ITC
Itc Ltd
Historical option data for ITC
27 Dec 2024 04:13 PM IST
| ITC 30JAN2025 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 | |||
|
|
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| 27 Dec | 478.60 | 48.5 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 26 Dec | 476.95 | 48.5 | -20.50 | - | 14 | 0 | 0 | |||
| 24 Dec | 478.45 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 474.25 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 464.65 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 466.55 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 470.50 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 469.55 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 470.10 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 470.00 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 460.60 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 465.25 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 465.45 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 464.95 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 471.15 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 467.50 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 467.10 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 472.55 | 69 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 476.75 | 69 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 430 expiring on 30JAN2025
Delta for 430 CE is 0.00
Historical price for 430 CE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 48.5, 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 26 Dec ITC was trading at 476.95. The strike last trading price was 48.5, which was -20.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec ITC was trading at 478.45. The strike last trading price was 69, 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 23 Dec ITC was trading at 474.25. The strike last trading price was 69, 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 Dec ITC was trading at 464.65. The strike last trading price was 69, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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 30JAN2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.08
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 478.60 | 0.25 | -0.25 | 19.74 | 755 | 167 | 637 |
| 26 Dec | 476.95 | 0.5 | -0.20 | 21.15 | 271 | 23 | 472 |
| 24 Dec | 478.45 | 0.7 | -0.15 | 22.45 | 676 | -14 | 446 |
| 23 Dec | 474.25 | 0.85 | -0.80 | 21.92 | 726 | 21 | 461 |
| 20 Dec | 464.65 | 1.65 | 0.30 | 21.75 | 446 | 125 | 440 |
| 19 Dec | 466.55 | 1.35 | 0.35 | 20.52 | 370 | 5 | 314 |
| 18 Dec | 470.50 | 1 | -0.10 | 20.55 | 251 | 73 | 309 |
| 17 Dec | 469.55 | 1.1 | -0.15 | 20.65 | 481 | 101 | 236 |
| 16 Dec | 470.10 | 1.25 | -0.05 | 20.88 | 115 | 35 | 135 |
| 13 Dec | 470.00 | 1.3 | -0.55 | 20.93 | 216 | 22 | 100 |
| 12 Dec | 460.60 | 1.85 | 0.40 | 19.25 | 103 | 24 | 77 |
| 11 Dec | 465.25 | 1.45 | -0.25 | 19.26 | 5 | 1 | 53 |
| 10 Dec | 465.45 | 1.7 | -0.10 | 20.00 | 25 | 6 | 51 |
| 9 Dec | 464.95 | 1.8 | 0.75 | 20.22 | 22 | 5 | 45 |
| 6 Dec | 471.15 | 1.05 | -0.75 | 19.04 | 5 | 0 | 41 |
| 5 Dec | 467.50 | 1.8 | -0.25 | 20.33 | 9 | -1 | 42 |
| 4 Dec | 467.10 | 2.05 | 0.05 | 20.79 | 43 | 25 | 42 |
| 3 Dec | 472.55 | 2 | 0.25 | 22.14 | 35 | 10 | 15 |
| 29 Nov | 476.75 | 1.75 | 22.32 | 5 | 0 | 5 | |
For Itc Ltd - strike price 430 expiring on 30JAN2025
Delta for 430 PE is -0.02
Historical price for 430 PE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 19.74, the open interest changed by 167 which increased total open position to 637
On 26 Dec ITC was trading at 476.95. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 21.15, the open interest changed by 23 which increased total open position to 472
On 24 Dec ITC was trading at 478.45. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 22.45, the open interest changed by -14 which decreased total open position to 446
On 23 Dec ITC was trading at 474.25. The strike last trading price was 0.85, which was -0.80 lower than the previous day. The implied volatity was 21.92, the open interest changed by 21 which increased total open position to 461
On 20 Dec ITC was trading at 464.65. The strike last trading price was 1.65, which was 0.30 higher than the previous day. The implied volatity was 21.75, the open interest changed by 125 which increased total open position to 440
On 19 Dec ITC was trading at 466.55. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 20.52, the open interest changed by 5 which increased total open position to 314
On 18 Dec ITC was trading at 470.50. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 20.55, the open interest changed by 73 which increased total open position to 309
On 17 Dec ITC was trading at 469.55. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 20.65, the open interest changed by 101 which increased total open position to 236
On 16 Dec ITC was trading at 470.10. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 20.88, the open interest changed by 35 which increased total open position to 135
On 13 Dec ITC was trading at 470.00. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 20.93, the open interest changed by 22 which increased total open position to 100
On 12 Dec ITC was trading at 460.60. The strike last trading price was 1.85, which was 0.40 higher than the previous day. The implied volatity was 19.25, the open interest changed by 24 which increased total open position to 77
On 11 Dec ITC was trading at 465.25. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 19.26, the open interest changed by 1 which increased total open position to 53
On 10 Dec ITC was trading at 465.45. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was 20.00, the open interest changed by 6 which increased total open position to 51
On 9 Dec ITC was trading at 464.95. The strike last trading price was 1.8, which was 0.75 higher than the previous day. The implied volatity was 20.22, the open interest changed by 5 which increased total open position to 45
On 6 Dec ITC was trading at 471.15. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 19.04, the open interest changed by 0 which decreased total open position to 41
On 5 Dec ITC was trading at 467.50. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 20.33, the open interest changed by -1 which decreased total open position to 42
On 4 Dec ITC was trading at 467.10. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 20.79, the open interest changed by 25 which increased total open position to 42
On 3 Dec ITC was trading at 472.55. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 22.14, the open interest changed by 10 which increased total open position to 15
On 29 Nov ITC was trading at 476.75. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 5
