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

96.75 -1.40 (-1.43%)

Option Chain for CANBK

24 Jan 2025 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
- 2 0 1 - 21.70 -1.30 75 0.00 0.05 0.00 0 0 0 0.00
- 0 0 0 - 28.60 0.00 76 0.00 0.60 30.00 0 0 0 0.00
- 0 0 0 - 27.15 0.00 77 0.00 0.30 30.00 0 0 0 -0.00
- 0 0 0 - 26.85 0.00 78 0.00 0.05 0.00 0 0 0 0.00
- 0 0 0 - 25.30 0.00 79 0.00 0.40 30.00 0 0 0 -0.00
0.00 0 0 0 0.00 17.90 0.00 80 0.00 0.05 - 20 -4 268 -
- 0 0 0 - 23.50 0.00 81 0.00 0.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 10.40 0.00 82 0.05 0.10 - 24 0 131 -
0.00 0 0 0 0.00 11.50 0.00 83 0.05 0.10 - 14 -9 51 -
0.00 0 0 0 0.00 13.20 0.00 84 0.05 0.15 - 14 -8 132 -
- 61 0 1 - 11.70 -5.30 85 0.00 0.15 - 105 -28 510 -
0.00 0 0 0 0.00 12.25 0.00 86 0.00 0.15 57.43 60 -27 267 -0.05
0.00 0 0 0 0.00 10.70 0.00 87 0.05 0.25 59.38 105 5 229 -0.07
0.00 0 0 0 0.00 10.35 0.00 88 0.05 0.25 54.47 59 24 468 -0.08
0.85 41 0 32 67.75 8.55 -0.95 89 0.00 0.25 49.54 71 0 183 -0.09
0.93 276 -23 143 39.35 7.00 -1.55 90 0.10 0.35 49.01 460 -54 910 -0.12
0.91 52 -19 74 37.23 6.05 -1.55 91 0.05 0.40 45.57 323 4 263 -0.14
0.88 167 -7 84 34.39 5.10 -1.60 92 0.05 0.45 41.69 748 26 600 -0.16
0.81 147 2 297 37.28 4.35 -1.55 93 0.05 0.60 40.26 805 18 304 -0.21
0.75 121 16 213 36.29 3.55 -1.50 94 0.15 0.80 38.90 1,102 110 392 -0.27
0.68 916 28 593 33.88 2.75 -1.40 95 0.20 1.05 37.37 2,268 217 1,835 -0.33
0.59 670 178 1,357 35.29 2.20 -1.25 96 0.40 1.50 38.55 2,301 75 583 -0.42
0.50 333 55 2,093 36.76 1.75 -1.10 97 0.60 2.05 39.99 2,683 -20 699 -0.50
0.42 661 1 2,876 38.51 1.40 -0.85 98 0.70 2.65 40.80 2,258 26 958 -0.58
0.34 648 37 2,790 39.77 1.10 -0.70 99 0.90 3.35 42.23 1,678 15 463 -0.65
0.28 2,487 -195 5,160 40.74 0.85 -0.55 100 1.20 4.15 44.62 1,766 -429 1,702 -0.70
0.23 469 -5 1,225 42.94 0.70 -0.40 101 1.35 5.00 47.21 655 -6 465 -0.75
0.19 1,048 49 949 44.15 0.55 -0.30 102 1.35 5.80 47.56 509 15 412 -0.79
0.16 801 -24 677 45.95 0.45 -0.25 103 1.35 6.75 51.36 118 0 327 -0.82
0.12 362 3 429 46.90 0.35 -0.20 104 0.55 6.85 - 77 10 77 -
0.11 1,428 -29 1,660 49.12 0.30 -0.15 105 1.55 8.65 57.78 145 -14 760 -0.85
0.09 388 -13 162 50.84 0.25 -0.05 106 1.60 9.50 56.51 55 -15 75 -0.89
0.07 222 -9 49 51.91 0.20 -0.10 107 0.00 9.45 0.00 0 0 0 0.00
0.07 409 -8 58 55.59 0.20 -0.05 108 0.00 10.50 0.00 0 0 0 0.00
0.05 290 -2 71 55.77 0.15 -0.05 109 0.00 9.30 0.00 0 0 0 0.00
0.05 1,658 -92 765 59.09 0.15 0.00 110 1.45 13.10 - 9 -7 786 -
- 118 -1 13 - 0.10 -0.05 111 0.00 9.45 0.00 0 0 0 0.00
0.02 145 -8 26 54.57 0.05 -0.05 112 0.00 17.25 0.00 0 0 0 0.00
- 97 -19 31 - 0.05 0.00 113 0.00 12.75 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 0.10 0.00 114 0.00 14.60 - 0 0 0 -
- 629 -31 52 - 0.05 -0.05 115 0.05 16.85 - 9 -7 221 -
- 156 -9 11 - 0.05 0.00 116 0.00 16.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.10 0.00 117 0.00 15.60 0.00 0 0 0 0.00
- 30 0 7 - 0.05 -0.05 118 0.00 17.45 - 0 0 0 -
0.00 0 0 0 0.00 0.10 0.00 119 0.00 17.20 0.00 0 0 0 0.00
- 1,490 -35 172 - 0.05 0.00 120 1.40 23.30 - 6 -1 157 -
16,322 14,228
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.