ITC
ITC LTD
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