ITC
ITC LTD
Historical option data for ITC
02 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 2 Jul | 425.50 | 47.55 | -4.70 | - | 3,200 | 0 | 88,000 | |||
| 1 Jul | 429.05 | 52.25 | - | 12,800 | 11,200 | 88,000 | ||||
| 28 Jun | 424.90 | 50.3 | - | 30,400 | 35,200 | 76,800 | ||||
| 27 Jun | 425.60 | 45.4 | - | 25,600 | 14,400 | 41,600 | ||||
| 26 Jun | 423.95 | 48 | - | 4,800 | 0 | 27,200 | ||||
| 25 Jun | 423.30 | 46.2 | - | 4,800 | 0 | 27,200 | ||||
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| 24 Jun | 423.30 | 45.5 | - | 33,600 | 17,600 | 20,800 | ||||
| 21 Jun | 419.60 | 47.40 | - | 1,600 | 0 | 1,600 | ||||
| 20 Jun | 423.30 | 49.20 | - | 1,600 | 0 | 0 | ||||
| 19 Jun | 423.65 | 66.15 | - | 0 | 0 | 0 | ||||
| 18 Jun | 428.75 | 66.15 | - | 0 | 0 | 0 | ||||
| 14 Jun | 431.15 | 66.15 | - | 0 | 0 | 0 | ||||
| 13 Jun | 430.30 | 66.15 | - | 0 | 0 | 0 | ||||
| 12 Jun | 432.30 | 66.15 | - | 0 | 0 | 0 | ||||
| 11 Jun | 433.00 | 66.15 | - | 0 | 0 | 0 | ||||
| 7 Jun | 439.15 | 66.15 | - | 0 | 0 | 0 | ||||
| 6 Jun | 435.40 | 66.15 | - | 0 | 0 | 0 | ||||
| 5 Jun | 430.30 | 66.15 | - | 0 | 0 | 0 | ||||
| 4 Jun | 415.20 | 66.15 | - | 0 | 0 | 0 | ||||
| 30 May | 423.85 | 0.00 | - | 0 | 0 | 0 | ||||
| 28 May | 429.00 | 0.00 | - | 0 | 0 | 0 | ||||
| 27 May | 431.50 | 0.00 | - | 0 | 0 | 0 | ||||
| 17 May | 436.30 | 0.00 | - | 0 | 0 | 0 | ||||
| 15 May | 427.80 | 0.00 | - | 0 | 0 | 0 | ||||
For ITC LTD - strike price 380 expiring on 25JUL2024
Delta for 380 CE is -
Historical price for 380 CE is as follows
On 2 Jul ITC was trading at 425.50. The strike last trading price was 47.55, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88000
On 1 Jul ITC was trading at 429.05. The strike last trading price was 52.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 88000
On 28 Jun ITC was trading at 424.90. The strike last trading price was 50.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 35200 which increased total open position to 76800
On 27 Jun ITC was trading at 425.60. The strike last trading price was 45.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 41600
On 26 Jun ITC was trading at 423.95. The strike last trading price was 48, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27200
On 25 Jun ITC was trading at 423.30. The strike last trading price was 46.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27200
On 24 Jun ITC was trading at 423.30. The strike last trading price was 45.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 17600 which increased total open position to 20800
On 21 Jun ITC was trading at 419.60. The strike last trading price was 47.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 20 Jun ITC was trading at 423.30. The strike last trading price was 49.20, 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 19 Jun ITC was trading at 423.65. The strike last trading price was 66.15, 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 18 Jun ITC was trading at 428.75. The strike last trading price was 66.15, 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 14 Jun ITC was trading at 431.15. The strike last trading price was 66.15, 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 13 Jun ITC was trading at 430.30. The strike last trading price was 66.15, 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 12 Jun ITC was trading at 432.30. The strike last trading price was 66.15, 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 11 Jun ITC was trading at 433.00. The strike last trading price was 66.15, 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 7 Jun ITC was trading at 439.15. The strike last trading price was 66.15, 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 6 Jun ITC was trading at 435.40. The strike last trading price was 66.15, 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 5 Jun ITC was trading at 430.30. The strike last trading price was 66.15, 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 4 Jun ITC was trading at 415.20. The strike last trading price was 66.15, 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 30 May ITC was trading at 423.85. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May ITC was trading at 429.00. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May ITC was trading at 431.50. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 May ITC was trading at 436.30. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ITC was trading at 427.80. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 2 Jul | 425.50 | 0.55 | 0.10 | - | 9,34,400 | 96,000 | 6,68,800 |
| 1 Jul | 429.05 | 0.45 | - | 1,92,000 | 14,400 | 5,72,800 | |
| 28 Jun | 424.90 | 0.5 | - | 5,07,200 | 43,200 | 5,58,400 | |
| 27 Jun | 425.60 | 0.9 | - | 5,02,400 | 2,28,800 | 5,15,200 | |
| 26 Jun | 423.95 | 0.6 | - | 1,07,200 | 62,400 | 2,86,400 | |
| 25 Jun | 423.30 | 0.6 | - | 1,34,400 | 19,200 | 2,24,000 | |
| 24 Jun | 423.30 | 0.7 | - | 96,000 | 41,600 | 2,03,200 | |
| 21 Jun | 419.60 | 1.00 | - | 1,16,800 | -12,800 | 1,53,600 | |
| 20 Jun | 423.30 | 0.95 | - | 1,58,400 | 1,12,000 | 1,66,400 | |
| 19 Jun | 423.65 | 0.90 | - | 73,600 | 6,400 | 54,400 | |
| 18 Jun | 428.75 | 0.60 | - | 62,400 | 19,200 | 48,000 | |
| 14 Jun | 431.15 | 0.70 | - | 4,800 | 0 | 28,800 | |
| 13 Jun | 430.30 | 0.65 | - | 8,000 | 1,600 | 28,800 | |
| 12 Jun | 432.30 | 0.80 | - | 20,800 | 9,600 | 25,600 | |
| 11 Jun | 433.00 | 0.90 | - | 1,600 | 0 | 16,000 | |
| 7 Jun | 439.15 | 1.10 | - | 8,000 | 0 | 17,600 | |
| 6 Jun | 435.40 | 1.55 | - | 3,200 | -1,600 | 17,600 | |
| 5 Jun | 430.30 | 2.00 | - | 11,200 | -3,200 | 19,200 | |
| 4 Jun | 415.20 | 3.00 | - | 27,200 | 22,400 | 22,400 | |
| 30 May | 423.85 | 3.30 | - | 1,600 | 9,600 | 9,600 | |
| 28 May | 429.00 | 3.00 | - | 1,600 | 0 | 8,000 | |
| 27 May | 431.50 | 2.65 | - | 3,200 | 0 | 4,800 | |
| 17 May | 436.30 | 3.50 | - | 3,200 | 6,400 | 6,400 | |
| 15 May | 427.80 | 4.00 | - | 4,800 | 3,200 | 6,400 | |
For ITC LTD - strike price 380 expiring on 25JUL2024
Delta for 380 PE is -
Historical price for 380 PE is as follows
On 2 Jul ITC was trading at 425.50. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 96000 which increased total open position to 668800
On 1 Jul ITC was trading at 429.05. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 572800
On 28 Jun ITC was trading at 424.90. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 43200 which increased total open position to 558400
On 27 Jun ITC was trading at 425.60. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 228800 which increased total open position to 515200
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 62400 which increased total open position to 286400
On 25 Jun ITC was trading at 423.30. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 224000
On 24 Jun ITC was trading at 423.30. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 41600 which increased total open position to 203200
On 21 Jun ITC was trading at 419.60. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -12800 which decreased total open position to 153600
On 20 Jun ITC was trading at 423.30. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 112000 which increased total open position to 166400
On 19 Jun ITC was trading at 423.65. The strike last trading price was 0.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 54400
On 18 Jun ITC was trading at 428.75. The strike last trading price was 0.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 48000
On 14 Jun ITC was trading at 431.15. The strike last trading price was 0.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28800
On 13 Jun ITC was trading at 430.30. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 28800
On 12 Jun ITC was trading at 432.30. The strike last trading price was 0.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 25600
On 11 Jun ITC was trading at 433.00. The strike last trading price was 0.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16000
On 7 Jun ITC was trading at 439.15. The strike last trading price was 1.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17600
On 6 Jun ITC was trading at 435.40. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 17600
On 5 Jun ITC was trading at 430.30. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3200 which decreased total open position to 19200
On 4 Jun ITC was trading at 415.20. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22400 which increased total open position to 22400
On 30 May ITC was trading at 423.85. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 9600
On 28 May ITC was trading at 429.00. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8000
On 27 May ITC was trading at 431.50. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4800
On 17 May ITC was trading at 436.30. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 6400
On 15 May ITC was trading at 427.80. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 6400