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 |
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Put
Lot Size : 1600 |
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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 |
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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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.