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ITC
Itc Ltd
406.05 -3.65 (-0.89%)

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Historical option data for ITC

07 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ITC 24APR2025 410 CE
Delta: 0.48
Vega: 0.35
Theta: -0.26
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
7 Apr 406.05 6.4 -0.05 20.11 12,713 855 7,938
4 Apr 409.70 6.4 -0.25 14.67 10,125 87 7,114
3 Apr 409.40 6.45 -0.5 14.71 6,117 55 7,029
2 Apr 409.05 6.85 0.05 15.64 7,882 978 6,976
1 Apr 406.65 6.7 -2.35 17.43 11,339 1,333 5,999
28 Mar 409.75 9.05 -0.75 16.46 6,291 180 4,666
27 Mar 409.45 10 -0.05 19.30 5,189 723 4,485
26 Mar 407.35 9.85 -2.3 20.81 4,421 427 3,753
25 Mar 409.80 11.95 -0.9 22.77 6,763 1,869 3,314
24 Mar 410.90 12.75 3.25 21.81 4,306 412 1,475
21 Mar 405.55 9.7 0.95 19.30 1,218 279 1,058
20 Mar 403.95 8.55 -0.1 19.48 965 309 781
19 Mar 403.05 8.65 -2.75 19.59 480 257 471
18 Mar 409.10 11.3 0.4 18.10 130 20 212
17 Mar 407.95 11 -2.25 18.99 126 25 190
13 Mar 412.05 13.05 -0.3 17.50 83 0 163
12 Mar 412.40 13.5 3.2 16.74 105 13 163
11 Mar 406.20 10.4 0.05 17.50 51 13 149
10 Mar 405.00 10.5 -0.05 18.67 103 3 137
7 Mar 403.90 10.4 -0.45 18.54 76 26 134
6 Mar 405.70 10.75 -0.8 16.70 148 24 108
4 Mar 394.85 7.05 0 18.98 2 1 3
3 Mar 397.45 7.05 -31.85 17.00 5 3 3
28 Feb 395.00 38.9 0 1.59 0 0 0
27 Feb 401.60 38.9 0 0.49 0 0 0
26 Feb 404.00 38.9 0 - 0 0 0
25 Feb 404.85 38.9 0 - 0 0 0
24 Feb 401.90 38.9 0 0.40 0 0 0
21 Feb 400.90 38.9 0 0.69 0 0 0
20 Feb 402.05 38.9 0 0.36 0 0 0
11 Feb 418.30 0 0 - 0 0 0
10 Feb 427.20 0 0 - 0 0 0
7 Feb 430.85 0 0 - 0 0 0
6 Feb 441.10 0 0 - 0 0 0
4 Feb 455.15 0 0 - 0 0 0
3 Feb 454.35 0 0 - 0 0 0

For Itc Ltd - strike price 410 expiring on 24APR2025

Delta for 410 CE is 0.48

Historical price for 410 CE is as follows

On 7 Apr ITC was trading at 406.05. The strike last trading price was 6.4, which was -0.05 lower than the previous day. The implied volatity was 20.11, the open interest changed by 855 which increased total open position to 7938


On 4 Apr ITC was trading at 409.70. The strike last trading price was 6.4, which was -0.25 lower than the previous day. The implied volatity was 14.67, the open interest changed by 87 which increased total open position to 7114


On 3 Apr ITC was trading at 409.40. The strike last trading price was 6.45, which was -0.5 lower than the previous day. The implied volatity was 14.71, the open interest changed by 55 which increased total open position to 7029


On 2 Apr ITC was trading at 409.05. The strike last trading price was 6.85, which was 0.05 higher than the previous day. The implied volatity was 15.64, the open interest changed by 978 which increased total open position to 6976


On 1 Apr ITC was trading at 406.65. The strike last trading price was 6.7, which was -2.35 lower than the previous day. The implied volatity was 17.43, the open interest changed by 1333 which increased total open position to 5999


On 28 Mar ITC was trading at 409.75. The strike last trading price was 9.05, which was -0.75 lower than the previous day. The implied volatity was 16.46, the open interest changed by 180 which increased total open position to 4666


On 27 Mar ITC was trading at 409.45. The strike last trading price was 10, which was -0.05 lower than the previous day. The implied volatity was 19.30, the open interest changed by 723 which increased total open position to 4485


On 26 Mar ITC was trading at 407.35. The strike last trading price was 9.85, which was -2.3 lower than the previous day. The implied volatity was 20.81, the open interest changed by 427 which increased total open position to 3753


On 25 Mar ITC was trading at 409.80. The strike last trading price was 11.95, which was -0.9 lower than the previous day. The implied volatity was 22.77, the open interest changed by 1869 which increased total open position to 3314


On 24 Mar ITC was trading at 410.90. The strike last trading price was 12.75, which was 3.25 higher than the previous day. The implied volatity was 21.81, the open interest changed by 412 which increased total open position to 1475


On 21 Mar ITC was trading at 405.55. The strike last trading price was 9.7, which was 0.95 higher than the previous day. The implied volatity was 19.30, the open interest changed by 279 which increased total open position to 1058


On 20 Mar ITC was trading at 403.95. The strike last trading price was 8.55, which was -0.1 lower than the previous day. The implied volatity was 19.48, the open interest changed by 309 which increased total open position to 781


On 19 Mar ITC was trading at 403.05. The strike last trading price was 8.65, which was -2.75 lower than the previous day. The implied volatity was 19.59, the open interest changed by 257 which increased total open position to 471


On 18 Mar ITC was trading at 409.10. The strike last trading price was 11.3, which was 0.4 higher than the previous day. The implied volatity was 18.10, the open interest changed by 20 which increased total open position to 212


On 17 Mar ITC was trading at 407.95. The strike last trading price was 11, which was -2.25 lower than the previous day. The implied volatity was 18.99, the open interest changed by 25 which increased total open position to 190


On 13 Mar ITC was trading at 412.05. The strike last trading price was 13.05, which was -0.3 lower than the previous day. The implied volatity was 17.50, the open interest changed by 0 which decreased total open position to 163


On 12 Mar ITC was trading at 412.40. The strike last trading price was 13.5, which was 3.2 higher than the previous day. The implied volatity was 16.74, the open interest changed by 13 which increased total open position to 163


On 11 Mar ITC was trading at 406.20. The strike last trading price was 10.4, which was 0.05 higher than the previous day. The implied volatity was 17.50, the open interest changed by 13 which increased total open position to 149


On 10 Mar ITC was trading at 405.00. The strike last trading price was 10.5, which was -0.05 lower than the previous day. The implied volatity was 18.67, the open interest changed by 3 which increased total open position to 137


On 7 Mar ITC was trading at 403.90. The strike last trading price was 10.4, which was -0.45 lower than the previous day. The implied volatity was 18.54, the open interest changed by 26 which increased total open position to 134


On 6 Mar ITC was trading at 405.70. The strike last trading price was 10.75, which was -0.8 lower than the previous day. The implied volatity was 16.70, the open interest changed by 24 which increased total open position to 108


On 4 Mar ITC was trading at 394.85. The strike last trading price was 7.05, which was 0 lower than the previous day. The implied volatity was 18.98, the open interest changed by 1 which increased total open position to 3


On 3 Mar ITC was trading at 397.45. The strike last trading price was 7.05, which was -31.85 lower than the previous day. The implied volatity was 17.00, the open interest changed by 3 which increased total open position to 3


On 28 Feb ITC was trading at 395.00. The strike last trading price was 38.9, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0


On 27 Feb ITC was trading at 401.60. The strike last trading price was 38.9, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0


On 26 Feb ITC was trading at 404.00. The strike last trading price was 38.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb ITC was trading at 404.85. The strike last trading price was 38.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb ITC was trading at 401.90. The strike last trading price was 38.9, which was 0 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0


On 21 Feb ITC was trading at 400.90. The strike last trading price was 38.9, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0


On 20 Feb ITC was trading at 402.05. The strike last trading price was 38.9, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0


On 11 Feb ITC was trading at 418.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb ITC was trading at 427.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb ITC was trading at 430.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb ITC was trading at 441.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb ITC was trading at 455.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb ITC was trading at 454.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ITC 24APR2025 410 PE
Delta: -0.51
Vega: 0.35
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
7 Apr 406.05 9.4 3.15 24.84 3,104 -422 1,425
4 Apr 409.70 6.2 -0.1 18.20 3,531 203 1,859
3 Apr 409.40 6.5 -0.35 18.32 2,082 -39 1,655
2 Apr 409.05 7.05 -0.55 19.06 2,015 153 1,692
1 Apr 406.65 7.9 0.45 18.35 3,848 -222 1,535
28 Mar 409.75 7.3 -0.55 19.94 2,408 183 1,757
27 Mar 409.45 7.65 -1.4 19.60 1,978 409 1,571
26 Mar 407.35 9.05 0.45 20.47 1,177 253 1,159
25 Mar 409.80 8.9 0.9 21.71 1,873 376 905
24 Mar 410.90 8 -2.35 21.21 718 176 530
21 Mar 405.55 10.2 -1.6 20.92 300 101 350
20 Mar 403.95 11.65 0.05 20.72 189 80 247
19 Mar 403.05 11.55 3.2 20.04 196 71 167
18 Mar 409.10 8.35 -1.15 19.44 42 21 97
17 Mar 407.95 9.5 1.4 20.04 64 17 76
13 Mar 412.05 8.1 -0.3 19.72 15 6 59
12 Mar 412.40 8.25 -2.8 20.64 20 -1 52
11 Mar 406.20 11.05 0.05 20.65 32 25 48
10 Mar 405.00 11 5.1 19.24 24 22 22
7 Mar 403.90 5.9 0 - 0 0 0
6 Mar 405.70 5.9 0 0.43 0 0 0
4 Mar 394.85 5.9 0 - 0 0 0
3 Mar 397.45 5.9 0 - 0 0 0
28 Feb 395.00 5.9 0 - 0 0 0
27 Feb 401.60 5.9 0 - 0 0 0
26 Feb 404.00 5.9 0 0.13 0 0 0
25 Feb 404.85 5.9 0 0.13 0 0 0
24 Feb 401.90 5.9 0 - 0 0 0
21 Feb 400.90 5.9 0 - 0 0 0
20 Feb 402.05 5.9 0 - 0 0 0
11 Feb 418.30 5.9 0 3.07 0 0 0
10 Feb 427.20 5.9 0 4.18 0 0 0
7 Feb 430.85 5.9 0 4.30 0 0 0
6 Feb 441.10 5.9 0 6.16 0 0 0
4 Feb 455.15 5.9 0 8.02 0 0 0
3 Feb 454.35 5.9 0 7.70 0 0 0

For Itc Ltd - strike price 410 expiring on 24APR2025

Delta for 410 PE is -0.51

Historical price for 410 PE is as follows

On 7 Apr ITC was trading at 406.05. The strike last trading price was 9.4, which was 3.15 higher than the previous day. The implied volatity was 24.84, the open interest changed by -422 which decreased total open position to 1425


On 4 Apr ITC was trading at 409.70. The strike last trading price was 6.2, which was -0.1 lower than the previous day. The implied volatity was 18.20, the open interest changed by 203 which increased total open position to 1859


On 3 Apr ITC was trading at 409.40. The strike last trading price was 6.5, which was -0.35 lower than the previous day. The implied volatity was 18.32, the open interest changed by -39 which decreased total open position to 1655


On 2 Apr ITC was trading at 409.05. The strike last trading price was 7.05, which was -0.55 lower than the previous day. The implied volatity was 19.06, the open interest changed by 153 which increased total open position to 1692


On 1 Apr ITC was trading at 406.65. The strike last trading price was 7.9, which was 0.45 higher than the previous day. The implied volatity was 18.35, the open interest changed by -222 which decreased total open position to 1535


On 28 Mar ITC was trading at 409.75. The strike last trading price was 7.3, which was -0.55 lower than the previous day. The implied volatity was 19.94, the open interest changed by 183 which increased total open position to 1757


On 27 Mar ITC was trading at 409.45. The strike last trading price was 7.65, which was -1.4 lower than the previous day. The implied volatity was 19.60, the open interest changed by 409 which increased total open position to 1571


On 26 Mar ITC was trading at 407.35. The strike last trading price was 9.05, which was 0.45 higher than the previous day. The implied volatity was 20.47, the open interest changed by 253 which increased total open position to 1159


On 25 Mar ITC was trading at 409.80. The strike last trading price was 8.9, which was 0.9 higher than the previous day. The implied volatity was 21.71, the open interest changed by 376 which increased total open position to 905


On 24 Mar ITC was trading at 410.90. The strike last trading price was 8, which was -2.35 lower than the previous day. The implied volatity was 21.21, the open interest changed by 176 which increased total open position to 530


On 21 Mar ITC was trading at 405.55. The strike last trading price was 10.2, which was -1.6 lower than the previous day. The implied volatity was 20.92, the open interest changed by 101 which increased total open position to 350


On 20 Mar ITC was trading at 403.95. The strike last trading price was 11.65, which was 0.05 higher than the previous day. The implied volatity was 20.72, the open interest changed by 80 which increased total open position to 247


On 19 Mar ITC was trading at 403.05. The strike last trading price was 11.55, which was 3.2 higher than the previous day. The implied volatity was 20.04, the open interest changed by 71 which increased total open position to 167


On 18 Mar ITC was trading at 409.10. The strike last trading price was 8.35, which was -1.15 lower than the previous day. The implied volatity was 19.44, the open interest changed by 21 which increased total open position to 97


On 17 Mar ITC was trading at 407.95. The strike last trading price was 9.5, which was 1.4 higher than the previous day. The implied volatity was 20.04, the open interest changed by 17 which increased total open position to 76


On 13 Mar ITC was trading at 412.05. The strike last trading price was 8.1, which was -0.3 lower than the previous day. The implied volatity was 19.72, the open interest changed by 6 which increased total open position to 59


On 12 Mar ITC was trading at 412.40. The strike last trading price was 8.25, which was -2.8 lower than the previous day. The implied volatity was 20.64, the open interest changed by -1 which decreased total open position to 52


On 11 Mar ITC was trading at 406.20. The strike last trading price was 11.05, which was 0.05 higher than the previous day. The implied volatity was 20.65, the open interest changed by 25 which increased total open position to 48


On 10 Mar ITC was trading at 405.00. The strike last trading price was 11, which was 5.1 higher than the previous day. The implied volatity was 19.24, the open interest changed by 22 which increased total open position to 22


On 7 Mar ITC was trading at 403.90. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar ITC was trading at 405.70. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0


On 4 Mar ITC was trading at 394.85. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Mar ITC was trading at 397.45. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Feb ITC was trading at 395.00. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb ITC was trading at 401.60. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb ITC was trading at 404.00. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0


On 25 Feb ITC was trading at 404.85. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0


On 24 Feb ITC was trading at 401.90. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Feb ITC was trading at 400.90. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb ITC was trading at 402.05. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb ITC was trading at 418.30. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0


On 10 Feb ITC was trading at 427.20. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 7 Feb ITC was trading at 430.85. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 4.30, the open interest changed by 0 which decreased total open position to 0


On 6 Feb ITC was trading at 441.10. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0


On 4 Feb ITC was trading at 455.15. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 8.02, the open interest changed by 0 which decreased total open position to 0


On 3 Feb ITC was trading at 454.35. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 7.70, the open interest changed by 0 which decreased total open position to 0