ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.25
Theta: -0.40
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 21 Nov | 457.15 | 3.95 | -5.80 | 19.51 | 6,463 | 935 | 1,139 | |||
| 20 Nov | 467.35 | 9.75 | 0.00 | 17.09 | 1,248 | -126 | 206 | |||
| 19 Nov | 467.35 | 9.75 | -0.70 | 17.09 | 1,248 | -124 | 206 | |||
| 18 Nov | 466.55 | 10.45 | -0.40 | 16.24 | 1,720 | 59 | 334 | |||
| 14 Nov | 465.95 | 10.85 | -4.30 | 14.86 | 1,527 | 103 | 253 | |||
| 13 Nov | 472.20 | 15.15 | 0.20 | 15.19 | 334 | 30 | 150 | |||
| 12 Nov | 472.85 | 14.95 | -5.20 | 13.77 | 94 | 32 | 118 | |||
| 11 Nov | 476.95 | 20.15 | -1.25 | 15.01 | 42 | -2 | 86 | |||
| 8 Nov | 478.05 | 21.4 | -0.40 | 9.66 | 39 | 16 | 89 | |||
| 7 Nov | 477.90 | 21.8 | -4.55 | 16.20 | 20 | 2 | 74 | |||
| 6 Nov | 481.10 | 26.35 | 0.75 | 19.86 | 37 | -2 | 71 | |||
| 5 Nov | 480.20 | 25.6 | -4.70 | 19.45 | 33 | 13 | 72 | |||
| 4 Nov | 484.60 | 30.3 | -1.65 | 22.29 | 41 | 18 | 59 | |||
| 1 Nov | 490.30 | 31.95 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 31 Oct | 488.80 | 31.95 | -3.55 | - | 7 | 2 | 39 | |||
| 30 Oct | 491.55 | 35.5 | 3.20 | - | 2 | 0 | 36 | |||
| 29 Oct | 487.95 | 32.3 | 2.55 | - | 6 | 1 | 36 | |||
| 28 Oct | 484.15 | 29.75 | 1.00 | - | 23 | 1 | 34 | |||
| 25 Oct | 482.30 | 28.75 | 8.40 | - | 34 | -2 | 33 | |||
| 24 Oct | 471.70 | 20.35 | -8.65 | - | 36 | 14 | 34 | |||
| 23 Oct | 480.35 | 29 | 1.05 | - | 1 | 0 | 19 | |||
| 22 Oct | 481.80 | 27.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 483.65 | 27.95 | 0.00 | - | 0 | 3 | 0 | |||
| 18 Oct | 486.70 | 27.95 | -10.05 | - | 3 | 2 | 18 | |||
| 17 Oct | 488.90 | 38 | 0.00 | - | 0 | 8 | 0 | |||
| 16 Oct | 493.20 | 38 | -2.50 | - | 8 | 0 | 8 | |||
| 15 Oct | 498.55 | 40.5 | 0.00 | - | 0 | 8 | 0 | |||
| 14 Oct | 496.95 | 40.5 | -17.80 | - | 8 | 2 | 2 | |||
| 11 Oct | 488.20 | 58.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 492.05 | 58.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 491.70 | 58.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 507.95 | 58.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 510.20 | 58.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 503.55 | 58.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 512.75 | 58.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 518.15 | 58.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 522.70 | 58.3 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 460 expiring on 28NOV2024
Delta for 460 CE is 0.44
Historical price for 460 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 3.95, which was -5.80 lower than the previous day. The implied volatity was 19.51, the open interest changed by 935 which increased total open position to 1139
On 20 Nov ITC was trading at 467.35. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 17.09, the open interest changed by -126 which decreased total open position to 206
On 19 Nov ITC was trading at 467.35. The strike last trading price was 9.75, which was -0.70 lower than the previous day. The implied volatity was 17.09, the open interest changed by -124 which decreased total open position to 206
On 18 Nov ITC was trading at 466.55. The strike last trading price was 10.45, which was -0.40 lower than the previous day. The implied volatity was 16.24, the open interest changed by 59 which increased total open position to 334
On 14 Nov ITC was trading at 465.95. The strike last trading price was 10.85, which was -4.30 lower than the previous day. The implied volatity was 14.86, the open interest changed by 103 which increased total open position to 253
On 13 Nov ITC was trading at 472.20. The strike last trading price was 15.15, which was 0.20 higher than the previous day. The implied volatity was 15.19, the open interest changed by 30 which increased total open position to 150
On 12 Nov ITC was trading at 472.85. The strike last trading price was 14.95, which was -5.20 lower than the previous day. The implied volatity was 13.77, the open interest changed by 32 which increased total open position to 118
On 11 Nov ITC was trading at 476.95. The strike last trading price was 20.15, which was -1.25 lower than the previous day. The implied volatity was 15.01, the open interest changed by -2 which decreased total open position to 86
On 8 Nov ITC was trading at 478.05. The strike last trading price was 21.4, which was -0.40 lower than the previous day. The implied volatity was 9.66, the open interest changed by 16 which increased total open position to 89
On 7 Nov ITC was trading at 477.90. The strike last trading price was 21.8, which was -4.55 lower than the previous day. The implied volatity was 16.20, the open interest changed by 2 which increased total open position to 74
On 6 Nov ITC was trading at 481.10. The strike last trading price was 26.35, which was 0.75 higher than the previous day. The implied volatity was 19.86, the open interest changed by -2 which decreased total open position to 71
On 5 Nov ITC was trading at 480.20. The strike last trading price was 25.6, which was -4.70 lower than the previous day. The implied volatity was 19.45, the open interest changed by 13 which increased total open position to 72
On 4 Nov ITC was trading at 484.60. The strike last trading price was 30.3, which was -1.65 lower than the previous day. The implied volatity was 22.29, the open interest changed by 18 which increased total open position to 59
On 1 Nov ITC was trading at 490.30. The strike last trading price was 31.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct ITC was trading at 488.80. The strike last trading price was 31.95, which was -3.55 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 35.5, which was 3.20 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 32.3, which was 2.55 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 29.75, which was 1.00 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 28.75, which was 8.40 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 20.35, which was -8.65 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 29, which was 1.05 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 27.95, 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 27.95, 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 27.95, which was -10.05 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 38, 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 38, which was -2.50 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 40.5, 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 40.5, which was -17.80 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 58.3, 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 58.3, 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 58.3, 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 58.3, 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 58.3, 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 4 Oct ITC was trading at 503.55. The strike last trading price was 58.3, 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 58.3, 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 30 Sept ITC was trading at 518.15. The strike last trading price was 58.3, 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 27 Sept ITC was trading at 522.70. The strike last trading price was 58.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.25
Theta: -0.27
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 6.05 | 3.15 | 19.44 | 5,866 | 108 | 1,457 |
| 20 Nov | 467.35 | 2.9 | 0.00 | 20.66 | 3,269 | -203 | 1,342 |
| 19 Nov | 467.35 | 2.9 | 0.10 | 20.66 | 3,269 | -210 | 1,342 |
| 18 Nov | 466.55 | 2.8 | -0.50 | 20.24 | 3,885 | 74 | 1,553 |
| 14 Nov | 465.95 | 3.3 | 0.70 | 18.82 | 5,120 | 137 | 1,482 |
| 13 Nov | 472.20 | 2.6 | 0.00 | 20.24 | 2,740 | 45 | 1,347 |
| 12 Nov | 472.85 | 2.6 | 0.85 | 19.70 | 1,393 | 92 | 1,329 |
| 11 Nov | 476.95 | 1.75 | 0.05 | 19.79 | 1,217 | -79 | 1,248 |
| 8 Nov | 478.05 | 1.7 | -0.60 | 19.17 | 1,000 | 90 | 1,328 |
| 7 Nov | 477.90 | 2.3 | 0.30 | 20.44 | 1,254 | 329 | 1,244 |
| 6 Nov | 481.10 | 2 | -0.85 | 21.23 | 835 | 33 | 917 |
| 5 Nov | 480.20 | 2.85 | 0.20 | 23.11 | 1,125 | 168 | 890 |
| 4 Nov | 484.60 | 2.65 | 0.55 | 24.40 | 1,304 | -92 | 718 |
| 1 Nov | 490.30 | 2.1 | -0.35 | 23.69 | 74 | 26 | 811 |
| 31 Oct | 488.80 | 2.45 | 0.65 | - | 718 | 23 | 785 |
| 30 Oct | 491.55 | 1.8 | -0.35 | - | 332 | 17 | 764 |
| 29 Oct | 487.95 | 2.15 | -0.90 | - | 338 | 120 | 745 |
| 28 Oct | 484.15 | 3.05 | -0.40 | - | 437 | 141 | 625 |
| 25 Oct | 482.30 | 3.45 | -3.55 | - | 2,052 | 202 | 484 |
| 24 Oct | 471.70 | 7 | 1.95 | - | 403 | 141 | 282 |
| 23 Oct | 480.35 | 5.05 | 0.85 | - | 135 | 10 | 137 |
| 22 Oct | 481.80 | 4.2 | 0.50 | - | 64 | 16 | 126 |
| 21 Oct | 483.65 | 3.7 | 0.95 | - | 80 | 15 | 110 |
| 18 Oct | 486.70 | 2.75 | 0.65 | - | 80 | 24 | 95 |
| 17 Oct | 488.90 | 2.1 | 0.65 | - | 30 | 1 | 71 |
| 16 Oct | 493.20 | 1.45 | 0.35 | - | 68 | 0 | 70 |
| 15 Oct | 498.55 | 1.1 | -0.20 | - | 17 | 2 | 71 |
| 14 Oct | 496.95 | 1.3 | -1.20 | - | 27 | 5 | 70 |
| 11 Oct | 488.20 | 2.5 | 0.30 | - | 744 | 0 | 65 |
| 10 Oct | 492.05 | 2.2 | -0.10 | - | 48 | 9 | 65 |
| 9 Oct | 491.70 | 2.3 | 1.35 | - | 142 | 6 | 57 |
| 8 Oct | 507.95 | 0.95 | 0.10 | - | 43 | 0 | 51 |
| 7 Oct | 510.20 | 0.85 | -0.75 | - | 115 | -23 | 51 |
| 4 Oct | 503.55 | 1.6 | -0.30 | - | 287 | 62 | 74 |
| 3 Oct | 512.75 | 1.9 | 0.55 | - | 16 | 4 | 7 |
| 30 Sept | 518.15 | 1.35 | 0.25 | - | 2 | 0 | 3 |
| 27 Sept | 522.70 | 1.1 | - | 30 | 2 | 2 | |
For Itc Ltd - strike price 460 expiring on 28NOV2024
Delta for 460 PE is -0.56
Historical price for 460 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 6.05, which was 3.15 higher than the previous day. The implied volatity was 19.44, the open interest changed by 108 which increased total open position to 1457
On 20 Nov ITC was trading at 467.35. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 20.66, the open interest changed by -203 which decreased total open position to 1342
On 19 Nov ITC was trading at 467.35. The strike last trading price was 2.9, which was 0.10 higher than the previous day. The implied volatity was 20.66, the open interest changed by -210 which decreased total open position to 1342
On 18 Nov ITC was trading at 466.55. The strike last trading price was 2.8, which was -0.50 lower than the previous day. The implied volatity was 20.24, the open interest changed by 74 which increased total open position to 1553
On 14 Nov ITC was trading at 465.95. The strike last trading price was 3.3, which was 0.70 higher than the previous day. The implied volatity was 18.82, the open interest changed by 137 which increased total open position to 1482
On 13 Nov ITC was trading at 472.20. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 20.24, the open interest changed by 45 which increased total open position to 1347
On 12 Nov ITC was trading at 472.85. The strike last trading price was 2.6, which was 0.85 higher than the previous day. The implied volatity was 19.70, the open interest changed by 92 which increased total open position to 1329
On 11 Nov ITC was trading at 476.95. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 19.79, the open interest changed by -79 which decreased total open position to 1248
On 8 Nov ITC was trading at 478.05. The strike last trading price was 1.7, which was -0.60 lower than the previous day. The implied volatity was 19.17, the open interest changed by 90 which increased total open position to 1328
On 7 Nov ITC was trading at 477.90. The strike last trading price was 2.3, which was 0.30 higher than the previous day. The implied volatity was 20.44, the open interest changed by 329 which increased total open position to 1244
On 6 Nov ITC was trading at 481.10. The strike last trading price was 2, which was -0.85 lower than the previous day. The implied volatity was 21.23, the open interest changed by 33 which increased total open position to 917
On 5 Nov ITC was trading at 480.20. The strike last trading price was 2.85, which was 0.20 higher than the previous day. The implied volatity was 23.11, the open interest changed by 168 which increased total open position to 890
On 4 Nov ITC was trading at 484.60. The strike last trading price was 2.65, which was 0.55 higher than the previous day. The implied volatity was 24.40, the open interest changed by -92 which decreased total open position to 718
On 1 Nov ITC was trading at 490.30. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 23.69, the open interest changed by 26 which increased total open position to 811
On 31 Oct ITC was trading at 488.80. The strike last trading price was 2.45, which was 0.65 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 1.8, 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 2.15, which was -0.90 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 3.05, 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 3.45, which was -3.55 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 7, which was 1.95 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 5.05, which was 0.85 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 4.2, 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 21 Oct ITC was trading at 483.65. The strike last trading price was 3.7, 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 18 Oct ITC was trading at 486.70. The strike last trading price was 2.75, which was 0.65 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 2.1, which was 0.65 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 1.45, 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 15 Oct ITC was trading at 498.55. The strike last trading price was 1.1, 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 14 Oct ITC was trading at 496.95. The strike last trading price was 1.3, which was -1.20 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 2.5, which was 0.30 higher 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 2.2, which was -0.10 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 2.3, 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 8 Oct ITC was trading at 507.95. The strike last trading price was 0.95, which was 0.10 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 -0.75 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 1.6, 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 3 Oct ITC was trading at 512.75. The strike last trading price was 1.9, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept ITC was trading at 518.15. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept ITC was trading at 522.70. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
