ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 445 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 0.17
Theta: -0.38
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 14.4 | -8.50 | 23.57 | 34 | 13 | 18 | |||
| 20 Nov | 467.35 | 22.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 22.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 18 Nov | 466.55 | 22.9 | -0.45 | - | 3 | 2 | 4 | |||
| 14 Nov | 465.95 | 23.35 | -4.20 | - | 7 | -1 | 2 | |||
| 13 Nov | 472.20 | 27.55 | -4.10 | - | 1 | 0 | 3 | |||
| 12 Nov | 472.85 | 31.65 | 0.25 | 31.82 | 1 | 0 | 2 | |||
| 11 Nov | 476.95 | 31.4 | -4.60 | - | 3 | 1 | 2 | |||
| 8 Nov | 478.05 | 36 | -2.00 | - | 3 | 1 | 2 | |||
| 7 Nov | 477.90 | 38 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 38 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Nov | 480.20 | 38 | -2.75 | - | 1 | 0 | 2 | |||
| 4 Nov | 484.60 | 40.75 | -9.25 | - | 1 | 0 | 1 | |||
| 1 Nov | 490.30 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 488.80 | 50 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 491.55 | 50 | -33.95 | - | 1 | 0 | 0 | |||
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| 29 Oct | 487.95 | 83.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 484.15 | 83.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 482.30 | 83.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 471.70 | 83.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 480.35 | 83.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 481.80 | 83.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 483.65 | 83.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 493.20 | 83.95 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 445 expiring on 28NOV2024
Delta for 445 CE is 0.81
Historical price for 445 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 14.4, which was -8.50 lower than the previous day. The implied volatity was 23.57, the open interest changed by 13 which increased total open position to 18
On 20 Nov ITC was trading at 467.35. The strike last trading price was 22.9, 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 22.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Nov ITC was trading at 466.55. The strike last trading price was 22.9, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 14 Nov ITC was trading at 465.95. The strike last trading price was 23.35, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 13 Nov ITC was trading at 472.20. The strike last trading price was 27.55, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Nov ITC was trading at 472.85. The strike last trading price was 31.65, which was 0.25 higher than the previous day. The implied volatity was 31.82, the open interest changed by 0 which decreased total open position to 2
On 11 Nov ITC was trading at 476.95. The strike last trading price was 31.4, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 8 Nov ITC was trading at 478.05. The strike last trading price was 36, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 7 Nov ITC was trading at 477.90. The strike last trading price was 38, 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 Nov ITC was trading at 481.10. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Nov ITC was trading at 480.20. The strike last trading price was 38, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Nov ITC was trading at 484.60. The strike last trading price was 40.75, which was -9.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Nov ITC was trading at 490.30. The strike last trading price was 50, 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 31 Oct ITC was trading at 488.80. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ITC was trading at 491.55. The strike last trading price was 50, which was -33.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ITC was trading at 487.95. The strike last trading price was 83.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ITC was trading at 484.15. The strike last trading price was 83.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ITC was trading at 482.30. The strike last trading price was 83.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ITC was trading at 471.70. The strike last trading price was 83.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ITC was trading at 480.35. The strike last trading price was 83.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ITC was trading at 481.80. The strike last trading price was 83.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ITC was trading at 483.65. The strike last trading price was 83.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ITC was trading at 493.20. The strike last trading price was 83.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 445 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.17
Theta: -0.25
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 1.45 | 0.65 | 22.99 | 1,663 | 98 | 334 |
| 20 Nov | 467.35 | 0.8 | 0.00 | 24.47 | 428 | -100 | 245 |
| 19 Nov | 467.35 | 0.8 | 0.05 | 24.47 | 428 | -91 | 245 |
| 18 Nov | 466.55 | 0.75 | -0.25 | 23.49 | 762 | 56 | 334 |
| 14 Nov | 465.95 | 1 | 0.05 | 21.53 | 1,016 | -36 | 279 |
| 13 Nov | 472.20 | 0.95 | 0.10 | 23.53 | 565 | 23 | 316 |
| 12 Nov | 472.85 | 0.85 | 0.20 | 22.16 | 267 | 23 | 265 |
| 11 Nov | 476.95 | 0.65 | 0.00 | 22.92 | 62 | -9 | 244 |
| 8 Nov | 478.05 | 0.65 | -0.35 | 21.85 | 327 | -63 | 256 |
| 7 Nov | 477.90 | 1 | 0.05 | 23.43 | 161 | 46 | 322 |
| 6 Nov | 481.10 | 0.95 | -0.65 | 24.44 | 250 | 66 | 283 |
| 5 Nov | 480.20 | 1.6 | 0.10 | 26.92 | 228 | 1 | 217 |
| 4 Nov | 484.60 | 1.5 | -0.05 | 27.90 | 331 | 28 | 218 |
| 1 Nov | 490.30 | 1.55 | 0.00 | 0.00 | 0 | 56 | 0 |
| 31 Oct | 488.80 | 1.55 | 0.50 | - | 81 | 57 | 191 |
| 30 Oct | 491.55 | 1.05 | -0.25 | - | 69 | 19 | 135 |
| 29 Oct | 487.95 | 1.3 | -0.45 | - | 10 | 6 | 118 |
| 28 Oct | 484.15 | 1.75 | -0.35 | - | 34 | 18 | 112 |
| 25 Oct | 482.30 | 2.1 | -1.90 | - | 279 | 85 | 94 |
| 24 Oct | 471.70 | 4 | 3.40 | - | 63 | 7 | 7 |
| 23 Oct | 480.35 | 0.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 481.80 | 0.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 483.65 | 0.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 493.20 | 0.6 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 445 expiring on 28NOV2024
Delta for 445 PE is -0.18
Historical price for 445 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 1.45, which was 0.65 higher than the previous day. The implied volatity was 22.99, the open interest changed by 98 which increased total open position to 334
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 24.47, the open interest changed by -100 which decreased total open position to 245
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 24.47, the open interest changed by -91 which decreased total open position to 245
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 23.49, the open interest changed by 56 which increased total open position to 334
On 14 Nov ITC was trading at 465.95. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 21.53, the open interest changed by -36 which decreased total open position to 279
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 23.53, the open interest changed by 23 which increased total open position to 316
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 22.16, the open interest changed by 23 which increased total open position to 265
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 22.92, the open interest changed by -9 which decreased total open position to 244
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 21.85, the open interest changed by -63 which decreased total open position to 256
On 7 Nov ITC was trading at 477.90. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 23.43, the open interest changed by 46 which increased total open position to 322
On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 24.44, the open interest changed by 66 which increased total open position to 283
On 5 Nov ITC was trading at 480.20. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 217
On 4 Nov ITC was trading at 484.60. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 27.90, the open interest changed by 28 which increased total open position to 218
On 1 Nov ITC was trading at 490.30. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 56 which increased total open position to 0
On 31 Oct ITC was trading at 488.80. The strike last trading price was 1.55, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ITC was trading at 491.55. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ITC was trading at 487.95. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ITC was trading at 484.15. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ITC was trading at 482.30. The strike last trading price was 2.1, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ITC was trading at 471.70. The strike last trading price was 4, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ITC was trading at 480.35. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ITC was trading at 481.80. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ITC was trading at 483.65. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ITC was trading at 493.20. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
