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Option Chain For ITC - ITC LTD
Last updated on 10 Jul 2020 12:54 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 99.85 - - - - 7,200
- - - - - 104.85 - - - - -
- - - - - 109.85 - - - - 16,800
- - - - - 114.85 - - - - -
- - - - - 117.35 - - - - -
- - - - - 119.85 - - - - 4,800
- - - - - 122.35 - - - - -
- - - - - 124.85 - - - - 7,200
- - - - - 127.35 - - - - -
- - - - - 129.85 - - - - 79,200
- - - - - 132.35 - - - - -
- - - - - 134.85 - - - - -
- - - - - 137.35 - - - - -
7,200 - - - - 139.85 -0.05 0.10 63.42 - 326,400
- - - - - 142.35 - - - - -
- - - - - 144.85 - - - - 141,600
- - - - - 147.35 - - - - -
16,800 - - - - 149.85 -0.05 0.15 54.80 - 650,400
- - - - - 152.35 - - - - 4,800
36,000 - - - - 154.85 -0.05 0.25 53.10 - 316,800
16,800 - - - - 157.35 - - - - 7,200
45,600 - - - - 159.85 - 0.25 46.93 - 715,200
7,200 - - - - 162.35 - - - - 60,000
16,800 - - - - 164.85 0.05 0.40 44.73 -4,800 340,800
- - - - - 165 - - - - -
4,800 - - - - 167.35 - 0.35 40.39 -4,800 57,600
- - - - - 167.5 - - - - -
216,000 - - - - 169.85 -0.05 0.45 39.30 -28,800 1,370,400
- - - - - 170 -0.10 0.60 41.76 9,600 16,800
7,200 - - - - 172.35 - 0.50 36.92 -2,400 115,200
- - - - - 172.5 - - - - -
96,000 - 24.27 20.75 -0.75 174.85 0.05 0.75 37.25 19,200 571,200
- - - - - 175 - - - - 4,800
40,800 - - - - 177.35 0.10 1.00 36.64 4,800 134,400
- - - - - 177.5 - - - - -
482,400 -7,200 29.13 16.35 -1.25 179.85 0.10 1.40 36.79 -120,000 1,569,600
7,200 - - - - 180 0.20 1.45 36.55 48,000 216,000
67,200 - - - - 182.35 0.20 1.80 36.07 -12,000 240,000
- - - - - 182.5 - - - - -
259,200 -2,400 32.39 12.60 -1.25 184.85 0.45 2.55 37.16 -21,600 549,600
7,200 2,400 40.90 13.70 0.50 185 0.35 2.55 37.22 19,200 218,400
129,600 - 32.85 10.60 -0.85 187.35 0.55 3.35 36.89 -16,800 160,800
2,400 - - - - 187.5 0.20 3.25 36.58 - 36,000
2,227,200 -26,400 31.41 8.95 -1.05 189.85 0.70 4.25 37.63 -55,200 1,843,200
144,000 38,400 32.29 9.00 -0.95 190 0.70 4.35 37.59 84,000 400,800
182,400 4,800 33.23 7.75 -0.75 192.35 0.90 5.40 38.34 28,800 252,000
4,800 - - - - 192.5 0.85 5.35 37.68 31,200 96,000
852,000 43,200 33.43 6.45 -0.80 194.85 1.10 6.70 39.04 -9,600 573,600
667,200 254,400 33.57 6.40 -0.75 195 1.10 6.80 38.62 105,600 458,400
592,800 48,000 33.56 5.40 -0.65 197.35 1.20 8.05 39.23 -4,800 115,200
208,800 64,800 34.20 5.35 -0.65 197.5 1.15 8.15 39.32 26,400 67,200
4,171,200 64,800 34.21 4.50 -0.50 199.85 1.45 9.75 40.63 16,800 456,000
2,414,400 794,400 35.38 4.50 -0.45 200 1.45 9.90 41.24 26,400 220,800
1,128,000 28,800 35.22 3.70 -0.50 202.35 0.95 11.10 39.34 2,400 79,200
79,200 4,800 35.51 3.70 -0.30 202.5 - - - - -
1,548,000 28,800 35.82 3.05 -0.40 204.85 - - - - 43,200
513,600 144,000 36.07 3.00 -0.45 205 - - - - -
321,600 12,000 36.36 2.50 -0.35 207.35 - - - - -
2,400 - - - - 207.5 - - - - -
3,861,600 31,200 37.32 2.10 -0.20 209.85 1.20 16.90 41.90 -2,400 129,600
825,600 189,600 36.79 2.10 -0.25 210 - - - - -
429,600 24,000 38.11 1.75 -0.20 212.35 - - - - -
- - - - - 212.5 - - - - -
1,168,800 14,400 38.36 1.40 -0.20 214.85 0.25 21.10 43.25 2,400 432,000
144,000 21,600 38.55 1.40 -0.15 215 - - - - -
136,800 -7,200 38.97 1.15 -0.05 217.35 - - - - -
- - - - - 217.5 - - - - -
3,374,400 43,200 39.06 0.90 -0.15 219.85 - - - - 38,400
516,000 55,200 39.22 0.90 -0.10 220 - - - - 2,400
1,303,200 - 38.45 0.65 -0.05 222.35 - - - - -
- - - - - 222.5 - - - - -
895,200 -4,800 38.57 0.50 -0.10 224.85 - - - - 2,400
9,600 7,200 40.32 0.55 -0.35 225 - - - - -
300,000 9,600 40.00 0.45 -0.05 227.35 - - - - -
- - - - - 227.5 - - - - -
1,231,200 64,800 39.16 0.35 -0.05 230 - - - - -
Total 30,720,000 13,149,600
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 prices, 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.