ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 430 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 | 33 | -11.90 | - | 29 | -10 | 34 | |||
| 19 Dec | 466.55 | 44.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 470.50 | 44.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 469.55 | 44.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 470.10 | 44.9 | 0.00 | 0.00 | 0 | 23 | 0 | |||
| 13 Dec | 470.00 | 44.9 | 12.20 | 44.04 | 47 | 24 | 45 | |||
| 12 Dec | 460.60 | 32.7 | -4.70 | 19.91 | 1 | 0 | 21 | |||
| 11 Dec | 465.25 | 37.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 465.45 | 37.4 | 0.00 | 0.00 | 0 | -9 | 0 | |||
| 9 Dec | 464.95 | 37.4 | -8.10 | 20.09 | 12 | -9 | 21 | |||
| 6 Dec | 471.15 | 45.5 | 6.60 | 30.34 | 2 | 0 | 30 | |||
| 5 Dec | 467.50 | 38.9 | -1.50 | - | 21 | -4 | 31 | |||
| 4 Dec | 467.10 | 40.4 | -4.60 | 22.97 | 14 | 3 | 35 | |||
| 3 Dec | 472.55 | 45 | -5.20 | - | 36 | 17 | 32 | |||
| 2 Dec | 477.20 | 50.2 | 2.20 | - | 2 | 1 | 16 | |||
| 29 Nov | 476.75 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 474.90 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 476.95 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 477.00 | 48 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 25 Nov | 476.80 | 48 | 15.95 | - | 16 | 13 | 14 | |||
| 22 Nov | 474.65 | 32.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 457.15 | 32.05 | -69.10 | 16.89 | 1 | 0 | 0 | |||
| 20 Nov | 467.35 | 101.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 467.35 | 101.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 466.55 | 101.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 465.95 | 101.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 472.20 | 101.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 101.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 101.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 101.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 101.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 101.15 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 430 expiring on 26DEC2024
Delta for 430 CE is -
Historical price for 430 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 33, which was -11.90 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 34
On 19 Dec ITC was trading at 466.55. The strike last trading price was 44.9, 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 18 Dec ITC was trading at 470.50. The strike last trading price was 44.9, 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 17 Dec ITC was trading at 469.55. The strike last trading price was 44.9, 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 16 Dec ITC was trading at 470.10. The strike last trading price was 44.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 13 Dec ITC was trading at 470.00. The strike last trading price was 44.9, which was 12.20 higher than the previous day. The implied volatity was 44.04, the open interest changed by 24 which increased total open position to 45
On 12 Dec ITC was trading at 460.60. The strike last trading price was 32.7, which was -4.70 lower than the previous day. The implied volatity was 19.91, the open interest changed by 0 which decreased total open position to 21
On 11 Dec ITC was trading at 465.25. The strike last trading price was 37.4, 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 10 Dec ITC was trading at 465.45. The strike last trading price was 37.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 9 Dec ITC was trading at 464.95. The strike last trading price was 37.4, which was -8.10 lower than the previous day. The implied volatity was 20.09, the open interest changed by -9 which decreased total open position to 21
On 6 Dec ITC was trading at 471.15. The strike last trading price was 45.5, which was 6.60 higher than the previous day. The implied volatity was 30.34, the open interest changed by 0 which decreased total open position to 30
On 5 Dec ITC was trading at 467.50. The strike last trading price was 38.9, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 31
On 4 Dec ITC was trading at 467.10. The strike last trading price was 40.4, which was -4.60 lower than the previous day. The implied volatity was 22.97, the open interest changed by 3 which increased total open position to 35
On 3 Dec ITC was trading at 472.55. The strike last trading price was 45, which was -5.20 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 32
On 2 Dec ITC was trading at 477.20. The strike last trading price was 50.2, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 16
On 29 Nov ITC was trading at 476.75. The strike last trading price was 48, 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 28 Nov ITC was trading at 474.90. The strike last trading price was 48, 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 27 Nov ITC was trading at 476.95. The strike last trading price was 48, 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 26 Nov ITC was trading at 477.00. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 25 Nov ITC was trading at 476.80. The strike last trading price was 48, which was 15.95 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 14
On 22 Nov ITC was trading at 474.65. The strike last trading price was 32.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Nov ITC was trading at 457.15. The strike last trading price was 32.05, which was -69.10 lower than the previous day. The implied volatity was 16.89, 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 101.15, 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 101.15, 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 101.15, 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 101.15, 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 101.15, 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 101.15, 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 101.15, 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 101.15, 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 101.15, 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 101.15, 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 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.06
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 0.45 | 0.15 | 38.35 | 640 | 203 | 769 |
| 19 Dec | 466.55 | 0.3 | 0.00 | 33.19 | 266 | -119 | 565 |
| 18 Dec | 470.50 | 0.3 | -0.05 | 34.52 | 90 | -32 | 684 |
| 17 Dec | 469.55 | 0.35 | 0.00 | 33.20 | 574 | -105 | 718 |
| 16 Dec | 470.10 | 0.35 | 0.05 | 31.17 | 236 | -114 | 824 |
| 13 Dec | 470.00 | 0.3 | -0.20 | 27.29 | 1,976 | 15 | 956 |
| 12 Dec | 460.60 | 0.5 | 0.05 | 23.62 | 436 | 12 | 955 |
| 11 Dec | 465.25 | 0.45 | -0.10 | 24.65 | 570 | 81 | 941 |
| 10 Dec | 465.45 | 0.55 | -0.05 | 24.98 | 240 | -30 | 860 |
| 9 Dec | 464.95 | 0.6 | 0.10 | 24.68 | 585 | 68 | 893 |
| 6 Dec | 471.15 | 0.5 | -0.20 | 25.01 | 387 | 43 | 828 |
| 5 Dec | 467.50 | 0.7 | -0.30 | 24.33 | 1,125 | -117 | 785 |
| 4 Dec | 467.10 | 1 | -0.05 | 25.64 | 1,056 | 70 | 907 |
| 3 Dec | 472.55 | 1.05 | 0.55 | 27.83 | 2,352 | 353 | 829 |
| 2 Dec | 477.20 | 0.5 | -0.15 | 25.12 | 304 | 35 | 475 |
| 29 Nov | 476.75 | 0.65 | -0.30 | 24.95 | 636 | 143 | 446 |
| 28 Nov | 474.90 | 0.95 | 0.05 | 26.06 | 345 | 96 | 302 |
| 27 Nov | 476.95 | 0.9 | 0.05 | 25.87 | 59 | 28 | 205 |
| 26 Nov | 477.00 | 0.85 | -0.10 | 25.19 | 71 | 23 | 178 |
| 25 Nov | 476.80 | 0.95 | -0.25 | 25.86 | 144 | -28 | 155 |
| 22 Nov | 474.65 | 1.2 | -1.35 | 24.71 | 407 | -29 | 154 |
| 21 Nov | 457.15 | 2.55 | 1.30 | 22.64 | 453 | 39 | 181 |
| 20 Nov | 467.35 | 1.25 | 0.00 | 21.41 | 130 | 85 | 140 |
| 19 Nov | 467.35 | 1.25 | -0.15 | 21.41 | 130 | 83 | 140 |
| 18 Nov | 466.55 | 1.4 | 0.05 | 22.10 | 53 | 13 | 48 |
| 14 Nov | 465.95 | 1.35 | 0.15 | 20.87 | 60 | 23 | 35 |
| 13 Nov | 472.20 | 1.2 | 0.20 | 21.71 | 16 | 0 | 12 |
| 12 Nov | 472.85 | 1 | 0.05 | 20.57 | 9 | 1 | 13 |
| 11 Nov | 476.95 | 0.95 | -0.05 | 21.78 | 27 | 9 | 13 |
| 6 Nov | 481.10 | 1 | -1.45 | 22.40 | 2 | 1 | 5 |
| 5 Nov | 480.20 | 2.45 | -0.05 | 27.44 | 5 | 0 | 1 |
| 4 Nov | 484.60 | 2.5 | 28.50 | 11 | 3 | 3 | |
For Itc Ltd - strike price 430 expiring on 26DEC2024
Delta for 430 PE is -0.05
Historical price for 430 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 38.35, the open interest changed by 203 which increased total open position to 769
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 33.19, the open interest changed by -119 which decreased total open position to 565
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 34.52, the open interest changed by -32 which decreased total open position to 684
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 33.20, the open interest changed by -105 which decreased total open position to 718
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 31.17, the open interest changed by -114 which decreased total open position to 824
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 27.29, the open interest changed by 15 which increased total open position to 956
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 23.62, the open interest changed by 12 which increased total open position to 955
On 11 Dec ITC was trading at 465.25. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 24.65, the open interest changed by 81 which increased total open position to 941
On 10 Dec ITC was trading at 465.45. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 24.98, the open interest changed by -30 which decreased total open position to 860
On 9 Dec ITC was trading at 464.95. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 24.68, the open interest changed by 68 which increased total open position to 893
On 6 Dec ITC was trading at 471.15. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 25.01, the open interest changed by 43 which increased total open position to 828
On 5 Dec ITC was trading at 467.50. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 24.33, the open interest changed by -117 which decreased total open position to 785
On 4 Dec ITC was trading at 467.10. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 25.64, the open interest changed by 70 which increased total open position to 907
On 3 Dec ITC was trading at 472.55. The strike last trading price was 1.05, which was 0.55 higher than the previous day. The implied volatity was 27.83, the open interest changed by 353 which increased total open position to 829
On 2 Dec ITC was trading at 477.20. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 25.12, the open interest changed by 35 which increased total open position to 475
On 29 Nov ITC was trading at 476.75. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 24.95, the open interest changed by 143 which increased total open position to 446
On 28 Nov ITC was trading at 474.90. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 26.06, the open interest changed by 96 which increased total open position to 302
On 27 Nov ITC was trading at 476.95. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 25.87, the open interest changed by 28 which increased total open position to 205
On 26 Nov ITC was trading at 477.00. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 25.19, the open interest changed by 23 which increased total open position to 178
On 25 Nov ITC was trading at 476.80. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 25.86, the open interest changed by -28 which decreased total open position to 155
On 22 Nov ITC was trading at 474.65. The strike last trading price was 1.2, which was -1.35 lower than the previous day. The implied volatity was 24.71, the open interest changed by -29 which decreased total open position to 154
On 21 Nov ITC was trading at 457.15. The strike last trading price was 2.55, which was 1.30 higher than the previous day. The implied volatity was 22.64, the open interest changed by 39 which increased total open position to 181
On 20 Nov ITC was trading at 467.35. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 21.41, the open interest changed by 85 which increased total open position to 140
On 19 Nov ITC was trading at 467.35. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 21.41, the open interest changed by 83 which increased total open position to 140
On 18 Nov ITC was trading at 466.55. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 22.10, the open interest changed by 13 which increased total open position to 48
On 14 Nov ITC was trading at 465.95. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 20.87, the open interest changed by 23 which increased total open position to 35
On 13 Nov ITC was trading at 472.20. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 21.71, the open interest changed by 0 which decreased total open position to 12
On 12 Nov ITC was trading at 472.85. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 20.57, the open interest changed by 1 which increased total open position to 13
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 21.78, the open interest changed by 9 which increased total open position to 13
On 6 Nov ITC was trading at 481.10. The strike last trading price was 1, which was -1.45 lower than the previous day. The implied volatity was 22.40, the open interest changed by 1 which increased total open position to 5
On 5 Nov ITC was trading at 480.20. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 1
On 4 Nov ITC was trading at 484.60. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 28.50, the open interest changed by 3 which increased total open position to 3
