ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 435 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 | 30.4 | -2.90 | - | 81 | 45 | 66 | |||
| 19 Dec | 466.55 | 33.3 | -3.40 | 42.41 | 4 | 3 | 22 | |||
| 18 Dec | 470.50 | 36.7 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 17 Dec | 469.55 | 36.7 | 3.60 | - | 3 | -2 | 18 | |||
| 16 Dec | 470.10 | 33.1 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 13 Dec | 470.00 | 33.1 | 4.95 | - | 15 | 7 | 21 | |||
| 12 Dec | 460.60 | 28.15 | -5.85 | 21.78 | 12 | 3 | 9 | |||
| 11 Dec | 465.25 | 34 | 0.50 | 31.83 | 10 | 3 | 7 | |||
| 10 Dec | 465.45 | 33.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 464.95 | 33.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 471.15 | 33.5 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Dec | 467.50 | 33.5 | -4.55 | - | 5 | 2 | 3 | |||
| 4 Dec | 467.10 | 38.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 472.55 | 38.05 | -22.00 | - | 1 | 0 | 0 | |||
| 2 Dec | 477.20 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 476.75 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Nov | 474.90 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 476.95 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 477.00 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 476.80 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 474.65 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 457.15 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 467.35 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 466.55 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 465.95 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 472.20 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 60.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 60.05 | -84.15 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 144.2 | 0.00 | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 435 expiring on 26DEC2024
Delta for 435 CE is -
Historical price for 435 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 30.4, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 66
On 19 Dec ITC was trading at 466.55. The strike last trading price was 33.3, which was -3.40 lower than the previous day. The implied volatity was 42.41, the open interest changed by 3 which increased total open position to 22
On 18 Dec ITC was trading at 470.50. The strike last trading price was 36.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Dec ITC was trading at 469.55. The strike last trading price was 36.7, which was 3.60 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 18
On 16 Dec ITC was trading at 470.10. The strike last trading price was 33.1, 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 13 Dec ITC was trading at 470.00. The strike last trading price was 33.1, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 21
On 12 Dec ITC was trading at 460.60. The strike last trading price was 28.15, which was -5.85 lower than the previous day. The implied volatity was 21.78, the open interest changed by 3 which increased total open position to 9
On 11 Dec ITC was trading at 465.25. The strike last trading price was 34, which was 0.50 higher than the previous day. The implied volatity was 31.83, the open interest changed by 3 which increased total open position to 7
On 10 Dec ITC was trading at 465.45. The strike last trading price was 33.5, 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 9 Dec ITC was trading at 464.95. The strike last trading price was 33.5, 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 Dec ITC was trading at 471.15. The strike last trading price was 33.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec ITC was trading at 467.50. The strike last trading price was 33.5, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 4 Dec ITC was trading at 467.10. The strike last trading price was 38.05, 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 3 Dec ITC was trading at 472.55. The strike last trading price was 38.05, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ITC was trading at 477.20. The strike last trading price was 60.05, 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 60.05, 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 28 Nov ITC was trading at 474.90. The strike last trading price was 60.05, 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 27 Nov ITC was trading at 476.95. The strike last trading price was 60.05, 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 26 Nov ITC was trading at 477.00. The strike last trading price was 60.05, 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 25 Nov ITC was trading at 476.80. The strike last trading price was 60.05, 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 22 Nov ITC was trading at 474.65. The strike last trading price was 60.05, 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 21 Nov ITC was trading at 457.15. The strike last trading price was 60.05, 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 Nov ITC was trading at 467.35. The strike last trading price was 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, which was -84.15 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 144.2, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ITC 26DEC2024 435 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.07
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 0.5 | 0.05 | 34.67 | 361 | -9 | 750 |
| 19 Dec | 466.55 | 0.45 | 0.10 | 31.76 | 743 | 57 | 772 |
| 18 Dec | 470.50 | 0.35 | -0.05 | 31.85 | 440 | 141 | 733 |
| 17 Dec | 469.55 | 0.4 | -0.05 | 30.55 | 1,270 | 10 | 612 |
| 16 Dec | 470.10 | 0.45 | 0.05 | 29.31 | 374 | -67 | 608 |
| 13 Dec | 470.00 | 0.4 | -0.35 | 25.85 | 2,124 | 186 | 681 |
| 12 Dec | 460.60 | 0.75 | 0.15 | 22.68 | 430 | 65 | 494 |
| 11 Dec | 465.25 | 0.6 | -0.10 | 23.24 | 308 | -14 | 431 |
| 10 Dec | 465.45 | 0.7 | -0.10 | 23.43 | 212 | -1 | 444 |
| 9 Dec | 464.95 | 0.8 | 0.15 | 23.61 | 509 | 100 | 460 |
| 6 Dec | 471.15 | 0.65 | -0.25 | 23.88 | 354 | -55 | 361 |
| 5 Dec | 467.50 | 0.9 | -0.40 | 23.16 | 685 | 34 | 419 |
| 4 Dec | 467.10 | 1.3 | -0.05 | 24.69 | 549 | 39 | 387 |
| 3 Dec | 472.55 | 1.35 | 0.75 | 26.99 | 1,034 | 98 | 348 |
| 2 Dec | 477.20 | 0.6 | -0.15 | 23.82 | 366 | 70 | 252 |
| 29 Nov | 476.75 | 0.75 | -0.35 | 23.54 | 336 | 86 | 185 |
| 28 Nov | 474.90 | 1.1 | 0.10 | 24.70 | 140 | 20 | 101 |
| 27 Nov | 476.95 | 1 | -0.05 | 24.32 | 14 | -1 | 84 |
| 26 Nov | 477.00 | 1.05 | 0.00 | 24.26 | 41 | -3 | 84 |
| 25 Nov | 476.80 | 1.05 | -0.40 | 24.34 | 131 | 21 | 85 |
| 22 Nov | 474.65 | 1.45 | -1.75 | 23.75 | 156 | 12 | 76 |
| 21 Nov | 457.15 | 3.2 | 1.75 | 21.91 | 137 | 60 | 65 |
| 20 Nov | 467.35 | 1.45 | 0.00 | 20.15 | 5 | 5 | 4 |
| 19 Nov | 467.35 | 1.45 | 0.05 | 20.15 | 5 | 4 | 4 |
| 18 Nov | 466.55 | 1.4 | 0.00 | 7.19 | 0 | 0 | 0 |
| 14 Nov | 465.95 | 1.4 | 0.00 | 6.89 | 0 | 0 | 0 |
| 13 Nov | 472.20 | 1.4 | 0.00 | 7.79 | 0 | 0 | 0 |
| 12 Nov | 472.85 | 1.4 | 0.00 | 7.69 | 0 | 0 | 0 |
| 11 Nov | 476.95 | 1.4 | 0.00 | 8.84 | 0 | 0 | 0 |
| 6 Nov | 481.10 | 1.4 | 0.00 | 9.08 | 0 | 0 | 0 |
| 5 Nov | 480.20 | 1.4 | 1.40 | 8.37 | 0 | 0 | 0 |
| 4 Nov | 484.60 | 0 | 0.00 | 0 | 0 | 0 | |
For Itc Ltd - strike price 435 expiring on 26DEC2024
Delta for 435 PE is -0.06
Historical price for 435 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 34.67, the open interest changed by -9 which decreased total open position to 750
On 19 Dec ITC was trading at 466.55. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 31.76, the open interest changed by 57 which increased total open position to 772
On 18 Dec ITC was trading at 470.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 31.85, the open interest changed by 141 which increased total open position to 733
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 30.55, the open interest changed by 10 which increased total open position to 612
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 29.31, the open interest changed by -67 which decreased total open position to 608
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 25.85, the open interest changed by 186 which increased total open position to 681
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 22.68, the open interest changed by 65 which increased total open position to 494
On 11 Dec ITC was trading at 465.25. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 23.24, the open interest changed by -14 which decreased total open position to 431
On 10 Dec ITC was trading at 465.45. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 23.43, the open interest changed by -1 which decreased total open position to 444
On 9 Dec ITC was trading at 464.95. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 23.61, the open interest changed by 100 which increased total open position to 460
On 6 Dec ITC was trading at 471.15. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 23.88, the open interest changed by -55 which decreased total open position to 361
On 5 Dec ITC was trading at 467.50. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 23.16, the open interest changed by 34 which increased total open position to 419
On 4 Dec ITC was trading at 467.10. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 24.69, the open interest changed by 39 which increased total open position to 387
On 3 Dec ITC was trading at 472.55. The strike last trading price was 1.35, which was 0.75 higher than the previous day. The implied volatity was 26.99, the open interest changed by 98 which increased total open position to 348
On 2 Dec ITC was trading at 477.20. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 23.82, the open interest changed by 70 which increased total open position to 252
On 29 Nov ITC was trading at 476.75. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 23.54, the open interest changed by 86 which increased total open position to 185
On 28 Nov ITC was trading at 474.90. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 24.70, the open interest changed by 20 which increased total open position to 101
On 27 Nov ITC was trading at 476.95. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 24.32, the open interest changed by -1 which decreased total open position to 84
On 26 Nov ITC was trading at 477.00. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 24.26, the open interest changed by -3 which decreased total open position to 84
On 25 Nov ITC was trading at 476.80. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 24.34, the open interest changed by 21 which increased total open position to 85
On 22 Nov ITC was trading at 474.65. The strike last trading price was 1.45, which was -1.75 lower than the previous day. The implied volatity was 23.75, the open interest changed by 12 which increased total open position to 76
On 21 Nov ITC was trading at 457.15. The strike last trading price was 3.2, which was 1.75 higher than the previous day. The implied volatity was 21.91, the open interest changed by 60 which increased total open position to 65
On 20 Nov ITC was trading at 467.35. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 20.15, the open interest changed by 5 which increased total open position to 4
On 19 Nov ITC was trading at 467.35. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 20.15, the open interest changed by 4 which increased total open position to 4
On 18 Nov ITC was trading at 466.55. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 7.19, 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 1.4, which was 0.00 lower than the previous day. The implied volatity was 6.89, 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 1.4, which was 0.00 lower than the previous day. The implied volatity was 7.79, 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 1.4, which was 0.00 lower than the previous day. The implied volatity was 7.69, 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 1.4, which was 0.00 lower than the previous day. The implied volatity was 8.84, 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 1.4, which was 0.00 lower than the previous day. The implied volatity was 9.08, 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 1.4, which was 1.40 higher than the previous day. The implied volatity was 8.37, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
