ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 455 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.25
Theta: -0.43
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 6.65 | -6.85 | 20.21 | 1,940 | 229 | 294 | |||
| 20 Nov | 467.35 | 13.5 | 0.00 | 15.91 | 25 | -8 | 65 | |||
| 19 Nov | 467.35 | 13.5 | -1.05 | 15.91 | 25 | -8 | 65 | |||
| 18 Nov | 466.55 | 14.55 | 0.00 | 16.59 | 194 | 11 | 74 | |||
| 14 Nov | 465.95 | 14.55 | -6.75 | 13.61 | 172 | 31 | 65 | |||
| 13 Nov | 472.20 | 21.3 | 1.70 | 23.65 | 11 | 4 | 34 | |||
| 12 Nov | 472.85 | 19.6 | -4.40 | 15.30 | 9 | -1 | 29 | |||
| 11 Nov | 476.95 | 24 | -2.05 | - | 12 | 2 | 30 | |||
| 8 Nov | 478.05 | 26.05 | -0.55 | 10.99 | 2 | 0 | 28 | |||
| 7 Nov | 477.90 | 26.6 | -3.55 | 18.14 | 3 | 0 | 28 | |||
| 6 Nov | 481.10 | 30.15 | 0.75 | 16.45 | 18 | 11 | 26 | |||
| 5 Nov | 480.20 | 29.4 | -2.60 | 16.59 | 8 | 1 | 15 | |||
| 4 Nov | 484.60 | 32 | -3.00 | - | 5 | 0 | 14 | |||
| 1 Nov | 490.30 | 35 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 488.80 | 35 | -4.40 | - | 2 | 1 | 13 | |||
| 30 Oct | 491.55 | 39.4 | 1.90 | - | 3 | 2 | 11 | |||
| 29 Oct | 487.95 | 37.5 | 3.60 | - | 10 | 4 | 7 | |||
| 28 Oct | 484.15 | 33.9 | -40.65 | - | 4 | 3 | 3 | |||
| 25 Oct | 482.30 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 471.70 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 480.35 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 481.80 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 483.65 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 486.70 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 488.90 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 493.20 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 498.55 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 496.95 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 488.20 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 492.05 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 491.70 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 507.95 | 74.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 510.20 | 74.55 | 74.55 | - | 0 | 0 | 0 | |||
| 4 Oct | 503.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 512.75 | 0 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 455 expiring on 28NOV2024
Delta for 455 CE is 0.59
Historical price for 455 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 6.65, which was -6.85 lower than the previous day. The implied volatity was 20.21, the open interest changed by 229 which increased total open position to 294
On 20 Nov ITC was trading at 467.35. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 15.91, the open interest changed by -8 which decreased total open position to 65
On 19 Nov ITC was trading at 467.35. The strike last trading price was 13.5, which was -1.05 lower than the previous day. The implied volatity was 15.91, the open interest changed by -8 which decreased total open position to 65
On 18 Nov ITC was trading at 466.55. The strike last trading price was 14.55, which was 0.00 lower than the previous day. The implied volatity was 16.59, the open interest changed by 11 which increased total open position to 74
On 14 Nov ITC was trading at 465.95. The strike last trading price was 14.55, which was -6.75 lower than the previous day. The implied volatity was 13.61, the open interest changed by 31 which increased total open position to 65
On 13 Nov ITC was trading at 472.20. The strike last trading price was 21.3, which was 1.70 higher than the previous day. The implied volatity was 23.65, the open interest changed by 4 which increased total open position to 34
On 12 Nov ITC was trading at 472.85. The strike last trading price was 19.6, which was -4.40 lower than the previous day. The implied volatity was 15.30, the open interest changed by -1 which decreased total open position to 29
On 11 Nov ITC was trading at 476.95. The strike last trading price was 24, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 30
On 8 Nov ITC was trading at 478.05. The strike last trading price was 26.05, which was -0.55 lower than the previous day. The implied volatity was 10.99, the open interest changed by 0 which decreased total open position to 28
On 7 Nov ITC was trading at 477.90. The strike last trading price was 26.6, which was -3.55 lower than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 28
On 6 Nov ITC was trading at 481.10. The strike last trading price was 30.15, which was 0.75 higher than the previous day. The implied volatity was 16.45, the open interest changed by 11 which increased total open position to 26
On 5 Nov ITC was trading at 480.20. The strike last trading price was 29.4, which was -2.60 lower than the previous day. The implied volatity was 16.59, the open interest changed by 1 which increased total open position to 15
On 4 Nov ITC was trading at 484.60. The strike last trading price was 32, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 1 Nov ITC was trading at 490.30. The strike last trading price was 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 31 Oct ITC was trading at 488.80. The strike last trading price was 35, which was -4.40 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 39.4, which was 1.90 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 37.5, which was 3.60 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 33.9, which was -40.65 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 74.55, 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 74.55, 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 74.55, 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 74.55, 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 74.55, 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 18 Oct ITC was trading at 486.70. The strike last trading price was 74.55, 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 17 Oct ITC was trading at 488.90. The strike last trading price was 74.55, 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 74.55, 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 74.55, 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 74.55, 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 11 Oct ITC was trading at 488.20. The strike last trading price was 74.55, 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 74.55, 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 74.55, 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 8 Oct ITC was trading at 507.95. The strike last trading price was 74.55, 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 74.55, which was 74.55 higher 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 0, 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 3 Oct ITC was trading at 512.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 455 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.25
Theta: -0.31
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 3.9 | 2.05 | 20.70 | 5,092 | 88 | 494 |
| 20 Nov | 467.35 | 1.85 | 0.00 | 21.71 | 1,055 | 9 | 411 |
| 19 Nov | 467.35 | 1.85 | 0.05 | 21.71 | 1,055 | 14 | 411 |
| 18 Nov | 466.55 | 1.8 | -0.45 | 21.22 | 1,997 | 110 | 403 |
| 14 Nov | 465.95 | 2.25 | 0.45 | 19.77 | 1,808 | 108 | 297 |
| 13 Nov | 472.20 | 1.8 | 0.05 | 21.11 | 1,145 | -57 | 199 |
| 12 Nov | 472.85 | 1.75 | 0.50 | 20.25 | 553 | -1 | 277 |
| 11 Nov | 476.95 | 1.25 | 0.05 | 20.82 | 694 | 19 | 278 |
| 8 Nov | 478.05 | 1.2 | -0.50 | 19.81 | 592 | 8 | 259 |
| 7 Nov | 477.90 | 1.7 | 0.15 | 21.29 | 368 | 43 | 252 |
| 6 Nov | 481.10 | 1.55 | -0.75 | 22.29 | 461 | 4 | 210 |
| 5 Nov | 480.20 | 2.3 | 0.15 | 24.25 | 543 | 59 | 200 |
| 4 Nov | 484.60 | 2.15 | 0.45 | 25.45 | 663 | 5 | 141 |
| 1 Nov | 490.30 | 1.7 | -0.35 | 24.61 | 16 | 8 | 134 |
| 31 Oct | 488.80 | 2.05 | 0.50 | - | 419 | 14 | 128 |
| 30 Oct | 491.55 | 1.55 | -0.35 | - | 25 | -4 | 113 |
| 29 Oct | 487.95 | 1.9 | -0.65 | - | 27 | 5 | 116 |
| 28 Oct | 484.15 | 2.55 | -0.35 | - | 103 | 43 | 110 |
| 25 Oct | 482.30 | 2.9 | -2.65 | - | 244 | 51 | 67 |
| 24 Oct | 471.70 | 5.55 | 1.35 | - | 21 | 4 | 17 |
| 23 Oct | 480.35 | 4.2 | 0.95 | - | 7 | 1 | 12 |
| 22 Oct | 481.80 | 3.25 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 483.65 | 3.25 | 0.90 | - | 4 | 2 | 12 |
| 18 Oct | 486.70 | 2.35 | 1.25 | - | 20 | 10 | 10 |
| 17 Oct | 488.90 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 493.20 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 498.55 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 496.95 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 488.20 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.05 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 491.70 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 507.95 | 1.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 510.20 | 1.1 | 1.10 | - | 0 | 0 | 0 |
| 4 Oct | 503.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 512.75 | 0 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 455 expiring on 28NOV2024
Delta for 455 PE is -0.41
Historical price for 455 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 3.9, which was 2.05 higher than the previous day. The implied volatity was 20.70, the open interest changed by 88 which increased total open position to 494
On 20 Nov ITC was trading at 467.35. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 21.71, the open interest changed by 9 which increased total open position to 411
On 19 Nov ITC was trading at 467.35. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 21.71, the open interest changed by 14 which increased total open position to 411
On 18 Nov ITC was trading at 466.55. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 21.22, the open interest changed by 110 which increased total open position to 403
On 14 Nov ITC was trading at 465.95. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was 19.77, the open interest changed by 108 which increased total open position to 297
On 13 Nov ITC was trading at 472.20. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 21.11, the open interest changed by -57 which decreased total open position to 199
On 12 Nov ITC was trading at 472.85. The strike last trading price was 1.75, which was 0.50 higher than the previous day. The implied volatity was 20.25, the open interest changed by -1 which decreased total open position to 277
On 11 Nov ITC was trading at 476.95. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 20.82, the open interest changed by 19 which increased total open position to 278
On 8 Nov ITC was trading at 478.05. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 19.81, the open interest changed by 8 which increased total open position to 259
On 7 Nov ITC was trading at 477.90. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 21.29, the open interest changed by 43 which increased total open position to 252
On 6 Nov ITC was trading at 481.10. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 22.29, the open interest changed by 4 which increased total open position to 210
On 5 Nov ITC was trading at 480.20. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 24.25, the open interest changed by 59 which increased total open position to 200
On 4 Nov ITC was trading at 484.60. The strike last trading price was 2.15, which was 0.45 higher than the previous day. The implied volatity was 25.45, the open interest changed by 5 which increased total open position to 141
On 1 Nov ITC was trading at 490.30. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 24.61, the open interest changed by 8 which increased total open position to 134
On 31 Oct ITC was trading at 488.80. The strike last trading price was 2.05, 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 1.55, 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 29 Oct ITC was trading at 487.95. The strike last trading price was 1.9, which was -0.65 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 2.55, 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 2.9, which was -2.65 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 5.55, which was 1.35 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 4.2, which was 0.95 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 3.25, 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 21 Oct ITC was trading at 483.65. The strike last trading price was 3.25, which was 0.90 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 2.35, 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 17 Oct ITC was trading at 488.90. The strike last trading price was 1.1, 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 1.1, 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 1.1, 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 1.1, 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 11 Oct ITC was trading at 488.20. The strike last trading price was 1.1, 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 1.1, 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 1.1, 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 8 Oct ITC was trading at 507.95. The strike last trading price was 1.1, 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 1.1, 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 4 Oct ITC was trading at 503.55. The strike last trading price was 0, 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 3 Oct ITC was trading at 512.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
