[--[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 18.4 -2.85 - 32,000 14,400 64,000
1 Jul 429.05 21.25 - 30,400 11,200 49,600
28 Jun 424.90 19.05 - 22,400 11,200 38,400
27 Jun 425.60 17.8 - 32,000 12,800 27,200
26 Jun 423.95 18.6 - 16,000 11,200 11,200
25 Jun 423.30 24.15 - 0 0 0
24 Jun 423.30 24.15 - 0 0 0
21 Jun 419.60 24.15 - 0 0 0
20 Jun 423.30 24.15 - 0 0 0
19 Jun 423.65 24.15 - 0 0 0
18 Jun 428.75 24.15 - 0 0 0
14 Jun 431.15 24.15 - 0 0 0
13 Jun 430.30 24.15 - 0 0 0
12 Jun 432.30 24.15 - 0 0 0
11 Jun 433.00 24.15 - 0 0 0
10 Jun 436.90 24.15 - 0 0 0
7 Jun 439.15 24.15 - 0 0 0
6 Jun 435.40 24.15 - 0 0 0
5 Jun 430.30 24.15 - 0 0 0
4 Jun 415.20 24.15 - 0 0 0
3 Jun 430.35 24.15 - 0 0 0
31 May 426.45 24.15 - 0 0 0


For ITC LTD - strike price 412.5 expiring on 25JUL2024

Delta for 412.5 CE is -

Historical price for 412.5 CE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 18.4, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 64000


On 1 Jul ITC was trading at 429.05. The strike last trading price was 21.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 49600


On 28 Jun ITC was trading at 424.90. The strike last trading price was 19.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 38400


On 27 Jun ITC was trading at 425.60. The strike last trading price was 17.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 27200


On 26 Jun ITC was trading at 423.95. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 11200


On 25 Jun ITC was trading at 423.30. The strike last trading price was 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 24.15, 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 3.45 1.35 - 4,81,600 1,04,000 2,00,000
1 Jul 429.05 2.1 - 1,28,000 30,400 96,000
28 Jun 424.90 3.05 - 2,20,800 36,800 65,600
27 Jun 425.60 4.05 - 67,200 25,600 28,800
26 Jun 423.95 4.65 - 0 3,200 0
25 Jun 423.30 4.65 - 4,800 3,200 3,200
24 Jun 423.30 8.2 - 0 0 0
21 Jun 419.60 8.20 - 0 0 0
20 Jun 423.30 8.20 - 0 0 0
19 Jun 423.65 8.20 - 0 0 0
18 Jun 428.75 8.20 - 0 0 0
14 Jun 431.15 8.20 - 0 0 0
13 Jun 430.30 8.20 - 0 0 0
12 Jun 432.30 8.20 - 0 0 0
11 Jun 433.00 8.20 - 0 0 0
10 Jun 436.90 8.20 - 0 0 0
7 Jun 439.15 8.20 - 0 0 0
6 Jun 435.40 8.20 - 0 0 0
5 Jun 430.30 8.20 - 0 0 0
4 Jun 415.20 8.20 - 0 0 0
3 Jun 430.35 8.20 - 0 0 0
31 May 426.45 8.20 - 0 0 0


For ITC LTD - strike price 412.5 expiring on 25JUL2024

Delta for 412.5 PE is -

Historical price for 412.5 PE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 3.45, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 104000 which increased total open position to 200000


On 1 Jul ITC was trading at 429.05. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 30400 which increased total open position to 96000


On 28 Jun ITC was trading at 424.90. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 36800 which increased total open position to 65600


On 27 Jun ITC was trading at 425.60. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25600 which increased total open position to 28800


On 26 Jun ITC was trading at 423.95. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 0


On 25 Jun ITC was trading at 423.30. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3200


On 24 Jun ITC was trading at 423.30. The strike last trading price was 8.2, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, 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 8.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0