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CANARA BANK Option Chain

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₹ 99.47
101.04
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

72PCR: --

0.00

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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

74PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.07

lock
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23.00

75PCR: 1.00

0.05

lock
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0.07

20.25

62.50%

-0.002

0.001

-0.003

0.001

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

76PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

77PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

78PCR: --

0.10

lock
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3.17

0.00

78.13%

-0.020

0.004

-0.033

0.008

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

79PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.14

lock
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17.90

80PCR: 170.50

0.10

lock
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23.02

236.25

70.31%

-0.021

0.005

-0.031

0.008

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

81PCR: --

0.10

lock
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3.78

54.00

62.50%

-0.016

0.004

-0.021

0.006

0.000

0.000

0.000

1.000

0.00%

0.00

0.07

lock
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10.40

82PCR: 155.00

0.10

lock
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10.46

94.50

62.50%

-0.021

0.005

-0.028

0.008

0.000

0.000

0.000

1.000

0.00%

0.00

0.41

lock
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11.50

83PCR: 10.50

0.15

lock
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4.25

0.00

62.50%

-0.028

0.007

-0.035

0.010

0.000

0.000

0.000

1.000

0.00%

0.00

0.88

lock
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13.20

84PCR: 12.77

0.10

lock
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11.21

317.25

54.69%

-0.022

0.006

-0.025

0.008

0.043

-0.317

0.013

0.806

132.81%

0.00

4.05

lock
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17.00

85PCR: 9.35

0.15

lock
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37.87

1,201.50

54.69%

-0.030

0.008

-0.032

0.011

0.000

0.000

0.000

1.000

0.00%

0.00

2.57

lock
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12.25

86PCR: 8.03

0.20

lock
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20.59

249.75

58.59%

-0.051

0.011

-0.053

0.016

0.000

0.000

0.000

1.000

0.00%

0.00

3.85

lock
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10.70

87PCR: 4.11

0.20

lock
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15.80

1,262.25

54.69%

-0.053

0.013

-0.052

0.017

0.000

0.000

0.000

1.000

7.81%

20.25

6.48

lock
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11.50

88PCR: 4.64

0.25

lock
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30.04

263.25

54.69%

-0.070

0.016

-0.064

0.021

0.025

-0.076

0.019

0.912

54.69%

13.50

2.57

lock
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10.90

89PCR: 5.13

0.30

lock
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13.16

641.25

50.78%

-0.074

0.018

-0.062

0.022

0.023

-0.060

0.020

0.920

46.88%

222.75

18.83

lock
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9.85

90PCR: 3.87

0.35

lock
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72.90

4,556.25

46.88%

-0.079

0.020

-0.060

0.023

0.034

-0.104

0.026

0.863

54.69%

13.50

3.51

lock
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9.20

91PCR: 5.42

0.35

lock
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19.04

668.25

46.88%

-0.104

0.025

-0.074

0.028

0.030

-0.072

0.029

0.885

42.97%

1,903.50

16.20

lock
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7.90

92PCR: 2.22

0.45

lock
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35.98

1,485.00

44.92%

-0.124

0.029

-0.080

0.032

0.036

-0.086

0.034

0.852

42.97%

182.25

9.99

lock
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7.15

93PCR: 1.96

0.50

lock
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19.58

1,782.00

42.97%

-0.148

0.034

-0.086

0.036

0.046

-0.124

0.038

0.784

48.83%

209.25

6.21

lock
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6.55

94PCR: 2.84

0.65

lock
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17.62

4,070.25

42.97%

-0.184

0.040

-0.099

0.042

0.045

-0.098

0.047

0.791

39.06%

1,937.25

34.22

lock
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5.45

95PCR: 2.30

0.75

lock
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78.71

8,370.00

39.06%

-0.212

0.047

-0.098

0.045

0.053

-0.126

0.050

0.716

42.97%

1,127.25

26.53

lock
****

4.80

96PCR: 1.74

1.00

lock
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46.24

9,389.25

39.06%

-0.264

0.053

-0.111

0.051

0.057

-0.129

0.057

0.668

41.02%

1,505.25

11.61

lock
****

3.85

97PCR: 3.01

1.25

lock
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34.97

9,848.25

39.06%

-0.316

0.058

-0.121

0.056

0.060

-0.123

0.066

0.617

37.11%

4,212.00

35.78

lock
****

3.20

98PCR: 0.96

1.60

lock
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34.36

14,154.75

37.11%

-0.383

0.066

-0.123

0.060

0.062

-0.128

0.068

0.551

37.11%

4,218.75

21.06

lock
****

2.65

99PCR: 1.42

2.00

lock
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29.84

14,775.75

37.11%

-0.440

0.068

-0.127

0.062

0.062

-0.129

0.069

0.488

37.11%

28,208.25

162.00

lock
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2.15

100PCR: 1.02

2.45

lock
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165.31

34,512.75

37.11%

-0.512

0.069

-0.129

0.062

0.061

-0.126

0.067

0.423

37.11%

11,859.75

37.46

lock
****

1.75

101PCR: 0.93

3.10

lock
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34.97

10,077.75

37.11%

-0.585

0.067

-0.126

0.061

0.059

-0.121

0.064

0.359

37.11%

15,815.25

66.29

lock
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1.40

102PCR: 0.41

3.75

lock
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27.00

5,791.50

37.11%

-0.648

0.064

-0.120

0.058

0.054

-0.118

0.057

0.302

39.06%

11,583.00

57.58

lock
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1.10

103PCR: 0.47

4.50

lock
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27.34

2,376.00

38.09%

-0.704

0.058

-0.114

0.054

0.049

-0.107

0.052

0.247

39.06%

6,898.50

20.45

lock
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0.85

104PCR: 0.32

5.30

lock
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6.48

1,080.00

39.06%

-0.752

0.052

-0.107

0.049

0.044

-0.096

0.046

0.203

39.06%

15,099.75

101.52

lock
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0.70

105PCR: 0.49

6.00

lock
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49.28

6,696.00

37.11%

-0.811

0.047

-0.087

0.042

0.041

-0.093

0.041

0.177

41.02%

4,428.00

29.90

lock
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0.60

106PCR: 0.19

7.00

lock
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5.60

735.75

39.06%

-0.840

0.040

-0.083

0.038

0.035

-0.080

0.035

0.142

41.02%

3,712.50

19.64

lock
****

0.45

107PCR: 0.43

7.80

lock
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8.51

263.25

39.06%

-0.873

0.034

-0.071

0.033

0.031

-0.075

0.030

0.120

42.97%

2,598.75

29.03

lock
****

0.40

108PCR: 0.36

8.70

lock
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10.33

337.50

0.00%

-1.000

0.000

0.000

0.000

0.029

-0.072

0.026

0.106

44.92%

2,578.50

20.99

lock
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0.35

109PCR: 0.28

9.30

lock
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5.94

27.00

0.00%

-1.000

0.000

0.000

0.000

0.022

-0.054

0.021

0.076

42.97%

4,725.00

119.07

lock
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0.25

110PCR: 0.46

10.50

lock
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54.34

236.25

42.97%

-0.923

0.021

-0.054

0.022

0.022

-0.059

0.020

0.077

46.88%

573.75

9.18

lock
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0.20

111PCR: 0.10

9.45

lock
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0.88

0.00

0.00%

-1.000

0.000

0.000

0.000

0.018

-0.048

0.016

0.059

46.88%

310.50

9.92

lock
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0.15

112PCR: 0.06

17.25

lock
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0.61

0.00

148.44%

-0.651

0.016

-0.477

0.058

0.015

-0.040

0.013

0.046

46.88%

276.75

8.30

lock
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0.15

113PCR: 0.37

12.75

lock
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3.11

0.00

0.00%

-1.000

0.000

0.000

0.000

0.012

-0.032

0.011

0.036

46.88%

6.75

14.78

lock
****

0.10

114PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.010

-0.026

0.009

0.028

46.88%

526.50

42.19

lock
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0.10

115PCR: 0.37

14.70

lock
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15.80

74.25

0.00%

-1.000

0.000

0.000

0.000

0.001

-0.001

0.001

0.001

31.25%

13.50

11.34

lock
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0.05

116PCR: 0.02

16.50

lock
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0.20

6.75

54.69%

-0.958

0.011

-0.043

0.014

0.010

-0.029

0.007

0.026

54.69%

0.00

2.03

lock
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0.10

118PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.011

-0.039

0.007

0.032

62.50%

114.75

104.76

lock
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0.10

120PCR: 0.13

20.40

lock
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13.70

27.00

0.00%

-1.000

0.000

0.000

0.000

0.008

-0.028

0.005

0.021

62.50%

13.50

7.16

lock
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0.05

122PCR: 0.36

16.80

lock
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2.57

0.00

0.00%

-1.000

0.000

0.000

0.000

CANARA BANK - Statistics

Day Range
₹99.12 - ₹101.69
52w Range
₹87.79 - ₹128.90
Volume
12,354,313

F&O Tools

Span Margin Calculator

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The span margin calculator helps traders compute the margin (capital) required for initiating a trade.

Underlying Assets & Securities

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CANARA BANK

99.47

-1.57 (-1.55%)

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 ₹99.47.

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 100.00 strike for CANARA BANK call options have an OI of 162.00 Lakhs. The 100.00 strike for CANARA BANK put options has an OI of 165.31 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 ₹2.15 and the put price is ₹2.45.

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 1.02.

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

The implied volatility (IV) of at-the-money CANARA BANK call is 37.11% and 37.11% 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 ₹2.15. If CANARA BANK moves up by ₹1, then the approximate change in price for the option is +₹0.4883. The value of 0.4883 is the option's 'Delta'.