 |
| 28 Oct | 100.69 | 2.65 | -4.25 | - | 346 | 49 | 57 |
| 25 Oct | 94.24 | 6.9 | 3.15 | - | 14 | 2 | 8 |
| 24 Oct | 98.19 | 3.75 | -0.15 | - | 6 | 0 | 5 |
| 23 Oct | 97.69 | 3.9 | 0.90 | - | 9 | 3 | 5 |
| 22 Oct | 96.79 | 3 | 0.80 | - | 3 | 1 | 1 |
| 21 Oct | 102.86 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 104.67 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 102.50 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 104.37 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 104.43 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 104.49 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 104.06 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 104.13 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 104.40 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 104.95 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 103.49 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 107.62 | 2.2 | 2.20 | - | 0 | 0 | 0 |
| 3 Oct | 107.96 | 0 | 0.00 | - | 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 97 expiring on 28NOV2024
Delta for 97 PE is -0.67
Historical price for 97 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 3.25, which was 1.50 higher than the previous day. The implied volatity was 36.67, the open interest changed by -130 which decreased total open position to 225
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 33.26, the open interest changed by 39 which increased total open position to 356
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 33.26, the open interest changed by 40 which increased total open position to 356
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 32.86, the open interest changed by 23 which increased total open position to 317
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 1.85, which was 0.40 higher than the previous day. The implied volatity was 30.30, the open interest changed by 32 which increased total open position to 297
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 1.45, which was 0.50 higher than the previous day. The implied volatity was 30.95, the open interest changed by 27 which increased total open position to 267
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 32.26, the open interest changed by -18 which decreased total open position to 240
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 33.48, the open interest changed by 29 which increased total open position to 266
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 33.51, the open interest changed by 13 which increased total open position to 241
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 35.03, the open interest changed by 8 which increased total open position to 228
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 36.33, the open interest changed by -11 which decreased total open position to 223
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 36.51, the open interest changed by 14 which increased total open position to 236
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 36.80, the open interest changed by 23 which increased total open position to 223
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was 37.88, the open interest changed by -7 which decreased total open position to 201
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 1.75, which was 0.25 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 1.5, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 1.5, 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 2.65, which was -4.25 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 6.9, which was 3.15 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 3.75, 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 23 Oct CANBK was trading at 97.69. The strike last trading price was 3.9, 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 22 Oct CANBK was trading at 96.79. The strike last trading price was 3, which was 0.80 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 3 Oct CANBK was trading at 107.96. 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 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
