ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 425 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 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 466.55 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 470.50 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Dec | 469.55 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 470.10 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 470.00 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 460.60 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 465.25 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 465.45 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 464.95 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 471.15 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 467.50 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 467.10 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 472.55 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 477.20 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 476.75 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 474.90 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 476.95 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 477.00 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 476.80 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 474.65 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 457.15 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 467.35 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 466.55 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 465.95 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 472.20 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 69.3 | 69.30 | - | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 425 expiring on 26DEC2024
Delta for 425 CE is -
Historical price for 425 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, 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 69.3, which was 69.30 higher 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ITC 26DEC2024 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.04
Theta: -0.14
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 0.3 | 0.00 | 39.66 | 45 | 18 | 150 |
| 19 Dec | 466.55 | 0.3 | 0.00 | 37.05 | 20 | -7 | 132 |
| 18 Dec | 470.50 | 0.3 | -0.05 | 38.08 | 10 | -1 | 135 |
| 17 Dec | 469.55 | 0.35 | 0.05 | 36.64 | 11 | -5 | 136 |
| 16 Dec | 470.10 | 0.3 | 0.00 | 33.50 | 50 | -27 | 143 |
| 13 Dec | 470.00 | 0.3 | -0.10 | 30.17 | 579 | -17 | 173 |
| 12 Dec | 460.60 | 0.4 | 0.05 | 25.44 | 84 | 9 | 188 |
| 11 Dec | 465.25 | 0.35 | -0.05 | 26.16 | 38 | 22 | 185 |
| 10 Dec | 465.45 | 0.4 | -0.05 | 26.08 | 157 | 5 | 163 |
| 9 Dec | 464.95 | 0.45 | 0.00 | 25.87 | 278 | -2 | 159 |
| 6 Dec | 471.15 | 0.45 | -0.10 | 26.87 | 123 | 23 | 159 |
| 5 Dec | 467.50 | 0.55 | -0.20 | 25.51 | 365 | -15 | 127 |
| 4 Dec | 467.10 | 0.75 | -0.05 | 26.44 | 266 | -29 | 142 |
| 3 Dec | 472.55 | 0.8 | 0.05 | 28.53 | 485 | 178 | 178 |
| 2 Dec | 477.20 | 0.75 | 0.00 | 13.37 | 0 | 0 | 0 |
| 29 Nov | 476.75 | 0.75 | 0.00 | 12.79 | 0 | 0 | 0 |
| 28 Nov | 474.90 | 0.75 | 0.00 | 12.42 | 0 | 0 | 0 |
| 27 Nov | 476.95 | 0.75 | 0.00 | 12.51 | 0 | 0 | 0 |
| 26 Nov | 477.00 | 0.75 | 0.00 | 12.41 | 0 | 0 | 0 |
| 25 Nov | 476.80 | 0.75 | 0.00 | 12.42 | 0 | 0 | 0 |
| 22 Nov | 474.65 | 0.75 | 0.00 | 10.49 | 0 | 0 | 0 |
| 21 Nov | 457.15 | 0.75 | 0.00 | 7.41 | 0 | 0 | 0 |
| 20 Nov | 467.35 | 0.75 | 0.00 | 9.06 | 0 | 0 | 0 |
| 19 Nov | 467.35 | 0.75 | 0.00 | 9.06 | 0 | 0 | 0 |
| 18 Nov | 466.55 | 0.75 | 0.00 | 8.99 | 0 | 0 | 0 |
| 14 Nov | 465.95 | 0.75 | 0.00 | 8.49 | 0 | 0 | 0 |
| 13 Nov | 472.20 | 0.75 | 0.00 | 9.82 | 0 | 0 | 0 |
| 12 Nov | 472.85 | 0.75 | -254.35 | 10.13 | 0 | 0 | 0 |
| 11 Nov | 476.95 | 255.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 480.20 | 255.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 484.60 | 255.1 | 0.00 | 0 | 0 | 0 | |
For Itc Ltd - strike price 425 expiring on 26DEC2024
Delta for 425 PE is -0.03
Historical price for 425 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 39.66, the open interest changed by 18 which increased total open position to 150
On 19 Dec 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 37.05, the open interest changed by -7 which decreased total open position to 132
On 18 Dec ITC was trading at 470.50. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 38.08, the open interest changed by -1 which decreased total open position to 135
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 36.64, the open interest changed by -5 which decreased total open position to 136
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 33.50, the open interest changed by -27 which decreased total open position to 143
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 30.17, the open interest changed by -17 which decreased total open position to 173
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 25.44, the open interest changed by 9 which increased total open position to 188
On 11 Dec ITC was trading at 465.25. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 26.16, the open interest changed by 22 which increased total open position to 185
On 10 Dec ITC was trading at 465.45. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 26.08, the open interest changed by 5 which increased total open position to 163
On 9 Dec ITC was trading at 464.95. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 25.87, the open interest changed by -2 which decreased total open position to 159
On 6 Dec ITC was trading at 471.15. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 26.87, the open interest changed by 23 which increased total open position to 159
On 5 Dec ITC was trading at 467.50. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 25.51, the open interest changed by -15 which decreased total open position to 127
On 4 Dec ITC was trading at 467.10. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 26.44, the open interest changed by -29 which decreased total open position to 142
On 3 Dec ITC was trading at 472.55. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 28.53, the open interest changed by 178 which increased total open position to 178
On 2 Dec ITC was trading at 477.20. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 13.37, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 12.79, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 12.42, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 12.51, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 12.41, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 12.42, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 10.49, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 7.41, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 9.06, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 9.06, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 8.99, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 8.49, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 9.82, 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 0.75, which was -254.35 lower than the previous day. The implied volatity was 10.13, 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 255.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 255.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 255.1, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
