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CANARA BANK Option Chain

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₹ 99.61
102.9
settings
LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.034

-0.616

0.009

0.820

220.70%

0.00

0.07

lock
****

22.75

80PCR: 31.00

0.05

lock
****

2.09

0.00

62.50%

-0.001

0.001

-0.003

0.001

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

84PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.032

-0.370

0.014

0.836

140.63%

6.75

0.07

lock
****

16.50

85PCR: 212.00

0.05

lock
****

14.31

27.00

62.50%

-0.022

0.006

-0.035

0.007

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

86PCR: --

0.05

lock
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5.13

0.00

62.50%

-0.031

0.009

-0.046

0.009

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

88PCR: --

0.05

lock
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3.17

81.00

31.25%

-0.001

0.001

-0.001

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

89PCR: --

0.05

lock
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2.03

20.25

31.25%

-0.002

0.002

-0.002

0.001

0.030

-0.208

0.023

0.845

82.03%

81.00

4.46

lock
****

10.45

90PCR: 8.47

0.15

lock
****

37.73

1,208.25

46.88%

-0.042

0.015

-0.044

0.011

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

91PCR: --

0.15

lock
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3.85

87.75

46.88%

-0.063

0.021

-0.061

0.016

0.043

-0.450

0.021

0.718

125.00%

148.50

7.56

lock
****

10.70

92PCR: 0.88

0.15

lock
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6.62

256.50

39.06%

-0.054

0.022

-0.045

0.014

0.048

-1.021

0.011

0.645

257.81%

0.00

1.42

lock
****

16.20

93PCR: 5.10

0.20

lock
****

7.22

465.75

39.06%

-0.082

0.030

-0.063

0.019

0.048

-0.986

0.012

0.633

246.09%

0.00

2.30

lock
****

15.15

94PCR: 4.76

0.30

lock
****

10.94

877.50

39.06%

-0.119

0.040

-0.083

0.025

0.030

-0.094

0.050

0.846

37.11%

958.50

19.44

lock
****

5.00

95PCR: 3.39

0.35

lock
****

65.95

6,966.00

35.16%

-0.138

0.049

-0.082

0.028

0.036

-0.105

0.063

0.799

35.16%

1,653.75

13.91

lock
****

4.15

96PCR: 1.26

0.45

lock
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17.48

1,937.25

33.20%

-0.188

0.064

-0.095

0.034

0.040

-0.105

0.079

0.752

31.25%

2,335.50

6.41

lock
****

3.25

97PCR: 1.98

0.60

lock
****

12.69

3,408.75

31.25%

-0.248

0.079

-0.105

0.040

0.046

-0.112

0.096

0.674

29.30%

3,388.50

9.86

lock
****

2.45

98PCR: 2.61

0.80

lock
****

25.72

9,099.00

29.30%

-0.326

0.096

-0.112

0.046

0.050

-0.114

0.112

0.575

27.34%

4,488.75

8.10

lock
****

1.75

99PCR: 2.03

1.05

lock
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16.40

12,413.25

25.39%

-0.420

0.121

-0.106

0.050

0.051

-0.107

0.122

0.458

25.39%

25,629.75

58.32

lock
****

1.20

100PCR: 1.24

1.45

lock
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72.16

36,517.50

25.39%

-0.531

0.122

-0.108

0.051

0.047

-0.100

0.114

0.350

25.39%

36,760.50

40.64

lock
****

0.70

101PCR: 0.75

2.05

lock
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30.44

33,608.25

23.44%

-0.673

0.120

-0.090

0.046

0.040

-0.084

0.095

0.237

25.39%

56,909.25

53.93

lock
****

0.50

102PCR: 0.53

2.75

lock
****

28.55

43,942.50

23.44%

-0.781

0.099

-0.074

0.038

0.033

-0.075

0.073

0.174

27.34%

68,559.75

43.54

lock
****

0.35

103PCR: 0.74

3.60

lock
****

32.20

35,086.50

23.44%

-0.865

0.073

-0.054

0.028

0.029

-0.076

0.057

0.145

31.25%

49,254.75

39.35

lock
****

0.25

104PCR: 0.90

4.50

lock
****

35.57

20,371.50

23.44%

-0.923

0.048

-0.036

0.018

0.023

-0.059

0.044

0.101

31.25%

47,189.25

77.09

lock
****

0.20

105PCR: 0.71

5.50

lock
****

54.74

15,457.50

27.34%

-0.932

0.038

-0.038

0.017

0.016

-0.041

0.031

0.063

31.25%

18,731.25

44.82

lock
****

0.10

106PCR: 0.50

6.45

lock
****

22.34

7,796.25

15.63%

-0.999

0.002

-0.001

0.000

0.019

-0.062

0.030

0.080

39.06%

15,093.00

37.13

lock
****

0.15

107PCR: 0.45

7.40

lock
****

16.81

3,786.75

15.63%

-1.000

0.000

-0.000

0.000

0.014

-0.047

0.022

0.056

39.06%

7,506.00

53.19

lock
****

0.10

108PCR: 0.51

8.30

lock
****

26.87

2,922.75

0.00%

-1.000

0.000

0.000

0.000

0.004

-0.011

0.008

0.013

31.25%

3,483.00

51.91

lock
****

0.05

109PCR: 0.21

9.20

lock
****

11.07

1,579.50

0.00%

-1.000

0.000

0.000

0.000

0.014

-0.055

0.018

0.054

46.88%

21,404.25

208.85

lock
****

0.10

110PCR: 0.30

9.95

lock
****

62.10

1,404.00

0.00%

-1.000

0.000

0.000

0.000

0.001

-0.004

0.003

0.004

31.25%

1,140.75

25.85

lock
****

0.05

111PCR: 0.37

8.60

lock
****

9.65

13.50

0.00%

-1.000

0.000

0.000

0.000

0.008

-0.031

0.011

0.027

46.88%

1,626.75

46.24

lock
****

0.10

112PCR: 0.36

9.10

lock
****

16.81

0.00

0.00%

-1.000

0.000

0.000

0.000

0.000

-0.001

0.001

0.001

31.25%

1,566.00

24.23

lock
****

0.05

113PCR: 0.65

13.00

lock
****

15.73

6.75

0.00%

-1.000

0.000

0.000

0.000

0.000

-0.001

0.000

0.000

31.25%

654.75

16.54

lock
****

0.05

114PCR: 0.34

8.70

lock
****

5.67

0.00

0.00%

-1.000

0.000

0.000

0.000

0.011

-0.057

0.011

0.040

62.50%

3,091.50

74.99

lock
****

0.10

115PCR: 0.47

15.40

lock
****

35.57

148.50

31.25%

-1.000

0.000

-0.000

0.000

0.009

-0.047

0.009

0.031

62.50%

364.50

15.93

lock
****

0.05

116PCR: 0.12

10.20

lock
****

1.96

0.00

0.00%

-1.000

0.000

0.000

0.000

0.007

-0.039

0.007

0.025

62.50%

94.50

7.49

lock
****

0.05

117PCR: 0.37

9.05

lock
****

2.77

0.00

0.00%

-1.000

0.000

0.000

0.000

0.006

-0.031

0.006

0.019

62.50%

141.75

14.38

lock
****

0.05

118PCR: 0.08

9.70

lock
****

1.22

0.00

0.00%

-1.000

0.000

0.000

0.000

0.005

-0.025

0.005

0.015

62.50%

20.25

7.22

lock
****

0.05

119PCR: 0.13

9.70

lock
****

0.95

0.00

0.00%

-1.000

0.000

0.000

0.000

0.004

-0.019

0.004

0.011

62.50%

2,241.00

86.67

lock
****

0.05

120PCR: 0.25

20.70

lock
****

22.07

121.50

93.75%

-0.932

0.011

-0.131

0.017

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
****

0.00

121PCR: --

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.002

-0.012

0.002

0.006

62.50%

60.75

15.73

lock
****

0.05

122PCR: 0.21

13.20

lock
****

3.38

0.00

0.00%

-1.000

0.000

0.000

0.000

0.001

-0.007

0.001

0.004

62.50%

13.50

5.20

lock
****

0.05

124PCR: 0.01

14.50

lock
****

0.07

0.00

0.00%

-1.000

0.000

0.000

0.000

0.001

-0.004

0.001

0.002

62.50%

0.00

1.01

lock
****

0.05

126PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

CANARA BANK - Statistics

Day Range
₹99.37 - ₹103.29
52w Range
₹84.60 - ₹128.90
Volume
19,435,112

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Underlying Assets & Securities

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CANARA BANK

99.61

-3.29 (-3.20%)

CANARA BANK Options

CANARA BANK Futures

Frequently Asked Questions

What is the current spot price for CANARA BANK?chevron-up

The current spot price for CANARA BANK is ₹99.61.

What is the minimum option lot size for CANARA BANK?chevron-up

The minimum lot size for CANARA BANK is 6,750.

Which CANARA BANK call and put option contract has the highest open interest?chevron-up

The 110.00 strike for CANARA BANK call options have an OI of 208.85 Lakhs. The 100.00 strike for CANARA BANK put options has an OI of 72.16 Lakhs

What is the current at-the-money (ATM) strike for CANARA BANK and what is its price?chevron-up

The current ATM strike for CANARA BANK is 100.00. The call price is ₹1.20 and the put price is ₹1.45.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for CANARA BANK?chevron-up

The PCR for the 100.00 strike is 1.24.

What is the implied volatility of CANARA BANK?chevron-up

The implied volatility (IV) of at-the-money CANARA BANK call is 25.39% and 25.39% for puts.

How much will the price change of the at-the-money (ATM) strike for CANARA BANK call options if CANARA BANK moves up in price by ₹1?chevron-up

The ATM strike is 100.00 and the call option is priced at ₹1.20. If CANARA BANK moves up by ₹1, then the approximate change in price for the option is +₹0.4575. The value of 0.4575 is the option's 'Delta'.