[--[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 38 0.00 - 0 4,800 0
1 Jul 429.05 38 - 0 4,800 0
28 Jun 424.90 38 - 0 4,800 0
27 Jun 425.60 38 - 9,600 4,800 9,600
26 Jun 423.95 37.9 - 3,200 4,800 4,800
25 Jun 423.30 37.55 - 0 0 0
24 Jun 423.30 37.55 - 4,800 -1,600 3,200
21 Jun 419.60 35.00 - 6,400 3,200 3,200
20 Jun 423.30 57.45 - 0 0 0
19 Jun 423.65 57.45 - 0 0 0
18 Jun 428.75 57.45 - 0 0 0
14 Jun 431.15 57.45 - 0 0 0
13 Jun 430.30 57.45 - 0 0 0
12 Jun 432.30 57.45 - 0 0 0
11 Jun 433.00 57.45 - 0 0 0
7 Jun 439.15 57.45 - 0 0 0
6 Jun 435.40 57.45 - 0 0 0
5 Jun 430.30 57.45 - 0 0 0
4 Jun 415.20 57.45 - 0 0 0
31 May 426.45 57.45 - 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 390 expiring on 25JUL2024

Delta for 390 CE is -

Historical price for 390 CE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 0


On 1 Jul ITC was trading at 429.05. The strike last trading price was 38, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 0


On 28 Jun ITC was trading at 424.90. The strike last trading price was 38, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 0


On 27 Jun ITC was trading at 425.60. The strike last trading price was 38, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 9600


On 26 Jun ITC was trading at 423.95. The strike last trading price was 37.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 4800


On 25 Jun ITC was trading at 423.30. The strike last trading price was 37.55, 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 24 Jun ITC was trading at 423.30. The strike last trading price was 37.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 3200


On 21 Jun ITC was trading at 419.60. The strike last trading price was 35.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3200


On 20 Jun ITC was trading at 423.30. The strike last trading price was 57.45, 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 57.45, 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 57.45, 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 57.45, 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 57.45, 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 57.45, 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 57.45, 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 57.45, 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 57.45, 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 57.45, 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 57.45, 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 31 May ITC was trading at 426.45. The strike last trading price was 57.45, 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


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 425.50 0.95 0.30 - 11,39,200 -96,000 9,95,200
1 Jul 429.05 0.65 - 5,04,000 86,400 10,91,200
28 Jun 424.90 0.85 - 9,16,800 -2,03,200 10,04,800
27 Jun 425.60 1.35 - 10,03,200 7,21,600 12,08,000
26 Jun 423.95 1 - 2,25,600 78,400 4,89,600
25 Jun 423.30 1.1 - 1,96,800 33,600 4,11,200
24 Jun 423.30 1.2 - 2,44,800 75,200 3,79,200
21 Jun 419.60 1.60 - 3,13,600 1,58,400 3,02,400
20 Jun 423.30 1.30 - 73,600 32,000 1,42,400
19 Jun 423.65 1.40 - 1,82,400 78,400 1,10,400
18 Jun 428.75 0.75 - 72,000 36,800 36,800
14 Jun 431.15 1.00 - 0 0 0
13 Jun 430.30 1.00 - 0 0 0
12 Jun 432.30 1.00 - 0 1,600 0
11 Jun 433.00 1.00 - 1,600 0 3,200
7 Jun 439.15 2.15 - 0 3,200 0
6 Jun 435.40 2.15 - 3,200 3,200 3,200
5 Jun 430.30 4.95 - 0 0 0
4 Jun 415.20 4.95 - 0 0 0
31 May 426.45 4.95 - 0 1,600 0
30 May 423.85 4.95 - 1,600 1,600 1,600
28 May 429.00 2.85 - 0 0 0
27 May 431.50 2.85 - 0 0 0
17 May 436.30 2.85 - 0 0 0
15 May 427.80 2.85 - 0 0 0


For ITC LTD - strike price 390 expiring on 25JUL2024

Delta for 390 PE is -

Historical price for 390 PE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 0.95, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -96000 which decreased total open position to 995200


On 1 Jul ITC was trading at 429.05. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 86400 which increased total open position to 1091200


On 28 Jun ITC was trading at 424.90. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -203200 which decreased total open position to 1004800


On 27 Jun ITC was trading at 425.60. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 721600 which increased total open position to 1208000


On 26 Jun ITC was trading at 423.95. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 78400 which increased total open position to 489600


On 25 Jun ITC was trading at 423.30. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 33600 which increased total open position to 411200


On 24 Jun ITC was trading at 423.30. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 75200 which increased total open position to 379200


On 21 Jun ITC was trading at 419.60. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 158400 which increased total open position to 302400


On 20 Jun ITC was trading at 423.30. The strike last trading price was 1.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 142400


On 19 Jun ITC was trading at 423.65. The strike last trading price was 1.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 78400 which increased total open position to 110400


On 18 Jun ITC was trading at 428.75. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 36800 which increased total open position to 36800


On 14 Jun ITC was trading at 431.15. 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


On 13 Jun ITC was trading at 430.30. 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


On 12 Jun ITC was trading at 432.30. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0


On 11 Jun ITC was trading at 433.00. 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 3200


On 7 Jun ITC was trading at 439.15. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 0


On 6 Jun ITC was trading at 435.40. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3200


On 5 Jun ITC was trading at 430.30. The strike last trading price was 4.95, 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 4.95, 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 31 May ITC was trading at 426.45. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0


On 30 May ITC was trading at 423.85. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600


On 28 May ITC was trading at 429.00. The strike last trading price was 2.85, 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 2.85, 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 2.85, 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 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0