[--[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 16.55 -2.95 - 83,200 1,600 2,57,600
1 Jul 429.05 19.5 - 1,26,400 -19,200 2,56,000
28 Jun 424.90 16.85 - 1,00,800 4,800 2,75,200
27 Jun 425.60 17.35 - 2,09,600 38,400 2,70,400
26 Jun 423.95 16.55 - 3,55,200 1,26,400 2,30,400
25 Jun 423.30 16.45 - 1,23,200 1,04,000 1,04,000
24 Jun 423.30 37.9 - 0 0 0
21 Jun 419.60 37.90 - 0 0 0
20 Jun 423.30 37.90 - 0 0 0
19 Jun 423.65 37.90 - 0 0 0
18 Jun 428.75 37.90 - 0 0 0
14 Jun 431.15 37.90 - 0 0 0
13 Jun 430.30 37.90 - 0 0 0
12 Jun 432.30 37.90 - 0 0 0
11 Jun 433.00 37.90 - 0 0 0
10 Jun 436.90 37.90 - 0 0 0
7 Jun 439.15 37.90 - 0 0 0
6 Jun 435.40 37.90 - 0 0 0
5 Jun 430.30 37.90 - 0 0 0
4 Jun 415.20 37.90 - 0 0 0
3 Jun 430.35 37.90 - 0 0 0
31 May 426.45 37.90 - 0 0 0
30 May 423.85 37.90 - 0 0 0
29 May 430.95 37.90 - 0 0 0
28 May 429.00 37.90 - 0 0 0
27 May 431.50 37.90 - 0 0 0
24 May 436.20 37.90 - 0 0 0
23 May 441.35 37.90 - 0 0 0
22 May 439.90 37.90 - 0 0 0
17 May 436.30 37.90 - 0 0 0
16 May 431.45 37.90 - 0 0 0
15 May 427.80 37.90 - 0 0 0


For ITC LTD - strike price 415 expiring on 25JUL2024

Delta for 415 CE is -

Historical price for 415 CE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 16.55, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 257600


On 1 Jul ITC was trading at 429.05. The strike last trading price was 19.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -19200 which decreased total open position to 256000


On 28 Jun ITC was trading at 424.90. The strike last trading price was 16.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 275200


On 27 Jun ITC was trading at 425.60. The strike last trading price was 17.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 38400 which increased total open position to 270400


On 26 Jun ITC was trading at 423.95. The strike last trading price was 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 126400 which increased total open position to 230400


On 25 Jun ITC was trading at 423.30. The strike last trading price was 16.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 104000 which increased total open position to 104000


On 24 Jun ITC was trading at 423.30. The strike last trading price was 37.9, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 37.90, 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 3.95 1.35 - 30,88,000 57,600 20,73,600
1 Jul 429.05 2.6 - 21,76,000 7,16,800 20,16,000
28 Jun 424.90 3.6 - 15,82,400 4,33,600 12,99,200
27 Jun 425.60 4.5 - 7,02,400 2,14,400 8,65,600
26 Jun 423.95 4.55 - 3,04,000 76,800 6,49,600
25 Jun 423.30 5.35 - 3,00,800 1,28,000 5,72,800
24 Jun 423.30 5.55 - 3,28,000 -27,200 4,46,400
21 Jun 419.60 6.95 - 3,61,600 2,38,400 4,72,000
20 Jun 423.30 5.25 - 96,000 68,800 2,35,200
19 Jun 423.65 5.25 - 1,29,600 78,400 1,66,400
18 Jun 428.75 3.55 - 48,000 24,000 88,000
14 Jun 431.15 3.65 - 49,600 30,400 64,000
13 Jun 430.30 3.50 - 1,600 0 33,600
12 Jun 432.30 3.50 - 3,200 0 33,600
11 Jun 433.00 3.45 - 0 3,200 0
10 Jun 436.90 3.45 - 24,000 1,600 32,000
7 Jun 439.15 3.85 - 14,400 9,600 30,400
6 Jun 435.40 5.15 - 19,200 11,200 20,800
5 Jun 430.30 8.00 - 1,600 -1,600 9,600
4 Jun 415.20 13.15 - 16,000 11,200 11,200
3 Jun 430.35 14.00 - 0 0 0
31 May 426.45 14.00 - 0 0 0
30 May 423.85 14.00 - 0 0 0
29 May 430.95 14.00 - 0 0 0
28 May 429.00 14.00 - 3,200 1,600 3,200
27 May 431.50 9.90 - 1,600 0 0
24 May 436.20 7.85 - 0 0 0
23 May 441.35 7.85 - 0 0 0
22 May 439.90 7.85 - 0 0 0
17 May 436.30 7.85 - 0 0 0
16 May 431.45 7.85 - 0 0 0
15 May 427.80 7.85 - 0 0 0


For ITC LTD - strike price 415 expiring on 25JUL2024

Delta for 415 PE is -

Historical price for 415 PE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 3.95, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 57600 which increased total open position to 2073600


On 1 Jul ITC was trading at 429.05. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 716800 which increased total open position to 2016000


On 28 Jun ITC was trading at 424.90. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 433600 which increased total open position to 1299200


On 27 Jun ITC was trading at 425.60. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 214400 which increased total open position to 865600


On 26 Jun ITC was trading at 423.95. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 76800 which increased total open position to 649600


On 25 Jun ITC was trading at 423.30. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 128000 which increased total open position to 572800


On 24 Jun ITC was trading at 423.30. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -27200 which decreased total open position to 446400


On 21 Jun ITC was trading at 419.60. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 238400 which increased total open position to 472000


On 20 Jun ITC was trading at 423.30. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 68800 which increased total open position to 235200


On 19 Jun ITC was trading at 423.65. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 78400 which increased total open position to 166400


On 18 Jun ITC was trading at 428.75. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 88000


On 14 Jun ITC was trading at 431.15. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 30400 which increased total open position to 64000


On 13 Jun ITC was trading at 430.30. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33600


On 12 Jun ITC was trading at 432.30. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33600


On 11 Jun ITC was trading at 433.00. The strike last trading price was 3.45, 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 10 Jun ITC was trading at 436.90. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 32000


On 7 Jun ITC was trading at 439.15. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 30400


On 6 Jun ITC was trading at 435.40. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 20800


On 5 Jun ITC was trading at 430.30. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 9600


On 4 Jun ITC was trading at 415.20. The strike last trading price was 13.15, 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 3 Jun ITC was trading at 430.35. The strike last trading price was 14.00, 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 31 May ITC was trading at 426.45. The strike last trading price was 14.00, 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 30 May ITC was trading at 423.85. The strike last trading price was 14.00, 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 29 May ITC was trading at 430.95. The strike last trading price was 14.00, 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 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 3200


On 27 May ITC was trading at 431.50. The strike last trading price was 9.90, 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 7.85, 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 7.85, 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 7.85, 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 7.85, 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 7.85, 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 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0