ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 467.35 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 466.55 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 465.95 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Nov | 472.20 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 51.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 51.75 | -2.00 | - | 2 | 0 | 18 | |||
| 4 Nov | 484.60 | 53.75 | -3.50 | - | 2 | 0 | 18 | |||
| 1 Nov | 490.30 | 57.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 488.80 | 57.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 491.55 | 57.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 487.95 | 57.25 | 0.00 | - | 0 | 14 | 0 | |||
| 28 Oct | 484.15 | 57.25 | 2.25 | - | 15 | 6 | 10 | |||
| 25 Oct | 482.30 | 55 | 6.00 | - | 3 | 2 | 4 | |||
| 24 Oct | 471.70 | 49 | -35.25 | - | 2 | 1 | 1 | |||
| 23 Oct | 480.35 | 84.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 481.80 | 84.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 483.65 | 84.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 493.20 | 84.25 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 430 expiring on 28NOV2024
Delta for 430 CE is 0.00
Historical price for 430 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 51.75, 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 20 Nov ITC was trading at 467.35. The strike last trading price was 51.75, 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 19 Nov ITC was trading at 467.35. The strike last trading price was 51.75, 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 Nov ITC was trading at 466.55. The strike last trading price was 51.75, 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 14 Nov ITC was trading at 465.95. The strike last trading price was 51.75, 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 13 Nov ITC was trading at 472.20. The strike last trading price was 51.75, 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 12 Nov ITC was trading at 472.85. The strike last trading price was 51.75, 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 11 Nov ITC was trading at 476.95. The strike last trading price was 51.75, 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 8 Nov ITC was trading at 478.05. The strike last trading price was 51.75, 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 7 Nov ITC was trading at 477.90. The strike last trading price was 51.75, 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 6 Nov ITC was trading at 481.10. The strike last trading price was 51.75, 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 51.75, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 4 Nov ITC was trading at 484.60. The strike last trading price was 53.75, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 1 Nov ITC was trading at 490.30. The strike last trading price was 57.25, 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 31 Oct ITC was trading at 488.80. The strike last trading price was 57.25, 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 57.25, 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 57.25, 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 57.25, which was 2.25 higher 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 55, which was 6.00 higher 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 49, which was -35.25 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 84.25, 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 84.25, 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 21 Oct ITC was trading at 483.65. The strike last trading price was 84.25, 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 16 Oct ITC was trading at 493.20. The strike last trading price was 84.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.07
Theta: -0.13
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 0.4 | 0.15 | 28.29 | 571 | 28 | 407 |
| 20 Nov | 467.35 | 0.25 | 0.00 | 28.85 | 77 | -30 | 379 |
| 19 Nov | 467.35 | 0.25 | -0.10 | 28.85 | 77 | -30 | 379 |
| 18 Nov | 466.55 | 0.35 | -0.05 | 29.64 | 78 | 12 | 410 |
| 14 Nov | 465.95 | 0.4 | 0.05 | 25.75 | 131 | 16 | 400 |
| 13 Nov | 472.20 | 0.35 | 0.10 | 26.72 | 40 | -15 | 384 |
| 12 Nov | 472.85 | 0.25 | 0.00 | 24.45 | 18 | -10 | 399 |
| 11 Nov | 476.95 | 0.25 | 0.00 | 25.99 | 72 | -51 | 409 |
| 8 Nov | 478.05 | 0.25 | -0.15 | 24.69 | 116 | 58 | 462 |
| 7 Nov | 477.90 | 0.4 | -0.10 | 25.84 | 109 | 50 | 402 |
| 6 Nov | 481.10 | 0.5 | -0.35 | 27.92 | 144 | -9 | 369 |
| 5 Nov | 480.20 | 0.85 | 0.00 | 30.00 | 301 | 98 | 382 |
| 4 Nov | 484.60 | 0.85 | 0.20 | 31.12 | 367 | 115 | 282 |
| 1 Nov | 490.30 | 0.65 | -0.30 | 29.47 | 5 | 0 | 168 |
| 31 Oct | 488.80 | 0.95 | 0.20 | - | 44 | 23 | 167 |
| 30 Oct | 491.55 | 0.75 | -0.15 | - | 16 | -10 | 145 |
| 29 Oct | 487.95 | 0.9 | -0.15 | - | 23 | 0 | 155 |
| 28 Oct | 484.15 | 1.05 | -0.45 | - | 135 | 8 | 142 |
| 25 Oct | 482.30 | 1.5 | -0.75 | - | 380 | 45 | 134 |
| 24 Oct | 471.70 | 2.25 | 0.70 | - | 155 | 46 | 90 |
| 23 Oct | 480.35 | 1.55 | 0.15 | - | 33 | 11 | 48 |
| 22 Oct | 481.80 | 1.4 | 0.25 | - | 53 | 12 | 37 |
| 21 Oct | 483.65 | 1.15 | 0.70 | - | 27 | 23 | 24 |
| 16 Oct | 493.20 | 0.45 | - | 8 | 1 | 1 | |
For Itc Ltd - strike price 430 expiring on 28NOV2024
Delta for 430 PE is -0.05
Historical price for 430 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 28.29, the open interest changed by 28 which increased total open position to 407
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 28.85, the open interest changed by -30 which decreased total open position to 379
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 28.85, the open interest changed by -30 which decreased total open position to 379
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 29.64, the open interest changed by 12 which increased total open position to 410
On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 25.75, the open interest changed by 16 which increased total open position to 400
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 26.72, the open interest changed by -15 which decreased total open position to 384
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 24.45, the open interest changed by -10 which decreased total open position to 399
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 25.99, the open interest changed by -51 which decreased total open position to 409
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 24.69, the open interest changed by 58 which increased total open position to 462
On 7 Nov ITC was trading at 477.90. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 25.84, the open interest changed by 50 which increased total open position to 402
On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 27.92, the open interest changed by -9 which decreased total open position to 369
On 5 Nov ITC was trading at 480.20. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 98 which increased total open position to 382
On 4 Nov ITC was trading at 484.60. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 31.12, the open interest changed by 115 which increased total open position to 282
On 1 Nov ITC was trading at 490.30. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 168
On 31 Oct ITC was trading at 488.80. The strike last trading price was 0.95, 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 0.75, which was -0.15 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 0.9, which was -0.15 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 1.05, which was -0.45 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 1.5, which was -0.75 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 2.25, which was 0.70 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 1.55, 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 1.4, 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 21 Oct ITC was trading at 483.65. The strike last trading price was 1.15, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ITC was trading at 493.20. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
