CANBK
Canara Bank
Historical option data for CANBK
21 Nov 2024 04:10 PM IST
| CANBK 28NOV2024 99 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.04
Theta: -0.10
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 94.46 | 0.55 | -0.80 | 37.20 | 2,117 | -41 | 422 | |||
| 20 Nov | 97.81 | 1.35 | 0.00 | 32.08 | 2,226 | 75 | 460 | |||
| 19 Nov | 97.81 | 1.35 | -0.20 | 32.08 | 2,226 | 72 | 460 | |||
| 18 Nov | 98.18 | 1.55 | -0.15 | 28.43 | 2,232 | 150 | 392 | |||
| 14 Nov | 97.49 | 1.7 | -0.90 | 28.40 | 1,943 | 131 | 250 | |||
| 13 Nov | 98.33 | 2.6 | -1.45 | 30.27 | 557 | 29 | 120 | |||
| 12 Nov | 101.50 | 4.05 | -2.00 | 29.56 | 53 | 0 | 89 | |||
| 11 Nov | 103.89 | 6.05 | 0.20 | 30.12 | 74 | 0 | 88 | |||
| 8 Nov | 103.69 | 5.85 | -1.65 | 27.98 | 192 | -8 | 87 | |||
| 7 Nov | 105.07 | 7.5 | -0.55 | 33.80 | 78 | -14 | 95 | |||
| 6 Nov | 105.25 | 8.05 | 1.40 | 35.03 | 137 | 3 | 108 | |||
| 5 Nov | 103.67 | 6.65 | 1.00 | 34.92 | 232 | 6 | 105 | |||
| 4 Nov | 101.91 | 5.65 | -1.15 | 35.24 | 259 | 12 | 98 | |||
| 1 Nov | 103.96 | 6.8 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 31 Oct | 102.65 | 6.8 | -0.45 | - | 62 | 13 | 87 | |||
| 30 Oct | 103.36 | 7.25 | -0.30 | - | 118 | 6 | 75 | |||
| 29 Oct | 103.76 | 7.55 | 1.40 | - | 232 | 13 | 69 | |||
| 28 Oct | 100.69 | 6.15 | 2.35 | - | 400 | -16 | 57 | |||
| 25 Oct | 94.24 | 3.8 | -1.25 | - | 37 | 13 | 73 | |||
| 24 Oct | 98.19 | 5.05 | 0.30 | - | 46 | 11 | 59 | |||
| 23 Oct | 97.69 | 4.75 | 0.45 | - | 42 | 10 | 48 | |||
| 22 Oct | 96.79 | 4.3 | -10.85 | - | 46 | 37 | 37 | |||
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| 21 Oct | 102.86 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 104.67 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 102.50 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 104.37 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 104.43 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 104.49 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 104.06 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 104.13 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 104.40 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 104.95 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 103.49 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 107.62 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 107.96 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 110.49 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 111.33 | 15.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 113.10 | 15.15 | - | 0 | 0 | 0 | ||||
For Canara Bank - strike price 99 expiring on 28NOV2024
Delta for 99 CE is 0.21
Historical price for 99 CE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 0.55, which was -0.80 lower than the previous day. The implied volatity was 37.20, the open interest changed by -41 which decreased total open position to 422
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 32.08, the open interest changed by 75 which increased total open position to 460
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 32.08, the open interest changed by 72 which increased total open position to 460
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 28.43, the open interest changed by 150 which increased total open position to 392
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 1.7, which was -0.90 lower than the previous day. The implied volatity was 28.40, the open interest changed by 131 which increased total open position to 250
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 2.6, which was -1.45 lower than the previous day. The implied volatity was 30.27, the open interest changed by 29 which increased total open position to 120
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 4.05, which was -2.00 lower than the previous day. The implied volatity was 29.56, the open interest changed by 0 which decreased total open position to 89
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 6.05, which was 0.20 higher than the previous day. The implied volatity was 30.12, the open interest changed by 0 which decreased total open position to 88
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 5.85, which was -1.65 lower than the previous day. The implied volatity was 27.98, the open interest changed by -8 which decreased total open position to 87
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 7.5, which was -0.55 lower than the previous day. The implied volatity was 33.80, the open interest changed by -14 which decreased total open position to 95
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 8.05, which was 1.40 higher than the previous day. The implied volatity was 35.03, the open interest changed by 3 which increased total open position to 108
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 6.65, which was 1.00 higher than the previous day. The implied volatity was 34.92, the open interest changed by 6 which increased total open position to 105
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 5.65, which was -1.15 lower than the previous day. The implied volatity was 35.24, the open interest changed by 12 which increased total open position to 98
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 6.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 6.8, which was -0.45 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 7.25, 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 29 Oct CANBK was trading at 103.76. The strike last trading price was 7.55, 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 6.15, 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 25 Oct CANBK was trading at 94.24. The strike last trading price was 3.8, 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 5.05, 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 4.75, which was 0.45 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 4.3, which was -10.85 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CANBK 28NOV2024 99 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.04
Theta: -0.09
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 94.46 | 4.85 | 2.00 | 39.30 | 617 | -29 | 211 |
| 20 Nov | 97.81 | 2.85 | 0.00 | 33.52 | 1,568 | -5 | 240 |
| 19 Nov | 97.81 | 2.85 | 0.45 | 33.52 | 1,568 | -5 | 240 |
| 18 Nov | 98.18 | 2.4 | -0.45 | 31.86 | 725 | 36 | 247 |
| 14 Nov | 97.49 | 2.85 | 0.60 | 29.98 | 1,234 | 23 | 211 |
| 13 Nov | 98.33 | 2.25 | 0.80 | 30.35 | 1,323 | 1 | 189 |
| 12 Nov | 101.50 | 1.45 | 0.60 | 30.92 | 600 | 3 | 189 |
| 11 Nov | 103.89 | 0.85 | -0.35 | 31.07 | 667 | 17 | 189 |
| 8 Nov | 103.69 | 1.2 | 0.20 | 32.60 | 270 | 25 | 172 |
| 7 Nov | 105.07 | 1 | 0.00 | 33.63 | 213 | 18 | 148 |
| 6 Nov | 105.25 | 1 | -0.55 | 34.26 | 222 | 16 | 130 |
| 5 Nov | 103.67 | 1.55 | -0.65 | 34.94 | 523 | -8 | 114 |
| 4 Nov | 101.91 | 2.2 | 0.45 | 36.18 | 402 | 12 | 121 |
| 1 Nov | 103.96 | 1.75 | -0.30 | 36.31 | 24 | 3 | 108 |
| 31 Oct | 102.65 | 2.05 | 0.05 | - | 194 | 23 | 105 |
| 30 Oct | 103.36 | 2 | -0.05 | - | 134 | 7 | 84 |
| 29 Oct | 103.76 | 2.05 | -1.30 | - | 359 | 35 | 73 |
| 28 Oct | 100.69 | 3.35 | -4.25 | - | 312 | 16 | 38 |
| 25 Oct | 94.24 | 7.6 | 2.75 | - | 8 | -2 | 22 |
| 24 Oct | 98.19 | 4.85 | -0.35 | - | 15 | 13 | 23 |
| 23 Oct | 97.69 | 5.2 | 2.05 | - | 12 | 6 | 9 |
| 22 Oct | 96.79 | 3.15 | 0.55 | - | 4 | 0 | 1 |
| 21 Oct | 102.86 | 2.6 | 0.00 | - | 0 | 1 | 0 |
| 18 Oct | 104.67 | 2.6 | -0.10 | - | 1 | 0 | 0 |
| 17 Oct | 102.50 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 104.37 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 104.43 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 104.49 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 104.06 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 104.13 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 104.40 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 104.95 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 103.49 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 107.62 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 107.96 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 110.49 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 111.33 | 2.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 113.10 | 2.7 | - | 0 | 0 | 0 | |
For Canara Bank - strike price 99 expiring on 28NOV2024
Delta for 99 PE is -0.78
Historical price for 99 PE is as follows
On 21 Nov CANBK was trading at 94.46. The strike last trading price was 4.85, which was 2.00 higher than the previous day. The implied volatity was 39.30, the open interest changed by -29 which decreased total open position to 211
On 20 Nov CANBK was trading at 97.81. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 33.52, the open interest changed by -5 which decreased total open position to 240
On 19 Nov CANBK was trading at 97.81. The strike last trading price was 2.85, which was 0.45 higher than the previous day. The implied volatity was 33.52, the open interest changed by -5 which decreased total open position to 240
On 18 Nov CANBK was trading at 98.18. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 31.86, the open interest changed by 36 which increased total open position to 247
On 14 Nov CANBK was trading at 97.49. The strike last trading price was 2.85, which was 0.60 higher than the previous day. The implied volatity was 29.98, the open interest changed by 23 which increased total open position to 211
On 13 Nov CANBK was trading at 98.33. The strike last trading price was 2.25, which was 0.80 higher than the previous day. The implied volatity was 30.35, the open interest changed by 1 which increased total open position to 189
On 12 Nov CANBK was trading at 101.50. The strike last trading price was 1.45, which was 0.60 higher than the previous day. The implied volatity was 30.92, the open interest changed by 3 which increased total open position to 189
On 11 Nov CANBK was trading at 103.89. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 31.07, the open interest changed by 17 which increased total open position to 189
On 8 Nov CANBK was trading at 103.69. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 32.60, the open interest changed by 25 which increased total open position to 172
On 7 Nov CANBK was trading at 105.07. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 33.63, the open interest changed by 18 which increased total open position to 148
On 6 Nov CANBK was trading at 105.25. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 34.26, the open interest changed by 16 which increased total open position to 130
On 5 Nov CANBK was trading at 103.67. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 34.94, the open interest changed by -8 which decreased total open position to 114
On 4 Nov CANBK was trading at 101.91. The strike last trading price was 2.2, which was 0.45 higher than the previous day. The implied volatity was 36.18, the open interest changed by 12 which increased total open position to 121
On 1 Nov CANBK was trading at 103.96. The strike last trading price was 1.75, which was -0.30 lower than the previous day. The implied volatity was 36.31, the open interest changed by 3 which increased total open position to 108
On 31 Oct CANBK was trading at 102.65. The strike last trading price was 2.05, 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 30 Oct CANBK was trading at 103.36. The strike last trading price was 2, which was -0.05 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 2.05, which was -1.30 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 3.35, 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 7.6, 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 24 Oct CANBK was trading at 98.19. The strike last trading price was 4.85, which was -0.35 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 5.2, which was 2.05 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 3.15, 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 21 Oct CANBK was trading at 102.86. The strike last trading price was 2.6, 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 2.6, 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 17 Oct CANBK was trading at 102.50. The strike last trading price was 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
