ITC
ITC LTD
Historical option data for ITC
26 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 | |||
| 26 Jul | 502.20 | 66 | 13.85 | - | 22,400 | -9,600 | 1,76,000 | |||
| 25 Jul | 489.95 | 52.15 | - | 51,200 | 20,800 | 1,85,600 | ||||
| 24 Jul | 494.05 | 57.3 | - | 52,800 | -16,000 | 1,64,800 | ||||
| 23 Jul | 492.20 | 61.7 | - | 1,36,000 | 17,600 | 1,80,800 | ||||
| 22 Jul | 466.55 | 35.25 | - | 75,200 | 16,000 | 1,63,200 | ||||
| 19 Jul | 474.55 | 42.4 | - | 70,400 | 14,400 | 1,47,200 | ||||
| 18 Jul | 470.25 | 38.2 | - | 38,400 | 4,800 | 1,32,800 | ||||
| 16 Jul | 465.55 | 34.5 | - | 22,400 | 8,000 | 1,28,000 | ||||
| 15 Jul | 463.40 | 33.05 | - | 11,200 | -1,600 | 1,20,000 | ||||
| 12 Jul | 459.05 | 27.9 | - | 33,600 | 4,800 | 1,21,600 | ||||
| 11 Jul | 458.65 | 28.25 | - | 51,200 | 6,400 | 1,16,800 | ||||
| 10 Jul | 451.45 | 22.6 | - | 30,400 | -1,600 | 1,10,400 | ||||
| 9 Jul | 452.60 | 23.2 | - | 1,76,000 | -4,800 | 1,12,000 | ||||
| 8 Jul | 443.60 | 20.45 | - | 3,21,600 | 56,000 | 1,16,800 | ||||
| 5 Jul | 433.65 | 11.5 | - | 48,000 | 33,600 | 60,800 | ||||
| 4 Jul | 429.05 | 11.25 | - | 24,000 | 9,600 | 27,200 | ||||
| 3 Jul | 428.30 | 9.8 | - | 9,600 | 6,400 | 17,600 | ||||
| 2 Jul | 425.50 | 9.45 | - | 11,200 | 8,000 | 8,000 | ||||
| 1 Jul | 429.05 | 15.6 | - | 0 | 0 | 0 | ||||
| 28 Jun | 424.90 | 15.6 | - | 0 | 0 | 0 | ||||
| 27 Jun | 425.60 | 15.6 | - | 0 | 0 | 0 | ||||
| 26 Jun | 423.95 | 15.6 | - | 0 | 0 | 0 | ||||
| 25 Jun | 423.30 | 15.6 | - | 0 | 0 | 0 | ||||
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| 24 Jun | 423.30 | 15.6 | - | 0 | 0 | 0 | ||||
| 21 Jun | 419.60 | 15.60 | - | 0 | 0 | 0 | ||||
| 20 Jun | 423.30 | 15.60 | - | 0 | 0 | 0 | ||||
| 19 Jun | 423.65 | 15.60 | - | 0 | 0 | 0 | ||||
| 18 Jun | 428.75 | 15.60 | - | 0 | 0 | 0 | ||||
| 13 Jun | 430.30 | 15.60 | - | 0 | 0 | 0 | ||||
| 12 Jun | 432.30 | 15.60 | - | 0 | 0 | 0 | ||||
| 10 Jun | 436.90 | 15.60 | - | 0 | 0 | 0 | ||||
| 7 Jun | 439.15 | 15.60 | - | 0 | 0 | 0 | ||||
For ITC LTD - strike price 440 expiring on 29AUG2024
Delta for 440 CE is -
Historical price for 440 CE is as follows
On 26 Jul ITC was trading at 502.20. The strike last trading price was 66, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by -9600 which decreased total open position to 176000
On 25 Jul ITC was trading at 489.95. The strike last trading price was 52.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 20800 which increased total open position to 185600
On 24 Jul ITC was trading at 494.05. The strike last trading price was 57.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -16000 which decreased total open position to 164800
On 23 Jul ITC was trading at 492.20. The strike last trading price was 61.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 17600 which increased total open position to 180800
On 22 Jul ITC was trading at 466.55. The strike last trading price was 35.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 163200
On 19 Jul ITC was trading at 474.55. The strike last trading price was 42.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 147200
On 18 Jul ITC was trading at 470.25. The strike last trading price was 38.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 132800
On 16 Jul ITC was trading at 465.55. The strike last trading price was 34.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 128000
On 15 Jul ITC was trading at 463.40. The strike last trading price was 33.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 120000
On 12 Jul ITC was trading at 459.05. The strike last trading price was 27.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 121600
On 11 Jul ITC was trading at 458.65. The strike last trading price was 28.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 116800
On 10 Jul ITC was trading at 451.45. The strike last trading price was 22.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 110400
On 9 Jul ITC was trading at 452.60. The strike last trading price was 23.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -4800 which decreased total open position to 112000
On 8 Jul ITC was trading at 443.60. The strike last trading price was 20.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 116800
On 5 Jul ITC was trading at 433.65. The strike last trading price was 11.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 33600 which increased total open position to 60800
On 4 Jul ITC was trading at 429.05. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 27200
On 3 Jul ITC was trading at 428.30. The strike last trading price was 9.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 17600
On 2 Jul ITC was trading at 425.50. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000
On 1 Jul ITC was trading at 429.05. The strike last trading price was 15.6, 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 Jun ITC was trading at 424.90. The strike last trading price was 15.6, 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 Jun ITC was trading at 425.60. The strike last trading price was 15.6, 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 26 Jun ITC was trading at 423.95. The strike last trading price was 15.6, 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 25 Jun ITC was trading at 423.30. The strike last trading price was 15.6, 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 Jun ITC was trading at 423.30. The strike last trading price was 15.6, 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 Jun ITC was trading at 419.60. The strike last trading price was 15.60, 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 20 Jun ITC was trading at 423.30. The strike last trading price was 15.60, 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 19 Jun ITC was trading at 423.65. The strike last trading price was 15.60, 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 18 Jun ITC was trading at 428.75. The strike last trading price was 15.60, 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 13 Jun ITC was trading at 430.30. The strike last trading price was 15.60, 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 12 Jun ITC was trading at 432.30. The strike last trading price was 15.60, 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 10 Jun ITC was trading at 436.90. The strike last trading price was 15.60, 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 7 Jun ITC was trading at 439.15. The strike last trading price was 15.60, 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 |
| 26 Jul | 502.20 | 1.1 | -0.45 | - | 18,38,400 | 2,68,800 | 18,16,000 |
| 25 Jul | 489.95 | 1.55 | - | 11,96,800 | 5,29,600 | 15,47,200 | |
| 24 Jul | 494.05 | 1.9 | - | 14,65,600 | 2,03,200 | 10,17,600 | |
| 23 Jul | 492.20 | 1.85 | - | 24,19,200 | -78,400 | 8,14,400 | |
| 22 Jul | 466.55 | 4.6 | - | 8,60,800 | 75,200 | 8,92,800 | |
| 19 Jul | 474.55 | 3.85 | - | 6,06,400 | -14,400 | 8,17,600 | |
| 18 Jul | 470.25 | 3.85 | - | 8,12,800 | 67,200 | 8,32,000 | |
| 16 Jul | 465.55 | 4.3 | - | 3,87,200 | 1,87,200 | 7,64,800 | |
| 15 Jul | 463.40 | 4.8 | - | 6,70,400 | 75,200 | 5,77,600 | |
| 12 Jul | 459.05 | 5.45 | - | 3,12,000 | 72,000 | 5,02,400 | |
| 11 Jul | 458.65 | 5.65 | - | 5,98,400 | 73,600 | 4,30,400 | |
| 10 Jul | 451.45 | 7.2 | - | 2,30,400 | 38,400 | 3,56,800 | |
| 9 Jul | 452.60 | 6.5 | - | 4,65,600 | 54,400 | 3,18,400 | |
| 8 Jul | 443.60 | 9.45 | - | 2,48,000 | 2,20,800 | 2,64,000 | |
| 5 Jul | 433.65 | 13.5 | - | 33,600 | 27,200 | 43,200 | |
| 4 Jul | 429.05 | 16 | - | 11,200 | 16,000 | 16,000 | |
| 3 Jul | 428.30 | 19.1 | - | 0 | 1,600 | 0 | |
| 2 Jul | 425.50 | 19.1 | - | 3,200 | 3,200 | 6,400 | |
| 1 Jul | 429.05 | 16 | - | 6,400 | 3,200 | 3,200 | |
| 28 Jun | 424.90 | 23.8 | - | 0 | 0 | 0 | |
| 27 Jun | 425.60 | 23.8 | - | 0 | 0 | 0 | |
| 26 Jun | 423.95 | 23.8 | - | 0 | 0 | 0 | |
| 25 Jun | 423.30 | 23.8 | - | 0 | 0 | 0 | |
| 24 Jun | 423.30 | 23.8 | - | 0 | 0 | 0 | |
| 21 Jun | 419.60 | 23.80 | - | 0 | 0 | 0 | |
| 20 Jun | 423.30 | 23.80 | - | 0 | 0 | 0 | |
| 19 Jun | 423.65 | 23.80 | - | 0 | 0 | 0 | |
| 18 Jun | 428.75 | 23.80 | - | 0 | 0 | 0 | |
| 13 Jun | 430.30 | 23.80 | - | 0 | 0 | 0 | |
| 12 Jun | 432.30 | 23.80 | - | 0 | 0 | 0 | |
| 10 Jun | 436.90 | 23.80 | - | 0 | 0 | 0 | |
| 7 Jun | 439.15 | 23.80 | - | 0 | 0 | 0 | |
For ITC LTD - strike price 440 expiring on 29AUG2024
Delta for 440 PE is -
Historical price for 440 PE is as follows
On 26 Jul ITC was trading at 502.20. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 268800 which increased total open position to 1816000
On 25 Jul ITC was trading at 489.95. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 529600 which increased total open position to 1547200
On 24 Jul ITC was trading at 494.05. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 203200 which increased total open position to 1017600
On 23 Jul ITC was trading at 492.20. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -78400 which decreased total open position to 814400
On 22 Jul ITC was trading at 466.55. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 75200 which increased total open position to 892800
On 19 Jul ITC was trading at 474.55. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -14400 which decreased total open position to 817600
On 18 Jul ITC was trading at 470.25. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 67200 which increased total open position to 832000
On 16 Jul ITC was trading at 465.55. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 187200 which increased total open position to 764800
On 15 Jul ITC was trading at 463.40. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 75200 which increased total open position to 577600
On 12 Jul ITC was trading at 459.05. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 502400
On 11 Jul ITC was trading at 458.65. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 73600 which increased total open position to 430400
On 10 Jul ITC was trading at 451.45. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 38400 which increased total open position to 356800
On 9 Jul ITC was trading at 452.60. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 54400 which increased total open position to 318400
On 8 Jul ITC was trading at 443.60. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 220800 which increased total open position to 264000
On 5 Jul ITC was trading at 433.65. The strike last trading price was 13.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 27200 which increased total open position to 43200
On 4 Jul ITC was trading at 429.05. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 16000
On 3 Jul ITC was trading at 428.30. The strike last trading price was 19.1, 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 2 Jul ITC was trading at 425.50. The strike last trading price was 19.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 6400
On 1 Jul ITC was trading at 429.05. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3200
On 28 Jun ITC was trading at 424.90. The strike last trading price was 23.8, 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 Jun ITC was trading at 425.60. The strike last trading price was 23.8, 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 26 Jun ITC was trading at 423.95. The strike last trading price was 23.8, 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 25 Jun ITC was trading at 423.30. The strike last trading price was 23.8, 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 Jun ITC was trading at 423.30. The strike last trading price was 23.8, 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 Jun ITC was trading at 419.60. The strike last trading price was 23.80, 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 20 Jun ITC was trading at 423.30. The strike last trading price was 23.80, 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 19 Jun ITC was trading at 423.65. The strike last trading price was 23.80, 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 18 Jun ITC was trading at 428.75. The strike last trading price was 23.80, 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 13 Jun ITC was trading at 430.30. The strike last trading price was 23.80, 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 12 Jun ITC was trading at 432.30. The strike last trading price was 23.80, 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 10 Jun ITC was trading at 436.90. The strike last trading price was 23.80, 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 7 Jun ITC was trading at 439.15. The strike last trading price was 23.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0