[--[65.84.65.76]--]
ITC
ITC LTD

425.5 -3.55 (-0.83%)

Back to Option Chain


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 9.9 -2.40 - 48,84,800 49,600 47,55,200
1 Jul 429.05 12.3 - 55,66,400 1,34,400 47,05,600
28 Jun 424.90 10.25 - 97,42,400 26,03,200 45,71,200
27 Jun 425.60 11.2 - 47,61,600 3,48,800 19,68,000
26 Jun 423.95 10.65 - 21,04,000 2,04,800 16,11,200
25 Jun 423.30 10.5 - 9,36,000 2,01,600 14,06,400
24 Jun 423.30 10.95 - 14,43,200 -1,12,000 12,04,800
21 Jun 419.60 9.70 - 12,27,200 4,88,000 13,16,800
20 Jun 423.30 12.05 - 7,55,200 2,67,200 8,27,200
19 Jun 423.65 11.60 - 8,27,200 5,50,400 5,60,000
18 Jun 428.75 15.05 - 11,200 8,000 8,000
14 Jun 431.15 13.80 - 0 0 0
13 Jun 430.30 13.80 - 0 0 0
12 Jun 432.30 13.80 - 0 0 0
11 Jun 433.00 13.80 - 0 0 0
10 Jun 436.90 13.80 - 0 0 0
7 Jun 439.15 13.80 - 0 1,600 0
6 Jun 435.40 13.80 - 0 1,600 0
5 Jun 430.30 13.80 - 0 1,600 0
4 Jun 415.20 13.80 - 3,200 1,600 1,600
3 Jun 430.35 14.50 - 0 1,600 0
31 May 426.45 14.50 - 4,800 0 0
30 May 423.85 31.25 - 0 0 0
29 May 430.95 31.25 - 0 0 0
28 May 429.00 31.25 - 0 0 0
27 May 431.50 31.25 - 0 0 0
24 May 436.20 31.25 - 0 0 0
23 May 441.35 31.25 - 0 0 0
22 May 439.90 31.25 - 0 0 0
21 May 434.80 31.25 - 0 0 0
17 May 436.30 31.25 - 0 0 0
16 May 431.45 31.25 - 0 0 0
15 May 427.80 31.25 - 0 0 0


For ITC LTD - strike price 425 expiring on 25JUL2024

Delta for 425 CE is -

Historical price for 425 CE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 9.9, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 49600 which increased total open position to 4755200


On 1 Jul ITC was trading at 429.05. The strike last trading price was 12.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 134400 which increased total open position to 4705600


On 28 Jun ITC was trading at 424.90. The strike last trading price was 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2603200 which increased total open position to 4571200


On 27 Jun ITC was trading at 425.60. The strike last trading price was 11.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 348800 which increased total open position to 1968000


On 26 Jun ITC was trading at 423.95. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 204800 which increased total open position to 1611200


On 25 Jun ITC was trading at 423.30. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 201600 which increased total open position to 1406400


On 24 Jun ITC was trading at 423.30. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -112000 which decreased total open position to 1204800


On 21 Jun ITC was trading at 419.60. The strike last trading price was 9.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 488000 which increased total open position to 1316800


On 20 Jun ITC was trading at 423.30. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 267200 which increased total open position to 827200


On 19 Jun ITC was trading at 423.65. The strike last trading price was 11.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 550400 which increased total open position to 560000


On 18 Jun ITC was trading at 428.75. The strike last trading price was 15.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000


On 14 Jun ITC was trading at 431.15. The strike last trading price was 13.80, 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 13.80, 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 13.80, 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 13.80, 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 13.80, 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 13.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0


On 6 Jun ITC was trading at 435.40. The strike last trading price was 13.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0


On 5 Jun ITC was trading at 430.30. The strike last trading price was 13.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0


On 4 Jun ITC was trading at 415.20. The strike last trading price was 13.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600


On 3 Jun ITC was trading at 430.35. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0


On 31 May ITC was trading at 426.45. The strike last trading price was 14.50, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 May ITC was trading at 434.80. The strike last trading price was 31.25, 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 31.25, 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 31.25, 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 31.25, 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 7.35 1.85 - 53,61,600 1,02,400 24,57,600
1 Jul 429.05 5.5 - 38,80,000 5,10,400 23,55,200
28 Jun 424.90 7.2 - 39,71,200 2,52,800 18,44,800
27 Jun 425.60 8 - 28,14,400 2,49,600 15,92,000
26 Jun 423.95 8.6 - 8,70,400 1,37,600 13,44,000
25 Jun 423.30 9.4 - 6,62,400 3,34,400 12,06,400
24 Jun 423.30 9.7 - 5,90,400 1,64,800 8,73,600
21 Jun 419.60 11.90 - 8,86,400 36,800 7,10,400
20 Jun 423.30 9.15 - 6,68,800 3,85,600 6,72,000
19 Jun 423.65 9.75 - 4,19,200 1,92,000 2,86,400
18 Jun 428.75 6.65 - 76,800 35,200 94,400
14 Jun 431.15 6.95 - 4,800 1,600 59,200
13 Jun 430.30 6.40 - 8,000 4,800 56,000
12 Jun 432.30 5.75 - 20,800 8,000 48,000
11 Jun 433.00 6.10 - 30,400 20,800 38,400
10 Jun 436.90 6.00 - 19,200 1,600 3,200
7 Jun 439.15 5.90 - 3,200 1,600 1,600
6 Jun 435.40 11.00 - 0 0 0
5 Jun 430.30 11.00 - 0 0 0
4 Jun 415.20 11.00 - 0 0 0
3 Jun 430.35 11.00 - 0 0 0
31 May 426.45 11.00 - 0 0 0
30 May 423.85 11.00 - 0 0 0
29 May 430.95 11.00 - 0 0 0
28 May 429.00 11.00 - 0 0 0
27 May 431.50 11.00 - 0 0 0
24 May 436.20 11.00 - 0 0 0
23 May 441.35 11.00 - 0 0 0
22 May 439.90 11.00 - 0 0 0
21 May 434.80 11.00 - 0 0 0
17 May 436.30 11.00 - 0 0 0
16 May 431.45 11.00 - 0 0 0
15 May 427.80 11.00 - 0 0 0


For ITC LTD - strike price 425 expiring on 25JUL2024

Delta for 425 PE is -

Historical price for 425 PE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 7.35, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 102400 which increased total open position to 2457600


On 1 Jul ITC was trading at 429.05. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 510400 which increased total open position to 2355200


On 28 Jun ITC was trading at 424.90. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 252800 which increased total open position to 1844800


On 27 Jun ITC was trading at 425.60. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by 249600 which increased total open position to 1592000


On 26 Jun ITC was trading at 423.95. The strike last trading price was 8.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 137600 which increased total open position to 1344000


On 25 Jun ITC was trading at 423.30. The strike last trading price was 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 334400 which increased total open position to 1206400


On 24 Jun ITC was trading at 423.30. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 164800 which increased total open position to 873600


On 21 Jun ITC was trading at 419.60. The strike last trading price was 11.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 36800 which increased total open position to 710400


On 20 Jun ITC was trading at 423.30. The strike last trading price was 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 385600 which increased total open position to 672000


On 19 Jun ITC was trading at 423.65. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 192000 which increased total open position to 286400


On 18 Jun ITC was trading at 428.75. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 35200 which increased total open position to 94400


On 14 Jun ITC was trading at 431.15. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 59200


On 13 Jun ITC was trading at 430.30. The strike last trading price was 6.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 56000


On 12 Jun ITC was trading at 432.30. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 48000


On 11 Jun ITC was trading at 433.00. The strike last trading price was 6.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 20800 which increased total open position to 38400


On 10 Jun ITC was trading at 436.90. The strike last trading price was 6.00, 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 7 Jun ITC was trading at 439.15. The strike last trading price was 5.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600


On 6 Jun ITC was trading at 435.40. The strike last trading price was 11.00, 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 5 Jun ITC was trading at 430.30. The strike last trading price was 11.00, 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 4 Jun ITC was trading at 415.20. The strike last trading price was 11.00, 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 3 Jun ITC was trading at 430.35. The strike last trading price was 11.00, 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 11.00, 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 11.00, 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 11.00, 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 11.00, 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 27 May ITC was trading at 431.50. The strike last trading price was 11.00, 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 24 May ITC was trading at 436.20. The strike last trading price was 11.00, 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 23 May ITC was trading at 441.35. The strike last trading price was 11.00, 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 22 May ITC was trading at 439.90. The strike last trading price was 11.00, 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 21 May ITC was trading at 434.80. The strike last trading price was 11.00, 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 17 May ITC was trading at 436.30. The strike last trading price was 11.00, 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 16 May ITC was trading at 431.45. The strike last trading price was 11.00, 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 15 May ITC was trading at 427.80. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0