CANBK
Canara Bank
94.46
-3.35 (-3.43%)
Option Chain for CANBK
21 Nov 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 | 0 | 1 | - | 12.95 | -19.30 | 80 | 0.00 | 0.10 | - | 228 | 103 | 192 | - |
- | 0 | 0 | 0 | - | 30.45 | 0.00 | 81 | 0.00 | 0.25 | 30.00 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 29.50 | 0.00 | 82 | 0.00 | 0.30 | 30.00 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 28.55 | 0.00 | 83 | 0.00 | 0.35 | 30.00 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 27.60 | 0.00 | 84 | -0.25 | 0.15 | 53.88 | 15 | 0 | 0 | -0.05 |
- | 2 | 1 | 3 | - | 8.95 | -10.50 | 85 | 0.15 | 0.20 | 52.98 | 978 | 65 | 368 | -0.06 |
- | 0 | 0 | 0 | - | 25.80 | 0.00 | 86 | -0.30 | 0.25 | 51.22 | 99 | 47 | 47 | -0.08 |
- | 0 | 0 | 0 | - | 24.90 | 0.00 | 87 | 0.00 | 0.65 | 20.11 | 0 | 0 | 0 | -0.00 |
0.90 | 24 | 24 | 63 | 43.61 | 7.05 | -16.95 | 88 | 0.25 | 0.40 | 47.91 | 687 | 101 | 190 | -0.12 |
0.86 | 32 | 28 | 59 | 42.33 | 6.15 | -3.15 | 89 | 0.25 | 0.45 | 44.40 | 733 | 108 | 161 | -0.15 |
0.84 | 189 | 7 | 539 | 38.64 | 5.20 | -2.80 | 90 | 0.35 | 0.60 | 43.44 | 4,254 | 136 | 992 | -0.19 |
0.78 | 55 | 40 | 291 | 39.82 | 4.45 | -2.55 | 91 | 0.40 | 0.75 | 41.45 | 1,685 | 95 | 176 | -0.23 |
0.72 | 102 | 51 | 604 | 38.16 | 3.65 | -2.40 | 92 | 0.45 | 0.95 | 39.66 | 2,803 | 42 | 296 | -0.29 |
0.66 | 318 | 288 | 1,445 | 36.43 | 2.90 | -2.35 | 93 | 0.65 | 1.25 | 38.86 | 4,671 | 247 | 467 | -0.35 |
0.58 | 359 | 267 | 4,385 | 35.36 | 2.25 | -1.95 | 94 | 0.80 | 1.55 | 36.71 | 5,431 | 762 | 1,015 | -0.43 |
0.49 | 937 | 483 | 8,191 | 35.59 | 1.75 | -1.80 | 95 | 0.95 | 2.00 | 36.01 | 4,963 | -54 | 1,341 | -0.51 |
0.41 | 404 | 287 | 3,923 | 35.15 | 1.30 | -1.60 | 96 | 1.20 | 2.60 | 36.61 | 1,565 | -123 | 194 | -0.59 |
0.33 | 415 | 224 | 3,002 | 36.12 | 1.00 | -1.35 | 97 | 1.50 | 3.25 | 36.67 | 1,236 | -130 | 225 | -0.67 |
0.26 | 479 | 138 | 2,048 | 36.75 | 0.75 | -1.00 | 98 | 1.75 | 4.00 | 37.39 | 1,268 | -264 | 435 | -0.73 |
0.21 | 422 | -41 | 2,117 | 37.20 | 0.55 | -0.80 | 99 | 2.00 | 4.85 | 39.30 | 617 | -29 | 211 | -0.78 |
0.16 | 1,940 | 294 | 6,479 | 37.73 | 0.40 | -0.70 | 100 | 2.20 | 5.70 | 40.20 | 1,490 | -289 | 1,630 | -0.83 |
0.12 | 571 | -25 | 1,992 | 38.66 | 0.30 | -0.55 | 101 | 2.25 | 6.60 | 41.65 | 186 | -9 | 316 | -0.86 |
0.10 | 708 | -169 | 1,331 | 40.72 | 0.25 | -0.40 | 102 | 2.90 | 7.80 | 52.61 | 132 | -38 | 373 | -0.83 |
0.08 | 579 | -78 | 1,222 | 42.25 | 0.20 | -0.30 | 103 | 3.05 | 8.90 | 60.23 | 122 | -31 | 227 | -0.83 |
0.08 | 579 | -4 | 649 | 45.84 | 0.20 | -0.20 | 104 | 2.40 | 9.35 | 42.30 | 60 | -15 | 246 | -0.94 |
0.06 | 2,700 | -183 | 2,231 | 46.43 | 0.15 | -0.15 | 105 | 2.75 | 10.45 | 51.57 | 114 | -47 | 866 | -0.92 |
0.06 | 382 | -43 | 225 | 49.70 | 0.15 | -0.10 | 106 | 4.20 | 12.80 | 98.87 | 3 | 0 | 154 | -0.77 |
0.05 | 506 | -27 | 116 | 52.97 | 0.15 | -0.05 | 107 | 5.90 | 14.10 | - | 4 | -2 | 172 | - |
0.04 | 628 | -12 | 264 | 52.00 | 0.10 | -0.10 | 108 | 4.30 | 14.50 | - | 1 | 0 | 436 | - |
0.04 | 225 | -17 | 100 | 54.95 | 0.10 | -0.05 | 109 | 0.00 | 11.20 | 0.00 | 0 | 5 | 0 | 0.00 |
0.03 | 2,669 | -271 | 1,094 | 57.85 | 0.10 | -0.05 | 110 | 3.05 | 15.35 | 62.40 | 260 | -203 | 663 | -0.95 |
- | 120 | 2 | 33 | - | 0.10 | 0.00 | 111 | 0.00 | 11.80 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 256 | 9 | 71 | - | 0.10 | 0.00 | 112 | 4.95 | 17.25 | - | 1 | 0 | 47 | - |
- | 150 | -7 | 8 | - | 0.05 | -0.05 | 113 | 0.00 | 9.45 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 97 | 0 | 23 | - | 0.05 | -0.05 | 114 | 0.00 | 10.40 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 867 | -51 | 110 | - | 0.05 | -0.05 | 115 | 5.20 | 20.50 | - | 6 | -5 | 477 | - |
- | 40 | -2 | 5 | - | 0.05 | 0.00 | 116 | 0.00 | 10.25 | - | 0 | 0 | 0 | - |
- | 55 | 0 | 2 | - | 0.05 | -0.05 | 117 | 0.00 | 10.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -13 | 0 | 0.00 | 0.10 | 0.00 | 118 | 0.00 | 13.40 | 0.00 | 0 | 0 | 0 | 0.00 |
|
||||||||||||||
- | 41 | 0 | 4 | - | 0.05 | -0.05 | 119 | 0.00 | 12.20 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 1,012 | -76 | 134 | - | 0.05 | -0.05 | 120 | 2.90 | 25.40 | - | 11 | -10 | 409 | - |
- | 196 | 0 | 1 | - | 0.05 | 0.00 | 121 | 0.00 | 13.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.05 | 0.00 | 122 | 0.00 | 14.25 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.15 | 0.00 | 123 | 0.00 | 15.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 16 | 0 | 2 | - | 0.05 | -0.05 | 124 | 5.90 | 30.50 | - | 1 | 0 | 36 | - |
- | 279 | 0 | 3 | - | 0.05 | -0.05 | 125 | 0.00 | 17.45 | 0.00 | 0 | 0 | 0 | 0.00 |
18,354 | 12,362 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.