ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 466.55 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 470.50 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 469.55 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 470.10 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 470.00 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 460.60 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 465.25 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Dec | 465.45 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 464.95 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 471.15 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 467.50 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 467.10 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 472.55 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 477.20 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 476.75 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 474.90 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 476.95 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 477.00 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 476.80 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 474.65 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 457.15 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 467.35 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 466.55 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 465.95 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 472.20 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 110.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 110.7 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 CE is -
Historical price for 420 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 110.7, 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 Dec ITC was trading at 466.55. The strike last trading price was 110.7, 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 Dec ITC was trading at 470.50. The strike last trading price was 110.7, 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 17 Dec ITC was trading at 469.55. The strike last trading price was 110.7, 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 16 Dec ITC was trading at 470.10. The strike last trading price was 110.7, 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 Dec ITC was trading at 470.00. The strike last trading price was 110.7, 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 Dec ITC was trading at 460.60. The strike last trading price was 110.7, 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 Dec ITC was trading at 465.25. The strike last trading price was 110.7, 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 10 Dec ITC was trading at 465.45. The strike last trading price was 110.7, 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 9 Dec ITC was trading at 464.95. The strike last trading price was 110.7, 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 Dec ITC was trading at 471.15. The strike last trading price was 110.7, 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 Dec ITC was trading at 467.50. The strike last trading price was 110.7, 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 Dec ITC was trading at 467.10. The strike last trading price was 110.7, 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 3 Dec ITC was trading at 472.55. The strike last trading price was 110.7, 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 2 Dec ITC was trading at 477.20. The strike last trading price was 110.7, 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 29 Nov ITC was trading at 476.75. The strike last trading price was 110.7, 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 28 Nov ITC was trading at 474.90. The strike last trading price was 110.7, 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 27 Nov ITC was trading at 476.95. The strike last trading price was 110.7, 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 26 Nov ITC was trading at 477.00. The strike last trading price was 110.7, 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 25 Nov ITC was trading at 476.80. The strike last trading price was 110.7, 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 22 Nov ITC was trading at 474.65. The strike last trading price was 110.7, 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 21 Nov ITC was trading at 457.15. The strike last trading price was 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ITC 26DEC2024 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.04
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 0.25 | 0.00 | 42.50 | 67 | -11 | 428 |
| 19 Dec | 466.55 | 0.25 | 0.05 | 39.67 | 66 | -24 | 439 |
| 18 Dec | 470.50 | 0.2 | -0.10 | 39.08 | 13 | -5 | 466 |
| 17 Dec | 469.55 | 0.3 | 0.05 | 39.01 | 152 | -86 | 473 |
| 16 Dec | 470.10 | 0.25 | 0.00 | 35.61 | 50 | 11 | 555 |
| 13 Dec | 470.00 | 0.25 | -0.05 | 31.89 | 519 | -17 | 559 |
| 12 Dec | 460.60 | 0.3 | 0.00 | 26.87 | 124 | -9 | 576 |
| 11 Dec | 465.25 | 0.3 | 0.00 | 28.08 | 129 | -12 | 586 |
| 10 Dec | 465.45 | 0.3 | -0.05 | 27.30 | 414 | 7 | 598 |
| 9 Dec | 464.95 | 0.35 | 0.00 | 27.20 | 358 | 11 | 592 |
| 6 Dec | 471.15 | 0.35 | -0.05 | 27.95 | 397 | -12 | 588 |
| 5 Dec | 467.50 | 0.4 | -0.15 | 26.28 | 733 | -20 | 606 |
| 4 Dec | 467.10 | 0.55 | -0.10 | 27.08 | 535 | 11 | 624 |
| 3 Dec | 472.55 | 0.65 | 0.30 | 29.64 | 1,551 | 188 | 642 |
| 2 Dec | 477.20 | 0.35 | -0.10 | 27.65 | 181 | 76 | 460 |
| 29 Nov | 476.75 | 0.45 | -0.20 | 27.24 | 367 | 143 | 379 |
| 28 Nov | 474.90 | 0.65 | 0.00 | 28.17 | 152 | 41 | 237 |
| 27 Nov | 476.95 | 0.65 | -0.05 | 28.22 | 70 | 52 | 193 |
| 26 Nov | 477.00 | 0.7 | 0.05 | 28.21 | 37 | 4 | 141 |
| 25 Nov | 476.80 | 0.65 | -0.25 | 27.78 | 84 | 31 | 138 |
| 22 Nov | 474.65 | 0.9 | -0.75 | 27.07 | 157 | 37 | 144 |
| 21 Nov | 457.15 | 1.65 | 0.85 | 24.26 | 463 | 64 | 106 |
| 20 Nov | 467.35 | 0.8 | 0.00 | 23.04 | 34 | 11 | 41 |
| 19 Nov | 467.35 | 0.8 | -0.10 | 23.04 | 34 | 10 | 41 |
| 18 Nov | 466.55 | 0.9 | -0.10 | 23.63 | 12 | -1 | 31 |
| 14 Nov | 465.95 | 1 | 0.10 | 23.05 | 23 | 9 | 32 |
| 13 Nov | 472.20 | 0.9 | 0.00 | 23.83 | 34 | 20 | 23 |
| 12 Nov | 472.85 | 0.9 | 0.20 | 23.60 | 1 | 0 | 3 |
| 11 Nov | 476.95 | 0.7 | -0.55 | 23.84 | 2 | 0 | 3 |
| 5 Nov | 480.20 | 1.25 | -0.20 | 26.43 | 4 | 0 | 3 |
| 4 Nov | 484.60 | 1.45 | 28.11 | 7 | 2 | 2 | |
For Itc Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 PE is -0.03
Historical price for 420 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 42.50, the open interest changed by -11 which decreased total open position to 428
On 19 Dec ITC was trading at 466.55. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 39.67, the open interest changed by -24 which decreased total open position to 439
On 18 Dec ITC was trading at 470.50. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 39.08, the open interest changed by -5 which decreased total open position to 466
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 39.01, the open interest changed by -86 which decreased total open position to 473
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 35.61, the open interest changed by 11 which increased total open position to 555
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.89, the open interest changed by -17 which decreased total open position to 559
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 26.87, the open interest changed by -9 which decreased total open position to 576
On 11 Dec ITC was trading at 465.25. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 28.08, the open interest changed by -12 which decreased total open position to 586
On 10 Dec ITC was trading at 465.45. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 27.30, the open interest changed by 7 which increased total open position to 598
On 9 Dec ITC was trading at 464.95. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 27.20, the open interest changed by 11 which increased total open position to 592
On 6 Dec ITC was trading at 471.15. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.95, the open interest changed by -12 which decreased total open position to 588
On 5 Dec ITC was trading at 467.50. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 26.28, the open interest changed by -20 which decreased total open position to 606
On 4 Dec ITC was trading at 467.10. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 27.08, the open interest changed by 11 which increased total open position to 624
On 3 Dec ITC was trading at 472.55. The strike last trading price was 0.65, which was 0.30 higher than the previous day. The implied volatity was 29.64, the open interest changed by 188 which increased total open position to 642
On 2 Dec ITC was trading at 477.20. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 27.65, the open interest changed by 76 which increased total open position to 460
On 29 Nov ITC was trading at 476.75. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 27.24, the open interest changed by 143 which increased total open position to 379
On 28 Nov ITC was trading at 474.90. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 28.17, the open interest changed by 41 which increased total open position to 237
On 27 Nov ITC was trading at 476.95. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 28.22, the open interest changed by 52 which increased total open position to 193
On 26 Nov ITC was trading at 477.00. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 28.21, the open interest changed by 4 which increased total open position to 141
On 25 Nov ITC was trading at 476.80. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 27.78, the open interest changed by 31 which increased total open position to 138
On 22 Nov ITC was trading at 474.65. The strike last trading price was 0.9, which was -0.75 lower than the previous day. The implied volatity was 27.07, the open interest changed by 37 which increased total open position to 144
On 21 Nov ITC was trading at 457.15. The strike last trading price was 1.65, which was 0.85 higher than the previous day. The implied volatity was 24.26, the open interest changed by 64 which increased total open position to 106
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 23.04, the open interest changed by 11 which increased total open position to 41
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 23.04, the open interest changed by 10 which increased total open position to 41
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 23.63, the open interest changed by -1 which decreased total open position to 31
On 14 Nov ITC was trading at 465.95. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 23.05, the open interest changed by 9 which increased total open position to 32
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 23.83, the open interest changed by 20 which increased total open position to 23
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.9, which was 0.20 higher than the previous day. The implied volatity was 23.60, the open interest changed by 0 which decreased total open position to 3
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 23.84, the open interest changed by 0 which decreased total open position to 3
On 5 Nov ITC was trading at 480.20. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 3
On 4 Nov ITC was trading at 484.60. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was 28.11, the open interest changed by 2 which increased total open position to 2
