[--[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 26.7 -0.45 - 8,000 1,58,400 1,58,400
1 Jul 429.05 27.15 - 0 46,400 0
28 Jun 424.90 27.15 - 51,200 46,400 1,58,400
27 Jun 425.60 22.5 - 1,34,400 1,12,000 1,12,000
26 Jun 423.95 45.25 - 0 0 0
25 Jun 423.30 45.25 - 0 0 0
24 Jun 423.30 45.25 - 0 0 0
21 Jun 419.60 45.25 - 0 0 0
20 Jun 423.30 45.25 - 0 0 0
19 Jun 423.65 45.25 - 0 0 0
18 Jun 428.75 45.25 - 0 0 0
14 Jun 431.15 45.25 - 0 0 0
13 Jun 430.30 45.25 - 0 0 0
12 Jun 432.30 45.25 - 0 0 0
11 Jun 433.00 45.25 - 0 0 0
10 Jun 436.90 45.25 - 0 0 0
7 Jun 439.15 45.25 - 0 0 0
6 Jun 435.40 45.25 - 0 0 0
5 Jun 430.30 45.25 - 0 0 0
4 Jun 415.20 45.25 - 0 0 0
3 Jun 430.35 45.25 - 0 0 0
31 May 426.45 45.25 - 0 0 0
30 May 423.85 45.25 - 0 0 0
29 May 430.95 0.00 - 0 0 0
28 May 429.00 0.00 - 0 0 0
27 May 431.50 0.00 - 0 0 0
24 May 436.20 0.00 - 0 0 0
23 May 441.35 0.00 - 0 0 0
22 May 439.90 0.00 - 0 0 0
17 May 436.30 0.00 - 0 0 0
16 May 431.45 0.00 - 0 0 0
15 May 427.80 0.00 - 0 0 0


For ITC LTD - strike price 405 expiring on 25JUL2024

Delta for 405 CE is -

Historical price for 405 CE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 26.7, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 158400 which increased total open position to 158400


On 1 Jul ITC was trading at 429.05. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 46400 which increased total open position to 0


On 28 Jun ITC was trading at 424.90. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 46400 which increased total open position to 158400


On 27 Jun ITC was trading at 425.60. The strike last trading price was 22.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 112000 which increased total open position to 112000


On 26 Jun ITC was trading at 423.95. The strike last trading price was 45.25, 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 45.25, 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 24 Jun ITC was trading at 423.30. The strike last trading price was 45.25, 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 21 Jun ITC was trading at 419.60. The strike last trading price was 45.25, 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 45.25, 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 19 Jun ITC was trading at 423.65. The strike last trading price was 45.25, 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 18 Jun ITC was trading at 428.75. The strike last trading price was 45.25, 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 14 Jun ITC was trading at 431.15. The strike last trading price was 45.25, 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 13 Jun ITC was trading at 430.30. The strike last trading price was 45.25, 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 12 Jun ITC was trading at 432.30. The strike last trading price was 45.25, 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 11 Jun ITC was trading at 433.00. The strike last trading price was 45.25, 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 10 Jun ITC was trading at 436.90. The strike last trading price was 45.25, 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 7 Jun ITC was trading at 439.15. The strike last trading price was 45.25, 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 6 Jun ITC was trading at 435.40. The strike last trading price was 45.25, 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 5 Jun ITC was trading at 430.30. The strike last trading price was 45.25, 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 4 Jun ITC was trading at 415.20. The strike last trading price was 45.25, 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 3 Jun ITC was trading at 430.35. The strike last trading price was 45.25, 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 31 May ITC was trading at 426.45. The strike last trading price was 45.25, 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 30 May ITC was trading at 423.85. The strike last trading price was 45.25, 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 29 May ITC was trading at 430.95. 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 24 May ITC was trading at 436.20. 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 23 May ITC was trading at 441.35. 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 22 May ITC was trading at 439.90. 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 16 May ITC was trading at 431.45. 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 2.2 0.85 - 13,16,800 96,000 4,49,600
1 Jul 429.05 1.35 - 4,20,800 1,23,200 3,53,600
28 Jun 424.90 1.8 - 6,92,800 -68,800 2,30,400
27 Jun 425.60 2.4 - 3,42,400 1,40,800 2,99,200
26 Jun 423.95 2.4 - 2,24,000 86,400 1,58,400
25 Jun 423.30 2.7 - 67,200 27,200 72,000
24 Jun 423.30 3 - 64,000 -17,600 43,200
21 Jun 419.60 3.85 - 91,200 28,800 30,400
20 Jun 423.30 4.10 - 1,600 0 0
19 Jun 423.65 5.40 - 0 0 0
18 Jun 428.75 5.40 - 0 0 0
14 Jun 431.15 5.40 - 0 0 0
13 Jun 430.30 5.40 - 0 0 0
12 Jun 432.30 5.40 - 0 0 0
11 Jun 433.00 5.40 - 0 0 0
10 Jun 436.90 5.40 - 0 0 0
7 Jun 439.15 5.40 - 0 0 0
6 Jun 435.40 5.40 - 0 0 0
5 Jun 430.30 5.40 - 0 0 0
4 Jun 415.20 5.40 - 0 0 0
3 Jun 430.35 5.40 - 0 0 0
31 May 426.45 5.40 - 0 0 0
30 May 423.85 5.40 - 0 0 0
29 May 430.95 5.40 - 0 0 0
28 May 429.00 5.40 - 0 0 0
27 May 431.50 5.40 - 0 0 0
24 May 436.20 5.40 - 0 0 0
23 May 441.35 5.40 - 0 0 0
22 May 439.90 5.40 - 0 0 0
17 May 436.30 5.40 - 0 0 0
16 May 431.45 5.40 - 0 0 0
15 May 427.80 5.40 - 0 0 0


For ITC LTD - strike price 405 expiring on 25JUL2024

Delta for 405 PE is -

Historical price for 405 PE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 2.2, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 96000 which increased total open position to 449600


On 1 Jul ITC was trading at 429.05. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 123200 which increased total open position to 353600


On 28 Jun ITC was trading at 424.90. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -68800 which decreased total open position to 230400


On 27 Jun ITC was trading at 425.60. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 140800 which increased total open position to 299200


On 26 Jun ITC was trading at 423.95. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 86400 which increased total open position to 158400


On 25 Jun ITC was trading at 423.30. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 27200 which increased total open position to 72000


On 24 Jun ITC was trading at 423.30. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by -17600 which decreased total open position to 43200


On 21 Jun ITC was trading at 419.60. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 30400


On 20 Jun ITC was trading at 423.30. The strike last trading price was 4.10, 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 5.40, 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 5.40, 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 5.40, 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 5.40, 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 5.40, 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 5.40, 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 10 Jun ITC was trading at 436.90. The strike last trading price was 5.40, 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 5.40, 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 5.40, 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 5.40, 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 5.40, 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 3 Jun ITC was trading at 430.35. The strike last trading price was 5.40, 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 5.40, 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 5.40, 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 29 May ITC was trading at 430.95. The strike last trading price was 5.40, 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 5.40, 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 5.40, 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 May ITC was trading at 436.20. The strike last trading price was 5.40, 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 23 May ITC was trading at 441.35. The strike last trading price was 5.40, 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 22 May ITC was trading at 439.90. The strike last trading price was 5.40, 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 5.40, 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 16 May ITC was trading at 431.45. The strike last trading price was 5.40, 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 5.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0