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[--[65.84.65.76]--]
CANBK
Canara Bank

107.72 -1.03 (-0.95%)

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Historical option data for CANBK

12 Dec 2024 11:11 AM IST
CANBK 26DEC2024 99 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.78 11.2 0.00 0.00 0 0 0
11 Dec 108.75 11.2 0.00 0.00 0 0 0
10 Dec 109.68 11.2 0.00 0.00 0 0 0
9 Dec 108.99 11.2 0.00 0.00 0 -3 0
6 Dec 109.32 11.2 0.95 35.94 8 -2 72
5 Dec 108.17 10.25 -0.30 31.49 16 0 74
4 Dec 108.63 10.55 2.90 30.87 20 -7 74
3 Dec 105.12 7.65 2.40 30.66 45 -2 83
2 Dec 101.71 5.25 -0.30 32.00 71 5 86
29 Nov 102.01 5.55 -0.95 31.02 65 -12 82
28 Nov 102.90 6.5 1.15 30.13 230 13 93
27 Nov 101.56 5.35 -0.10 29.56 135 -5 80
26 Nov 101.79 5.45 0.40 29.86 128 4 85
25 Nov 100.98 5.05 1.70 30.37 835 50 82
22 Nov 97.01 3.35 0.65 32.78 296 49 81
21 Nov 94.46 2.7 -1.10 35.38 62 26 32
20 Nov 97.81 3.8 0.00 33.24 16 6 2
19 Nov 97.81 3.8 -5.60 33.24 16 2 2
18 Nov 98.18 9.4 0.00 - 0 0 0
14 Nov 97.49 9.4 0.00 0.37 0 0 0
13 Nov 98.33 9.4 0.00 - 0 0 0
12 Nov 101.50 9.4 0.00 - 0 0 0
11 Nov 103.89 9.4 0.00 - 0 0 0
8 Nov 103.69 9.4 0.00 - 0 0 0
7 Nov 105.07 9.4 0.00 - 0 0 0
6 Nov 105.25 9.4 0.00 - 0 0 0
5 Nov 103.67 9.4 0.00 - 0 0 0
4 Nov 101.91 9.4 9.40 - 0 0 0
1 Nov 103.96 0 - 0 0 0


For Canara Bank - strike price 99 expiring on 26DEC2024

Delta for 99 CE is 0.00

Historical price for 99 CE is as follows

On 12 Dec CANBK was trading at 107.78. The strike last trading price was 11.2, 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 11 Dec CANBK was trading at 108.75. The strike last trading price was 11.2, 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 10 Dec CANBK was trading at 109.68. The strike last trading price was 11.2, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 11.2, which was 0.95 higher than the previous day. The implied volatity was 35.94, the open interest changed by -2 which decreased total open position to 72


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 10.25, which was -0.30 lower than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 74


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 10.55, which was 2.90 higher than the previous day. The implied volatity was 30.87, the open interest changed by -7 which decreased total open position to 74


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 7.65, which was 2.40 higher than the previous day. The implied volatity was 30.66, the open interest changed by -2 which decreased total open position to 83


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 5.25, which was -0.30 lower than the previous day. The implied volatity was 32.00, the open interest changed by 5 which increased total open position to 86


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 5.55, which was -0.95 lower than the previous day. The implied volatity was 31.02, the open interest changed by -12 which decreased total open position to 82


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 6.5, which was 1.15 higher than the previous day. The implied volatity was 30.13, the open interest changed by 13 which increased total open position to 93


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 5.35, which was -0.10 lower than the previous day. The implied volatity was 29.56, the open interest changed by -5 which decreased total open position to 80


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 5.45, which was 0.40 higher than the previous day. The implied volatity was 29.86, the open interest changed by 4 which increased total open position to 85


On 25 Nov CANBK was trading at 100.98. The strike last trading price was 5.05, which was 1.70 higher than the previous day. The implied volatity was 30.37, the open interest changed by 50 which increased total open position to 82


On 22 Nov CANBK was trading at 97.01. The strike last trading price was 3.35, which was 0.65 higher than the previous day. The implied volatity was 32.78, the open interest changed by 49 which increased total open position to 81


On 21 Nov CANBK was trading at 94.46. The strike last trading price was 2.7, which was -1.10 lower than the previous day. The implied volatity was 35.38, the open interest changed by 26 which increased total open position to 32


On 20 Nov CANBK was trading at 97.81. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 33.24, the open interest changed by 6 which increased total open position to 2


On 19 Nov CANBK was trading at 97.81. The strike last trading price was 3.8, which was -5.60 lower than the previous day. The implied volatity was 33.24, the open interest changed by 2 which increased total open position to 2


On 18 Nov CANBK was trading at 98.18. The strike last trading price was 9.4, 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 14 Nov CANBK was trading at 97.49. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, which was 9.40 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 99 PE
Delta: -0.09
Vega: 0.03
Theta: -0.04
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 107.78 0.3 -0.05 34.01 26 -3 176
11 Dec 108.75 0.35 0.00 36.90 71 -19 184
10 Dec 109.68 0.35 -0.10 38.35 108 -12 203
9 Dec 108.99 0.45 0.00 38.05 108 19 214
6 Dec 109.32 0.45 -0.20 35.74 265 -16 195
5 Dec 108.17 0.65 0.00 36.85 191 -21 211
4 Dec 108.63 0.65 -0.35 36.77 466 -20 236
3 Dec 105.12 1 -0.80 33.06 664 -20 253
2 Dec 101.71 1.8 0.00 31.46 639 31 267
29 Nov 102.01 1.8 0.10 30.71 719 48 236
28 Nov 102.90 1.7 -0.40 33.28 778 117 187
27 Nov 101.56 2.1 -0.05 31.83 108 12 70
26 Nov 101.79 2.15 -0.40 31.86 76 11 58
25 Nov 100.98 2.55 -0.95 32.52 93 39 41
22 Nov 97.01 3.5 0.00 0.00 0 0 0
21 Nov 94.46 3.5 0.00 0.00 0 2 0
20 Nov 97.81 3.5 0.00 25.47 3 2 2
19 Nov 97.81 3.5 -1.15 25.47 3 2 2
18 Nov 98.18 4.65 0.00 0.21 0 0 0
14 Nov 97.49 4.65 0.00 - 0 0 0
13 Nov 98.33 4.65 0.00 1.26 0 0 0
12 Nov 101.50 4.65 0.00 3.36 0 0 0
11 Nov 103.89 4.65 0.00 5.49 0 0 0
8 Nov 103.69 4.65 0.00 5.14 0 0 0
7 Nov 105.07 4.65 0.00 6.25 0 0 0
6 Nov 105.25 4.65 0.00 6.55 0 0 0
5 Nov 103.67 4.65 0.00 5.09 0 0 0
4 Nov 101.91 4.65 4.65 3.75 0 0 0
1 Nov 103.96 0 5.39 0 0 0


For Canara Bank - strike price 99 expiring on 26DEC2024

Delta for 99 PE is -0.09

Historical price for 99 PE is as follows

On 12 Dec CANBK was trading at 107.78. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 34.01, the open interest changed by -3 which decreased total open position to 176


On 11 Dec CANBK was trading at 108.75. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 36.90, the open interest changed by -19 which decreased total open position to 184


On 10 Dec CANBK was trading at 109.68. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 38.35, the open interest changed by -12 which decreased total open position to 203


On 9 Dec CANBK was trading at 108.99. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 38.05, the open interest changed by 19 which increased total open position to 214


On 6 Dec CANBK was trading at 109.32. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 35.74, the open interest changed by -16 which decreased total open position to 195


On 5 Dec CANBK was trading at 108.17. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 36.85, the open interest changed by -21 which decreased total open position to 211


On 4 Dec CANBK was trading at 108.63. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 36.77, the open interest changed by -20 which decreased total open position to 236


On 3 Dec CANBK was trading at 105.12. The strike last trading price was 1, which was -0.80 lower than the previous day. The implied volatity was 33.06, the open interest changed by -20 which decreased total open position to 253


On 2 Dec CANBK was trading at 101.71. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 31.46, the open interest changed by 31 which increased total open position to 267


On 29 Nov CANBK was trading at 102.01. The strike last trading price was 1.8, which was 0.10 higher than the previous day. The implied volatity was 30.71, the open interest changed by 48 which increased total open position to 236


On 28 Nov CANBK was trading at 102.90. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 33.28, the open interest changed by 117 which increased total open position to 187


On 27 Nov CANBK was trading at 101.56. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 31.83, the open interest changed by 12 which increased total open position to 70


On 26 Nov CANBK was trading at 101.79. The strike last trading price was 2.15, which was -0.40 lower than the previous day. The implied volatity was 31.86, the open interest changed by 11 which increased total open position to 58


On 25 Nov CANBK was trading at 100.98. The strike last trading price was 2.55, which was -0.95 lower than the previous day. The implied volatity was 32.52, the open interest changed by 39 which increased total open position to 41


On 22 Nov CANBK was trading at 97.01. The strike last trading price was 3.5, 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 21 Nov CANBK was trading at 94.46. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


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 25.47, the open interest changed by 2 which increased total open position to 2


On 19 Nov CANBK was trading at 97.81. The strike last trading price was 3.5, which was -1.15 lower than the previous day. The implied volatity was 25.47, the open interest changed by 2 which increased total open position to 2


On 18 Nov CANBK was trading at 98.18. The strike last trading price was 4.65, which was 0.00 lower than the previous day. The implied volatity was 0.21, 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 4.65, 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 4.65, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 4.65, which was 0.00 lower than the previous day. The implied volatity was 3.36, 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 4.65, which was 0.00 lower than the previous day. The implied volatity was 5.49, 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 4.65, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 4.65, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 4.65, which was 0.00 lower than the previous day. The implied volatity was 6.55, 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 4.65, which was 0.00 lower than the previous day. The implied volatity was 5.09, 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 4.65, which was 4.65 higher than the previous day. The implied volatity was 3.75, 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 5.39, the open interest changed by 0 which decreased total open position to 0