ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 445 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 19.95 | -3.50 | - | 47 | -2 | 53 | |||
| 19 Dec | 466.55 | 23.45 | -5.25 | 33.19 | 4 | -2 | 55 | |||
| 18 Dec | 470.50 | 28.7 | -2.65 | 35.00 | 2 | 1 | 57 | |||
| 17 Dec | 469.55 | 31.35 | 4.05 | 49.17 | 13 | 2 | 56 | |||
| 16 Dec | 470.10 | 27.3 | 0.40 | 27.90 | 14 | -6 | 55 | |||
| 13 Dec | 470.00 | 26.9 | 7.95 | - | 148 | 20 | 61 | |||
| 12 Dec | 460.60 | 18.95 | -5.20 | 19.52 | 26 | 13 | 40 | |||
| 11 Dec | 465.25 | 24.15 | 2.30 | 25.02 | 5 | -3 | 27 | |||
| 10 Dec | 465.45 | 21.85 | -2.40 | - | 7 | 1 | 26 | |||
| 9 Dec | 464.95 | 24.25 | -6.40 | 23.26 | 7 | -3 | 24 | |||
| 6 Dec | 471.15 | 30.65 | 2.80 | 22.37 | 5 | 0 | 27 | |||
| 5 Dec | 467.50 | 27.85 | 1.25 | 24.95 | 5 | -1 | 26 | |||
| 4 Dec | 467.10 | 26.6 | -4.35 | 20.96 | 10 | -1 | 27 | |||
| 3 Dec | 472.55 | 30.95 | -5.45 | 17.71 | 14 | 6 | 27 | |||
| 2 Dec | 477.20 | 36.4 | 2.40 | 22.28 | 6 | -1 | 21 | |||
| 29 Nov | 476.75 | 34 | 1.20 | - | 3 | 1 | 22 | |||
| 28 Nov | 474.90 | 32.8 | -2.35 | - | 3 | 2 | 20 | |||
| 27 Nov | 476.95 | 35.15 | 2.65 | - | 15 | 12 | 15 | |||
| 26 Nov | 477.00 | 32.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 25 Nov | 476.80 | 32.5 | 7.30 | - | 1 | 0 | 2 | |||
| 22 Nov | 474.65 | 25.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 457.15 | 25.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 467.35 | 25.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 25.2 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Nov | 466.55 | 25.2 | -26.00 | - | 2 | 1 | 1 | |||
| 14 Nov | 465.95 | 51.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 472.20 | 51.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 51.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 51.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 51.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 51.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 51.2 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 445 expiring on 26DEC2024
Delta for 445 CE is -
Historical price for 445 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 19.95, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 53
On 19 Dec ITC was trading at 466.55. The strike last trading price was 23.45, which was -5.25 lower than the previous day. The implied volatity was 33.19, the open interest changed by -2 which decreased total open position to 55
On 18 Dec ITC was trading at 470.50. The strike last trading price was 28.7, which was -2.65 lower than the previous day. The implied volatity was 35.00, the open interest changed by 1 which increased total open position to 57
On 17 Dec ITC was trading at 469.55. The strike last trading price was 31.35, which was 4.05 higher than the previous day. The implied volatity was 49.17, the open interest changed by 2 which increased total open position to 56
On 16 Dec ITC was trading at 470.10. The strike last trading price was 27.3, which was 0.40 higher than the previous day. The implied volatity was 27.90, the open interest changed by -6 which decreased total open position to 55
On 13 Dec ITC was trading at 470.00. The strike last trading price was 26.9, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 61
On 12 Dec ITC was trading at 460.60. The strike last trading price was 18.95, which was -5.20 lower than the previous day. The implied volatity was 19.52, the open interest changed by 13 which increased total open position to 40
On 11 Dec ITC was trading at 465.25. The strike last trading price was 24.15, which was 2.30 higher than the previous day. The implied volatity was 25.02, the open interest changed by -3 which decreased total open position to 27
On 10 Dec ITC was trading at 465.45. The strike last trading price was 21.85, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26
On 9 Dec ITC was trading at 464.95. The strike last trading price was 24.25, which was -6.40 lower than the previous day. The implied volatity was 23.26, the open interest changed by -3 which decreased total open position to 24
On 6 Dec ITC was trading at 471.15. The strike last trading price was 30.65, which was 2.80 higher than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 27
On 5 Dec ITC was trading at 467.50. The strike last trading price was 27.85, which was 1.25 higher than the previous day. The implied volatity was 24.95, the open interest changed by -1 which decreased total open position to 26
On 4 Dec ITC was trading at 467.10. The strike last trading price was 26.6, which was -4.35 lower than the previous day. The implied volatity was 20.96, the open interest changed by -1 which decreased total open position to 27
On 3 Dec ITC was trading at 472.55. The strike last trading price was 30.95, which was -5.45 lower than the previous day. The implied volatity was 17.71, the open interest changed by 6 which increased total open position to 27
On 2 Dec ITC was trading at 477.20. The strike last trading price was 36.4, which was 2.40 higher than the previous day. The implied volatity was 22.28, the open interest changed by -1 which decreased total open position to 21
On 29 Nov ITC was trading at 476.75. The strike last trading price was 34, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 22
On 28 Nov ITC was trading at 474.90. The strike last trading price was 32.8, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 20
On 27 Nov ITC was trading at 476.95. The strike last trading price was 35.15, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 15
On 26 Nov ITC was trading at 477.00. The strike last trading price was 32.5, 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 25 Nov ITC was trading at 476.80. The strike last trading price was 32.5, which was 7.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Nov ITC was trading at 474.65. The strike last trading price was 25.2, 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 21 Nov ITC was trading at 457.15. The strike last trading price was 25.2, 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 20 Nov ITC was trading at 467.35. The strike last trading price was 25.2, 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 19 Nov ITC was trading at 467.35. The strike last trading price was 25.2, 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 18 Nov ITC was trading at 466.55. The strike last trading price was 25.2, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 14 Nov ITC was trading at 465.95. The strike last trading price was 51.2, 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 13 Nov ITC was trading at 472.20. The strike last trading price was 51.2, 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 12 Nov ITC was trading at 472.85. The strike last trading price was 51.2, 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 11 Nov ITC was trading at 476.95. The strike last trading price was 51.2, 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 6 Nov ITC was trading at 481.10. The strike last trading price was 51.2, 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 5 Nov ITC was trading at 480.20. The strike last trading price was 51.2, 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 4 Nov ITC was trading at 484.60. The strike last trading price was 51.2, 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 26DEC2024 445 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.10
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 0.75 | -0.10 | 28.21 | 3,315 | 237 | 985 |
| 19 Dec | 466.55 | 0.85 | 0.20 | 27.45 | 770 | -53 | 747 |
| 18 Dec | 470.50 | 0.65 | 0.00 | 28.08 | 965 | 28 | 800 |
| 17 Dec | 469.55 | 0.65 | -0.05 | 26.18 | 1,635 | 134 | 774 |
| 16 Dec | 470.10 | 0.7 | -0.05 | 24.89 | 545 | -2 | 640 |
| 13 Dec | 470.00 | 0.75 | -0.75 | 23.05 | 4,233 | 29 | 643 |
| 12 Dec | 460.60 | 1.5 | 0.35 | 20.00 | 1,057 | 66 | 615 |
| 11 Dec | 465.25 | 1.15 | -0.25 | 20.63 | 761 | -24 | 551 |
| 10 Dec | 465.45 | 1.4 | -0.20 | 21.36 | 662 | 20 | 580 |
| 9 Dec | 464.95 | 1.6 | 0.40 | 21.81 | 862 | 41 | 562 |
| 6 Dec | 471.15 | 1.2 | -0.45 | 22.03 | 559 | -26 | 521 |
| 5 Dec | 467.50 | 1.65 | -0.60 | 21.35 | 1,370 | -65 | 547 |
| 4 Dec | 467.10 | 2.25 | 0.00 | 22.94 | 675 | 1 | 622 |
| 3 Dec | 472.55 | 2.25 | 1.15 | 25.42 | 1,939 | 336 | 639 |
| 2 Dec | 477.20 | 1.1 | -0.20 | 22.36 | 315 | 19 | 305 |
| 29 Nov | 476.75 | 1.3 | -0.35 | 22.03 | 713 | 121 | 286 |
| 28 Nov | 474.90 | 1.65 | 0.15 | 22.54 | 518 | 46 | 168 |
| 27 Nov | 476.95 | 1.5 | -0.05 | 22.21 | 38 | 18 | 121 |
| 26 Nov | 477.00 | 1.55 | 0.00 | 22.12 | 28 | -4 | 104 |
| 25 Nov | 476.80 | 1.55 | -0.55 | 22.29 | 79 | 76 | 108 |
| 22 Nov | 474.65 | 2.1 | -2.90 | 21.69 | 182 | 59 | 91 |
| 21 Nov | 457.15 | 5 | 2.30 | 20.41 | 88 | -4 | 33 |
| 20 Nov | 467.35 | 2.7 | 0.00 | 19.53 | 49 | 37 | 36 |
| 19 Nov | 467.35 | 2.7 | 0.25 | 19.53 | 49 | 36 | 36 |
| 18 Nov | 466.55 | 2.45 | 0.00 | 5.46 | 0 | 0 | 0 |
| 14 Nov | 465.95 | 2.45 | 0.00 | 5.18 | 0 | 0 | 0 |
| 13 Nov | 472.20 | 2.45 | 0.00 | 6.46 | 0 | 0 | 0 |
| 12 Nov | 472.85 | 2.45 | 0.00 | 6.47 | 0 | 0 | 0 |
| 11 Nov | 476.95 | 2.45 | 0.00 | 7.07 | 0 | 0 | 0 |
| 6 Nov | 481.10 | 2.45 | 0.00 | 7.36 | 0 | 0 | 0 |
| 5 Nov | 480.20 | 2.45 | 0.00 | 6.95 | 0 | 0 | 0 |
| 4 Nov | 484.60 | 2.45 | 7.49 | 0 | 0 | 0 | |
For Itc Ltd - strike price 445 expiring on 26DEC2024
Delta for 445 PE is -0.09
Historical price for 445 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 28.21, the open interest changed by 237 which increased total open position to 985
On 19 Dec ITC was trading at 466.55. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 27.45, the open interest changed by -53 which decreased total open position to 747
On 18 Dec ITC was trading at 470.50. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 28.08, the open interest changed by 28 which increased total open position to 800
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 26.18, the open interest changed by 134 which increased total open position to 774
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 24.89, the open interest changed by -2 which decreased total open position to 640
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 23.05, the open interest changed by 29 which increased total open position to 643
On 12 Dec ITC was trading at 460.60. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 20.00, the open interest changed by 66 which increased total open position to 615
On 11 Dec ITC was trading at 465.25. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 20.63, the open interest changed by -24 which decreased total open position to 551
On 10 Dec ITC was trading at 465.45. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 21.36, the open interest changed by 20 which increased total open position to 580
On 9 Dec ITC was trading at 464.95. The strike last trading price was 1.6, which was 0.40 higher than the previous day. The implied volatity was 21.81, the open interest changed by 41 which increased total open position to 562
On 6 Dec ITC was trading at 471.15. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 22.03, the open interest changed by -26 which decreased total open position to 521
On 5 Dec ITC was trading at 467.50. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was 21.35, the open interest changed by -65 which decreased total open position to 547
On 4 Dec ITC was trading at 467.10. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 22.94, the open interest changed by 1 which increased total open position to 622
On 3 Dec ITC was trading at 472.55. The strike last trading price was 2.25, which was 1.15 higher than the previous day. The implied volatity was 25.42, the open interest changed by 336 which increased total open position to 639
On 2 Dec ITC was trading at 477.20. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 22.36, the open interest changed by 19 which increased total open position to 305
On 29 Nov ITC was trading at 476.75. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 22.03, the open interest changed by 121 which increased total open position to 286
On 28 Nov ITC was trading at 474.90. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 22.54, the open interest changed by 46 which increased total open position to 168
On 27 Nov ITC was trading at 476.95. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 22.21, the open interest changed by 18 which increased total open position to 121
On 26 Nov ITC was trading at 477.00. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 22.12, the open interest changed by -4 which decreased total open position to 104
On 25 Nov ITC was trading at 476.80. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 22.29, the open interest changed by 76 which increased total open position to 108
On 22 Nov ITC was trading at 474.65. The strike last trading price was 2.1, which was -2.90 lower than the previous day. The implied volatity was 21.69, the open interest changed by 59 which increased total open position to 91
On 21 Nov ITC was trading at 457.15. The strike last trading price was 5, which was 2.30 higher than the previous day. The implied volatity was 20.41, the open interest changed by -4 which decreased total open position to 33
On 20 Nov ITC was trading at 467.35. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 19.53, the open interest changed by 37 which increased total open position to 36
On 19 Nov ITC was trading at 467.35. The strike last trading price was 2.7, which was 0.25 higher than the previous day. The implied volatity was 19.53, the open interest changed by 36 which increased total open position to 36
On 18 Nov ITC was trading at 466.55. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ITC was trading at 465.95. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ITC was trading at 472.20. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 6.46, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ITC was trading at 472.85. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ITC was trading at 476.95. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 7.07, 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 2.45, which was 0.00 lower than the previous day. The implied volatity was 7.36, 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 2.45, which was 0.00 lower than the previous day. The implied volatity was 6.95, 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 2.45, which was lower than the previous day. The implied volatity was 7.49, the open interest changed by 0 which decreased total open position to 0
