ITC
ITC LTD
Historical option data for ITC
02 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 2 Jul | 425.50 | 4.05 | -1.50 | - | 83,96,800 | 4,70,400 | 58,32,000 | |||
| 1 Jul | 429.05 | 5.55 | - | 93,07,200 | 9,10,400 | 53,61,600 | ||||
| 28 Jun | 424.90 | 4.45 | - | 64,97,600 | 4,99,200 | 44,51,200 | ||||
| 27 Jun | 425.60 | 5.05 | - | 41,63,200 | 5,56,800 | 39,52,000 | ||||
| 26 Jun | 423.95 | 4.85 | - | 26,04,800 | 2,40,000 | 34,00,000 | ||||
| 25 Jun | 423.30 | 5 | - | 12,76,800 | 3,74,400 | 31,60,000 | ||||
| 24 Jun | 423.30 | 5.4 | - | 20,41,600 | 7,39,200 | 27,95,200 | ||||
| 21 Jun | 419.60 | 5.00 | - | 13,96,800 | 2,68,800 | 20,41,600 | ||||
| 20 Jun | 423.30 | 6.40 | - | 13,69,600 | 3,87,200 | 17,72,800 | ||||
| 19 Jun | 423.65 | 6.05 | - | 12,91,200 | 3,10,400 | 13,85,600 | ||||
| 18 Jun | 428.75 | 8.00 | - | 11,93,600 | 5,37,600 | 10,72,000 | ||||
| 14 Jun | 431.15 | 9.10 | - | 2,40,000 | 56,000 | 5,34,400 | ||||
| 13 Jun | 430.30 | 9.60 | - | 1,66,400 | 72,000 | 4,78,400 | ||||
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| 12 Jun | 432.30 | 10.75 | - | 2,01,600 | 38,400 | 4,09,600 | ||||
| 11 Jun | 433.00 | 11.35 | - | 1,72,800 | 83,200 | 3,69,600 | ||||
| 10 Jun | 436.90 | 13.65 | - | 91,200 | 44,800 | 2,89,600 | ||||
| 7 Jun | 439.15 | 16.00 | - | 2,00,000 | 62,400 | 2,44,800 | ||||
| 6 Jun | 435.40 | 15.75 | - | 2,43,200 | 75,200 | 1,82,400 | ||||
| 5 Jun | 430.30 | 13.40 | - | 1,47,200 | 65,600 | 1,07,200 | ||||
| 4 Jun | 415.20 | 7.60 | - | 49,600 | 19,200 | 41,600 | ||||
| 3 Jun | 430.35 | 9.45 | - | 30,400 | 14,400 | 22,400 | ||||
| 31 May | 426.45 | 9.35 | - | 8,000 | 6,400 | 6,400 | ||||
| 30 May | 423.85 | 13.25 | - | 1,600 | 0 | 0 | ||||
| 29 May | 430.95 | 22.70 | - | 0 | 0 | 0 | ||||
| 28 May | 429.00 | 22.70 | - | 0 | 0 | 0 | ||||
| 27 May | 431.50 | 22.70 | - | 0 | 0 | 0 | ||||
| 24 May | 436.20 | 22.70 | - | 0 | 0 | 0 | ||||
| 23 May | 441.35 | 22.70 | - | 0 | 0 | 0 | ||||
| 22 May | 439.90 | 22.70 | - | 0 | 0 | 0 | ||||
| 21 May | 434.80 | 22.70 | - | 0 | 0 | 0 | ||||
| 17 May | 436.30 | 22.70 | - | 0 | 0 | 0 | ||||
| 16 May | 431.45 | 22.70 | - | 0 | 0 | 0 | ||||
| 15 May | 427.80 | 22.70 | - | 0 | 0 | 0 | ||||
| 14 May | 429.70 | 22.70 | - | 0 | 0 | 0 | ||||
For ITC LTD - strike price 440 expiring on 25JUL2024
Delta for 440 CE is -
Historical price for 440 CE is as follows
On 2 Jul ITC was trading at 425.50. The strike last trading price was 4.05, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 470400 which increased total open position to 5832000
On 1 Jul ITC was trading at 429.05. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 910400 which increased total open position to 5361600
On 28 Jun ITC was trading at 424.90. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 499200 which increased total open position to 4451200
On 27 Jun ITC was trading at 425.60. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 556800 which increased total open position to 3952000
On 26 Jun ITC was trading at 423.95. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 3400000
On 25 Jun ITC was trading at 423.30. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 374400 which increased total open position to 3160000
On 24 Jun ITC was trading at 423.30. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 739200 which increased total open position to 2795200
On 21 Jun ITC was trading at 419.60. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 268800 which increased total open position to 2041600
On 20 Jun ITC was trading at 423.30. The strike last trading price was 6.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 387200 which increased total open position to 1772800
On 19 Jun ITC was trading at 423.65. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 310400 which increased total open position to 1385600
On 18 Jun ITC was trading at 428.75. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 537600 which increased total open position to 1072000
On 14 Jun ITC was trading at 431.15. The strike last trading price was 9.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 534400
On 13 Jun ITC was trading at 430.30. The strike last trading price was 9.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 478400
On 12 Jun ITC was trading at 432.30. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 38400 which increased total open position to 409600
On 11 Jun ITC was trading at 433.00. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 83200 which increased total open position to 369600
On 10 Jun ITC was trading at 436.90. The strike last trading price was 13.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 44800 which increased total open position to 289600
On 7 Jun ITC was trading at 439.15. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 62400 which increased total open position to 244800
On 6 Jun ITC was trading at 435.40. The strike last trading price was 15.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 75200 which increased total open position to 182400
On 5 Jun ITC was trading at 430.30. The strike last trading price was 13.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 65600 which increased total open position to 107200
On 4 Jun ITC was trading at 415.20. The strike last trading price was 7.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 41600
On 3 Jun ITC was trading at 430.35. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 22400
On 31 May ITC was trading at 426.45. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 6400
On 30 May ITC was trading at 423.85. The strike last trading price was 13.25, 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 22.70, 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 22.70, 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 22.70, 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 22.70, 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 22.70, 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 22.70, 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 22.70, 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 22.70, 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 22.70, 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 22.70, 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 22.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 2 Jul | 425.50 | 16.4 | 2.65 | - | 8,59,200 | 6,400 | 13,80,800 |
| 1 Jul | 429.05 | 13.75 | - | 5,24,800 | 12,800 | 13,74,400 | |
| 28 Jun | 424.90 | 16.2 | - | 3,64,800 | 46,400 | 13,61,600 | |
| 27 Jun | 425.60 | 17 | - | 13,00,800 | 2,81,600 | 13,15,200 | |
| 26 Jun | 423.95 | 17.7 | - | 5,42,400 | 1,26,400 | 10,33,600 | |
| 25 Jun | 423.30 | 18.8 | - | 3,29,600 | 1,13,600 | 9,07,200 | |
| 24 Jun | 423.30 | 19 | - | 1,28,000 | 72,000 | 7,93,600 | |
| 21 Jun | 419.60 | 21.85 | - | 1,72,800 | 88,000 | 7,20,000 | |
| 20 Jun | 423.30 | 18.45 | - | 3,26,400 | 1,12,000 | 6,32,000 | |
| 19 Jun | 423.65 | 19.20 | - | 2,14,400 | 1,07,200 | 5,20,000 | |
| 18 Jun | 428.75 | 14.40 | - | 1,80,800 | 1,08,800 | 4,11,200 | |
| 14 Jun | 431.15 | 14.15 | - | 33,600 | 20,800 | 3,02,400 | |
| 13 Jun | 430.30 | 14.35 | - | 49,600 | 36,800 | 2,84,800 | |
| 12 Jun | 432.30 | 13.35 | - | 54,400 | 8,000 | 2,49,600 | |
| 11 Jun | 433.00 | 13.75 | - | 46,400 | 24,000 | 2,40,000 | |
| 10 Jun | 436.90 | 13.05 | - | 17,600 | 9,600 | 2,17,600 | |
| 7 Jun | 439.15 | 11.85 | - | 2,30,400 | 19,200 | 2,09,600 | |
| 6 Jun | 435.40 | 15.10 | - | 1,12,000 | 81,600 | 1,90,400 | |
| 5 Jun | 430.30 | 18.50 | - | 33,600 | 0 | 1,08,800 | |
| 4 Jun | 415.20 | 38.00 | - | 1,10,400 | 99,200 | 1,08,800 | |
| 3 Jun | 430.35 | 21.75 | - | 9,600 | 1,600 | 9,600 | |
| 31 May | 426.45 | 25.30 | - | 0 | 0 | 0 | |
| 30 May | 423.85 | 25.30 | - | 0 | 0 | 0 | |
| 29 May | 430.95 | 25.30 | - | 1,600 | 0 | 6,400 | |
| 28 May | 429.00 | 25.65 | - | 4,800 | 0 | 1,600 | |
| 27 May | 431.50 | 20.95 | - | 0 | 0 | 0 | |
| 24 May | 436.20 | 20.95 | - | 0 | 1,600 | 0 | |
| 23 May | 441.35 | 20.95 | - | 1,600 | 0 | 0 | |
| 22 May | 439.90 | 17.20 | - | 0 | 0 | 0 | |
| 21 May | 434.80 | 17.20 | - | 0 | 0 | 0 | |
| 17 May | 436.30 | 17.20 | - | 0 | 0 | 0 | |
| 16 May | 431.45 | 17.20 | - | 0 | 0 | 0 | |
| 15 May | 427.80 | 17.20 | - | 0 | 0 | 0 | |
| 14 May | 429.70 | 17.20 | - | 0 | 0 | 0 | |
For ITC LTD - strike price 440 expiring on 25JUL2024
Delta for 440 PE is -
Historical price for 440 PE is as follows
On 2 Jul ITC was trading at 425.50. The strike last trading price was 16.4, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 1380800
On 1 Jul ITC was trading at 429.05. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 1374400
On 28 Jun ITC was trading at 424.90. The strike last trading price was 16.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 46400 which increased total open position to 1361600
On 27 Jun ITC was trading at 425.60. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by 281600 which increased total open position to 1315200
On 26 Jun ITC was trading at 423.95. The strike last trading price was 17.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 126400 which increased total open position to 1033600
On 25 Jun ITC was trading at 423.30. The strike last trading price was 18.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 113600 which increased total open position to 907200
On 24 Jun ITC was trading at 423.30. The strike last trading price was 19, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 793600
On 21 Jun ITC was trading at 419.60. The strike last trading price was 21.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 720000
On 20 Jun ITC was trading at 423.30. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 112000 which increased total open position to 632000
On 19 Jun ITC was trading at 423.65. The strike last trading price was 19.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 107200 which increased total open position to 520000
On 18 Jun ITC was trading at 428.75. The strike last trading price was 14.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 108800 which increased total open position to 411200
On 14 Jun ITC was trading at 431.15. The strike last trading price was 14.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 20800 which increased total open position to 302400
On 13 Jun ITC was trading at 430.30. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 36800 which increased total open position to 284800
On 12 Jun ITC was trading at 432.30. The strike last trading price was 13.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 249600
On 11 Jun ITC was trading at 433.00. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 240000
On 10 Jun ITC was trading at 436.90. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 217600
On 7 Jun ITC was trading at 439.15. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 209600
On 6 Jun ITC was trading at 435.40. The strike last trading price was 15.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 81600 which increased total open position to 190400
On 5 Jun ITC was trading at 430.30. The strike last trading price was 18.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 108800
On 4 Jun ITC was trading at 415.20. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 99200 which increased total open position to 108800
On 3 Jun ITC was trading at 430.35. The strike last trading price was 21.75, 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 31 May ITC was trading at 426.45. The strike last trading price was 25.30, 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 25.30, 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 25.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6400
On 28 May ITC was trading at 429.00. The strike last trading price was 25.65, 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 27 May ITC was trading at 431.50. The strike last trading price was 20.95, 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 20.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0
On 23 May ITC was trading at 441.35. The strike last trading price was 20.95, 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 17.20, 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 21 May ITC was trading at 434.80. The strike last trading price was 17.20, 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 17 May ITC was trading at 436.30. The strike last trading price was 17.20, 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 16 May ITC was trading at 431.45. The strike last trading price was 17.20, 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 15 May ITC was trading at 427.80. The strike last trading price was 17.20, 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 14 May ITC was trading at 429.70. The strike last trading price was 17.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0