ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.08
Theta: -0.22
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 18.2 | -9.15 | 19.28 | 42 | 17 | 31 | |||
| 20 Nov | 467.35 | 27.35 | 0.00 | - | 5 | 1 | 14 | |||
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| 19 Nov | 467.35 | 27.35 | 1.75 | - | 5 | 1 | 14 | |||
| 18 Nov | 466.55 | 25.6 | -1.90 | - | 4 | 1 | 13 | |||
| 14 Nov | 465.95 | 27.5 | -6.15 | - | 7 | 1 | 11 | |||
| 13 Nov | 472.20 | 33.65 | 0.85 | - | 6 | -4 | 11 | |||
| 12 Nov | 472.85 | 32.8 | -7.95 | - | 6 | 4 | 14 | |||
| 11 Nov | 476.95 | 40.75 | -7.25 | 30.83 | 2 | 1 | 11 | |||
| 8 Nov | 478.05 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 490.30 | 48 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 488.80 | 48 | -0.60 | - | 2 | 0 | 8 | |||
| 30 Oct | 491.55 | 48.6 | 0.00 | - | 0 | 2 | 0 | |||
| 29 Oct | 487.95 | 48.6 | 2.70 | - | 2 | 0 | 6 | |||
| 28 Oct | 484.15 | 45.9 | -7.10 | - | 4 | 2 | 3 | |||
| 25 Oct | 482.30 | 53 | 3.15 | - | 2 | 0 | 1 | |||
| 24 Oct | 471.70 | 49.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 480.35 | 49.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 481.80 | 49.85 | 1.85 | - | 1 | 0 | 1 | |||
| 21 Oct | 483.65 | 48 | -27.25 | - | 1 | 0 | 0 | |||
| 16 Oct | 493.20 | 75.25 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 440 expiring on 28NOV2024
Delta for 440 CE is 0.93
Historical price for 440 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 18.2, which was -9.15 lower than the previous day. The implied volatity was 19.28, the open interest changed by 17 which increased total open position to 31
On 20 Nov ITC was trading at 467.35. The strike last trading price was 27.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14
On 19 Nov ITC was trading at 467.35. The strike last trading price was 27.35, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14
On 18 Nov ITC was trading at 466.55. The strike last trading price was 25.6, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 14 Nov ITC was trading at 465.95. The strike last trading price was 27.5, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 13 Nov ITC was trading at 472.20. The strike last trading price was 33.65, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 11
On 12 Nov ITC was trading at 472.85. The strike last trading price was 32.8, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 14
On 11 Nov ITC was trading at 476.95. The strike last trading price was 40.75, which was -7.25 lower than the previous day. The implied volatity was 30.83, the open interest changed by 1 which increased total open position to 11
On 8 Nov ITC was trading at 478.05. The strike last trading price was 48, 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 7 Nov ITC was trading at 477.90. The strike last trading price was 48, 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 Nov ITC was trading at 481.10. The strike last trading price was 48, 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 5 Nov ITC was trading at 480.20. The strike last trading price was 48, 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 4 Nov ITC was trading at 484.60. The strike last trading price was 48, 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 1 Nov ITC was trading at 490.30. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct ITC was trading at 488.80. The strike last trading price was 48, which was -0.60 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 48.6, 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 48.6, which was 2.70 higher 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 45.9, which was -7.10 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 53, which was 3.15 higher 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 49.85, 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 49.85, 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 49.85, which was 1.85 higher 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 48, which was -27.25 lower 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 75.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.12
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 0.9 | 0.35 | 24.51 | 1,422 | 241 | 682 |
| 20 Nov | 467.35 | 0.55 | 0.00 | 26.08 | 313 | -51 | 427 |
| 19 Nov | 467.35 | 0.55 | 0.00 | 26.08 | 313 | -65 | 427 |
| 18 Nov | 466.55 | 0.55 | -0.15 | 25.35 | 586 | 42 | 504 |
| 14 Nov | 465.95 | 0.7 | 0.00 | 22.73 | 951 | 50 | 466 |
| 13 Nov | 472.20 | 0.7 | 0.15 | 24.77 | 142 | 3 | 417 |
| 12 Nov | 472.85 | 0.55 | 0.15 | 22.79 | 133 | 28 | 412 |
| 11 Nov | 476.95 | 0.4 | -0.05 | 23.20 | 315 | 28 | 384 |
| 8 Nov | 478.05 | 0.45 | -0.30 | 22.68 | 479 | -117 | 356 |
| 7 Nov | 477.90 | 0.75 | 0.00 | 24.33 | 208 | 0 | 475 |
| 6 Nov | 481.10 | 0.75 | -0.50 | 25.51 | 445 | -74 | 475 |
| 5 Nov | 480.20 | 1.25 | 0.00 | 27.72 | 734 | 122 | 548 |
| 4 Nov | 484.60 | 1.25 | 0.30 | 29.05 | 494 | 7 | 430 |
| 1 Nov | 490.30 | 0.95 | -0.35 | 27.69 | 75 | 45 | 430 |
| 31 Oct | 488.80 | 1.3 | 0.30 | - | 173 | 57 | 386 |
| 30 Oct | 491.55 | 1 | -0.10 | - | 78 | 7 | 328 |
| 29 Oct | 487.95 | 1.1 | -0.40 | - | 99 | -1 | 321 |
| 28 Oct | 484.15 | 1.5 | -0.40 | - | 154 | 32 | 320 |
| 25 Oct | 482.30 | 1.9 | -1.35 | - | 635 | 91 | 288 |
| 24 Oct | 471.70 | 3.25 | 0.75 | - | 412 | 109 | 185 |
| 23 Oct | 480.35 | 2.5 | 0.55 | - | 86 | 27 | 76 |
| 22 Oct | 481.80 | 1.95 | 0.40 | - | 53 | 30 | 48 |
| 21 Oct | 483.65 | 1.55 | 0.80 | - | 21 | 16 | 17 |
| 16 Oct | 493.20 | 0.75 | - | 7 | 1 | 1 | |
For Itc Ltd - strike price 440 expiring on 28NOV2024
Delta for 440 PE is -0.12
Historical price for 440 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 24.51, the open interest changed by 241 which increased total open position to 682
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by -51 which decreased total open position to 427
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by -65 which decreased total open position to 427
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 25.35, the open interest changed by 42 which increased total open position to 504
On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 22.73, the open interest changed by 50 which increased total open position to 466
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 24.77, the open interest changed by 3 which increased total open position to 417
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 22.79, the open interest changed by 28 which increased total open position to 412
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 23.20, the open interest changed by 28 which increased total open position to 384
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.45, which was -0.30 lower than the previous day. The implied volatity was 22.68, the open interest changed by -117 which decreased total open position to 356
On 7 Nov ITC was trading at 477.90. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 24.33, the open interest changed by 0 which decreased total open position to 475
On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.75, which was -0.50 lower than the previous day. The implied volatity was 25.51, the open interest changed by -74 which decreased total open position to 475
On 5 Nov ITC was trading at 480.20. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 27.72, the open interest changed by 122 which increased total open position to 548
On 4 Nov ITC was trading at 484.60. The strike last trading price was 1.25, which was 0.30 higher than the previous day. The implied volatity was 29.05, the open interest changed by 7 which increased total open position to 430
On 1 Nov ITC was trading at 490.30. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 27.69, the open interest changed by 45 which increased total open position to 430
On 31 Oct ITC was trading at 488.80. The strike last trading price was 1.3, which was 0.30 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 -0.10 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 1.1, which was -0.40 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 -0.40 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 1.9, which was -1.35 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 3.25, which was 0.75 higher 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 2.5, which was 0.55 higher 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 1.95, which was 0.40 higher 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 1.55, which was 0.80 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 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
