`
Related Pages for ITC
[--[65.84.65.76]--]
ITC
Itc Ltd
477.2 0.45 (0.09%)

Option Chain for ITC

02 Dec 2024 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1600
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 8 0 1 - 78.00 -2.20 400 -0.10 0.20 33.07 27 7 251 -0.01
0.00 0 0 0 0.00 88.50 0.00 405 0.00 0.20 17.37 0 0 0 -0.00
- 0 0 0 - 120.35 0.00 410 -0.05 0.30 31.01 120 105 266 -0.02
0.00 0 0 0 0.00 78.80 0.00 415 0.00 0.40 0.00 0 0 0 0.00
- 0 0 0 - 110.70 0.00 420 -0.10 0.35 27.65 181 76 460 -0.03
- 0 0 0 - 69.30 0.00 425 0.00 0.75 13.37 0 0 0 -0.00
- 16 1 2 - 50.20 2.20 430 -0.15 0.50 25.12 304 35 475 -0.04
- 0 0 0 - 60.05 0.00 435 -0.15 0.60 23.82 366 70 252 -0.05
0.93 29 0 3 23.43 41.15 1.05 440 -0.20 0.80 23.01 368 78 623 -0.06
0.92 21 -1 6 22.28 36.40 2.40 445 -0.20 1.10 22.36 315 19 305 -0.09
0.89 127 3 27 21.49 31.80 0.05 450 -0.35 1.40 21.27 775 45 1,348 -0.11
0.84 37 -2 5 21.66 27.60 0.60 455 -0.35 1.95 20.73 537 26 325 -0.15
0.82 261 -8 94 19.12 22.75 -0.40 460 -0.55 2.55 19.78 1,026 93 862 -0.19
0.73 139 1 54 21.41 19.80 0.60 465 -0.65 3.50 19.24 1,051 41 403 -0.24
0.69 633 40 676 18.65 15.20 -0.35 470 -0.65 4.70 18.60 1,704 121 1,178 -0.31
0.61 623 23 1,470 18.06 11.80 -0.55 475 -0.75 6.25 17.98 2,106 -60 649 -0.39
0.52 2,790 108 3,865 17.47 8.80 -0.65 480 -0.75 8.35 17.66 1,441 -8 1,281 -0.48
0.43 1,097 103 2,562 17.49 6.55 -0.45 485 -0.85 11.00 17.55 359 46 360 -0.57
0.34 2,028 -155 3,614 17.09 4.55 -0.75 490 -0.70 14.10 17.45 279 43 674 -0.66
0.26 622 106 1,554 17.20 3.20 -0.50 495 -0.85 17.65 17.43 49 4 130 -0.74
0.20 4,241 301 2,530 17.62 2.30 -0.45 500 -0.85 21.50 17.26 147 -10 1,220 -0.81
0.14 915 642 1,645 17.54 1.50 -0.45 505 -1.00 25.55 16.63 16 -4 90 -0.87
0.10 1,194 256 1,257 17.96 1.05 -0.35 510 0.00 31.25 0.00 0 18 0 0.00
0.07 325 62 352 18.20 0.70 -0.35 515 0.00 36.15 0.00 0 7 0 0.00
0.06 1,287 126 1,241 19.10 0.55 -0.25 520 -0.10 40.35 22.65 11 -1 102 -0.91
0.04 143 16 277 19.64 0.40 -0.20 525 1.10 46.50 29.16 3 1 8 -0.88
0.03 801 -68 1,240 20.27 0.30 -0.25 530 0.00 52.00 0.00 0 0 0 0.00
0.03 24 -1 16 21.87 0.30 -0.10 535 0.00 44.95 0.00 0 0 0 0.00
0.02 215 -14 113 22.74 0.25 -0.10 540 0.00 62.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 545 0.00 0.00 0.00 0 0 0 0.00
0.02 306 8 56 25.69 0.25 0.00 550 0.00 70.05 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 555 0.00 0.00 0.00 0 0 0 0.00
0.02 56 11 65 27.66 0.20 0.05 560 4.30 83.10 50.44 1 0 4 -0.87
0.00 0 0 0 0.00 0.00 0.00 565 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 10.35 0.00 570 0.00 47.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 575 0.00 0.00 0.00 0 0 0 0.00
0.02 166 -12 54 33.97 0.25 0.05 580 0.00 54.90 0.00 0 0 0 0.00
18,104 11,266
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.