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

425.5 -3.55 (-0.83%)

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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 5.5 -1.80 - 59,80,800 -27,200 22,12,800
1 Jul 429.05 7.3 - 58,12,800 5,12,000 22,40,000
28 Jun 424.90 5.9 - 44,88,000 5,05,600 17,28,000
27 Jun 425.60 6.7 - 28,44,800 1,15,200 12,22,400
26 Jun 423.95 6.4 - 15,69,600 2,78,400 11,05,600
25 Jun 423.30 6.45 - 6,14,400 2,27,200 8,27,200
24 Jun 423.30 6.85 - 4,75,200 1,18,400 5,95,200
21 Jun 419.60 6.40 - 3,29,600 73,600 4,72,000
20 Jun 423.30 7.75 - 2,78,400 19,200 3,98,400
19 Jun 423.65 7.50 - 4,35,200 1,82,400 3,79,200
18 Jun 428.75 9.85 - 1,96,800 86,400 1,96,800
14 Jun 431.15 11.50 - 40,000 17,600 1,10,400
13 Jun 430.30 11.65 - 44,800 30,400 89,600
12 Jun 432.30 13.50 - 28,800 20,800 59,200
11 Jun 433.00 13.90 - 4,800 0 38,400
10 Jun 436.90 17.70 - 0 28,800 0
7 Jun 439.15 17.70 - 44,800 30,400 38,400
6 Jun 435.40 18.50 - 9,600 1,600 8,000
5 Jun 430.30 13.60 - 1,600 -3,200 6,400
4 Jun 415.20 10.70 - 8,000 1,600 9,600
3 Jun 430.35 11.90 - 9,600 3,200 8,000
31 May 426.45 11.65 - 1,600 3,200 3,200
30 May 423.85 33.50 - 0 0 0
29 May 430.95 33.50 - 0 0 0
28 May 429.00 33.50 - 0 0 0
27 May 431.50 33.50 - 0 0 0
24 May 436.20 33.50 - 0 0 0
23 May 441.35 33.50 - 0 0 0
22 May 439.90 33.50 - 0 0 0
21 May 434.80 33.50 - 0 0 0
17 May 436.30 33.50 - 0 0 0
16 May 431.45 33.50 - 0 0 0
15 May 427.80 33.50 - 0 0 0
14 May 429.70 33.50 - 0 0 0


For ITC LTD - strike price 435 expiring on 25JUL2024

Delta for 435 CE is -

Historical price for 435 CE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 5.5, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by -27200 which decreased total open position to 2212800


On 1 Jul ITC was trading at 429.05. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 512000 which increased total open position to 2240000


On 28 Jun ITC was trading at 424.90. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 505600 which increased total open position to 1728000


On 27 Jun ITC was trading at 425.60. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 115200 which increased total open position to 1222400


On 26 Jun ITC was trading at 423.95. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 278400 which increased total open position to 1105600


On 25 Jun ITC was trading at 423.30. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 227200 which increased total open position to 827200


On 24 Jun ITC was trading at 423.30. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 118400 which increased total open position to 595200


On 21 Jun ITC was trading at 419.60. The strike last trading price was 6.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 73600 which increased total open position to 472000


On 20 Jun ITC was trading at 423.30. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 398400


On 19 Jun ITC was trading at 423.65. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 182400 which increased total open position to 379200


On 18 Jun ITC was trading at 428.75. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 86400 which increased total open position to 196800


On 14 Jun ITC was trading at 431.15. The strike last trading price was 11.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 17600 which increased total open position to 110400


On 13 Jun ITC was trading at 430.30. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 30400 which increased total open position to 89600


On 12 Jun ITC was trading at 432.30. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 20800 which increased total open position to 59200


On 11 Jun ITC was trading at 433.00. The strike last trading price was 13.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38400


On 10 Jun ITC was trading at 436.90. The strike last trading price was 17.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 0


On 7 Jun ITC was trading at 439.15. The strike last trading price was 17.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 30400 which increased total open position to 38400


On 6 Jun ITC was trading at 435.40. The strike last trading price was 18.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 8000


On 5 Jun ITC was trading at 430.30. The strike last trading price was 13.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -3200 which decreased total open position to 6400


On 4 Jun ITC was trading at 415.20. The strike last trading price was 10.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 9600


On 3 Jun ITC was trading at 430.35. The strike last trading price was 11.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 8000


On 31 May ITC was trading at 426.45. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3200


On 30 May ITC was trading at 423.85. The strike last trading price was 33.50, 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 29 May ITC was trading at 430.95. The strike last trading price was 33.50, 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 28 May ITC was trading at 429.00. The strike last trading price was 33.50, 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 27 May ITC was trading at 431.50. The strike last trading price was 33.50, 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 24 May ITC was trading at 436.20. The strike last trading price was 33.50, 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 23 May ITC was trading at 441.35. The strike last trading price was 33.50, 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 22 May ITC was trading at 439.90. The strike last trading price was 33.50, 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 21 May ITC was trading at 434.80. The strike last trading price was 33.50, 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 17 May ITC was trading at 436.30. The strike last trading price was 33.50, 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 16 May ITC was trading at 431.45. The strike last trading price was 33.50, 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 15 May ITC was trading at 427.80. The strike last trading price was 33.50, 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 14 May ITC was trading at 429.70. The strike last trading price was 33.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 425.50 12.85 2.35 - 4,75,200 19,200 5,76,000
1 Jul 429.05 10.5 - 4,57,600 1,24,800 5,56,800
28 Jun 424.90 12.7 - 4,25,600 57,600 4,32,000
27 Jun 425.60 13.3 - 3,50,400 70,400 3,74,400
26 Jun 423.95 14.2 - 2,49,600 1,15,200 2,99,200
25 Jun 423.30 15.25 - 56,000 28,800 1,84,000
24 Jun 423.30 15.6 - 88,000 12,800 1,53,600
21 Jun 419.60 17.75 - 43,200 11,200 1,39,200
20 Jun 423.30 14.20 - 17,600 1,600 1,29,600
19 Jun 423.65 15.45 - 83,200 62,400 1,28,000
18 Jun 428.75 11.45 - 1,00,800 62,400 64,000
14 Jun 431.15 13.20 - 0 0 1,600
13 Jun 430.30 13.20 - 1,600 0 0
12 Jun 432.30 14.95 - 0 0 0
11 Jun 433.00 14.95 - 0 0 0
10 Jun 436.90 14.95 - 0 0 0
7 Jun 439.15 14.95 - 0 0 0
6 Jun 435.40 14.95 - 0 0 0
5 Jun 430.30 14.95 - 0 0 0
4 Jun 415.20 14.95 - 0 0 0
3 Jun 430.35 14.95 - 0 0 0
31 May 426.45 14.95 - 0 0 0
30 May 423.85 14.95 - 0 0 0
29 May 430.95 14.95 - 0 0 0
28 May 429.00 14.95 - 0 0 0
27 May 431.50 14.95 - 0 0 0
24 May 436.20 14.95 - 0 0 0
23 May 441.35 14.95 - 0 0 0
22 May 439.90 14.95 - 0 0 0
21 May 434.80 14.95 - 0 0 0
17 May 436.30 14.95 - 0 0 0
16 May 431.45 14.95 - 0 0 0
15 May 427.80 14.95 - 0 0 0
14 May 429.70 14.95 - 0 0 0


For ITC LTD - strike price 435 expiring on 25JUL2024

Delta for 435 PE is -

Historical price for 435 PE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 12.85, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 576000


On 1 Jul ITC was trading at 429.05. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 124800 which increased total open position to 556800


On 28 Jun ITC was trading at 424.90. The strike last trading price was 12.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 57600 which increased total open position to 432000


On 27 Jun ITC was trading at 425.60. The strike last trading price was 13.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 70400 which increased total open position to 374400


On 26 Jun ITC was trading at 423.95. The strike last trading price was 14.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 115200 which increased total open position to 299200


On 25 Jun ITC was trading at 423.30. The strike last trading price was 15.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 184000


On 24 Jun ITC was trading at 423.30. The strike last trading price was 15.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 153600


On 21 Jun ITC was trading at 419.60. The strike last trading price was 17.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 139200


On 20 Jun ITC was trading at 423.30. The strike last trading price was 14.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 129600


On 19 Jun ITC was trading at 423.65. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 62400 which increased total open position to 128000


On 18 Jun ITC was trading at 428.75. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 62400 which increased total open position to 64000


On 14 Jun ITC was trading at 431.15. The strike last trading price was 13.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600


On 13 Jun ITC was trading at 430.30. The strike last trading price was 13.20, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 6 Jun ITC was trading at 435.40. The strike last trading price was 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14.95, 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 14 May ITC was trading at 429.70. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0