ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 435 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 0.10
Theta: -0.31
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 23.55 | -8.00 | 27.67 | 3 | 0 | 4 | |||
| 20 Nov | 467.35 | 31.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 31.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 466.55 | 31.55 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 14 Nov | 465.95 | 31.55 | -62.00 | - | 6 | 2 | 2 | |||
| 13 Nov | 472.20 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 476.95 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 490.30 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 488.80 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 491.55 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 487.95 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 484.15 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 482.30 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 471.70 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 480.35 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 481.80 | 93.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 483.65 | 93.55 | 93.55 | - | 0 | 0 | 0 | |||
| 16 Oct | 493.20 | 0 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 435 expiring on 28NOV2024
Delta for 435 CE is 0.91
Historical price for 435 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 23.55, which was -8.00 lower than the previous day. The implied volatity was 27.67, the open interest changed by 0 which decreased total open position to 4
On 20 Nov ITC was trading at 467.35. The strike last trading price was 31.55, 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 31.55, 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 31.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 14 Nov ITC was trading at 465.95. The strike last trading price was 31.55, which was -62.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 13 Nov ITC was trading at 472.20. The strike last trading price was 93.55, 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 93.55, 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 93.55, 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 8 Nov ITC was trading at 478.05. The strike last trading price was 93.55, 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 7 Nov ITC was trading at 477.90. The strike last trading price was 93.55, 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 93.55, 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 93.55, 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 93.55, 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 1 Nov ITC was trading at 490.30. The strike last trading price was 93.55, 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 31 Oct ITC was trading at 488.80. The strike last trading price was 93.55, 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 93.55, 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 93.55, 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 93.55, 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 25 Oct ITC was trading at 482.30. The strike last trading price was 93.55, 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 24 Oct ITC was trading at 471.70. The strike last trading price was 93.55, 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 23 Oct ITC was trading at 480.35. The strike last trading price was 93.55, 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 93.55, 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 93.55, which was 93.55 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 435 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.09
Theta: -0.16
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 0.6 | 0.20 | 26.46 | 410 | 0 | 161 |
| 20 Nov | 467.35 | 0.4 | 0.00 | 27.90 | 49 | -18 | 161 |
| 19 Nov | 467.35 | 0.4 | 0.00 | 27.90 | 49 | -18 | 161 |
| 18 Nov | 466.55 | 0.4 | -0.10 | 27.05 | 54 | -7 | 180 |
| 14 Nov | 465.95 | 0.5 | 0.00 | 23.99 | 303 | 98 | 187 |
| 13 Nov | 472.20 | 0.5 | 0.15 | 25.79 | 76 | 5 | 90 |
| 12 Nov | 472.85 | 0.35 | 0.15 | 23.32 | 2 | 0 | 87 |
| 11 Nov | 476.95 | 0.2 | -0.05 | 22.81 | 30 | -2 | 95 |
| 8 Nov | 478.05 | 0.25 | -0.30 | 22.42 | 47 | -12 | 98 |
| 7 Nov | 477.90 | 0.55 | -0.05 | 25.10 | 97 | 15 | 113 |
| 6 Nov | 481.10 | 0.6 | -0.40 | 26.62 | 80 | 9 | 99 |
| 5 Nov | 480.20 | 1 | -0.05 | 28.67 | 155 | 24 | 87 |
| 4 Nov | 484.60 | 1.05 | 0.00 | 30.22 | 165 | 56 | 64 |
| 1 Nov | 490.30 | 1.05 | 0.00 | 0.00 | 0 | 6 | 0 |
| 31 Oct | 488.80 | 1.05 | 0.05 | - | 8 | 5 | 7 |
| 30 Oct | 491.55 | 1 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 487.95 | 1 | -0.50 | - | 1 | 0 | 1 |
| 28 Oct | 484.15 | 1.5 | 1.15 | - | 1 | 0 | 0 |
| 25 Oct | 482.30 | 0.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 471.70 | 0.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 480.35 | 0.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 481.80 | 0.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 483.65 | 0.35 | 0.35 | - | 0 | 0 | 0 |
| 16 Oct | 493.20 | 0 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 435 expiring on 28NOV2024
Delta for 435 PE is -0.08
Historical price for 435 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 161
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 27.90, the open interest changed by -18 which decreased total open position to 161
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 27.90, the open interest changed by -18 which decreased total open position to 161
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 27.05, the open interest changed by -7 which decreased total open position to 180
On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 23.99, the open interest changed by 98 which increased total open position to 187
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 25.79, the open interest changed by 5 which increased total open position to 90
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 23.32, the open interest changed by 0 which decreased total open position to 87
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 22.81, the open interest changed by -2 which decreased total open position to 95
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 22.42, the open interest changed by -12 which decreased total open position to 98
On 7 Nov ITC was trading at 477.90. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 25.10, the open interest changed by 15 which increased total open position to 113
On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 26.62, the open interest changed by 9 which increased total open position to 99
On 5 Nov ITC was trading at 480.20. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 28.67, the open interest changed by 24 which increased total open position to 87
On 4 Nov ITC was trading at 484.60. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 30.22, the open interest changed by 56 which increased total open position to 64
On 1 Nov ITC was trading at 490.30. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct ITC was trading at 488.80. The strike last trading price was 1.05, which was 0.05 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 1, 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 1, which was -0.50 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 1.5, which was 1.15 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 0.35, 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 24 Oct ITC was trading at 471.70. The strike last trading price was 0.35, 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 23 Oct ITC was trading at 480.35. The strike last trading price was 0.35, 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 0.35, 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 0.35, which was 0.35 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
