ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 67 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 467.35 | 67 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 67 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 18 Nov | 466.55 | 67 | 0.55 | - | 1 | 0 | 1 | |||
| 14 Nov | 465.95 | 66.45 | -5.00 | - | 1 | 0 | 1 | |||
| 13 Nov | 472.20 | 71.45 | -41.15 | - | 1 | 0 | 0 | |||
| 12 Nov | 472.85 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 490.30 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 488.80 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 484.15 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 482.30 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 471.70 | 112.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 480.35 | 112.6 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 400 expiring on 28NOV2024
Delta for 400 CE is 0.00
Historical price for 400 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 67, 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 20 Nov ITC was trading at 467.35. The strike last trading price was 67, 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 19 Nov ITC was trading at 467.35. The strike last trading price was 67, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov ITC was trading at 466.55. The strike last trading price was 67, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Nov ITC was trading at 465.95. The strike last trading price was 66.45, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Nov ITC was trading at 472.20. The strike last trading price was 71.45, which was -41.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ITC was trading at 472.85. The strike last trading price was 112.6, 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 11 Nov ITC was trading at 476.95. The strike last trading price was 112.6, 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 8 Nov ITC was trading at 478.05. The strike last trading price was 112.6, 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 7 Nov ITC was trading at 477.90. The strike last trading price was 112.6, 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 6 Nov ITC was trading at 481.10. The strike last trading price was 112.6, 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 5 Nov ITC was trading at 480.20. The strike last trading price was 112.6, 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 Nov ITC was trading at 484.60. The strike last trading price was 112.6, 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 Nov ITC was trading at 490.30. The strike last trading price was 112.6, 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 31 Oct ITC was trading at 488.80. The strike last trading price was 112.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ITC was trading at 484.15. The strike last trading price was 112.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ITC was trading at 482.30. The strike last trading price was 112.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ITC was trading at 471.70. The strike last trading price was 112.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ITC was trading at 480.35. The strike last trading price was 112.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 0.15 | 0.00 | 45.36 | 14 | -2 | 93 |
| 20 Nov | 467.35 | 0.15 | 0.00 | 45.34 | 13 | 1 | 94 |
| 19 Nov | 467.35 | 0.15 | 0.00 | 45.34 | 13 | 0 | 94 |
| 18 Nov | 466.55 | 0.15 | 0.00 | 43.65 | 2 | -1 | 94 |
| 14 Nov | 465.95 | 0.15 | 0.00 | 36.77 | 12 | 5 | 96 |
| 13 Nov | 472.20 | 0.15 | 0.00 | 37.41 | 16 | -8 | 92 |
| 12 Nov | 472.85 | 0.15 | 0.05 | 36.45 | 17 | 11 | 98 |
| 11 Nov | 476.95 | 0.1 | -0.10 | 35.38 | 15 | 14 | 87 |
| 8 Nov | 478.05 | 0.2 | -0.10 | 36.53 | 8 | 2 | 74 |
| 7 Nov | 477.90 | 0.3 | 0.05 | 37.60 | 5 | 1 | 70 |
| 6 Nov | 481.10 | 0.25 | -0.10 | 37.12 | 21 | 7 | 69 |
| 5 Nov | 480.20 | 0.35 | 0.00 | 37.91 | 80 | 28 | 59 |
| 4 Nov | 484.60 | 0.35 | -0.05 | 38.59 | 29 | 25 | 29 |
| 1 Nov | 490.30 | 0.4 | -0.20 | 38.80 | 3 | 1 | 4 |
| 31 Oct | 488.80 | 0.6 | 0.00 | - | 1 | 0 | 2 |
| 28 Oct | 484.15 | 0.6 | 0.20 | - | 1 | 0 | 2 |
| 25 Oct | 482.30 | 0.4 | -0.45 | - | 1 | 0 | 2 |
| 24 Oct | 471.70 | 0.85 | 0.25 | - | 1 | 0 | 1 |
| 23 Oct | 480.35 | 0.6 | - | 2 | 1 | 1 | |
For Itc Ltd - strike price 400 expiring on 28NOV2024
Delta for 400 PE is -0.01
Historical price for 400 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.36, the open interest changed by -2 which decreased total open position to 93
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.34, the open interest changed by 1 which increased total open position to 94
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.34, the open interest changed by 0 which decreased total open position to 94
On 18 Nov 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 43.65, the open interest changed by -1 which decreased total open position to 94
On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 36.77, the open interest changed by 5 which increased total open position to 96
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 37.41, the open interest changed by -8 which decreased total open position to 92
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 36.45, the open interest changed by 11 which increased total open position to 98
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 35.38, the open interest changed by 14 which increased total open position to 87
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 36.53, the open interest changed by 2 which increased total open position to 74
On 7 Nov ITC was trading at 477.90. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 37.60, the open interest changed by 1 which increased total open position to 70
On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 37.12, the open interest changed by 7 which increased total open position to 69
On 5 Nov ITC was trading at 480.20. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 37.91, the open interest changed by 28 which increased total open position to 59
On 4 Nov ITC was trading at 484.60. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 38.59, the open interest changed by 25 which increased total open position to 29
On 1 Nov ITC was trading at 490.30. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 38.80, the open interest changed by 1 which increased total open position to 4
On 31 Oct ITC was trading at 488.80. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ITC was trading at 484.15. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ITC was trading at 482.30. The strike last trading price was 0.4, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ITC was trading at 471.70. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ITC was trading at 480.35. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
