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

433.65 4.60 (1.07%)

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Historical option data for ITC

05 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 433.65 89.35 0.00 - 0 0 0
4 Jul 429.05 89.35 - 0 0 0
3 Jul 428.30 89.35 - 0 0 0
2 Jul 425.50 89.35 - 0 0 0
1 Jul 429.05 89.35 - 0 0 0
28 Jun 424.90 89.35 - 0 0 0
27 Jun 425.60 89.35 - 0 0 0


For ITC LTD - strike price 355 expiring on 25JUL2024

Delta for 355 CE is -

Historical price for 355 CE is as follows

On 5 Jul ITC was trading at 433.65. The strike last trading price was 89.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jul ITC was trading at 429.05. The strike last trading price was 89.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jul ITC was trading at 428.30. The strike last trading price was 89.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jul ITC was trading at 425.50. The strike last trading price was 89.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jul ITC was trading at 429.05. The strike last trading price was 89.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jun ITC was trading at 424.90. The strike last trading price was 89.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jun ITC was trading at 425.60. The strike last trading price was 89.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 433.65 0.15 -0.05 - 4,800 4,800 88,000
4 Jul 429.05 0.2 - 16,000 8,000 83,200
3 Jul 428.30 0.2 - 36,800 6,400 75,200
2 Jul 425.50 0.25 - 40,000 9,600 62,400
1 Jul 429.05 0.35 - 1,32,800 40,000 52,800
28 Jun 424.90 0.25 - 14,400 11,200 12,800
27 Jun 425.60 0.5 - 3,200 1,600 1,600


For ITC LTD - strike price 355 expiring on 25JUL2024

Delta for 355 PE is -

Historical price for 355 PE is as follows

On 5 Jul ITC was trading at 433.65. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 88000


On 4 Jul ITC was trading at 429.05. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 83200


On 3 Jul ITC was trading at 428.30. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 75200


On 2 Jul ITC was trading at 425.50. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 62400


On 1 Jul ITC was trading at 429.05. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 52800


On 28 Jun ITC was trading at 424.90. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 12800


On 27 Jun ITC was trading at 425.60. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600