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[--[65.84.65.76]--]
ITC
Itc Ltd

440.2 3.20 (0.73%)

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Historical option data for ITC

23 Jan 2025 04:13 PM IST
ITC 30JAN2025 440 CE
Delta: 0.55
Vega: 0.24
Theta: -0.42
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
23 Jan 440.20 5.7 0.80 20.69 6,002 -521 1,529
22 Jan 437.00 4.9 -1.10 23.10 6,731 280 2,047
21 Jan 437.55 6 0.00 23.57 11,054 171 1,777
20 Jan 437.70 6 -1.45 22.99 4,506 381 1,617
17 Jan 440.20 7.45 2.25 20.65 6,785 -575 1,252
16 Jan 432.85 5.2 -1.40 22.34 5,276 689 1,842
15 Jan 437.35 6.6 -0.45 20.29 3,746 98 1,156
14 Jan 436.60 7.05 -1.65 20.80 4,012 298 1,058
13 Jan 439.05 8.7 -3.40 21.64 3,155 207 759
10 Jan 444.90 12.1 -4.45 20.93 829 73 546
9 Jan 450.10 16.55 -0.20 20.11 1,253 -102 473
8 Jan 449.55 16.75 4.55 21.52 4,742 177 579
7 Jan 441.10 12.2 -1.80 23.08 1,689 190 406
6 Jan 442.65 14 -27.45 20.63 771 199 221
3 Jan 481.60 41.45 -4.55 - 5 -2 23
2 Jan 489.05 46 1.65 - 10 -4 26
1 Jan 483.95 44.35 6.35 - 11 -4 31
31 Dec 483.65 38 1.00 - 1 0 36
30 Dec 477.00 37 -2.50 - 4 -1 36
27 Dec 478.60 39.5 0.00 0.00 0 0 0
26 Dec 476.95 39.5 0.15 - 3 1 38
24 Dec 478.45 39.35 5.30 - 4 -2 38
23 Dec 474.25 34.05 3.85 - 3 -2 40
20 Dec 464.65 30.2 0.20 - 2 1 43
19 Dec 466.55 30 -5.05 - 37 19 42
18 Dec 470.50 35.05 0.85 - 1 0 24
17 Dec 469.55 34.2 -3.30 - 30 10 24
16 Dec 470.10 37.5 10.00 19.98 2 0 14
13 Dec 470.00 27.5 0.50 - 32 -8 14
12 Dec 460.60 27 -7.20 9.56 21 6 7
11 Dec 465.25 34.2 0.00 0.00 0 0 0
10 Dec 465.45 34.2 0.00 0.00 0 0 0
9 Dec 464.95 34.2 0.00 0.00 0 0 0
6 Dec 471.15 34.2 0.00 0.00 0 0 0
5 Dec 467.50 34.2 0.00 0.00 0 0 0
4 Dec 467.10 34.2 0.00 0.00 0 1 0
3 Dec 472.55 34.2 -26.25 - 1 0 0
29 Nov 476.75 60.45 60.45 - 0 0 0
28 Nov 474.90 0 0.00 - 0 0 0
22 Nov 474.65 0 - 0 0 0


For Itc Ltd - strike price 440 expiring on 30JAN2025

Delta for 440 CE is 0.55

Historical price for 440 CE is as follows

On 23 Jan ITC was trading at 440.20. The strike last trading price was 5.7, which was 0.80 higher than the previous day. The implied volatity was 20.69, the open interest changed by -521 which decreased total open position to 1529


On 22 Jan ITC was trading at 437.00. The strike last trading price was 4.9, which was -1.10 lower than the previous day. The implied volatity was 23.10, the open interest changed by 280 which increased total open position to 2047


On 21 Jan ITC was trading at 437.55. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 23.57, the open interest changed by 171 which increased total open position to 1777


On 20 Jan ITC was trading at 437.70. The strike last trading price was 6, which was -1.45 lower than the previous day. The implied volatity was 22.99, the open interest changed by 381 which increased total open position to 1617


On 17 Jan ITC was trading at 440.20. The strike last trading price was 7.45, which was 2.25 higher than the previous day. The implied volatity was 20.65, the open interest changed by -575 which decreased total open position to 1252


On 16 Jan ITC was trading at 432.85. The strike last trading price was 5.2, which was -1.40 lower than the previous day. The implied volatity was 22.34, the open interest changed by 689 which increased total open position to 1842


On 15 Jan ITC was trading at 437.35. The strike last trading price was 6.6, which was -0.45 lower than the previous day. The implied volatity was 20.29, the open interest changed by 98 which increased total open position to 1156


On 14 Jan ITC was trading at 436.60. The strike last trading price was 7.05, which was -1.65 lower than the previous day. The implied volatity was 20.80, the open interest changed by 298 which increased total open position to 1058


On 13 Jan ITC was trading at 439.05. The strike last trading price was 8.7, which was -3.40 lower than the previous day. The implied volatity was 21.64, the open interest changed by 207 which increased total open position to 759


On 10 Jan ITC was trading at 444.90. The strike last trading price was 12.1, which was -4.45 lower than the previous day. The implied volatity was 20.93, the open interest changed by 73 which increased total open position to 546


On 9 Jan ITC was trading at 450.10. The strike last trading price was 16.55, which was -0.20 lower than the previous day. The implied volatity was 20.11, the open interest changed by -102 which decreased total open position to 473


On 8 Jan ITC was trading at 449.55. The strike last trading price was 16.75, which was 4.55 higher than the previous day. The implied volatity was 21.52, the open interest changed by 177 which increased total open position to 579


On 7 Jan ITC was trading at 441.10. The strike last trading price was 12.2, which was -1.80 lower than the previous day. The implied volatity was 23.08, the open interest changed by 190 which increased total open position to 406


On 6 Jan ITC was trading at 442.65. The strike last trading price was 14, which was -27.45 lower than the previous day. The implied volatity was 20.63, the open interest changed by 199 which increased total open position to 221


On 3 Jan ITC was trading at 481.60. The strike last trading price was 41.45, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 23


On 2 Jan ITC was trading at 489.05. The strike last trading price was 46, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 26


On 1 Jan ITC was trading at 483.95. The strike last trading price was 44.35, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 31


On 31 Dec ITC was trading at 483.65. The strike last trading price was 38, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 30 Dec ITC was trading at 477.00. The strike last trading price was 37, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 36


On 27 Dec ITC was trading at 478.60. The strike last trading price was 39.5, 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 26 Dec ITC was trading at 476.95. The strike last trading price was 39.5, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 38


On 24 Dec ITC was trading at 478.45. The strike last trading price was 39.35, which was 5.30 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 38


On 23 Dec ITC was trading at 474.25. The strike last trading price was 34.05, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 40


On 20 Dec ITC was trading at 464.65. The strike last trading price was 30.2, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 43


On 19 Dec ITC was trading at 466.55. The strike last trading price was 30, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 42


On 18 Dec ITC was trading at 470.50. The strike last trading price was 35.05, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 17 Dec ITC was trading at 469.55. The strike last trading price was 34.2, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 24


On 16 Dec ITC was trading at 470.10. The strike last trading price was 37.5, which was 10.00 higher than the previous day. The implied volatity was 19.98, the open interest changed by 0 which decreased total open position to 14


On 13 Dec ITC was trading at 470.00. The strike last trading price was 27.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 14


On 12 Dec ITC was trading at 460.60. The strike last trading price was 27, which was -7.20 lower than the previous day. The implied volatity was 9.56, the open interest changed by 6 which increased total open position to 7


On 11 Dec ITC was trading at 465.25. The strike last trading price was 34.2, 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 10 Dec ITC was trading at 465.45. The strike last trading price was 34.2, 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 34.2, 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 34.2, 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 Dec ITC was trading at 467.50. The strike last trading price was 34.2, 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 Dec ITC was trading at 467.10. The strike last trading price was 34.2, 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 34.2, which was -26.25 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 60.45, which was 60.45 higher 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ITC 30JAN2025 440 PE
Delta: -0.45
Vega: 0.24
Theta: -0.28
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
23 Jan 440.20 4.1 -2.65 19.42 3,627 -61 1,376
22 Jan 437.00 6.75 0.25 21.39 3,770 124 1,441
21 Jan 437.55 6.5 -0.20 21.87 9,416 -86 1,321
20 Jan 437.70 6.7 0.80 20.75 3,434 -164 1,412
17 Jan 440.20 5.9 -4.50 19.63 5,001 278 1,578
16 Jan 432.85 10.4 2.35 21.68 3,295 78 1,306
15 Jan 437.35 8.05 -0.20 21.02 1,875 6 1,229
14 Jan 436.60 8.25 0.70 21.00 2,841 26 1,223
13 Jan 439.05 7.55 1.95 21.36 4,761 -60 1,199
10 Jan 444.90 5.6 1.85 20.31 4,343 -198 1,268
9 Jan 450.10 3.75 -0.35 20.60 4,179 -28 1,470
8 Jan 449.55 4.1 -4.90 20.57 5,608 330 1,520
7 Jan 441.10 9 1.85 24.61 4,850 545 1,172
6 Jan 442.65 7.15 7.10 23.86 5,642 64 631
3 Jan 481.60 0.05 0.00 15.40 59 1 567
2 Jan 489.05 0.05 0.00 16.83 222 -80 567
1 Jan 483.95 0.05 -0.05 15.32 204 -26 647
31 Dec 483.65 0.1 -0.20 16.43 476 -32 674
30 Dec 477.00 0.3 -0.05 16.73 637 -245 704
27 Dec 478.60 0.35 -0.45 17.45 1,526 121 946
26 Dec 476.95 0.8 -0.25 19.43 1,092 238 826
24 Dec 478.45 1.05 -0.40 20.65 785 253 588
23 Dec 474.25 1.45 -1.25 20.80 797 49 335
20 Dec 464.65 2.7 0.50 20.68 534 55 284
19 Dec 466.55 2.2 0.60 19.25 197 19 230
18 Dec 470.50 1.6 -0.30 19.18 196 20 211
17 Dec 469.55 1.9 -0.10 19.78 217 33 191
16 Dec 470.10 2 0.00 19.66 86 35 157
13 Dec 470.00 2 -1.00 19.62 214 8 124
12 Dec 460.60 3 0.55 18.16 55 32 117
11 Dec 465.25 2.45 -0.35 18.40 35 18 83
10 Dec 465.45 2.8 0.00 19.16 49 20 65
9 Dec 464.95 2.8 0.35 19.08 42 1 47
6 Dec 471.15 2.45 -0.35 19.92 34 4 42
5 Dec 467.50 2.8 -0.35 19.35 75 -11 37
4 Dec 467.10 3.15 0.20 19.86 57 29 47
3 Dec 472.55 2.95 0.55 21.10 30 7 20
29 Nov 476.75 2.4 0.15 20.57 8 0 13
28 Nov 474.90 2.25 -0.80 19.68 5 0 12
22 Nov 474.65 3.05 20.46 12 8 8


For Itc Ltd - strike price 440 expiring on 30JAN2025

Delta for 440 PE is -0.45

Historical price for 440 PE is as follows

On 23 Jan ITC was trading at 440.20. The strike last trading price was 4.1, which was -2.65 lower than the previous day. The implied volatity was 19.42, the open interest changed by -61 which decreased total open position to 1376


On 22 Jan ITC was trading at 437.00. The strike last trading price was 6.75, which was 0.25 higher than the previous day. The implied volatity was 21.39, the open interest changed by 124 which increased total open position to 1441


On 21 Jan ITC was trading at 437.55. The strike last trading price was 6.5, which was -0.20 lower than the previous day. The implied volatity was 21.87, the open interest changed by -86 which decreased total open position to 1321


On 20 Jan ITC was trading at 437.70. The strike last trading price was 6.7, which was 0.80 higher than the previous day. The implied volatity was 20.75, the open interest changed by -164 which decreased total open position to 1412


On 17 Jan ITC was trading at 440.20. The strike last trading price was 5.9, which was -4.50 lower than the previous day. The implied volatity was 19.63, the open interest changed by 278 which increased total open position to 1578


On 16 Jan ITC was trading at 432.85. The strike last trading price was 10.4, which was 2.35 higher than the previous day. The implied volatity was 21.68, the open interest changed by 78 which increased total open position to 1306


On 15 Jan ITC was trading at 437.35. The strike last trading price was 8.05, which was -0.20 lower than the previous day. The implied volatity was 21.02, the open interest changed by 6 which increased total open position to 1229


On 14 Jan ITC was trading at 436.60. The strike last trading price was 8.25, which was 0.70 higher than the previous day. The implied volatity was 21.00, the open interest changed by 26 which increased total open position to 1223


On 13 Jan ITC was trading at 439.05. The strike last trading price was 7.55, which was 1.95 higher than the previous day. The implied volatity was 21.36, the open interest changed by -60 which decreased total open position to 1199


On 10 Jan ITC was trading at 444.90. The strike last trading price was 5.6, which was 1.85 higher than the previous day. The implied volatity was 20.31, the open interest changed by -198 which decreased total open position to 1268


On 9 Jan ITC was trading at 450.10. The strike last trading price was 3.75, which was -0.35 lower than the previous day. The implied volatity was 20.60, the open interest changed by -28 which decreased total open position to 1470


On 8 Jan ITC was trading at 449.55. The strike last trading price was 4.1, which was -4.90 lower than the previous day. The implied volatity was 20.57, the open interest changed by 330 which increased total open position to 1520


On 7 Jan ITC was trading at 441.10. The strike last trading price was 9, which was 1.85 higher than the previous day. The implied volatity was 24.61, the open interest changed by 545 which increased total open position to 1172


On 6 Jan ITC was trading at 442.65. The strike last trading price was 7.15, which was 7.10 higher than the previous day. The implied volatity was 23.86, the open interest changed by 64 which increased total open position to 631


On 3 Jan ITC was trading at 481.60. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 15.40, the open interest changed by 1 which increased total open position to 567


On 2 Jan ITC was trading at 489.05. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 16.83, the open interest changed by -80 which decreased total open position to 567


On 1 Jan ITC was trading at 483.95. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 15.32, the open interest changed by -26 which decreased total open position to 647


On 31 Dec ITC was trading at 483.65. The strike last trading price was 0.1, which was -0.20 lower than the previous day. The implied volatity was 16.43, the open interest changed by -32 which decreased total open position to 674


On 30 Dec ITC was trading at 477.00. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 16.73, the open interest changed by -245 which decreased total open position to 704


On 27 Dec ITC was trading at 478.60. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 17.45, the open interest changed by 121 which increased total open position to 946


On 26 Dec ITC was trading at 476.95. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 19.43, the open interest changed by 238 which increased total open position to 826


On 24 Dec ITC was trading at 478.45. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 20.65, the open interest changed by 253 which increased total open position to 588


On 23 Dec ITC was trading at 474.25. The strike last trading price was 1.45, which was -1.25 lower than the previous day. The implied volatity was 20.80, the open interest changed by 49 which increased total open position to 335


On 20 Dec ITC was trading at 464.65. The strike last trading price was 2.7, which was 0.50 higher than the previous day. The implied volatity was 20.68, the open interest changed by 55 which increased total open position to 284


On 19 Dec ITC was trading at 466.55. The strike last trading price was 2.2, which was 0.60 higher than the previous day. The implied volatity was 19.25, the open interest changed by 19 which increased total open position to 230


On 18 Dec ITC was trading at 470.50. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was 19.18, the open interest changed by 20 which increased total open position to 211


On 17 Dec ITC was trading at 469.55. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 19.78, the open interest changed by 33 which increased total open position to 191


On 16 Dec ITC was trading at 470.10. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 19.66, the open interest changed by 35 which increased total open position to 157


On 13 Dec ITC was trading at 470.00. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 19.62, the open interest changed by 8 which increased total open position to 124


On 12 Dec ITC was trading at 460.60. The strike last trading price was 3, which was 0.55 higher than the previous day. The implied volatity was 18.16, the open interest changed by 32 which increased total open position to 117


On 11 Dec ITC was trading at 465.25. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 18.40, the open interest changed by 18 which increased total open position to 83


On 10 Dec ITC was trading at 465.45. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 19.16, the open interest changed by 20 which increased total open position to 65


On 9 Dec ITC was trading at 464.95. The strike last trading price was 2.8, which was 0.35 higher than the previous day. The implied volatity was 19.08, the open interest changed by 1 which increased total open position to 47


On 6 Dec ITC was trading at 471.15. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 19.92, the open interest changed by 4 which increased total open position to 42


On 5 Dec ITC was trading at 467.50. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 19.35, the open interest changed by -11 which decreased total open position to 37


On 4 Dec ITC was trading at 467.10. The strike last trading price was 3.15, which was 0.20 higher than the previous day. The implied volatity was 19.86, the open interest changed by 29 which increased total open position to 47


On 3 Dec ITC was trading at 472.55. The strike last trading price was 2.95, which was 0.55 higher than the previous day. The implied volatity was 21.10, the open interest changed by 7 which increased total open position to 20


On 29 Nov ITC was trading at 476.75. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 13


On 28 Nov ITC was trading at 474.90. The strike last trading price was 2.25, which was -0.80 lower than the previous day. The implied volatity was 19.68, the open interest changed by 0 which decreased total open position to 12


On 22 Nov ITC was trading at 474.65. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was 20.46, the open interest changed by 8 which increased total open position to 8