CANBK
Canara Bank
Historical option data for CANBK
20 Dec 2024 04:10 PM IST
| CANBK 26DEC2024 99 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.05
Theta: -0.12
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 99.61 | 1.75 | -2.75 | 25.45 | 665 | 49 | 120 | |||
| 19 Dec | 102.90 | 4.5 | -0.55 | 28.84 | 394 | -19 | 70 | |||
| 18 Dec | 103.19 | 5.05 | -3.20 | 32.17 | 363 | 7 | 89 | |||
| 17 Dec | 105.16 | 8.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 107.34 | 8.25 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Dec | 106.58 | 8.25 | -0.70 | 31.09 | 19 | -1 | 78 | |||
| 12 Dec | 107.50 | 8.95 | -2.25 | 24.49 | 28 | 8 | 79 | |||
| 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 | |||
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| 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 0.61
Historical price for 99 CE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 1.75, which was -2.75 lower than the previous day. The implied volatity was 25.45, the open interest changed by 49 which increased total open position to 120
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 4.5, which was -0.55 lower than the previous day. The implied volatity was 28.84, the open interest changed by -19 which decreased total open position to 70
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 5.05, which was -3.20 lower than the previous day. The implied volatity was 32.17, the open interest changed by 7 which increased total open position to 89
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 8.25, 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 16 Dec CANBK was trading at 107.34. The strike last trading price was 8.25, 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 13 Dec CANBK was trading at 106.58. The strike last trading price was 8.25, which was -0.70 lower than the previous day. The implied volatity was 31.09, the open interest changed by -1 which decreased total open position to 78
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 8.95, which was -2.25 lower than the previous day. The implied volatity was 24.49, the open interest changed by 8 which increased total open position to 79
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 0.05
Theta: -0.10
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 99.61 | 1.05 | 0.60 | 28.13 | 1,839 | 79 | 243 |
| 19 Dec | 102.90 | 0.45 | 0.00 | 32.85 | 630 | 5 | 168 |
| 18 Dec | 103.19 | 0.45 | 0.20 | 32.61 | 399 | 7 | 164 |
| 17 Dec | 105.16 | 0.25 | 0.05 | 31.42 | 14 | 5 | 156 |
| 16 Dec | 107.34 | 0.2 | -0.05 | 34.70 | 153 | -5 | 154 |
| 13 Dec | 106.58 | 0.25 | 0.00 | 30.85 | 308 | -7 | 155 |
| 12 Dec | 107.50 | 0.25 | -0.10 | 32.01 | 97 | -15 | 164 |
| 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 -0.40
Historical price for 99 PE is as follows
On 20 Dec CANBK was trading at 99.61. The strike last trading price was 1.05, which was 0.60 higher than the previous day. The implied volatity was 28.13, the open interest changed by 79 which increased total open position to 243
On 19 Dec CANBK was trading at 102.90. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 32.85, the open interest changed by 5 which increased total open position to 168
On 18 Dec CANBK was trading at 103.19. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 32.61, the open interest changed by 7 which increased total open position to 164
On 17 Dec CANBK was trading at 105.16. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 31.42, the open interest changed by 5 which increased total open position to 156
On 16 Dec CANBK was trading at 107.34. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.70, the open interest changed by -5 which decreased total open position to 154
On 13 Dec CANBK was trading at 106.58. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 30.85, the open interest changed by -7 which decreased total open position to 155
On 12 Dec CANBK was trading at 107.50. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 32.01, the open interest changed by -15 which decreased total open position to 164
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
