[--[65.84.65.76]--]
ITC
ITC LTD

411.4 -3.05 (-0.74%)

Option Chain for ITC

23 Feb 2024 04:17 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 0 0 - 92.35 350 0.10 - 16,000 -4,800 2,88,000
0 0 0 - 0.00 352.5 0.00 - 0 0 0
0 0 0 - 87.60 355 0.10 - 8,000 -4,800 96,000
0 0 0 - 0.00 357.5 0.00 - 0 0 0
4,800 0 3,200 - 51.05 360 0.10 - 33,600 -8,000 2,09,600
0 0 0 - 0.00 362.5 0.00 - 0 0 0
0 0 0 - 78.10 365 0.15 - 64,000 -28,800 1,95,200
0 0 0 - 0.00 367.5 0.00 - 0 0 0
12,800 0 1,600 - 41.80 370 0.15 - 1,45,600 -56,000 7,63,200
0 0 0 - 71.20 372.5 0.20 - 9,600 -4,800 91,200
0 0 0 - 68.90 375 0.30 - 43,200 -8,000 4,81,600
0 0 0 - 66.65 377.5 0.30 - 8,000 -6,400 92,800
57,600 -6,400 11,200 - 33.00 380 0.30 - 4,09,600 -72,000 17,60,000
1,600 0 1,600 - 29.10 382.5 0.35 - 38,400 -12,800 1,96,800
80,000 -8,000 11,200 - 26.60 385 0.40 - 3,18,400 -56,000 9,31,200
11,200 0 1,600 - 24.25 387.5 0.50 - 1,26,400 -33,600 2,17,600
1,07,200 0 8,000 - 22.70 390 0.65 - 6,73,600 -24,000 19,52,000
19,200 0 3,200 - 20.30 392.5 0.70 - 3,36,000 -24,000 4,62,400
1,72,800 11,200 36,800 - 17.35 395 1.00 - 8,00,000 -48,000 39,56,800
76,800 -3,200 9,600 - 15.20 397.5 1.05 - 8,52,800 3,200 5,68,000
13,79,200 -1,92,000 10,46,400 - 12.70 400 1.40 - 39,16,800 -65,600 59,44,000
1,66,400 -27,200 1,16,800 - 9.90 402.5 1.60 - 10,86,400 40,000 4,65,600
12,03,200 -1,05,600 21,42,400 - 8.15 405 2.00 - 26,08,000 -1,77,600 10,76,800
4,44,800 -2,33,600 15,52,000 - 6.20 407.5 2.70 - 17,02,400 1,07,200 6,54,400
44,49,600 -4,20,800 70,44,800 - 4.75 410 3.60 - 59,85,600 3,92,000 25,80,800
6,96,000 1,84,000 28,62,400 - 3.70 412.5 4.95 - 27,40,800 1,84,000 4,99,200
30,64,000 5,98,400 1,06,41,600 - 2.90 415 6.75 - 24,76,800 22,400 8,30,400
8,72,000 2,72,000 26,91,200 - 2.20 417.5 8.35 - 2,86,400 -3,200 1,53,600
74,68,800 10,49,600 1,12,91,200 - 1.70 420 10.50 - 13,58,400 -1,98,400 31,88,800
6,83,200 -17,600 27,10,400 - 1.25 422.5 12.45 - 17,600 0 1,15,200
43,76,000 1,45,600 32,46,400 - 0.95 425 14.75 - 2,28,800 -32,000 4,51,200
7,44,000 1,12,000 10,46,400 - 0.70 427.5 16.85 - 52,800 -8,000 99,200
63,42,400 -6,81,600 55,58,400 - 0.60 430 19.45 - 3,58,400 -1,61,600 19,76,000
6,19,200 -20,800 4,96,000 - 0.50 432.5 21.00 - 16,000 4,800 1,12,000
32,43,200 -1,47,200 13,28,000 - 0.40 435 23.30 - 60,800 -24,000 3,12,000
4,38,400 -1,600 3,32,800 - 0.40 437.5 25.80 - 16,000 -6,400 1,60,000
62,01,600 -3,52,000 25,87,200 - 0.40 440 28.95 - 2,89,600 -91,200 22,28,800
10,03,200 -17,600 2,86,400 - 0.30 442.5 31.65 - 38,400 -6,400 2,51,200
42,12,800 -2,46,400 8,91,200 - 0.25 445 32.15 - 14,400 -4,800 4,12,800
5,02,400 -20,800 1,05,600 - 0.30 447.5 35.00 - 0 -1,600 0
1,16,40,000 -9,39,200 42,35,200 - 0.20 450 38.75 - 4,30,400 -89,600 24,52,800
4,67,200 -1,32,800 2,24,000 - 0.20 452.5 47.45 - 0 0 0
21,04,000 -51,200 3,34,400 - 0.25 455 43.10 - 8,000 -4,800 3,02,400
3,69,600 -8,000 91,200 - 0.20 457.5 48.60 - 0 0 0
58,57,600 -4,20,800 13,63,200 - 0.15 460 49.00 - 96,000 -81,600 10,57,600
3,02,400 -32,000 36,800 - 0.20 462.5 57.25 - 0 0 0
11,76,000 -65,600 2,76,800 - 0.15 465 53.00 - 9,600 -8,000 1,95,200
2,57,600 -44,800 80,000 - 0.10 467.5 28.05 - 0 0 0
44,30,400 -2,68,800 15,58,400 - 0.15 470 57.60 - 22,400 -20,800 6,91,200
2,68,800 -30,400 81,600 - 0.15 472.5 37.45 - 0 0 0
9,21,600 -1,61,600 1,85,600 - 0.15 475 60.55 - 0 -6,400 0
2,27,200 -35,200 46,400 - 0.10 477.5 69.45 - 0 0 0
31,44,000 -36,800 12,01,600 - 0.10 480 67.00 - 20,800 -14,400 7,90,400
2,88,000 12,800 2,22,400 - 0.10 482.5 44.90 - 0 0 0
2,01,600 -12,800 57,600 - 0.10 485 74.65 - 0 0 0
1,39,200 11,200 60,800 - 0.10 487.5 48.85 - 0 0 0
10,27,200 -72,000 2,94,400 - 0.05 490 78.20 - 4,800 -3,200 3,45,600
75,200 -1,600 43,200 - 0.10 492.5 52.90 - 0 0 0
97,600 3,200 17,600 - 0.10 495 54.95 - 0 0 0
0 0 0 - 0.20 497.5 57.05 - 0 0 0
41,20,000 -6,43,200 10,64,000 - 0.10 500 87.35 - 8,000 -6,400 4,17,600
0 0 0 - 0.30 502.5 61.30 - 0 0 0
1,23,200 0 1,600 - 0.05 505 99.50 - 0 0 0
36,800 -1,600 4,800 - 0.10 507.5 65.65 - 0 0 0
7,76,000 -81,600 89,600 - 0.05 510 98.50 - 9,600 0 1,37,600
0 -1,600 0 - 0.10 512.5 70.10 - 0 0 0
1,12,000 0 1,600 - 0.05 515 63.25 - 0 0 0
0 0 0 - 2.15 517.5 74.60 - 0 0 0
11,20,000 -4,800 92,800 - 0.10 520 108.25 - 0 -6,400 0
1,74,400 0 9,600 - 0.05 522.5 79.15 - 0 0 0
9,55,200 -9,600 16,000 - 0.05 525 116.60 - 0 0 0
7,72,800 -1,600 16,000 - 0.05 527.5 83.75 - 0 0 0
8,98,40,000 4,01,64,800
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.