ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.02
Theta: -0.19
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 66.45 | -0.55 | 54.25 | 4 | 0 | 8 | |||
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| 19 Dec | 466.55 | 67 | -3.80 | - | 1 | 0 | 8 | |||
| 18 Dec | 470.50 | 70.8 | -2.20 | - | 1 | 0 | 8 | |||
| 17 Dec | 469.55 | 73 | 2.75 | - | 2 | -1 | 7 | |||
| 16 Dec | 470.10 | 70.25 | -1.25 | - | 2 | -1 | 7 | |||
| 13 Dec | 470.00 | 71.5 | 5.50 | - | 5 | 0 | 8 | |||
| 12 Dec | 460.60 | 66 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 465.25 | 66 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 465.45 | 66 | -0.40 | - | 1 | 0 | 8 | |||
| 9 Dec | 464.95 | 66.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 471.15 | 66.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 467.50 | 66.4 | -2.90 | - | 2 | 1 | 9 | |||
| 4 Dec | 467.10 | 69.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 472.55 | 69.3 | -8.70 | - | 4 | -1 | 7 | |||
| 2 Dec | 477.20 | 78 | -2.20 | - | 1 | 0 | 8 | |||
| 29 Nov | 476.75 | 80.2 | -3.00 | 32.25 | 3 | -1 | 8 | |||
| 28 Nov | 474.90 | 83.2 | 7.20 | 58.17 | 9 | -1 | 10 | |||
| 27 Nov | 476.95 | 76 | -1.65 | - | 5 | -1 | 10 | |||
| 26 Nov | 477.00 | 77.65 | 7.95 | - | 10 | 2 | 8 | |||
| 25 Nov | 476.80 | 69.7 | 7.80 | - | 3 | 5 | 5 | |||
| 22 Nov | 474.65 | 61.9 | -68.20 | - | 3 | 2 | 2 | |||
| 21 Nov | 457.15 | 130.1 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 CE is 0.99
Historical price for 400 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 66.45, which was -0.55 lower than the previous day. The implied volatity was 54.25, the open interest changed by 0 which decreased total open position to 8
On 19 Dec ITC was trading at 466.55. The strike last trading price was 67, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Dec ITC was trading at 470.50. The strike last trading price was 70.8, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Dec ITC was trading at 469.55. The strike last trading price was 73, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7
On 16 Dec ITC was trading at 470.10. The strike last trading price was 70.25, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7
On 13 Dec ITC was trading at 470.00. The strike last trading price was 71.5, which was 5.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 12 Dec ITC was trading at 460.60. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ITC was trading at 465.25. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ITC was trading at 465.45. The strike last trading price was 66, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Dec ITC was trading at 464.95. The strike last trading price was 66.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ITC was trading at 471.15. The strike last trading price was 66.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ITC was trading at 467.50. The strike last trading price was 66.4, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 4 Dec ITC was trading at 467.10. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ITC was trading at 472.55. The strike last trading price was 69.3, which was -8.70 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7
On 2 Dec ITC was trading at 477.20. The strike last trading price was 78, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 29 Nov ITC was trading at 476.75. The strike last trading price was 80.2, which was -3.00 lower than the previous day. The implied volatity was 32.25, the open interest changed by -1 which decreased total open position to 8
On 28 Nov ITC was trading at 474.90. The strike last trading price was 83.2, which was 7.20 higher than the previous day. The implied volatity was 58.17, the open interest changed by -1 which decreased total open position to 10
On 27 Nov ITC was trading at 476.95. The strike last trading price was 76, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10
On 26 Nov ITC was trading at 477.00. The strike last trading price was 77.65, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 25 Nov ITC was trading at 476.80. The strike last trading price was 69.7, which was 7.80 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 22 Nov ITC was trading at 474.65. The strike last trading price was 61.9, which was -68.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 21 Nov ITC was trading at 457.15. The strike last trading price was 130.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ITC 26DEC2024 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: -0.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 0.15 | 0.00 | 54.61 | 32 | -7 | 548 |
| 19 Dec | 466.55 | 0.15 | 0.00 | 50.87 | 24 | -6 | 556 |
| 18 Dec | 470.50 | 0.15 | 0.05 | 50.57 | 131 | 3 | 572 |
| 17 Dec | 469.55 | 0.1 | -0.05 | 44.99 | 32 | 16 | 569 |
| 16 Dec | 470.10 | 0.15 | 0.00 | 44.77 | 39 | -3 | 553 |
| 13 Dec | 470.00 | 0.15 | -0.05 | 39.84 | 95 | -28 | 557 |
| 12 Dec | 460.60 | 0.2 | 0.05 | 35.60 | 7 | -1 | 585 |
| 11 Dec | 465.25 | 0.15 | -0.05 | 34.87 | 15 | 5 | 586 |
| 10 Dec | 465.45 | 0.2 | 0.00 | 35.27 | 78 | -4 | 583 |
| 9 Dec | 464.95 | 0.2 | 0.00 | 34.19 | 127 | 21 | 588 |
| 6 Dec | 471.15 | 0.2 | 0.00 | 34.11 | 85 | -20 | 574 |
| 5 Dec | 467.50 | 0.2 | -0.10 | 31.85 | 332 | -12 | 596 |
| 4 Dec | 467.10 | 0.3 | -0.05 | 32.91 | 321 | 68 | 602 |
| 3 Dec | 472.55 | 0.35 | 0.15 | 34.99 | 1,088 | 280 | 532 |
| 2 Dec | 477.20 | 0.2 | -0.10 | 33.07 | 27 | 7 | 251 |
| 29 Nov | 476.75 | 0.3 | -0.15 | 33.10 | 196 | 64 | 244 |
| 28 Nov | 474.90 | 0.45 | 0.00 | 34.25 | 98 | 22 | 180 |
| 27 Nov | 476.95 | 0.45 | 0.05 | 34.15 | 37 | 5 | 158 |
| 26 Nov | 477.00 | 0.4 | -0.05 | 32.98 | 86 | 66 | 148 |
| 25 Nov | 476.80 | 0.45 | -0.15 | 33.48 | 40 | 42 | 84 |
| 22 Nov | 474.65 | 0.6 | -0.25 | 32.46 | 58 | 19 | 61 |
| 21 Nov | 457.15 | 0.85 | 28.60 | 46 | 40 | 40 | |
For Itc Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 PE is -0.01
Historical price for 400 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 54.61, the open interest changed by -7 which decreased total open position to 548
On 19 Dec ITC was trading at 466.55. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 50.87, the open interest changed by -6 which decreased total open position to 556
On 18 Dec ITC was trading at 470.50. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 50.57, the open interest changed by 3 which increased total open position to 572
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 44.99, the open interest changed by 16 which increased total open position to 569
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 44.77, the open interest changed by -3 which decreased total open position to 553
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 39.84, the open interest changed by -28 which decreased total open position to 557
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 35.60, the open interest changed by -1 which decreased total open position to 585
On 11 Dec ITC was trading at 465.25. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 34.87, the open interest changed by 5 which increased total open position to 586
On 10 Dec ITC was trading at 465.45. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 35.27, the open interest changed by -4 which decreased total open position to 583
On 9 Dec ITC was trading at 464.95. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 34.19, the open interest changed by 21 which increased total open position to 588
On 6 Dec ITC was trading at 471.15. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 34.11, the open interest changed by -20 which decreased total open position to 574
On 5 Dec ITC was trading at 467.50. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 31.85, the open interest changed by -12 which decreased total open position to 596
On 4 Dec ITC was trading at 467.10. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 32.91, the open interest changed by 68 which increased total open position to 602
On 3 Dec ITC was trading at 472.55. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 34.99, the open interest changed by 280 which increased total open position to 532
On 2 Dec ITC was trading at 477.20. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 33.07, the open interest changed by 7 which increased total open position to 251
On 29 Nov ITC was trading at 476.75. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 33.10, the open interest changed by 64 which increased total open position to 244
On 28 Nov ITC was trading at 474.90. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 34.25, the open interest changed by 22 which increased total open position to 180
On 27 Nov ITC was trading at 476.95. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 34.15, the open interest changed by 5 which increased total open position to 158
On 26 Nov ITC was trading at 477.00. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.98, the open interest changed by 66 which increased total open position to 148
On 25 Nov ITC was trading at 476.80. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 33.48, the open interest changed by 42 which increased total open position to 84
On 22 Nov ITC was trading at 474.65. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 32.46, the open interest changed by 19 which increased total open position to 61
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 28.60, the open interest changed by 40 which increased total open position to 40
