ITC
Itc Ltd
Historical option data for ITC
27 Dec 2024 04:13 PM IST
| ITC 30JAN2025 445 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 478.60 | 34.5 | 8.10 | - | 2 | 0 | 1 | |||
| 26 Dec | 476.95 | 26.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 24 Dec | 478.45 | 26.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 23 Dec | 474.25 | 26.4 | -14.05 | - | 1 | 0 | 0 | |||
| 20 Dec | 464.65 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 466.55 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 470.50 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 469.55 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 470.10 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 470.00 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 460.60 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 465.25 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 465.45 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 464.95 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 471.15 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 467.50 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 467.10 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 472.55 | 40.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 476.75 | 40.45 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 445 expiring on 30JAN2025
Delta for 445 CE is -
Historical price for 445 CE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 34.5, which was 8.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Dec ITC was trading at 476.95. The strike last trading price was 26.4, 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 24 Dec ITC was trading at 478.45. The strike last trading price was 26.4, 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 23 Dec ITC was trading at 474.25. The strike last trading price was 26.4, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec ITC was trading at 464.65. The strike last trading price was 40.45, 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 0
On 19 Dec ITC was trading at 466.55. The strike last trading price was 40.45, 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 0
On 18 Dec ITC was trading at 470.50. The strike last trading price was 40.45, 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 0
On 17 Dec ITC was trading at 469.55. The strike last trading price was 40.45, 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 0
On 16 Dec ITC was trading at 470.10. The strike last trading price was 40.45, 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 0
On 13 Dec ITC was trading at 470.00. The strike last trading price was 40.45, 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 0
On 12 Dec ITC was trading at 460.60. The strike last trading price was 40.45, 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 0
On 11 Dec ITC was trading at 465.25. The strike last trading price was 40.45, 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 0
On 10 Dec ITC was trading at 465.45. The strike last trading price was 40.45, 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 0
On 9 Dec ITC was trading at 464.95. The strike last trading price was 40.45, 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 0
On 6 Dec ITC was trading at 471.15. The strike last trading price was 40.45, 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 0
On 5 Dec ITC was trading at 467.50. The strike last trading price was 40.45, 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 0
On 4 Dec ITC was trading at 467.10. The strike last trading price was 40.45, 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 0
On 3 Dec ITC was trading at 472.55. The strike last trading price was 40.45, 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 0
On 29 Nov ITC was trading at 476.75. The strike last trading price was 40.45, 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 445 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.15
Theta: -0.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 478.60 | 0.5 | -0.45 | 16.86 | 1,081 | 278 | 595 |
| 26 Dec | 476.95 | 0.95 | -0.30 | 18.24 | 394 | 118 | 327 |
| 24 Dec | 478.45 | 1.25 | -0.65 | 19.57 | 256 | 79 | 211 |
| 23 Dec | 474.25 | 1.9 | -1.65 | 20.30 | 280 | 52 | 136 |
| 20 Dec | 464.65 | 3.55 | 0.50 | 20.42 | 194 | -22 | 82 |
| 19 Dec | 466.55 | 3.05 | 0.90 | 19.21 | 129 | 24 | 104 |
| 18 Dec | 470.50 | 2.15 | 0.20 | 18.84 | 89 | 11 | 81 |
| 17 Dec | 469.55 | 1.95 | -0.55 | 17.90 | 56 | 12 | 70 |
| 16 Dec | 470.10 | 2.5 | -0.05 | 18.99 | 40 | 24 | 57 |
| 13 Dec | 470.00 | 2.55 | -1.75 | 19.04 | 49 | 31 | 32 |
| 12 Dec | 460.60 | 4.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 465.25 | 4.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 465.45 | 4.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 464.95 | 4.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 471.15 | 4.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 467.50 | 4.3 | -0.70 | 20.49 | 1 | 0 | 0 |
| 4 Dec | 467.10 | 5 | 0.00 | 4.98 | 0 | 0 | 0 |
| 3 Dec | 472.55 | 5 | 0.00 | 5.70 | 0 | 0 | 0 |
| 29 Nov | 476.75 | 5 | 6.30 | 0 | 0 | 0 | |
For Itc Ltd - strike price 445 expiring on 30JAN2025
Delta for 445 PE is -0.05
Historical price for 445 PE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 16.86, the open interest changed by 278 which increased total open position to 595
On 26 Dec ITC was trading at 476.95. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 18.24, the open interest changed by 118 which increased total open position to 327
On 24 Dec ITC was trading at 478.45. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 19.57, the open interest changed by 79 which increased total open position to 211
On 23 Dec ITC was trading at 474.25. The strike last trading price was 1.9, which was -1.65 lower than the previous day. The implied volatity was 20.30, the open interest changed by 52 which increased total open position to 136
On 20 Dec ITC was trading at 464.65. The strike last trading price was 3.55, which was 0.50 higher than the previous day. The implied volatity was 20.42, the open interest changed by -22 which decreased total open position to 82
On 19 Dec ITC was trading at 466.55. The strike last trading price was 3.05, which was 0.90 higher than the previous day. The implied volatity was 19.21, the open interest changed by 24 which increased total open position to 104
On 18 Dec ITC was trading at 470.50. The strike last trading price was 2.15, which was 0.20 higher than the previous day. The implied volatity was 18.84, the open interest changed by 11 which increased total open position to 81
On 17 Dec ITC was trading at 469.55. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 17.90, the open interest changed by 12 which increased total open position to 70
On 16 Dec ITC was trading at 470.10. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was 18.99, the open interest changed by 24 which increased total open position to 57
On 13 Dec ITC was trading at 470.00. The strike last trading price was 2.55, which was -1.75 lower than the previous day. The implied volatity was 19.04, the open interest changed by 31 which increased total open position to 32
On 12 Dec ITC was trading at 460.60. The strike last trading price was 4.3, 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 11 Dec ITC was trading at 465.25. The strike last trading price was 4.3, 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 4.3, 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 4.3, 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 4.3, 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 5 Dec ITC was trading at 467.50. The strike last trading price was 4.3, which was -0.70 lower than the previous day. The implied volatity was 20.49, 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 5, which was 0.00 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ITC was trading at 472.55. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 5.70, 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 5, which was lower than the previous day. The implied volatity was 6.30, the open interest changed by 0 which decreased total open position to 0
