CANBK CANARA BANK
CANARA BANK — on this desk since 2 Jan 2006.
Prices before Fri 17 Feb 2017 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 108 | 3,64,500 | +81,000 | 0.29 | long build-up |
| — | — | — | — | 109 | 4,52,250 | +2,90,250 | 0.37 | long build-up |
| short build-up | 7.92 | +2,70,000 | 5,94,000 | 110 | 43,06,500 | −67,500 | 0.47 | short covering |
| — | — | — | — | 111 | 7,56,000 | +4,11,750 | 0.57 | long build-up |
| — | — | — | — | 112 | 6,00,750 | +67,500 | 0.72 | long build-up |
| — | 5.62 | 0 | 81,000 | 113 | 7,96,500 | +2,22,750 | 0.81 | long build-up |
| short build-up | 5.39 | +54,000 | 1,68,750 | 113 | 9,78,750 | +6,00,750 | 0.90 | long build-up |
| — | — | — | — | 114 | 5,73,750 | +1,95,750 | 1.12 | long build-up |
| short build-up | 3.88 | +15,12,000 | 24,50,250 | 115 | 77,82,750 | −5,13,000 | 1.42 | short covering |
| short build-up | 3.21 | +6,14,250 | 10,05,750 | 116 | 14,98,500 | +1,95,750 | 1.75 | long build-up |
| short build-up | 2.68 | +29,29,500 | 34,96,500 | 117at the money | 18,42,750 | +2,16,000 | 2.18 | long build-up |
| short build-up | 2.40 | +56,49,750 | 70,67,250 | 118 | 31,38,750 | +11,07,000 | 2.44 | long build-up |
| short build-up | 2.18 | +59,73,750 | 76,41,000 | 118 | 17,82,000 | −8,84,250 | 2.67 | short covering |
| short build-up | 1.77 | +52,71,750 | 66,48,750 | 119 | 30,64,500 | +2,29,500 | 3.29 | long build-up |
| short build-up | 1.44 | +1,46,47,500 | 2,74,11,750wall | 120 | wall1,34,79,750 | −31,25,250 | 3.95 | short covering |
| short build-up | 1.15 | +25,92,000 | 35,84,250 | 121 | 15,25,500 | −5,46,750 | 4.72 | short covering |
| short build-up | 0.94 | +18,29,250 | 43,20,000 | 122 | 9,78,750 | −9,04,500 | 5.44 | short covering |
| short build-up | 0.85 | +14,71,500 | 49,61,250 | 123 | 45,36,000 | +1,14,750 | 5.92 | long build-up |
| short build-up | 0.77 | +9,92,250 | 25,38,000 | 123 | 11,81,250 | −7,96,500 | 6.27 | short covering |
| short build-up | 0.65 | +6,48,000 | 29,63,250 | 124 | 9,51,750 | −5,46,750 | 7.11 | short covering |
| short build-up | 0.56 | +49,34,250 | 2,37,80,250 | 125 | 73,23,750 | −16,94,250 | 8.11 | short covering |
The options were priced for a move of about 4.1% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 334 of 635 times the close 5 sessions later was higher.
Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.26% above the share.
Not in the F&O ban this session; open interest stood at 124% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.1% by 27 Oct; over the sessions the desk holds it ranged 1.7–8.1%.
Option prices were dearer than 42 of the past 252 sessions.
Calls were priced dearer than puts the same distance out.
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Implied and realised around results
- 14 Oct 2026: options priced about 5.4%; the share moved 2.8% by 15 Oct.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short build | 4.1% | 0.26% | |
| Wed 14 Oct | long build | 4.3% | 0.01% | |
| Tue 13 Oct | long build | 5.4% | 0.26% | |
| Mon 12 Oct | long unwind | 5.7% | -0.06% | |
| Fri 9 Oct | short cover | 5.5% | -0.03% | |
| Thu 8 Oct | short build | 5.7% | 0.38% | |
| Wed 7 Oct | long build | 5.5% | 0.08% | |
| Tue 6 Oct | short build | 5.7% | 0.53% | |
| Mon 5 Oct | short cover | 6.0% | 0.52% | |
| Thu 1 Oct | long unwind | 6.3% | 0.01% | |
| Wed 30 Sep | no read | 7.7% | 0.89% | |
| Tue 29 Sep | long unwind | 6.1% | 0.83% | |
| Mon 28 Sep | long unwind | 6.4% | 0.10% | |
| Fri 25 Sep | short build | 1.7% | -0.06% | |
| Thu 24 Sep | short build | 2.0% | -0.02% | |
| Wed 23 Sep | short cover | 2.2% | 0.04% | |
| Tue 22 Sep | short build | 2.4% | 0.14% | |
| Mon 21 Sep | long build | 2.9% | 0.11% | |
| Fri 18 Sep | short build | 3.4% | -0.15% | |
| Thu 17 Sep | short cover | 3.6% | -0.09% |
After a name entered or left the ban
- This stock, on entering the ban: 19 of 32 times the close 5 sessions later was higher.
- This stock, on leaving it: 19 of 32 times the close 5 sessions later was higher.
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.