ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 467.35 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 466.55 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 465.95 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 472.20 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 490.30 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 488.80 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 491.55 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 487.95 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 484.15 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 482.30 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 471.70 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 480.35 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 481.80 | 93.55 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 420 expiring on 28NOV2024
Delta for 420 CE is -
Historical price for 420 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 30 Oct ITC was trading at 491.55. The strike last trading price was 93.55, 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 29 Oct ITC was trading at 487.95. The strike last trading price was 93.55, 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 93.55, 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 93.55, 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 93.55, 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 93.55, 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 22 Oct ITC was trading at 481.80. The strike last trading price was 93.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.05
Theta: -0.11
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 0.3 | 0.15 | 34.65 | 59 | 8 | 359 |
| 20 Nov | 467.35 | 0.15 | 0.00 | 32.80 | 26 | 0 | 353 |
| 19 Nov | 467.35 | 0.15 | -0.15 | 32.80 | 26 | 2 | 353 |
| 18 Nov | 466.55 | 0.3 | 0.00 | 35.24 | 19 | -5 | 351 |
| 14 Nov | 465.95 | 0.3 | 0.10 | 29.84 | 41 | 16 | 356 |
| 13 Nov | 472.20 | 0.2 | 0.10 | 29.21 | 29 | -16 | 341 |
| 12 Nov | 472.85 | 0.1 | -0.10 | 25.67 | 5 | -2 | 357 |
| 11 Nov | 476.95 | 0.2 | 0.00 | 29.55 | 11 | -8 | 360 |
| 8 Nov | 478.05 | 0.2 | -0.05 | 27.92 | 38 | -1 | 372 |
| 7 Nov | 477.90 | 0.25 | -0.05 | 28.06 | 113 | -15 | 377 |
| 6 Nov | 481.10 | 0.3 | -0.35 | 29.69 | 240 | 64 | 408 |
| 5 Nov | 480.20 | 0.65 | 0.00 | 32.91 | 183 | 43 | 351 |
| 4 Nov | 484.60 | 0.65 | 0.10 | 33.87 | 405 | 120 | 309 |
| 1 Nov | 490.30 | 0.55 | -0.20 | 32.66 | 3 | 0 | 189 |
| 31 Oct | 488.80 | 0.75 | 0.20 | - | 119 | 21 | 188 |
| 30 Oct | 491.55 | 0.55 | -0.10 | - | 77 | 9 | 167 |
| 29 Oct | 487.95 | 0.65 | -0.20 | - | 54 | -9 | 158 |
| 28 Oct | 484.15 | 0.85 | -0.40 | - | 141 | 67 | 168 |
| 25 Oct | 482.30 | 1.25 | -0.25 | - | 264 | 30 | 101 |
| 24 Oct | 471.70 | 1.5 | 0.25 | - | 172 | 18 | 72 |
| 23 Oct | 480.35 | 1.25 | 0.15 | - | 42 | 14 | 55 |
| 22 Oct | 481.80 | 1.1 | - | 45 | 41 | 41 | |
For Itc Ltd - strike price 420 expiring on 28NOV2024
Delta for 420 PE is -0.03
Historical price for 420 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 34.65, the open interest changed by 8 which increased total open position to 359
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 32.80, the open interest changed by 0 which decreased total open position to 353
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 32.80, the open interest changed by 2 which increased total open position to 353
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 35.24, the open interest changed by -5 which decreased total open position to 351
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 29.84, the open interest changed by 16 which increased total open position to 356
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was 29.21, the open interest changed by -16 which decreased total open position to 341
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 25.67, the open interest changed by -2 which decreased total open position to 357
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 29.55, the open interest changed by -8 which decreased total open position to 360
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 27.92, the open interest changed by -1 which decreased total open position to 372
On 7 Nov ITC was trading at 477.90. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.06, the open interest changed by -15 which decreased total open position to 377
On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 29.69, the open interest changed by 64 which increased total open position to 408
On 5 Nov ITC was trading at 480.20. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 32.91, the open interest changed by 43 which increased total open position to 351
On 4 Nov ITC was trading at 484.60. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 33.87, the open interest changed by 120 which increased total open position to 309
On 1 Nov ITC was trading at 490.30. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 32.66, the open interest changed by 0 which decreased total open position to 189
On 31 Oct ITC was trading at 488.80. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ITC was trading at 491.55. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ITC was trading at 487.95. The strike last trading price was 0.65, which was -0.20 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 0.85, which was -0.40 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 1.25, which was -0.25 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 1.5, which was 0.25 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 1.25, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ITC was trading at 481.80. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
