[--[65.84.65.76]--]
ITC
ITC LTD

425.5 -3.55 (-0.83%)

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Historical option data for ITC

02 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 425.50 1.25 -0.50 - 24,96,000 -94,400 26,28,800
1 Jul 429.05 1.75 - 24,12,800 4,48,000 27,23,200
28 Jun 424.90 1.45 - 26,32,000 3,87,200 22,75,200
27 Jun 425.60 1.8 - 21,93,600 4,35,200 18,88,000
26 Jun 423.95 1.75 - 5,68,000 1,34,400 14,51,200
25 Jun 423.30 2 - 6,20,800 33,600 13,16,800
24 Jun 423.30 2.15 - 4,97,600 81,600 12,81,600
21 Jun 419.60 2.30 - 3,45,600 59,200 11,93,600
20 Jun 423.30 2.75 - 4,80,000 51,200 11,32,800
19 Jun 423.65 2.70 - 7,29,600 1,31,200 10,81,600
18 Jun 428.75 3.15 - 6,46,400 2,43,200 9,48,800
14 Jun 431.15 3.90 - 2,68,800 92,800 7,05,600
13 Jun 430.30 4.05 - 1,31,200 92,800 6,16,000
12 Jun 432.30 4.90 - 2,49,600 -4,800 5,12,000
11 Jun 433.00 5.45 - 1,26,400 27,200 5,16,800
10 Jun 436.90 6.70 - 1,52,000 56,000 4,86,400
7 Jun 439.15 8.05 - 2,25,600 1,52,000 4,28,800
6 Jun 435.40 8.50 - 1,07,200 70,400 2,76,800
5 Jun 430.30 6.90 - 1,21,600 75,200 2,06,400
4 Jun 415.20 4.75 - 22,400 22,400 1,31,200
3 Jun 430.35 5.00 - 57,600 11,200 1,08,800
31 May 426.45 5.50 - 73,600 49,600 96,000
30 May 423.85 7.20 - 12,800 46,400 46,400
29 May 430.95 11.10 - 0 0 0
28 May 429.00 11.10 - 12,800 4,800 48,000
27 May 431.50 12.25 - 8,000 0 44,800
24 May 436.20 13.75 - 14,400 0 44,800
23 May 441.35 14.15 - 20,800 16,000 44,800
22 May 439.90 14.00 - 6,400 0 28,800
21 May 434.80 12.75 - 9,600 6,400 30,400
18 May 436.65 12.00 - 1,600 0 22,400
17 May 436.30 12.00 - 3,200 1,600 20,800
16 May 431.45 10.15 - 6,400 4,800 19,200
15 May 427.80 11.50 - 9,600 1,600 16,000
14 May 429.70 11.50 - 1,600 14,400 14,400


For ITC LTD - strike price 460 expiring on 25JUL2024

Delta for 460 CE is -

Historical price for 460 CE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -94400 which decreased total open position to 2628800


On 1 Jul ITC was trading at 429.05. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 448000 which increased total open position to 2723200


On 28 Jun ITC was trading at 424.90. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 387200 which increased total open position to 2275200


On 27 Jun ITC was trading at 425.60. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 435200 which increased total open position to 1888000


On 26 Jun ITC was trading at 423.95. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 134400 which increased total open position to 1451200


On 25 Jun ITC was trading at 423.30. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 33600 which increased total open position to 1316800


On 24 Jun ITC was trading at 423.30. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 81600 which increased total open position to 1281600


On 21 Jun ITC was trading at 419.60. The strike last trading price was 2.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 59200 which increased total open position to 1193600


On 20 Jun ITC was trading at 423.30. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 51200 which increased total open position to 1132800


On 19 Jun ITC was trading at 423.65. The strike last trading price was 2.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 131200 which increased total open position to 1081600


On 18 Jun ITC was trading at 428.75. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 243200 which increased total open position to 948800


On 14 Jun ITC was trading at 431.15. The strike last trading price was 3.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 92800 which increased total open position to 705600


On 13 Jun ITC was trading at 430.30. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 92800 which increased total open position to 616000


On 12 Jun ITC was trading at 432.30. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -4800 which decreased total open position to 512000


On 11 Jun ITC was trading at 433.00. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 27200 which increased total open position to 516800


On 10 Jun ITC was trading at 436.90. The strike last trading price was 6.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 486400


On 7 Jun ITC was trading at 439.15. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 152000 which increased total open position to 428800


On 6 Jun ITC was trading at 435.40. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 70400 which increased total open position to 276800


On 5 Jun ITC was trading at 430.30. The strike last trading price was 6.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 75200 which increased total open position to 206400


On 4 Jun ITC was trading at 415.20. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 22400 which increased total open position to 131200


On 3 Jun ITC was trading at 430.35. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 108800


On 31 May ITC was trading at 426.45. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 49600 which increased total open position to 96000


On 30 May ITC was trading at 423.85. The strike last trading price was 7.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 46400 which increased total open position to 46400


On 29 May ITC was trading at 430.95. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 May ITC was trading at 429.00. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 48000


On 27 May ITC was trading at 431.50. The strike last trading price was 12.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44800


On 24 May ITC was trading at 436.20. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44800


On 23 May ITC was trading at 441.35. The strike last trading price was 14.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 44800


On 22 May ITC was trading at 439.90. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28800


On 21 May ITC was trading at 434.80. The strike last trading price was 12.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 30400


On 18 May ITC was trading at 436.65. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22400


On 17 May ITC was trading at 436.30. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 20800


On 16 May ITC was trading at 431.45. The strike last trading price was 10.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 19200


On 15 May ITC was trading at 427.80. The strike last trading price was 11.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 16000


On 14 May ITC was trading at 429.70. The strike last trading price was 11.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 14400


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 425.50 33.5 4.00 - 16,000 -1,600 5,60,000
1 Jul 429.05 29.5 - 40,000 27,200 5,61,600
28 Jun 424.90 33.2 - 62,400 38,400 5,34,400
27 Jun 425.60 33 - 3,76,000 2,59,200 4,96,000
26 Jun 423.95 34.5 - 1,13,600 4,800 2,36,800
25 Jun 423.30 35.95 - 41,600 28,800 2,32,000
24 Jun 423.30 36.9 - 67,200 51,200 2,01,600
21 Jun 419.60 39.30 - 65,600 27,200 1,48,800
20 Jun 423.30 33.90 - 4,800 1,600 1,21,600
19 Jun 423.65 35.70 - 36,800 33,600 1,20,000
18 Jun 428.75 29.45 - 52,800 48,000 86,400
14 Jun 431.15 27.90 - 1,600 0 38,400
13 Jun 430.30 25.60 - 0 0 0
12 Jun 432.30 25.60 - 0 0 0
11 Jun 433.00 25.60 - 0 35,200 0
10 Jun 436.90 25.60 - 36,800 27,200 30,400
7 Jun 439.15 28.10 - 0 1,600 0
6 Jun 435.40 28.10 - 3,200 1,600 1,600
5 Jun 430.30 28.10 - 0 0 0
4 Jun 415.20 28.10 - 0 0 0
3 Jun 430.35 28.10 - 0 0 0
31 May 426.45 28.10 - 0 0 0
30 May 423.85 28.10 - 0 0 0
29 May 430.95 28.10 - 0 0 0
28 May 429.00 28.10 - 0 0 0
27 May 431.50 28.10 - 0 0 0
24 May 436.20 28.10 - 0 0 0
23 May 441.35 28.10 - 0 0 0
22 May 439.90 0.00 - 0 0 0
21 May 434.80 0.00 - 0 0 0
18 May 436.65 0.00 - 0 0 0
17 May 436.30 0.00 - 0 0 0
16 May 431.45 0.00 - 0 0 0
15 May 427.80 0.00 - 0 0 0
14 May 429.70 0.00 - 0 0 0


For ITC LTD - strike price 460 expiring on 25JUL2024

Delta for 460 PE is -

Historical price for 460 PE is as follows

On 2 Jul ITC was trading at 425.50. The strike last trading price was 33.5, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 560000


On 1 Jul ITC was trading at 429.05. The strike last trading price was 29.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 27200 which increased total open position to 561600


On 28 Jun ITC was trading at 424.90. The strike last trading price was 33.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 38400 which increased total open position to 534400


On 27 Jun ITC was trading at 425.60. The strike last trading price was 33, which was lower than the previous day. The implied volatity was -, the open interest changed by 259200 which increased total open position to 496000


On 26 Jun ITC was trading at 423.95. The strike last trading price was 34.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 236800


On 25 Jun ITC was trading at 423.30. The strike last trading price was 35.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 232000


On 24 Jun ITC was trading at 423.30. The strike last trading price was 36.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 51200 which increased total open position to 201600


On 21 Jun ITC was trading at 419.60. The strike last trading price was 39.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 27200 which increased total open position to 148800


On 20 Jun ITC was trading at 423.30. The strike last trading price was 33.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 121600


On 19 Jun ITC was trading at 423.65. The strike last trading price was 35.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 33600 which increased total open position to 120000


On 18 Jun ITC was trading at 428.75. The strike last trading price was 29.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 86400


On 14 Jun ITC was trading at 431.15. The strike last trading price was 27.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38400


On 13 Jun ITC was trading at 430.30. The strike last trading price was 25.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun ITC was trading at 432.30. The strike last trading price was 25.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun ITC was trading at 433.00. The strike last trading price was 25.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 35200 which increased total open position to 0


On 10 Jun ITC was trading at 436.90. The strike last trading price was 25.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 27200 which increased total open position to 30400


On 7 Jun ITC was trading at 439.15. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0


On 6 Jun ITC was trading at 435.40. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600


On 5 Jun ITC was trading at 430.30. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun ITC was trading at 415.20. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun ITC was trading at 430.35. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May ITC was trading at 426.45. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 May ITC was trading at 423.85. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 May ITC was trading at 430.95. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 May ITC was trading at 429.00. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 May ITC was trading at 431.50. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 May ITC was trading at 436.20. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 May ITC was trading at 441.35. The strike last trading price was 28.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 May ITC was trading at 439.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 May ITC was trading at 434.80. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May ITC was trading at 436.65. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 May ITC was trading at 436.30. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 May ITC was trading at 431.45. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May ITC was trading at 427.80. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May ITC was trading at 429.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0