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

425.5 -3.55 (-0.83%)

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Historical option data for ITC

02 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 425.50 75.25 0.00 - 0 0 0
1 Jul 429.05 75.25 - 0 0 0
28 Jun 424.90 75.25 - 0 0 0
27 Jun 425.60 75.25 - 0 0 0
26 Jun 423.95 75.25 - 0 0 0
25 Jun 423.30 75.25 - 0 0 0
20 Jun 423.30 75.25 - 0 0 0


For ITC LTD - strike price 370 expiring on 25JUL2024

Delta for 370 CE is -

Historical price for 370 CE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 75.25, 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 1 Jul ITC was trading at 429.05. The strike last trading price was 75.25, 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 75.25, 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 75.25, 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 26 Jun ITC was trading at 423.95. The strike last trading price was 75.25, 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 25 Jun ITC was trading at 423.30. The strike last trading price was 75.25, 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 20 Jun ITC was trading at 423.30. The strike last trading price was 75.25, 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
2 Jul 425.50 0.3 -0.10 - 7,37,600 1,600 3,56,800
1 Jul 429.05 0.4 - 1,26,400 1,02,400 3,55,200
28 Jun 424.90 0.45 - 1,29,600 33,600 2,52,800
27 Jun 425.60 0.65 - 2,12,800 1,53,600 2,19,200
26 Jun 423.95 0.6 - 67,200 56,000 56,000
25 Jun 423.30 1 - 0 0 0
20 Jun 423.30 1.00 - 0 0 0


For ITC LTD - strike price 370 expiring on 25JUL2024

Delta for 370 PE is -

Historical price for 370 PE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 356800


On 1 Jul ITC was trading at 429.05. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 102400 which increased total open position to 355200


On 28 Jun ITC was trading at 424.90. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 33600 which increased total open position to 252800


On 27 Jun ITC was trading at 425.60. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 153600 which increased total open position to 219200


On 26 Jun ITC was trading at 423.95. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 56000


On 25 Jun ITC was trading at 423.30. The strike last trading price was 1, 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 20 Jun ITC was trading at 423.30. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0