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[--[65.84.65.76]--]
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
  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.