ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 0.21
Theta: -0.42
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 21 Nov | 457.15 | 10.25 | -7.75 | 21.73 | 1,100 | 136 | 329 | |||
| 20 Nov | 467.35 | 18 | 0.00 | 15.82 | 75 | -18 | 194 | |||
| 19 Nov | 467.35 | 18 | -1.15 | 15.82 | 75 | -17 | 194 | |||
| 18 Nov | 466.55 | 19.15 | 0.15 | 17.82 | 222 | 5 | 213 | |||
| 14 Nov | 465.95 | 19 | -5.25 | 13.11 | 340 | 48 | 212 | |||
| 13 Nov | 472.20 | 24.25 | 0.20 | 16.52 | 61 | 17 | 163 | |||
| 12 Nov | 472.85 | 24.05 | -3.95 | 13.67 | 35 | -1 | 146 | |||
| 11 Nov | 476.95 | 28 | -2.40 | - | 32 | -2 | 147 | |||
| 8 Nov | 478.05 | 30.4 | -0.60 | - | 6 | 0 | 148 | |||
| 7 Nov | 477.90 | 31 | -5.80 | 17.02 | 22 | 6 | 147 | |||
| 6 Nov | 481.10 | 36.8 | 2.15 | 27.57 | 29 | 13 | 141 | |||
| 5 Nov | 480.20 | 34.65 | -4.60 | 20.66 | 34 | 1 | 128 | |||
| 4 Nov | 484.60 | 39.25 | -4.75 | 23.12 | 45 | 26 | 127 | |||
| 1 Nov | 490.30 | 44 | 0.90 | 22.13 | 1 | 0 | 100 | |||
| 31 Oct | 488.80 | 43.1 | -1.40 | - | 34 | 16 | 100 | |||
| 30 Oct | 491.55 | 44.5 | 2.85 | - | 40 | 8 | 85 | |||
| 29 Oct | 487.95 | 41.65 | 3.15 | - | 39 | 25 | 76 | |||
| 28 Oct | 484.15 | 38.5 | 0.40 | - | 45 | 17 | 50 | |||
| 25 Oct | 482.30 | 38.1 | 10.10 | - | 67 | -7 | 33 | |||
| 24 Oct | 471.70 | 28 | -9.50 | - | 55 | 19 | 40 | |||
| 23 Oct | 480.35 | 37.5 | -0.30 | - | 3 | 1 | 20 | |||
| 22 Oct | 481.80 | 37.8 | -3.10 | - | 6 | 2 | 19 | |||
| 21 Oct | 483.65 | 40.9 | -1.85 | - | 9 | 7 | 17 | |||
| 18 Oct | 486.70 | 42.75 | -9.50 | - | 11 | 1 | 10 | |||
| 17 Oct | 488.90 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 493.20 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 498.55 | 52.25 | 0.00 | - | 0 | -3 | 0 | |||
| 14 Oct | 496.95 | 52.25 | 5.25 | - | 3 | -2 | 10 | |||
| 11 Oct | 488.20 | 47 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 492.05 | 47 | 0.00 | - | 0 | 2 | 0 | |||
| 9 Oct | 491.70 | 47 | -19.00 | - | 2 | 1 | 11 | |||
| 8 Oct | 507.95 | 66 | 0.00 | - | 0 | 9 | 0 | |||
| 7 Oct | 510.20 | 66 | -1.85 | - | 11 | 8 | 9 | |||
| 4 Oct | 503.55 | 67.85 | 1.25 | - | 1 | 0 | 0 | |||
| 3 Oct | 512.75 | 66.6 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 450 expiring on 28NOV2024
Delta for 450 CE is 0.72
Historical price for 450 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 10.25, which was -7.75 lower than the previous day. The implied volatity was 21.73, the open interest changed by 136 which increased total open position to 329
On 20 Nov ITC was trading at 467.35. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 15.82, the open interest changed by -18 which decreased total open position to 194
On 19 Nov ITC was trading at 467.35. The strike last trading price was 18, which was -1.15 lower than the previous day. The implied volatity was 15.82, the open interest changed by -17 which decreased total open position to 194
On 18 Nov ITC was trading at 466.55. The strike last trading price was 19.15, which was 0.15 higher than the previous day. The implied volatity was 17.82, the open interest changed by 5 which increased total open position to 213
On 14 Nov ITC was trading at 465.95. The strike last trading price was 19, which was -5.25 lower than the previous day. The implied volatity was 13.11, the open interest changed by 48 which increased total open position to 212
On 13 Nov ITC was trading at 472.20. The strike last trading price was 24.25, which was 0.20 higher than the previous day. The implied volatity was 16.52, the open interest changed by 17 which increased total open position to 163
On 12 Nov ITC was trading at 472.85. The strike last trading price was 24.05, which was -3.95 lower than the previous day. The implied volatity was 13.67, the open interest changed by -1 which decreased total open position to 146
On 11 Nov ITC was trading at 476.95. The strike last trading price was 28, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 147
On 8 Nov ITC was trading at 478.05. The strike last trading price was 30.4, 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 148
On 7 Nov ITC was trading at 477.90. The strike last trading price was 31, which was -5.80 lower than the previous day. The implied volatity was 17.02, the open interest changed by 6 which increased total open position to 147
On 6 Nov ITC was trading at 481.10. The strike last trading price was 36.8, which was 2.15 higher than the previous day. The implied volatity was 27.57, the open interest changed by 13 which increased total open position to 141
On 5 Nov ITC was trading at 480.20. The strike last trading price was 34.65, which was -4.60 lower than the previous day. The implied volatity was 20.66, the open interest changed by 1 which increased total open position to 128
On 4 Nov ITC was trading at 484.60. The strike last trading price was 39.25, which was -4.75 lower than the previous day. The implied volatity was 23.12, the open interest changed by 26 which increased total open position to 127
On 1 Nov ITC was trading at 490.30. The strike last trading price was 44, which was 0.90 higher than the previous day. The implied volatity was 22.13, the open interest changed by 0 which decreased total open position to 100
On 31 Oct ITC was trading at 488.80. The strike last trading price was 43.1, which was -1.40 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 44.5, which was 2.85 higher 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 41.65, which was 3.15 higher 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 38.5, which was 0.40 higher 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 38.1, which was 10.10 higher 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 28, which was -9.50 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 37.5, which was -0.30 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 37.8, which was -3.10 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 40.9, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ITC was trading at 486.70. The strike last trading price was 42.75, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ITC was trading at 488.90. The strike last trading price was 52.25, 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 52.25, 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 15 Oct ITC was trading at 498.55. The strike last trading price was 52.25, 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 14 Oct ITC was trading at 496.95. The strike last trading price was 52.25, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ITC was trading at 488.20. The strike last trading price was 47, 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 10 Oct ITC was trading at 492.05. The strike last trading price was 47, 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 9 Oct ITC was trading at 491.70. The strike last trading price was 47, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ITC was trading at 507.95. The strike last trading price was 66, 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 7 Oct ITC was trading at 510.20. The strike last trading price was 66, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct ITC was trading at 503.55. The strike last trading price was 67.85, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ITC was trading at 512.75. The strike last trading price was 66.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.21
Theta: -0.29
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 2.35 | 1.15 | 21.55 | 3,610 | 181 | 1,155 |
| 20 Nov | 467.35 | 1.2 | 0.00 | 23.00 | 1,142 | -133 | 978 |
| 19 Nov | 467.35 | 1.2 | 0.00 | 23.00 | 1,142 | -129 | 978 |
| 18 Nov | 466.55 | 1.2 | -0.30 | 22.57 | 1,585 | 106 | 1,106 |
| 14 Nov | 465.95 | 1.5 | 0.15 | 20.62 | 2,021 | -56 | 998 |
| 13 Nov | 472.20 | 1.35 | 0.15 | 22.56 | 1,215 | -42 | 1,073 |
| 12 Nov | 472.85 | 1.2 | 0.35 | 21.10 | 852 | -33 | 1,139 |
| 11 Nov | 476.95 | 0.85 | -0.10 | 21.56 | 613 | 74 | 1,171 |
| 8 Nov | 478.05 | 0.95 | -0.35 | 21.38 | 800 | -45 | 1,097 |
| 7 Nov | 477.90 | 1.3 | 0.10 | 22.36 | 771 | 245 | 1,143 |
| 6 Nov | 481.10 | 1.2 | -0.65 | 23.31 | 533 | -36 | 899 |
| 5 Nov | 480.20 | 1.85 | 0.05 | 25.34 | 875 | 124 | 936 |
| 4 Nov | 484.60 | 1.8 | 0.35 | 26.71 | 945 | -18 | 812 |
| 1 Nov | 490.30 | 1.45 | -0.30 | 25.91 | 50 | -2 | 830 |
| 31 Oct | 488.80 | 1.75 | 0.45 | - | 396 | 172 | 832 |
| 30 Oct | 491.55 | 1.3 | -0.30 | - | 362 | 64 | 660 |
| 29 Oct | 487.95 | 1.6 | -0.55 | - | 224 | 71 | 595 |
| 28 Oct | 484.15 | 2.15 | -0.40 | - | 440 | 28 | 524 |
| 25 Oct | 482.30 | 2.55 | -2.15 | - | 1,319 | -12 | 496 |
| 24 Oct | 471.70 | 4.7 | 1.10 | - | 937 | 281 | 491 |
| 23 Oct | 480.35 | 3.6 | 0.80 | - | 349 | -74 | 201 |
| 22 Oct | 481.80 | 2.8 | 0.35 | - | 89 | 19 | 274 |
| 21 Oct | 483.65 | 2.45 | 0.45 | - | 183 | 64 | 256 |
| 18 Oct | 486.70 | 2 | 0.70 | - | 204 | 111 | 191 |
| 17 Oct | 488.90 | 1.3 | 0.20 | - | 19 | 3 | 79 |
| 16 Oct | 493.20 | 1.1 | 0.20 | - | 31 | 1 | 76 |
| 15 Oct | 498.55 | 0.9 | -0.15 | - | 21 | 2 | 75 |
| 14 Oct | 496.95 | 1.05 | -0.75 | - | 54 | 4 | 73 |
| 11 Oct | 488.20 | 1.8 | -0.05 | - | 397 | -14 | 70 |
| 10 Oct | 492.05 | 1.85 | -0.30 | - | 104 | 13 | 84 |
| 9 Oct | 491.70 | 2.15 | 1.25 | - | 76 | -9 | 72 |
| 8 Oct | 507.95 | 0.9 | 0.05 | - | 66 | 52 | 76 |
| 7 Oct | 510.20 | 0.85 | -0.35 | - | 33 | 18 | 22 |
| 4 Oct | 503.55 | 1.2 | -0.20 | - | 6 | 2 | 4 |
| 3 Oct | 512.75 | 1.4 | - | 66 | 1 | 1 | |
For Itc Ltd - strike price 450 expiring on 28NOV2024
Delta for 450 PE is -0.28
Historical price for 450 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 2.35, which was 1.15 higher than the previous day. The implied volatity was 21.55, the open interest changed by 181 which increased total open position to 1155
On 20 Nov ITC was trading at 467.35. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 23.00, the open interest changed by -133 which decreased total open position to 978
On 19 Nov ITC was trading at 467.35. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 23.00, the open interest changed by -129 which decreased total open position to 978
On 18 Nov ITC was trading at 466.55. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 22.57, the open interest changed by 106 which increased total open position to 1106
On 14 Nov ITC was trading at 465.95. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 20.62, the open interest changed by -56 which decreased total open position to 998
On 13 Nov ITC was trading at 472.20. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 22.56, the open interest changed by -42 which decreased total open position to 1073
On 12 Nov ITC was trading at 472.85. The strike last trading price was 1.2, which was 0.35 higher than the previous day. The implied volatity was 21.10, the open interest changed by -33 which decreased total open position to 1139
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 21.56, the open interest changed by 74 which increased total open position to 1171
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 21.38, the open interest changed by -45 which decreased total open position to 1097
On 7 Nov ITC was trading at 477.90. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 22.36, the open interest changed by 245 which increased total open position to 1143
On 6 Nov ITC was trading at 481.10. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 23.31, the open interest changed by -36 which decreased total open position to 899
On 5 Nov ITC was trading at 480.20. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 25.34, the open interest changed by 124 which increased total open position to 936
On 4 Nov ITC was trading at 484.60. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 26.71, the open interest changed by -18 which decreased total open position to 812
On 1 Nov ITC was trading at 490.30. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 25.91, the open interest changed by -2 which decreased total open position to 830
On 31 Oct ITC was trading at 488.80. The strike last trading price was 1.75, which was 0.45 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 1.3, which was -0.30 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 1.6, which was -0.55 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 2.15, which was -0.40 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 2.55, which was -2.15 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 4.7, which was 1.10 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 3.6, which was 0.80 higher 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 2.8, which was 0.35 higher 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 2.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ITC was trading at 486.70. The strike last trading price was 2, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ITC was trading at 488.90. The strike last trading price was 1.3, which was 0.20 higher 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 1.1, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct ITC was trading at 498.55. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ITC was trading at 496.95. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ITC was trading at 488.20. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ITC was trading at 492.05. The strike last trading price was 1.85, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct ITC was trading at 491.70. The strike last trading price was 2.15, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ITC was trading at 507.95. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ITC was trading at 510.20. The strike last trading price was 0.85, 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 4 Oct ITC was trading at 503.55. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ITC was trading at 512.75. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
