ITC
Itc Ltd
Historical option data for ITC
23 Jan 2025 04:13 PM IST
ITC 30JAN2025 440 CE | ||||||||||
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Delta: 0.55
Vega: 0.24
Theta: -0.42
Gamma: 0.03
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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 | |||
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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 | |||||||
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Delta: -0.45
Vega: 0.24
Theta: -0.28
Gamma: 0.03
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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