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

501.7 -9.50 (-1.86%)

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Historical option data for ITC

06 Sep 2024 04:13 PM IST
ITC 440 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 501.70 62.5 -8.50 4,800 0 49,600
5 Sept 511.20 71 -2.50 6,400 -3,200 51,200
4 Sept 506.35 73.5 0.00 0 -3,200 0
3 Sept 509.40 73.5 1.00 3,200 0 57,600
2 Sept 510.05 72.5 4.75 9,600 3,200 57,600
30 Aug 501.90 67.75 0.00 0 4,800 0
29 Aug 505.10 67.75 7.65 6,400 0 49,600
28 Aug 497.30 60.1 -2.85 9,600 8,000 49,600
27 Aug 500.60 62.95 -6.85 9,600 6,400 40,000
26 Aug 505.70 69.8 1.60 8,000 6,400 32,000
23 Aug 505.80 68.2 0.85 4,800 3,200 24,000
22 Aug 504.55 67.35 0.00 0 4,800 0
21 Aug 505.40 67.35 4.80 4,800 3,200 19,200
20 Aug 498.80 62.55 -7.45 6,400 4,800 16,000
19 Aug 501.45 70 12.80 1,600 0 12,800
16 Aug 502.65 57.2 0.00 0 0 0
14 Aug 492.20 57.2 -7.35 4,800 0 12,800
13 Aug 490.00 64.55 0.00 0 0 0
12 Aug 494.60 64.55 0.00 0 0 0
9 Aug 495.90 64.55 0.00 0 0 0
8 Aug 494.75 64.55 0.00 0 0 0
7 Aug 492.65 64.55 0.00 0 0 0
6 Aug 486.30 64.55 0.00 0 0 0
5 Aug 486.00 64.55 0.00 0 0 0
2 Aug 489.10 64.55 0.00 0 0 0
1 Aug 493.70 64.55 0.00 0 1,600 0
31 Jul 495.35 64.55 2.65 1,600 0 11,200
30 Jul 489.90 61.9 -8.00 1,600 0 11,200
29 Jul 496.05 69.9 11.90 4,800 1,600 11,200
26 Jul 502.20 58 -5.95 3,200 1,600 9,600
25 Jul 489.95 63.95 0.00 0 8,000 8,000
24 Jul 494.05 63.95 0.00 0 8,000 0
23 Jul 492.20 63.95 38.05 6,400 8,000 8,000
22 Jul 466.55 25.9 0.00 0 0 0
19 Jul 474.55 25.9 0.00 0 0 0
18 Jul 470.25 25.9 0.00 0 0 0
16 Jul 465.55 25.9 0.00 0 0 0
15 Jul 463.40 25.9 0.00 0 0 0
12 Jul 459.05 25.9 0.00 0 0 0
11 Jul 458.65 25.9 0.00 0 0 0
10 Jul 451.45 25.9 0.00 0 0 0
9 Jul 452.60 25.9 1.90 9,600 0 11,200
8 Jul 443.60 24 10.00 22,400 4,800 11,200
5 Jul 433.65 14 0.25 1,600 6,400 6,400
3 Jul 428.30 13.75 4,800 0 1,600


For Itc Ltd - strike price 440 expiring on 26SEP2024

Delta for 440 CE is -

Historical price for 440 CE is as follows

On 6 Sept ITC was trading at 501.70. The strike last trading price was 62.5, which was -8.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49600


On 5 Sept ITC was trading at 511.20. The strike last trading price was 71, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by -3200 which decreased total open position to 51200


On 4 Sept ITC was trading at 506.35. The strike last trading price was 73.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3200 which decreased total open position to 0


On 3 Sept ITC was trading at 509.40. The strike last trading price was 73.5, 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 57600


On 2 Sept ITC was trading at 510.05. The strike last trading price was 72.5, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 57600


On 30 Aug ITC was trading at 501.90. The strike last trading price was 67.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 0


On 29 Aug ITC was trading at 505.10. The strike last trading price was 67.75, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49600


On 28 Aug ITC was trading at 497.30. The strike last trading price was 60.1, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 49600


On 27 Aug ITC was trading at 500.60. The strike last trading price was 62.95, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 40000


On 26 Aug ITC was trading at 505.70. The strike last trading price was 69.8, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 32000


On 23 Aug ITC was trading at 505.80. The strike last trading price was 68.2, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 24000


On 22 Aug ITC was trading at 504.55. The strike last trading price was 67.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 0


On 21 Aug ITC was trading at 505.40. The strike last trading price was 67.35, which was 4.80 higher than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 19200


On 20 Aug ITC was trading at 498.80. The strike last trading price was 62.55, which was -7.45 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 16000


On 19 Aug ITC was trading at 501.45. The strike last trading price was 70, which was 12.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12800


On 16 Aug ITC was trading at 502.65. The strike last trading price was 57.2, 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 14 Aug ITC was trading at 492.20. The strike last trading price was 57.2, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12800


On 13 Aug ITC was trading at 490.00. The strike last trading price was 64.55, 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 12 Aug ITC was trading at 494.60. The strike last trading price was 64.55, 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 9 Aug ITC was trading at 495.90. The strike last trading price was 64.55, 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 8 Aug ITC was trading at 494.75. The strike last trading price was 64.55, 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 7 Aug ITC was trading at 492.65. The strike last trading price was 64.55, 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 6 Aug ITC was trading at 486.30. The strike last trading price was 64.55, 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 5 Aug ITC was trading at 486.00. The strike last trading price was 64.55, 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 2 Aug ITC was trading at 489.10. The strike last trading price was 64.55, 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 1 Aug ITC was trading at 493.70. The strike last trading price was 64.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0


On 31 Jul ITC was trading at 495.35. The strike last trading price was 64.55, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11200


On 30 Jul ITC was trading at 489.90. The strike last trading price was 61.9, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11200


On 29 Jul ITC was trading at 496.05. The strike last trading price was 69.9, which was 11.90 higher than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 11200


On 26 Jul ITC was trading at 502.20. The strike last trading price was 58, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 9600


On 25 Jul ITC was trading at 489.95. The strike last trading price was 63.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000


On 24 Jul ITC was trading at 494.05. The strike last trading price was 63.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 0


On 23 Jul ITC was trading at 492.20. The strike last trading price was 63.95, which was 38.05 higher than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000


On 22 Jul ITC was trading at 466.55. The strike last trading price was 25.9, 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 19 Jul ITC was trading at 474.55. The strike last trading price was 25.9, 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 18 Jul ITC was trading at 470.25. The strike last trading price was 25.9, 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 16 Jul ITC was trading at 465.55. The strike last trading price was 25.9, 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 15 Jul ITC was trading at 463.40. The strike last trading price was 25.9, 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 12 Jul ITC was trading at 459.05. The strike last trading price was 25.9, 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 11 Jul ITC was trading at 458.65. The strike last trading price was 25.9, 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 10 Jul ITC was trading at 451.45. The strike last trading price was 25.9, 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 9 Jul ITC was trading at 452.60. The strike last trading price was 25.9, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11200


On 8 Jul ITC was trading at 443.60. The strike last trading price was 24, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 11200


On 5 Jul ITC was trading at 433.65. The strike last trading price was 14, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 6400


On 3 Jul ITC was trading at 428.30. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600


ITC 440 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 501.70 0.25 0.05 38,400 -17,600 1,69,600
5 Sept 511.20 0.2 -0.05 35,200 8,000 1,87,200
4 Sept 506.35 0.25 -0.05 4,800 0 1,80,800
3 Sept 509.40 0.3 -0.10 62,400 16,000 1,80,800
2 Sept 510.05 0.4 -0.05 35,200 3,200 1,69,600
30 Aug 501.90 0.45 0.00 76,800 0 1,64,800
29 Aug 505.10 0.45 0.05 49,600 9,600 1,53,600
28 Aug 497.30 0.4 0.05 88,000 43,200 1,45,600
27 Aug 500.60 0.35 0.00 27,200 9,600 1,00,800
26 Aug 505.70 0.35 -0.10 20,800 8,000 91,200
23 Aug 505.80 0.45 -0.20 43,200 6,400 84,800
22 Aug 504.55 0.65 -0.05 20,800 3,200 76,800
21 Aug 505.40 0.7 -0.05 12,800 1,600 73,600
20 Aug 498.80 0.75 -0.10 19,200 4,800 72,000
19 Aug 501.45 0.85 -0.15 27,200 -1,600 67,200
16 Aug 502.65 1 -0.25 35,200 -1,600 68,800
14 Aug 492.20 1.25 0.05 11,200 -1,600 68,800
13 Aug 490.00 1.2 0.00 0 4,800 0
12 Aug 494.60 1.2 -0.05 60,800 6,400 72,000
9 Aug 495.90 1.25 -0.70 40,000 -3,200 65,600
8 Aug 494.75 1.95 0.00 1,600 0 68,800
7 Aug 492.65 1.95 -0.55 16,000 -6,400 65,600
6 Aug 486.30 2.5 -0.60 4,800 0 72,000
5 Aug 486.00 3.1 0.90 1,00,800 16,000 67,200
2 Aug 489.10 2.2 0.20 83,200 1,600 52,800
1 Aug 493.70 2 -0.25 1,63,200 12,800 51,200
31 Jul 495.35 2.25 0.00 19,200 -3,200 36,800
30 Jul 489.90 2.25 0.40 9,600 3,200 41,600
29 Jul 496.05 1.85 -1.15 4,800 -1,600 38,400
26 Jul 502.20 3 -1.50 6,400 0 40,000
25 Jul 489.95 4.5 1.10 6,400 1,600 40,000
24 Jul 494.05 3.4 -0.60 6,400 0 38,400
23 Jul 492.20 4 -2.50 12,800 0 38,400
22 Jul 466.55 6.5 1.00 11,200 -1,600 38,400
19 Jul 474.55 5.5 -0.35 9,600 8,000 40,000
18 Jul 470.25 5.85 -0.95 4,800 32,000 32,000
16 Jul 465.55 6.8 0.00 0 6,400 0
15 Jul 463.40 6.8 -1.25 8,000 6,400 30,400
12 Jul 459.05 8.05 0.05 3,200 24,000 24,000
11 Jul 458.65 8 0.00 0 19,200 0
10 Jul 451.45 8 0.00 0 19,200 0
9 Jul 452.60 8 -2.75 25,600 19,200 22,400
8 Jul 443.60 10.75 -12.10 4,800 3,200 3,200
5 Jul 433.65 22.85 0.00 0 0 0
3 Jul 428.30 22.85 0 0 0


For Itc Ltd - strike price 440 expiring on 26SEP2024

Delta for 440 PE is -

Historical price for 440 PE is as follows

On 6 Sept ITC was trading at 501.70. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -17600 which decreased total open position to 169600


On 5 Sept ITC was trading at 511.20. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 187200


On 4 Sept ITC was trading at 506.35. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 180800


On 3 Sept ITC was trading at 509.40. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 180800


On 2 Sept ITC was trading at 510.05. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 169600


On 30 Aug ITC was trading at 501.90. The strike last trading price was 0.45, 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 164800


On 29 Aug ITC was trading at 505.10. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 153600


On 28 Aug ITC was trading at 497.30. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 43200 which increased total open position to 145600


On 27 Aug ITC was trading at 500.60. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 100800


On 26 Aug ITC was trading at 505.70. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 91200


On 23 Aug ITC was trading at 505.80. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 84800


On 22 Aug ITC was trading at 504.55. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 76800


On 21 Aug ITC was trading at 505.40. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 73600


On 20 Aug ITC was trading at 498.80. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 72000


On 19 Aug ITC was trading at 501.45. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 67200


On 16 Aug ITC was trading at 502.65. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 68800


On 14 Aug ITC was trading at 492.20. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 68800


On 13 Aug ITC was trading at 490.00. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 0


On 12 Aug ITC was trading at 494.60. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 72000


On 9 Aug ITC was trading at 495.90. The strike last trading price was 1.25, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by -3200 which decreased total open position to 65600


On 8 Aug ITC was trading at 494.75. The strike last trading price was 1.95, 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 68800


On 7 Aug ITC was trading at 492.65. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -6400 which decreased total open position to 65600


On 6 Aug ITC was trading at 486.30. The strike last trading price was 2.5, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72000


On 5 Aug ITC was trading at 486.00. The strike last trading price was 3.1, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 67200


On 2 Aug ITC was trading at 489.10. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 52800


On 1 Aug ITC was trading at 493.70. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 51200


On 31 Jul ITC was trading at 495.35. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3200 which decreased total open position to 36800


On 30 Jul ITC was trading at 489.90. The strike last trading price was 2.25, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 41600


On 29 Jul ITC was trading at 496.05. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 38400


On 26 Jul ITC was trading at 502.20. The strike last trading price was 3, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40000


On 25 Jul ITC was trading at 489.95. The strike last trading price was 4.5, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 40000


On 24 Jul ITC was trading at 494.05. The strike last trading price was 3.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38400


On 23 Jul ITC was trading at 492.20. The strike last trading price was 4, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38400


On 22 Jul ITC was trading at 466.55. The strike last trading price was 6.5, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 38400


On 19 Jul ITC was trading at 474.55. The strike last trading price was 5.5, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 40000


On 18 Jul ITC was trading at 470.25. The strike last trading price was 5.85, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 32000


On 16 Jul ITC was trading at 465.55. The strike last trading price was 6.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 0


On 15 Jul ITC was trading at 463.40. The strike last trading price was 6.8, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 30400


On 12 Jul ITC was trading at 459.05. The strike last trading price was 8.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 24000


On 11 Jul ITC was trading at 458.65. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 0


On 10 Jul ITC was trading at 451.45. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 0


On 9 Jul ITC was trading at 452.60. The strike last trading price was 8, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 22400


On 8 Jul ITC was trading at 443.60. The strike last trading price was 10.75, which was -12.10 lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3200


On 5 Jul ITC was trading at 433.65. The strike last trading price was 22.85, 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 3 Jul ITC was trading at 428.30. The strike last trading price was 22.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0