CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 98 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.04
Theta: -0.12
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 0.75 | -1.00 | 36.75 | 2,048 | 138 | 479 | |||
| 20 Nov | 97.81 | 1.75 | 0.00 | 31.71 | 1,165 | -50 | 343 | |||
| 19 Nov | 97.81 | 1.75 | -0.30 | 31.71 | 1,165 | -48 | 343 | |||
| 18 Nov | 98.18 | 2.05 | -0.10 | 28.77 | 3,113 | 95 | 396 | |||
| 14 Nov | 97.49 | 2.15 | -1.05 | 28.42 | 1,169 | 121 | 301 | |||
| 13 Nov | 98.33 | 3.2 | -1.55 | 31.03 | 262 | 23 | 182 | |||
| 12 Nov | 101.50 | 4.75 | -2.25 | 29.79 | 74 | 13 | 161 | |||
| 11 Nov | 103.89 | 7 | 0.35 | 32.81 | 71 | 14 | 147 | |||
| 8 Nov | 103.69 | 6.65 | -2.15 | 28.24 | 133 | 45 | 135 | |||
| 7 Nov | 105.07 | 8.8 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 6 Nov | 105.25 | 8.8 | 1.10 | 34.45 | 13 | 2 | 89 | |||
| 5 Nov | 103.67 | 7.7 | 1.30 | 39.02 | 58 | 6 | 84 | |||
| 4 Nov | 101.91 | 6.4 | -1.15 | 36.33 | 111 | 28 | 77 | |||
| 1 Nov | 103.96 | 7.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 102.65 | 7.55 | -1.15 | - | 1 | 0 | 49 | |||
| 30 Oct | 103.36 | 8.7 | 0.55 | - | 46 | -27 | 50 | |||
| 29 Oct | 103.76 | 8.15 | 1.50 | - | 164 | -19 | 78 | |||
| 28 Oct | 100.69 | 6.65 | 2.50 | - | 537 | 53 | 99 | |||
| 25 Oct | 94.24 | 4.15 | -1.35 | - | 49 | 15 | 46 | |||
| 24 Oct | 98.19 | 5.5 | 0.30 | - | 38 | 18 | 32 | |||
| 23 Oct | 97.69 | 5.2 | -10.65 | - | 18 | 14 | 14 | |||
| 22 Oct | 96.79 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 102.86 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 104.67 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.50 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 104.37 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.43 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 104.49 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 104.06 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 104.13 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 104.40 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 104.95 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 103.49 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Oct | 107.62 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 107.96 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 110.49 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 15.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 113.10 | 15.85 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 98 expiring on 28NOV2024
Delta for 98 CE is 0.26
Historical price for 98 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.75, which was -1.00 lower than the previous day. The implied volatity was 36.75, the open interest changed by 138 which increased total open position to 479
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 31.71, the open interest changed by -50 which decreased total open position to 343
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.75, which was -0.30 lower than the previous day. The implied volatity was 31.71, the open interest changed by -48 which decreased total open position to 343
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 2.05, which was -0.10 lower than the previous day. The implied volatity was 28.77, the open interest changed by 95 which increased total open position to 396
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 2.15, which was -1.05 lower than the previous day. The implied volatity was 28.42, the open interest changed by 121 which increased total open position to 301
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 3.2, which was -1.55 lower than the previous day. The implied volatity was 31.03, the open interest changed by 23 which increased total open position to 182
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 4.75, which was -2.25 lower than the previous day. The implied volatity was 29.79, the open interest changed by 13 which increased total open position to 161
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 7, which was 0.35 higher than the previous day. The implied volatity was 32.81, the open interest changed by 14 which increased total open position to 147
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 6.65, which was -2.15 lower than the previous day. The implied volatity was 28.24, the open interest changed by 45 which increased total open position to 135
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 8.8, 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 6 Nov CANBK was trading at 105.25. The strike last trading price was 8.8, which was 1.10 higher than the previous day. The implied volatity was 34.45, the open interest changed by 2 which increased total open position to 89
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 7.7, which was 1.30 higher than the previous day. The implied volatity was 39.02, the open interest changed by 6 which increased total open position to 84
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 6.4, which was -1.15 lower than the previous day. The implied volatity was 36.33, the open interest changed by 28 which increased total open position to 77
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 7.55, 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 31 Oct CANBK was trading at 102.65. The strike last trading price was 7.55, 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 30 Oct CANBK was trading at 103.36. The strike last trading price was 8.7, which was 0.55 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 8.15, 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 6.65, which was 2.50 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 4.15, which was -1.35 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 5.5, 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 5.2, which was -10.65 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 98 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.04
Theta: -0.10
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 4 | 1.75 | 37.39 | 1,268 | -264 | 435 |
| 20 Nov | 97.81 | 2.25 | 0.00 | 33.54 | 1,778 | 339 | 705 |
| 19 Nov | 97.81 | 2.25 | 0.30 | 33.54 | 1,778 | 345 | 705 |
| 18 Nov | 98.18 | 1.95 | -0.45 | 32.93 | 1,343 | 14 | 361 |
| 14 Nov | 97.49 | 2.4 | 0.60 | 31.25 | 2,060 | 44 | 348 |
| 13 Nov | 98.33 | 1.8 | 0.65 | 30.40 | 1,412 | 38 | 307 |
| 12 Nov | 101.50 | 1.15 | 0.45 | 31.21 | 665 | 5 | 270 |
| 11 Nov | 103.89 | 0.7 | -0.30 | 32.04 | 476 | 37 | 266 |
| 8 Nov | 103.69 | 1 | 0.20 | 33.29 | 281 | 43 | 229 |
| 7 Nov | 105.07 | 0.8 | -0.05 | 33.74 | 165 | -9 | 188 |
| 6 Nov | 105.25 | 0.85 | -0.45 | 35.06 | 413 | -1 | 200 |
| 5 Nov | 103.67 | 1.3 | -0.55 | 35.27 | 302 | 27 | 201 |
| 4 Nov | 101.91 | 1.85 | 0.30 | 36.14 | 384 | 55 | 178 |
| 1 Nov | 103.96 | 1.55 | -0.35 | 37.23 | 19 | 9 | 123 |
| 31 Oct | 102.65 | 1.9 | 0.10 | - | 122 | 0 | 115 |
| 30 Oct | 103.36 | 1.8 | 0.00 | - | 155 | -5 | 114 |
| 29 Oct | 103.76 | 1.8 | -1.15 | - | 378 | 26 | 120 |
| 28 Oct | 100.69 | 2.95 | -3.70 | - | 321 | 44 | 95 |
| 25 Oct | 94.24 | 6.65 | 2.35 | - | 26 | -1 | 51 |
| 24 Oct | 98.19 | 4.3 | -0.30 | - | 25 | 7 | 51 |
| 23 Oct | 97.69 | 4.6 | -0.65 | - | 49 | 29 | 44 |
| 22 Oct | 96.79 | 5.25 | 2.75 | - | 30 | 11 | 15 |
| 21 Oct | 102.86 | 2.5 | -0.20 | - | 1 | 0 | 4 |
| 18 Oct | 104.67 | 2.7 | 0.50 | - | 1 | 0 | 3 |
| 17 Oct | 102.50 | 2.2 | 0.35 | - | 2 | 0 | 3 |
| 16 Oct | 104.37 | 1.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 104.43 | 1.85 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 104.49 | 1.85 | 0.10 | - | 1 | 0 | 2 |
| 11 Oct | 104.06 | 1.75 | -0.70 | - | 2 | 1 | 1 |
| 10 Oct | 104.13 | 2.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 104.40 | 2.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 104.95 | 2.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 103.49 | 2.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 107.62 | 2.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 107.96 | 2.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 110.49 | 2.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 111.33 | 2.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 113.10 | 2.45 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 98 expiring on 28NOV2024
Delta for 98 PE is -0.73
Historical price for 98 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 4, which was 1.75 higher than the previous day. The implied volatity was 37.39, the open interest changed by -264 which decreased total open position to 435
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 33.54, the open interest changed by 339 which increased total open position to 705
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 2.25, which was 0.30 higher than the previous day. The implied volatity was 33.54, the open interest changed by 345 which increased total open position to 705
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 32.93, the open interest changed by 14 which increased total open position to 361
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 2.4, which was 0.60 higher than the previous day. The implied volatity was 31.25, the open interest changed by 44 which increased total open position to 348
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 1.8, which was 0.65 higher than the previous day. The implied volatity was 30.40, the open interest changed by 38 which increased total open position to 307
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 1.15, which was 0.45 higher than the previous day. The implied volatity was 31.21, the open interest changed by 5 which increased total open position to 270
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 32.04, the open interest changed by 37 which increased total open position to 266
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 33.29, the open interest changed by 43 which increased total open position to 229
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 33.74, the open interest changed by -9 which decreased total open position to 188
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 35.06, the open interest changed by -1 which decreased total open position to 200
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 35.27, the open interest changed by 27 which increased total open position to 201
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 1.85, which was 0.30 higher than the previous day. The implied volatity was 36.14, the open interest changed by 55 which increased total open position to 178
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 37.23, the open interest changed by 9 which increased total open position to 123
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 1.9, 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 30 Oct CANBK was trading at 103.36. The strike last trading price was 1.8, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 1.8, 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 2.95, which was -3.70 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 6.65, which was 2.35 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 4.3, 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 4.6, which was -0.65 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 5.25, which was 2.75 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 2.5, which was -0.20 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 2.7, 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 2.2, which was 0.35 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 1.85, 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 1.85, 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 1.85, 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 11 Oct CANBK was trading at 104.06. The strike last trading price was 1.75, which was -0.70 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 2.45, 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 2.45, 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 2.45, 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 2.45, 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 2.45, 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 2.45, 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 2.45, 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 2.45, 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 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
