ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 467.35 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 466.55 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 465.95 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 472.20 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 103 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 484.60 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 490.30 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 488.80 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 484.15 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 482.30 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 471.70 | 103 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 480.35 | 103 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 410 expiring on 28NOV2024
Delta for 410 CE is -
Historical price for 410 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 103, 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 20 Nov ITC was trading at 467.35. The strike last trading price was 103, 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 19 Nov ITC was trading at 467.35. The strike last trading price was 103, 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 18 Nov ITC was trading at 466.55. The strike last trading price was 103, 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 14 Nov ITC was trading at 465.95. The strike last trading price was 103, 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 13 Nov ITC was trading at 472.20. The strike last trading price was 103, 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 12 Nov ITC was trading at 472.85. The strike last trading price was 103, 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 103, 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 103, 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 103, 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 103, 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 103, 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 103, 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 103, 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 103, 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 103, 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 103, 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 103, 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 103, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: -0.05
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 0.1 | 0.00 | 35.96 | 4 | -1 | 15 |
| 20 Nov | 467.35 | 0.1 | 0.00 | 36.92 | 13 | -4 | 16 |
| 19 Nov | 467.35 | 0.1 | -0.10 | 36.92 | 13 | -4 | 16 |
| 18 Nov | 466.55 | 0.2 | -0.10 | 39.12 | 43 | 6 | 23 |
| 14 Nov | 465.95 | 0.3 | 0.10 | 35.27 | 16 | 8 | 17 |
| 13 Nov | 472.20 | 0.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 472.85 | 0.2 | 0.00 | 33.12 | 2 | 1 | 9 |
| 11 Nov | 476.95 | 0.2 | -0.20 | 34.25 | 3 | 1 | 8 |
| 8 Nov | 478.05 | 0.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 477.90 | 0.4 | 0.00 | 34.85 | 2 | 1 | 8 |
| 6 Nov | 481.10 | 0.4 | 0.00 | 0.00 | 0 | 3 | 0 |
| 5 Nov | 480.20 | 0.4 | -1.00 | 34.41 | 6 | 3 | 7 |
| 4 Nov | 484.60 | 1.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 490.30 | 1.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 488.80 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 484.15 | 1.4 | 0.00 | - | 0 | 2 | 0 |
| 25 Oct | 482.30 | 1.4 | 0.40 | - | 4 | 1 | 3 |
| 24 Oct | 471.70 | 1 | 0.60 | - | 3 | 0 | 1 |
| 23 Oct | 480.35 | 0.4 | - | 0 | 1 | 0 | |
For Itc Ltd - strike price 410 expiring on 28NOV2024
Delta for 410 PE is -0.01
Historical price for 410 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 35.96, the open interest changed by -1 which decreased total open position to 15
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 36.92, the open interest changed by -4 which decreased total open position to 16
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 36.92, the open interest changed by -4 which decreased total open position to 16
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 39.12, the open interest changed by 6 which increased total open position to 23
On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 35.27, the open interest changed by 8 which increased total open position to 17
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.2, 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 12 Nov ITC was trading at 472.85. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 33.12, the open interest changed by 1 which increased total open position to 9
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 34.25, the open interest changed by 1 which increased total open position to 8
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.4, 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 7 Nov ITC was trading at 477.90. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 34.85, the open interest changed by 1 which increased total open position to 8
On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Nov ITC was trading at 480.20. The strike last trading price was 0.4, which was -1.00 lower than the previous day. The implied volatity was 34.41, the open interest changed by 3 which increased total open position to 7
On 4 Nov ITC was trading at 484.60. The strike last trading price was 1.4, 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 1 Nov ITC was trading at 490.30. The strike last trading price was 1.4, 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 31 Oct ITC was trading at 488.80. The strike last trading price was 1.4, 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 1.4, 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 1.4, which was 0.40 higher 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 1, which was 0.60 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 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
