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

108.75 -0.93 (-0.85%)

Option Chain for CANBK

11 Dec 2024 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 6750

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 22.75 0.00 80 0.00 0.05 - 6 2 31 -
0.00 0 0 0 0.00 23.05 0.00 81 0.00 0.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 31.25 0.00 82 0.00 0.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 21.25 0.00 83 0.00 0.70 0.00 0 0 0 0.00
0.00 0 0 0 0.00 28.50 0.00 84 0.00 0.80 0.00 0 0 0 0.00
0.00 0 0 0 0.00 17.75 0.00 85 0.05 0.10 - 1 0 195 -
- 0 0 0 - 26.75 0.00 86 0.00 0.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 17.85 0.00 87 0.00 0.15 0.00 0 0 0 0.00
- 0 0 0 - 25.05 0.00 88 0.00 0.10 53.89 5 -1 58 -0.02
0.00 0 0 0 0.00 16.25 0.00 89 0.00 0.15 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 19.75 0.00 90 0.00 0.10 49.22 96 -15 698 -0.02
- 0 0 0 - 14.70 0.00 91 0.00 0.15 50.25 23 -3 81 -0.03
0.00 0 0 0 0.00 18.95 0.00 92 0.00 0.15 47.73 8 0 97 -0.03
0.00 0 0 0 0.00 16.20 0.00 93 0.00 0.20 47.81 12 -3 102 -0.04
0.96 34 0 1 43.29 15.15 -1.05 94 0.00 0.20 45.23 6 -2 122 -0.05
0.00 0 -1 0 0.00 14.60 0.00 95 -0.05 0.20 42.59 288 3 1,624 -0.05
0.89 279 0 1 54.09 13.75 0.55 96 -0.05 0.20 39.98 11 -6 191 -0.05
0.95 51 -2 4 35.76 12.25 -1.30 97 0.05 0.30 41.03 76 -18 271 -0.07
0.86 106 0 1 52.81 12.00 0.45 98 0.00 0.30 38.24 74 11 322 -0.08
0.00 0 0 0 0.00 11.20 0.00 99 0.00 0.35 36.90 71 -19 184 -0.09
0.87 844 -47 78 38.83 9.65 -1.00 100 0.00 0.40 35.34 892 -73 1,485 -0.10
0.83 168 1 2 42.33 9.00 0.05 101 0.05 0.50 34.64 137 21 386 -0.13
0.87 440 -3 32 30.30 7.55 -1.45 102 0.00 0.60 33.52 113 3 543 -0.15
0.84 431 2 17 29.11 6.65 -1.05 103 0.05 0.70 32.04 276 16 697 -0.18
0.80 476 15 34 29.97 5.90 -1.15 104 0.10 0.85 31.03 385 2 578 -0.21
0.76 1,036 -20 474 27.80 5.00 -1.20 105 0.15 1.10 30.97 1,005 -67 1,333 -0.26
0.71 323 6 89 27.98 4.30 -1.20 106 0.20 1.35 30.26 671 -8 435 -0.31
0.65 405 48 340 27.42 3.60 -1.00 107 0.25 1.65 29.60 917 -24 381 -0.36
0.59 499 71 779 27.35 3.00 -0.95 108 0.35 2.05 29.47 959 56 534 -0.42
0.52 660 140 1,152 27.11 2.45 -0.95 109 0.40 2.45 28.67 1,204 -13 420 -0.48
0.45 3,414 405 3,690 27.26 2.00 -0.75 110 0.50 3.00 28.87 1,779 -46 1,958 -0.54
0.39 464 -30 1,089 27.26 1.60 -0.70 111 0.50 3.55 28.37 780 -4 208 -0.60
0.33 721 78 862 27.09 1.25 -0.65 112 0.65 4.25 28.96 569 70 299 -0.66
0.28 452 34 567 28.18 1.05 -0.50 113 0.85 5.10 30.87 99 10 230 -0.70
0.24 270 14 461 28.73 0.85 -0.40 114 0.20 5.75 29.56 49 1 71 -0.76
0.19 2,085 189 2,077 28.66 0.65 -0.35 115 0.80 6.50 28.85 95 15 586 -0.81
0.16 212 20 284 29.73 0.55 -0.25 116 0.30 6.80 - 2 0 29 -
0.14 70 5 87 30.42 0.45 -0.20 117 0.65 8.00 23.43 25 8 42 -0.93
0.11 213 -33 150 30.65 0.35 -0.20 118 -0.05 9.20 31.21 3 0 19 -0.89
0.09 119 28 150 31.68 0.30 -0.15 119 -0.05 9.70 - 7 2 14 -
0.09 1,831 14 607 33.92 0.30 -0.05 120 1.35 11.25 37.32 144 -72 404 -0.89
0.00 0 0 0 15.10 1.85 1.85 121 18.90 18.90 - 0 0 0 -
0.05 285 20 86 32.89 0.15 -0.15 122 0.00 13.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 123 0.00 0.00 0.00 0 0 0 0.00
0.03 144 -8 34 34.01 0.10 -0.10 124 0.00 14.50 0.00 0 0 0 0.00
16,032 14,628
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.