ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 455 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.09
Theta: -0.22
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 11.7 | -1.20 | 13.85 | 2,234 | 75 | 405 | |||
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| 19 Dec | 466.55 | 12.9 | -4.90 | 18.89 | 102 | -14 | 331 | |||
| 18 Dec | 470.50 | 17.8 | 0.40 | 18.94 | 162 | 19 | 347 | |||
| 17 Dec | 469.55 | 17.4 | -0.60 | 17.75 | 131 | -20 | 327 | |||
| 16 Dec | 470.10 | 18 | -1.15 | 23.33 | 63 | -31 | 348 | |||
| 13 Dec | 470.00 | 19.15 | 8.15 | 20.51 | 4,712 | 235 | 377 | |||
| 12 Dec | 460.60 | 11 | -3.65 | 18.24 | 410 | 23 | 142 | |||
| 11 Dec | 465.25 | 14.65 | -0.10 | 18.81 | 141 | 5 | 119 | |||
| 10 Dec | 465.45 | 14.75 | -0.80 | 17.97 | 88 | 14 | 111 | |||
| 9 Dec | 464.95 | 15.55 | -4.90 | 19.34 | 52 | -6 | 96 | |||
| 6 Dec | 471.15 | 20.45 | 2.30 | 15.46 | 108 | 34 | 101 | |||
| 5 Dec | 467.50 | 18.15 | -0.20 | 18.99 | 144 | 8 | 67 | |||
| 4 Dec | 467.10 | 18.35 | -3.80 | 19.94 | 47 | -9 | 57 | |||
| 3 Dec | 472.55 | 22.15 | -5.45 | 17.74 | 308 | 26 | 64 | |||
| 2 Dec | 477.20 | 27.6 | 0.60 | 21.66 | 5 | -2 | 37 | |||
| 29 Nov | 476.75 | 27 | 0.50 | 18.49 | 30 | 14 | 38 | |||
| 28 Nov | 474.90 | 26.5 | -0.30 | 20.18 | 16 | 1 | 26 | |||
| 27 Nov | 476.95 | 26.8 | 1.35 | 16.49 | 4 | -1 | 25 | |||
| 26 Nov | 477.00 | 25.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 476.80 | 25.45 | 1.15 | - | 8 | 12 | 26 | |||
| 22 Nov | 474.65 | 24.3 | 10.50 | 13.70 | 158 | 12 | 26 | |||
| 21 Nov | 457.15 | 13.8 | -29.05 | 18.41 | 53 | 13 | 13 | |||
| 20 Nov | 467.35 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 466.55 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 465.95 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 472.20 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 42.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 42.85 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 455 expiring on 26DEC2024
Delta for 455 CE is 0.92
Historical price for 455 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 11.7, which was -1.20 lower than the previous day. The implied volatity was 13.85, the open interest changed by 75 which increased total open position to 405
On 19 Dec ITC was trading at 466.55. The strike last trading price was 12.9, which was -4.90 lower than the previous day. The implied volatity was 18.89, the open interest changed by -14 which decreased total open position to 331
On 18 Dec ITC was trading at 470.50. The strike last trading price was 17.8, which was 0.40 higher than the previous day. The implied volatity was 18.94, the open interest changed by 19 which increased total open position to 347
On 17 Dec ITC was trading at 469.55. The strike last trading price was 17.4, which was -0.60 lower than the previous day. The implied volatity was 17.75, the open interest changed by -20 which decreased total open position to 327
On 16 Dec ITC was trading at 470.10. The strike last trading price was 18, which was -1.15 lower than the previous day. The implied volatity was 23.33, the open interest changed by -31 which decreased total open position to 348
On 13 Dec ITC was trading at 470.00. The strike last trading price was 19.15, which was 8.15 higher than the previous day. The implied volatity was 20.51, the open interest changed by 235 which increased total open position to 377
On 12 Dec ITC was trading at 460.60. The strike last trading price was 11, which was -3.65 lower than the previous day. The implied volatity was 18.24, the open interest changed by 23 which increased total open position to 142
On 11 Dec ITC was trading at 465.25. The strike last trading price was 14.65, which was -0.10 lower than the previous day. The implied volatity was 18.81, the open interest changed by 5 which increased total open position to 119
On 10 Dec ITC was trading at 465.45. The strike last trading price was 14.75, which was -0.80 lower than the previous day. The implied volatity was 17.97, the open interest changed by 14 which increased total open position to 111
On 9 Dec ITC was trading at 464.95. The strike last trading price was 15.55, which was -4.90 lower than the previous day. The implied volatity was 19.34, the open interest changed by -6 which decreased total open position to 96
On 6 Dec ITC was trading at 471.15. The strike last trading price was 20.45, which was 2.30 higher than the previous day. The implied volatity was 15.46, the open interest changed by 34 which increased total open position to 101
On 5 Dec ITC was trading at 467.50. The strike last trading price was 18.15, which was -0.20 lower than the previous day. The implied volatity was 18.99, the open interest changed by 8 which increased total open position to 67
On 4 Dec ITC was trading at 467.10. The strike last trading price was 18.35, which was -3.80 lower than the previous day. The implied volatity was 19.94, the open interest changed by -9 which decreased total open position to 57
On 3 Dec ITC was trading at 472.55. The strike last trading price was 22.15, which was -5.45 lower than the previous day. The implied volatity was 17.74, the open interest changed by 26 which increased total open position to 64
On 2 Dec ITC was trading at 477.20. The strike last trading price was 27.6, which was 0.60 higher than the previous day. The implied volatity was 21.66, the open interest changed by -2 which decreased total open position to 37
On 29 Nov ITC was trading at 476.75. The strike last trading price was 27, which was 0.50 higher than the previous day. The implied volatity was 18.49, the open interest changed by 14 which increased total open position to 38
On 28 Nov ITC was trading at 474.90. The strike last trading price was 26.5, which was -0.30 lower than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 26
On 27 Nov ITC was trading at 476.95. The strike last trading price was 26.8, which was 1.35 higher than the previous day. The implied volatity was 16.49, the open interest changed by -1 which decreased total open position to 25
On 26 Nov ITC was trading at 477.00. The strike last trading price was 25.45, 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 25 Nov ITC was trading at 476.80. The strike last trading price was 25.45, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 26
On 22 Nov ITC was trading at 474.65. The strike last trading price was 24.3, which was 10.50 higher than the previous day. The implied volatity was 13.70, the open interest changed by 12 which increased total open position to 26
On 21 Nov ITC was trading at 457.15. The strike last trading price was 13.8, which was -29.05 lower than the previous day. The implied volatity was 18.41, the open interest changed by 13 which increased total open position to 13
On 20 Nov ITC was trading at 467.35. The strike last trading price was 42.85, 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 Nov ITC was trading at 467.35. The strike last trading price was 42.85, 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 Nov ITC was trading at 466.55. The strike last trading price was 42.85, 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 14 Nov ITC was trading at 465.95. The strike last trading price was 42.85, 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 42.85, 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 42.85, 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 42.85, 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 42.85, 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 42.85, 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 42.85, 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 42.85, 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 42.85, 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 455 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.17
Theta: -0.33
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 1.8 | -0.30 | 24.67 | 3,740 | 10 | 926 |
| 19 Dec | 466.55 | 2.1 | 0.70 | 24.97 | 2,426 | -85 | 928 |
| 18 Dec | 470.50 | 1.4 | 0.00 | 24.96 | 1,603 | -29 | 1,018 |
| 17 Dec | 469.55 | 1.4 | 0.00 | 23.17 | 4,674 | 88 | 1,052 |
| 16 Dec | 470.10 | 1.4 | 0.05 | 21.50 | 1,564 | -86 | 974 |
| 13 Dec | 470.00 | 1.35 | -2.00 | 19.64 | 8,571 | 344 | 1,060 |
| 12 Dec | 460.60 | 3.35 | 0.80 | 18.06 | 2,058 | 26 | 709 |
| 11 Dec | 465.25 | 2.55 | -0.45 | 18.86 | 934 | 82 | 685 |
| 10 Dec | 465.45 | 3 | -0.20 | 19.91 | 966 | 42 | 606 |
| 9 Dec | 464.95 | 3.2 | 0.85 | 19.92 | 1,391 | 30 | 566 |
| 6 Dec | 471.15 | 2.35 | -0.80 | 20.59 | 917 | 15 | 539 |
| 5 Dec | 467.50 | 3.15 | -0.90 | 19.90 | 2,260 | -64 | 532 |
| 4 Dec | 467.10 | 4.05 | 0.30 | 21.66 | 1,081 | -67 | 590 |
| 3 Dec | 472.55 | 3.75 | 1.80 | 23.97 | 3,158 | 329 | 656 |
| 2 Dec | 477.20 | 1.95 | -0.35 | 20.73 | 537 | 26 | 325 |
| 29 Nov | 476.75 | 2.3 | -0.70 | 20.69 | 847 | 84 | 300 |
| 28 Nov | 474.90 | 3 | 0.65 | 21.72 | 1,196 | 35 | 218 |
| 27 Nov | 476.95 | 2.35 | -0.15 | 20.22 | 122 | 47 | 183 |
| 26 Nov | 477.00 | 2.5 | 0.10 | 20.42 | 145 | 23 | 137 |
| 25 Nov | 476.80 | 2.4 | -1.05 | 20.40 | 163 | 46 | 113 |
| 22 Nov | 474.65 | 3.45 | -4.55 | 20.48 | 406 | 13 | 80 |
| 21 Nov | 457.15 | 8 | 3.15 | 19.41 | 258 | 39 | 67 |
| 20 Nov | 467.35 | 4.85 | 0.00 | 19.10 | 43 | 20 | 29 |
| 19 Nov | 467.35 | 4.85 | 0.05 | 19.10 | 43 | 21 | 29 |
| 18 Nov | 466.55 | 4.8 | 0.45 | 19.25 | 6 | 3 | 5 |
| 14 Nov | 465.95 | 4.35 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Nov | 472.20 | 4.35 | 0.35 | 19.52 | 4 | 3 | 3 |
| 12 Nov | 472.85 | 4 | 0.00 | 4.65 | 0 | 0 | 0 |
| 11 Nov | 476.95 | 4 | 0.00 | 5.10 | 0 | 0 | 0 |
| 8 Nov | 478.05 | 4 | 0.00 | 5.25 | 0 | 0 | 0 |
| 7 Nov | 477.90 | 4 | 0.00 | 5.08 | 0 | 0 | 0 |
| 6 Nov | 481.10 | 4 | 0.00 | 5.47 | 0 | 0 | 0 |
| 5 Nov | 480.20 | 4 | 0.00 | 5.51 | 0 | 0 | 0 |
| 4 Nov | 484.60 | 4 | 5.95 | 0 | 0 | 0 | |
For Itc Ltd - strike price 455 expiring on 26DEC2024
Delta for 455 PE is -0.21
Historical price for 455 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 24.67, the open interest changed by 10 which increased total open position to 926
On 19 Dec ITC was trading at 466.55. The strike last trading price was 2.1, which was 0.70 higher than the previous day. The implied volatity was 24.97, the open interest changed by -85 which decreased total open position to 928
On 18 Dec ITC was trading at 470.50. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 24.96, the open interest changed by -29 which decreased total open position to 1018
On 17 Dec ITC was trading at 469.55. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 23.17, the open interest changed by 88 which increased total open position to 1052
On 16 Dec ITC was trading at 470.10. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 21.50, the open interest changed by -86 which decreased total open position to 974
On 13 Dec ITC was trading at 470.00. The strike last trading price was 1.35, which was -2.00 lower than the previous day. The implied volatity was 19.64, the open interest changed by 344 which increased total open position to 1060
On 12 Dec ITC was trading at 460.60. The strike last trading price was 3.35, which was 0.80 higher than the previous day. The implied volatity was 18.06, the open interest changed by 26 which increased total open position to 709
On 11 Dec ITC was trading at 465.25. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 18.86, the open interest changed by 82 which increased total open position to 685
On 10 Dec ITC was trading at 465.45. The strike last trading price was 3, which was -0.20 lower than the previous day. The implied volatity was 19.91, the open interest changed by 42 which increased total open position to 606
On 9 Dec ITC was trading at 464.95. The strike last trading price was 3.2, which was 0.85 higher than the previous day. The implied volatity was 19.92, the open interest changed by 30 which increased total open position to 566
On 6 Dec ITC was trading at 471.15. The strike last trading price was 2.35, which was -0.80 lower than the previous day. The implied volatity was 20.59, the open interest changed by 15 which increased total open position to 539
On 5 Dec ITC was trading at 467.50. The strike last trading price was 3.15, which was -0.90 lower than the previous day. The implied volatity was 19.90, the open interest changed by -64 which decreased total open position to 532
On 4 Dec ITC was trading at 467.10. The strike last trading price was 4.05, which was 0.30 higher than the previous day. The implied volatity was 21.66, the open interest changed by -67 which decreased total open position to 590
On 3 Dec ITC was trading at 472.55. The strike last trading price was 3.75, which was 1.80 higher than the previous day. The implied volatity was 23.97, the open interest changed by 329 which increased total open position to 656
On 2 Dec ITC was trading at 477.20. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 20.73, the open interest changed by 26 which increased total open position to 325
On 29 Nov ITC was trading at 476.75. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 20.69, the open interest changed by 84 which increased total open position to 300
On 28 Nov ITC was trading at 474.90. The strike last trading price was 3, which was 0.65 higher than the previous day. The implied volatity was 21.72, the open interest changed by 35 which increased total open position to 218
On 27 Nov ITC was trading at 476.95. The strike last trading price was 2.35, which was -0.15 lower than the previous day. The implied volatity was 20.22, the open interest changed by 47 which increased total open position to 183
On 26 Nov ITC was trading at 477.00. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was 20.42, the open interest changed by 23 which increased total open position to 137
On 25 Nov ITC was trading at 476.80. The strike last trading price was 2.4, which was -1.05 lower than the previous day. The implied volatity was 20.40, the open interest changed by 46 which increased total open position to 113
On 22 Nov ITC was trading at 474.65. The strike last trading price was 3.45, which was -4.55 lower than the previous day. The implied volatity was 20.48, the open interest changed by 13 which increased total open position to 80
On 21 Nov ITC was trading at 457.15. The strike last trading price was 8, which was 3.15 higher than the previous day. The implied volatity was 19.41, the open interest changed by 39 which increased total open position to 67
On 20 Nov ITC was trading at 467.35. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 19.10, the open interest changed by 20 which increased total open position to 29
On 19 Nov ITC was trading at 467.35. The strike last trading price was 4.85, which was 0.05 higher than the previous day. The implied volatity was 19.10, the open interest changed by 21 which increased total open position to 29
On 18 Nov ITC was trading at 466.55. The strike last trading price was 4.8, which was 0.45 higher than the previous day. The implied volatity was 19.25, the open interest changed by 3 which increased total open position to 5
On 14 Nov ITC was trading at 465.95. The strike last trading price was 4.35, 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 13 Nov ITC was trading at 472.20. The strike last trading price was 4.35, which was 0.35 higher than the previous day. The implied volatity was 19.52, the open interest changed by 3 which increased total open position to 3
On 12 Nov ITC was trading at 472.85. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 4, which was 0.00 lower than the previous day. The implied volatity was 5.10, 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 4, which was 0.00 lower than the previous day. The implied volatity was 5.25, 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 4, which was 0.00 lower than the previous day. The implied volatity was 5.08, 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 4, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 4, which was 0.00 lower than the previous day. The implied volatity was 5.51, 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 4, which was lower than the previous day. The implied volatity was 5.95, the open interest changed by 0 which decreased total open position to 0
