ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 450 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 | 15.45 | -1.65 | - | 546 | 27 | 423 | |||
| 19 Dec | 466.55 | 17.1 | -4.95 | 16.53 | 264 | -81 | 396 | |||
| 18 Dec | 470.50 | 22.05 | 0.05 | - | 102 | -18 | 477 | |||
| 17 Dec | 469.55 | 22 | -0.60 | 17.10 | 210 | 9 | 496 | |||
| 16 Dec | 470.10 | 22.6 | -1.10 | 25.66 | 70 | -13 | 487 | |||
| 13 Dec | 470.00 | 23.7 | 8.90 | 21.97 | 2,581 | 134 | 498 | |||
| 12 Dec | 460.60 | 14.8 | -4.00 | 18.94 | 308 | 42 | 365 | |||
| 11 Dec | 465.25 | 18.8 | 0.25 | 19.68 | 159 | 20 | 323 | |||
| 10 Dec | 465.45 | 18.55 | -0.95 | 17.18 | 214 | 18 | 298 | |||
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| 9 Dec | 464.95 | 19.5 | -5.10 | 20.55 | 123 | 32 | 278 | |||
| 6 Dec | 471.15 | 24.6 | 2.60 | 12.58 | 44 | 3 | 247 | |||
| 5 Dec | 467.50 | 22 | -0.40 | 18.59 | 292 | -11 | 241 | |||
| 4 Dec | 467.10 | 22.4 | -3.85 | 20.61 | 95 | 0 | 252 | |||
| 3 Dec | 472.55 | 26.25 | -5.55 | 16.84 | 592 | 124 | 252 | |||
| 2 Dec | 477.20 | 31.8 | 0.05 | 21.49 | 27 | 3 | 127 | |||
| 29 Nov | 476.75 | 31.75 | 0.55 | 20.19 | 62 | 6 | 122 | |||
| 28 Nov | 474.90 | 31.2 | 0.20 | 22.04 | 74 | 20 | 116 | |||
| 27 Nov | 476.95 | 31 | -0.25 | 14.97 | 26 | 11 | 95 | |||
| 26 Nov | 477.00 | 31.25 | -1.70 | 15.27 | 26 | 5 | 82 | |||
| 25 Nov | 476.80 | 32.95 | 4.45 | 17.71 | 35 | -24 | 78 | |||
| 22 Nov | 474.65 | 28.5 | 11.45 | 11.99 | 248 | -30 | 72 | |||
| 21 Nov | 457.15 | 17.05 | -6.35 | 18.74 | 168 | 80 | 102 | |||
| 20 Nov | 467.35 | 23.4 | 0.00 | 15.93 | 12 | 6 | 21 | |||
| 19 Nov | 467.35 | 23.4 | 0.95 | 15.93 | 12 | 5 | 21 | |||
| 18 Nov | 466.55 | 22.45 | 0.95 | 9.77 | 17 | 5 | 16 | |||
| 14 Nov | 465.95 | 21.5 | -7.05 | - | 11 | 7 | 10 | |||
| 13 Nov | 472.20 | 28.55 | -1.65 | 14.47 | 3 | 2 | 3 | |||
| 12 Nov | 472.85 | 30.2 | -52.35 | 18.74 | 1 | 0 | 0 | |||
| 11 Nov | 476.95 | 82.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 82.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 82.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 82.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 82.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 82.55 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 CE is -
Historical price for 450 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 15.45, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 423
On 19 Dec ITC was trading at 466.55. The strike last trading price was 17.1, which was -4.95 lower than the previous day. The implied volatity was 16.53, the open interest changed by -81 which decreased total open position to 396
On 18 Dec ITC was trading at 470.50. The strike last trading price was 22.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 477
On 17 Dec ITC was trading at 469.55. The strike last trading price was 22, which was -0.60 lower than the previous day. The implied volatity was 17.10, the open interest changed by 9 which increased total open position to 496
On 16 Dec ITC was trading at 470.10. The strike last trading price was 22.6, which was -1.10 lower than the previous day. The implied volatity was 25.66, the open interest changed by -13 which decreased total open position to 487
On 13 Dec ITC was trading at 470.00. The strike last trading price was 23.7, which was 8.90 higher than the previous day. The implied volatity was 21.97, the open interest changed by 134 which increased total open position to 498
On 12 Dec ITC was trading at 460.60. The strike last trading price was 14.8, which was -4.00 lower than the previous day. The implied volatity was 18.94, the open interest changed by 42 which increased total open position to 365
On 11 Dec ITC was trading at 465.25. The strike last trading price was 18.8, which was 0.25 higher than the previous day. The implied volatity was 19.68, the open interest changed by 20 which increased total open position to 323
On 10 Dec ITC was trading at 465.45. The strike last trading price was 18.55, which was -0.95 lower than the previous day. The implied volatity was 17.18, the open interest changed by 18 which increased total open position to 298
On 9 Dec ITC was trading at 464.95. The strike last trading price was 19.5, which was -5.10 lower than the previous day. The implied volatity was 20.55, the open interest changed by 32 which increased total open position to 278
On 6 Dec ITC was trading at 471.15. The strike last trading price was 24.6, which was 2.60 higher than the previous day. The implied volatity was 12.58, the open interest changed by 3 which increased total open position to 247
On 5 Dec ITC was trading at 467.50. The strike last trading price was 22, which was -0.40 lower than the previous day. The implied volatity was 18.59, the open interest changed by -11 which decreased total open position to 241
On 4 Dec ITC was trading at 467.10. The strike last trading price was 22.4, which was -3.85 lower than the previous day. The implied volatity was 20.61, the open interest changed by 0 which decreased total open position to 252
On 3 Dec ITC was trading at 472.55. The strike last trading price was 26.25, which was -5.55 lower than the previous day. The implied volatity was 16.84, the open interest changed by 124 which increased total open position to 252
On 2 Dec ITC was trading at 477.20. The strike last trading price was 31.8, which was 0.05 higher than the previous day. The implied volatity was 21.49, the open interest changed by 3 which increased total open position to 127
On 29 Nov ITC was trading at 476.75. The strike last trading price was 31.75, which was 0.55 higher than the previous day. The implied volatity was 20.19, the open interest changed by 6 which increased total open position to 122
On 28 Nov ITC was trading at 474.90. The strike last trading price was 31.2, which was 0.20 higher than the previous day. The implied volatity was 22.04, the open interest changed by 20 which increased total open position to 116
On 27 Nov ITC was trading at 476.95. The strike last trading price was 31, which was -0.25 lower than the previous day. The implied volatity was 14.97, the open interest changed by 11 which increased total open position to 95
On 26 Nov ITC was trading at 477.00. The strike last trading price was 31.25, which was -1.70 lower than the previous day. The implied volatity was 15.27, the open interest changed by 5 which increased total open position to 82
On 25 Nov ITC was trading at 476.80. The strike last trading price was 32.95, which was 4.45 higher than the previous day. The implied volatity was 17.71, the open interest changed by -24 which decreased total open position to 78
On 22 Nov ITC was trading at 474.65. The strike last trading price was 28.5, which was 11.45 higher than the previous day. The implied volatity was 11.99, the open interest changed by -30 which decreased total open position to 72
On 21 Nov ITC was trading at 457.15. The strike last trading price was 17.05, which was -6.35 lower than the previous day. The implied volatity was 18.74, the open interest changed by 80 which increased total open position to 102
On 20 Nov ITC was trading at 467.35. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 15.93, the open interest changed by 6 which increased total open position to 21
On 19 Nov ITC was trading at 467.35. The strike last trading price was 23.4, which was 0.95 higher than the previous day. The implied volatity was 15.93, the open interest changed by 5 which increased total open position to 21
On 18 Nov ITC was trading at 466.55. The strike last trading price was 22.45, which was 0.95 higher than the previous day. The implied volatity was 9.77, the open interest changed by 5 which increased total open position to 16
On 14 Nov ITC was trading at 465.95. The strike last trading price was 21.5, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 10
On 13 Nov ITC was trading at 472.20. The strike last trading price was 28.55, which was -1.65 lower than the previous day. The implied volatity was 14.47, the open interest changed by 2 which increased total open position to 3
On 12 Nov ITC was trading at 472.85. The strike last trading price was 30.2, which was -52.35 lower than the previous day. The implied volatity was 18.74, 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 82.55, 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 Nov ITC was trading at 478.05. The strike last trading price was 82.55, 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 Nov ITC was trading at 477.90. The strike last trading price was 82.55, 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 Nov ITC was trading at 481.10. The strike last trading price was 82.55, 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 Nov ITC was trading at 480.20. The strike last trading price was 82.55, 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 4 Nov ITC was trading at 484.60. The strike last trading price was 82.55, 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 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.13
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 1.15 | -0.15 | 26.38 | 8,376 | -44 | 2,028 |
| 19 Dec | 466.55 | 1.3 | 0.40 | 25.92 | 2,541 | -50 | 2,073 |
| 18 Dec | 470.50 | 0.9 | 0.00 | 26.12 | 1,917 | 149 | 2,133 |
| 17 Dec | 469.55 | 0.9 | -0.05 | 24.30 | 5,432 | 88 | 2,004 |
| 16 Dec | 470.10 | 0.95 | 0.00 | 22.98 | 1,593 | -15 | 1,915 |
| 13 Dec | 470.00 | 0.95 | -1.30 | 21.07 | 11,537 | 132 | 1,953 |
| 12 Dec | 460.60 | 2.25 | 0.60 | 19.02 | 2,111 | 169 | 1,818 |
| 11 Dec | 465.25 | 1.65 | -0.35 | 19.45 | 1,185 | -89 | 1,658 |
| 10 Dec | 465.45 | 2 | -0.20 | 20.39 | 1,264 | 30 | 1,744 |
| 9 Dec | 464.95 | 2.2 | 0.50 | 20.51 | 1,843 | 34 | 1,727 |
| 6 Dec | 471.15 | 1.7 | -0.60 | 21.37 | 1,316 | 55 | 1,689 |
| 5 Dec | 467.50 | 2.3 | -0.70 | 20.66 | 2,590 | -329 | 1,632 |
| 4 Dec | 467.10 | 3 | 0.15 | 22.20 | 2,408 | -221 | 1,936 |
| 3 Dec | 472.55 | 2.85 | 1.45 | 24.50 | 9,236 | 852 | 2,183 |
| 2 Dec | 477.20 | 1.4 | -0.35 | 21.27 | 775 | 45 | 1,348 |
| 29 Nov | 476.75 | 1.75 | -0.55 | 21.43 | 1,252 | 277 | 1,300 |
| 28 Nov | 474.90 | 2.3 | 0.30 | 22.34 | 1,354 | 248 | 1,023 |
| 27 Nov | 476.95 | 2 | 0.05 | 21.66 | 428 | 119 | 774 |
| 26 Nov | 477.00 | 1.95 | 0.00 | 21.21 | 546 | 82 | 652 |
| 25 Nov | 476.80 | 1.95 | -0.70 | 21.43 | 597 | 150 | 571 |
| 22 Nov | 474.65 | 2.65 | -3.75 | 20.95 | 1,079 | 12 | 433 |
| 21 Nov | 457.15 | 6.4 | 2.80 | 20.00 | 960 | 229 | 415 |
| 20 Nov | 467.35 | 3.6 | 0.00 | 19.20 | 349 | 49 | 188 |
| 19 Nov | 467.35 | 3.6 | 0.10 | 19.20 | 349 | 51 | 188 |
| 18 Nov | 466.55 | 3.5 | -0.25 | 19.16 | 255 | 43 | 136 |
| 14 Nov | 465.95 | 3.75 | 0.60 | 18.84 | 232 | 17 | 93 |
| 13 Nov | 472.20 | 3.15 | 0.40 | 19.52 | 51 | 16 | 77 |
| 12 Nov | 472.85 | 2.75 | 0.45 | 18.36 | 53 | 7 | 61 |
| 11 Nov | 476.95 | 2.3 | 0.10 | 19.15 | 409 | 1 | 53 |
| 8 Nov | 478.05 | 2.2 | -0.60 | 18.85 | 31 | -2 | 51 |
| 7 Nov | 477.90 | 2.8 | 0.20 | 20.06 | 100 | -7 | 53 |
| 6 Nov | 481.10 | 2.6 | -0.80 | 20.81 | 472 | -18 | 61 |
| 5 Nov | 480.20 | 3.4 | -0.10 | 22.25 | 135 | 55 | 82 |
| 4 Nov | 484.60 | 3.5 | 23.84 | 137 | 27 | 27 | |
For Itc Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 PE is -0.14
Historical price for 450 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 26.38, the open interest changed by -44 which decreased total open position to 2028
On 19 Dec ITC was trading at 466.55. The strike last trading price was 1.3, which was 0.40 higher than the previous day. The implied volatity was 25.92, the open interest changed by -50 which decreased total open position to 2073
On 18 Dec ITC was trading at 470.50. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 26.12, the open interest changed by 149 which increased total open position to 2133
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 24.30, the open interest changed by 88 which increased total open position to 2004
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 22.98, the open interest changed by -15 which decreased total open position to 1915
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.95, which was -1.30 lower than the previous day. The implied volatity was 21.07, the open interest changed by 132 which increased total open position to 1953
On 12 Dec ITC was trading at 460.60. The strike last trading price was 2.25, which was 0.60 higher than the previous day. The implied volatity was 19.02, the open interest changed by 169 which increased total open position to 1818
On 11 Dec ITC was trading at 465.25. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 19.45, the open interest changed by -89 which decreased total open position to 1658
On 10 Dec ITC was trading at 465.45. The strike last trading price was 2, which was -0.20 lower than the previous day. The implied volatity was 20.39, the open interest changed by 30 which increased total open position to 1744
On 9 Dec ITC was trading at 464.95. The strike last trading price was 2.2, which was 0.50 higher than the previous day. The implied volatity was 20.51, the open interest changed by 34 which increased total open position to 1727
On 6 Dec ITC was trading at 471.15. The strike last trading price was 1.7, which was -0.60 lower than the previous day. The implied volatity was 21.37, the open interest changed by 55 which increased total open position to 1689
On 5 Dec ITC was trading at 467.50. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 20.66, the open interest changed by -329 which decreased total open position to 1632
On 4 Dec ITC was trading at 467.10. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 22.20, the open interest changed by -221 which decreased total open position to 1936
On 3 Dec ITC was trading at 472.55. The strike last trading price was 2.85, which was 1.45 higher than the previous day. The implied volatity was 24.50, the open interest changed by 852 which increased total open position to 2183
On 2 Dec ITC was trading at 477.20. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 21.27, the open interest changed by 45 which increased total open position to 1348
On 29 Nov ITC was trading at 476.75. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 21.43, the open interest changed by 277 which increased total open position to 1300
On 28 Nov ITC was trading at 474.90. The strike last trading price was 2.3, which was 0.30 higher than the previous day. The implied volatity was 22.34, the open interest changed by 248 which increased total open position to 1023
On 27 Nov ITC was trading at 476.95. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 21.66, the open interest changed by 119 which increased total open position to 774
On 26 Nov ITC was trading at 477.00. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 21.21, the open interest changed by 82 which increased total open position to 652
On 25 Nov ITC was trading at 476.80. The strike last trading price was 1.95, which was -0.70 lower than the previous day. The implied volatity was 21.43, the open interest changed by 150 which increased total open position to 571
On 22 Nov ITC was trading at 474.65. The strike last trading price was 2.65, which was -3.75 lower than the previous day. The implied volatity was 20.95, the open interest changed by 12 which increased total open position to 433
On 21 Nov ITC was trading at 457.15. The strike last trading price was 6.4, which was 2.80 higher than the previous day. The implied volatity was 20.00, the open interest changed by 229 which increased total open position to 415
On 20 Nov ITC was trading at 467.35. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 19.20, the open interest changed by 49 which increased total open position to 188
On 19 Nov ITC was trading at 467.35. The strike last trading price was 3.6, which was 0.10 higher than the previous day. The implied volatity was 19.20, the open interest changed by 51 which increased total open position to 188
On 18 Nov ITC was trading at 466.55. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 19.16, the open interest changed by 43 which increased total open position to 136
On 14 Nov ITC was trading at 465.95. The strike last trading price was 3.75, which was 0.60 higher than the previous day. The implied volatity was 18.84, the open interest changed by 17 which increased total open position to 93
On 13 Nov ITC was trading at 472.20. The strike last trading price was 3.15, which was 0.40 higher than the previous day. The implied volatity was 19.52, the open interest changed by 16 which increased total open position to 77
On 12 Nov ITC was trading at 472.85. The strike last trading price was 2.75, which was 0.45 higher than the previous day. The implied volatity was 18.36, the open interest changed by 7 which increased total open position to 61
On 11 Nov ITC was trading at 476.95. The strike last trading price was 2.3, which was 0.10 higher than the previous day. The implied volatity was 19.15, the open interest changed by 1 which increased total open position to 53
On 8 Nov ITC was trading at 478.05. The strike last trading price was 2.2, which was -0.60 lower than the previous day. The implied volatity was 18.85, the open interest changed by -2 which decreased total open position to 51
On 7 Nov ITC was trading at 477.90. The strike last trading price was 2.8, which was 0.20 higher than the previous day. The implied volatity was 20.06, the open interest changed by -7 which decreased total open position to 53
On 6 Nov ITC was trading at 481.10. The strike last trading price was 2.6, which was -0.80 lower than the previous day. The implied volatity was 20.81, the open interest changed by -18 which decreased total open position to 61
On 5 Nov ITC was trading at 480.20. The strike last trading price was 3.4, which was -0.10 lower than the previous day. The implied volatity was 22.25, the open interest changed by 55 which increased total open position to 82
On 4 Nov ITC was trading at 484.60. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was 23.84, the open interest changed by 27 which increased total open position to 27
