ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 0.19
Theta: -0.36
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 7.95 | -1.25 | 16.70 | 6,441 | 289 | 1,599 | |||
| 19 Dec | 466.55 | 9.2 | -4.45 | 19.68 | 1,603 | 172 | 1,309 | |||
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| 18 Dec | 470.50 | 13.65 | 0.35 | 19.92 | 1,335 | -34 | 1,137 | |||
| 17 Dec | 469.55 | 13.3 | -0.35 | 18.76 | 3,313 | -12 | 1,169 | |||
| 16 Dec | 470.10 | 13.65 | -1.05 | 21.32 | 1,195 | -127 | 1,183 | |||
| 13 Dec | 470.00 | 14.7 | 6.95 | 18.66 | 14,173 | 209 | 1,313 | |||
| 12 Dec | 460.60 | 7.75 | -3.15 | 17.71 | 2,638 | 457 | 1,125 | |||
| 11 Dec | 465.25 | 10.9 | 0.05 | 18.05 | 1,019 | -9 | 667 | |||
| 10 Dec | 465.45 | 10.85 | -1.00 | 16.91 | 963 | 71 | 678 | |||
| 9 Dec | 464.95 | 11.85 | -4.50 | 19.19 | 1,037 | 90 | 610 | |||
| 6 Dec | 471.15 | 16.35 | 2.35 | 15.69 | 664 | 51 | 520 | |||
| 5 Dec | 467.50 | 14 | -0.90 | 17.53 | 1,563 | 28 | 462 | |||
| 4 Dec | 467.10 | 14.9 | -3.40 | 20.01 | 645 | 79 | 433 | |||
| 3 Dec | 472.55 | 18.3 | -4.45 | 18.10 | 2,464 | 95 | 355 | |||
| 2 Dec | 477.20 | 22.75 | -0.40 | 19.12 | 94 | -8 | 261 | |||
| 29 Nov | 476.75 | 23.15 | 0.75 | 19.24 | 239 | 38 | 267 | |||
| 28 Nov | 474.90 | 22.4 | -0.35 | 19.70 | 197 | 0 | 229 | |||
| 27 Nov | 476.95 | 22.75 | -0.25 | 17.00 | 89 | 11 | 229 | |||
| 26 Nov | 477.00 | 23 | -1.10 | 17.02 | 85 | 32 | 218 | |||
| 25 Nov | 476.80 | 24.1 | 3.40 | 16.86 | 341 | -34 | 186 | |||
| 22 Nov | 474.65 | 20.7 | 9.80 | 15.33 | 1,244 | -45 | 175 | |||
| 21 Nov | 457.15 | 10.9 | -5.20 | 18.08 | 698 | 170 | 221 | |||
| 20 Nov | 467.35 | 16.1 | 0.00 | 16.12 | 131 | -6 | 53 | |||
| 19 Nov | 467.35 | 16.1 | -0.10 | 16.12 | 131 | -4 | 53 | |||
| 18 Nov | 466.55 | 16.2 | 0.40 | 14.85 | 68 | 18 | 57 | |||
| 14 Nov | 465.95 | 15.8 | -4.90 | 13.25 | 50 | 33 | 40 | |||
| 13 Nov | 472.20 | 20.7 | -2.10 | 15.14 | 3 | 0 | 6 | |||
| 12 Nov | 472.85 | 22.8 | -4.70 | 18.96 | 1 | 0 | 6 | |||
| 11 Nov | 476.95 | 27.5 | 1.30 | 20.26 | 4 | 2 | 4 | |||
| 8 Nov | 478.05 | 26.2 | -47.45 | 13.61 | 2 | 1 | 1 | |||
| 7 Nov | 477.90 | 73.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 73.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 73.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 73.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 488.80 | 73.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 482.30 | 73.65 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 460 expiring on 26DEC2024
Delta for 460 CE is 0.74
Historical price for 460 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 7.95, which was -1.25 lower than the previous day. The implied volatity was 16.70, the open interest changed by 289 which increased total open position to 1599
On 19 Dec ITC was trading at 466.55. The strike last trading price was 9.2, which was -4.45 lower than the previous day. The implied volatity was 19.68, the open interest changed by 172 which increased total open position to 1309
On 18 Dec ITC was trading at 470.50. The strike last trading price was 13.65, which was 0.35 higher than the previous day. The implied volatity was 19.92, the open interest changed by -34 which decreased total open position to 1137
On 17 Dec ITC was trading at 469.55. The strike last trading price was 13.3, which was -0.35 lower than the previous day. The implied volatity was 18.76, the open interest changed by -12 which decreased total open position to 1169
On 16 Dec ITC was trading at 470.10. The strike last trading price was 13.65, which was -1.05 lower than the previous day. The implied volatity was 21.32, the open interest changed by -127 which decreased total open position to 1183
On 13 Dec ITC was trading at 470.00. The strike last trading price was 14.7, which was 6.95 higher than the previous day. The implied volatity was 18.66, the open interest changed by 209 which increased total open position to 1313
On 12 Dec ITC was trading at 460.60. The strike last trading price was 7.75, which was -3.15 lower than the previous day. The implied volatity was 17.71, the open interest changed by 457 which increased total open position to 1125
On 11 Dec ITC was trading at 465.25. The strike last trading price was 10.9, which was 0.05 higher than the previous day. The implied volatity was 18.05, the open interest changed by -9 which decreased total open position to 667
On 10 Dec ITC was trading at 465.45. The strike last trading price was 10.85, which was -1.00 lower than the previous day. The implied volatity was 16.91, the open interest changed by 71 which increased total open position to 678
On 9 Dec ITC was trading at 464.95. The strike last trading price was 11.85, which was -4.50 lower than the previous day. The implied volatity was 19.19, the open interest changed by 90 which increased total open position to 610
On 6 Dec ITC was trading at 471.15. The strike last trading price was 16.35, which was 2.35 higher than the previous day. The implied volatity was 15.69, the open interest changed by 51 which increased total open position to 520
On 5 Dec ITC was trading at 467.50. The strike last trading price was 14, which was -0.90 lower than the previous day. The implied volatity was 17.53, the open interest changed by 28 which increased total open position to 462
On 4 Dec ITC was trading at 467.10. The strike last trading price was 14.9, which was -3.40 lower than the previous day. The implied volatity was 20.01, the open interest changed by 79 which increased total open position to 433
On 3 Dec ITC was trading at 472.55. The strike last trading price was 18.3, which was -4.45 lower than the previous day. The implied volatity was 18.10, the open interest changed by 95 which increased total open position to 355
On 2 Dec ITC was trading at 477.20. The strike last trading price was 22.75, which was -0.40 lower than the previous day. The implied volatity was 19.12, the open interest changed by -8 which decreased total open position to 261
On 29 Nov ITC was trading at 476.75. The strike last trading price was 23.15, which was 0.75 higher than the previous day. The implied volatity was 19.24, the open interest changed by 38 which increased total open position to 267
On 28 Nov ITC was trading at 474.90. The strike last trading price was 22.4, which was -0.35 lower than the previous day. The implied volatity was 19.70, the open interest changed by 0 which decreased total open position to 229
On 27 Nov ITC was trading at 476.95. The strike last trading price was 22.75, which was -0.25 lower than the previous day. The implied volatity was 17.00, the open interest changed by 11 which increased total open position to 229
On 26 Nov ITC was trading at 477.00. The strike last trading price was 23, which was -1.10 lower than the previous day. The implied volatity was 17.02, the open interest changed by 32 which increased total open position to 218
On 25 Nov ITC was trading at 476.80. The strike last trading price was 24.1, which was 3.40 higher than the previous day. The implied volatity was 16.86, the open interest changed by -34 which decreased total open position to 186
On 22 Nov ITC was trading at 474.65. The strike last trading price was 20.7, which was 9.80 higher than the previous day. The implied volatity was 15.33, the open interest changed by -45 which decreased total open position to 175
On 21 Nov ITC was trading at 457.15. The strike last trading price was 10.9, which was -5.20 lower than the previous day. The implied volatity was 18.08, the open interest changed by 170 which increased total open position to 221
On 20 Nov ITC was trading at 467.35. The strike last trading price was 16.1, which was 0.00 lower than the previous day. The implied volatity was 16.12, the open interest changed by -6 which decreased total open position to 53
On 19 Nov ITC was trading at 467.35. The strike last trading price was 16.1, which was -0.10 lower than the previous day. The implied volatity was 16.12, the open interest changed by -4 which decreased total open position to 53
On 18 Nov ITC was trading at 466.55. The strike last trading price was 16.2, which was 0.40 higher than the previous day. The implied volatity was 14.85, the open interest changed by 18 which increased total open position to 57
On 14 Nov ITC was trading at 465.95. The strike last trading price was 15.8, which was -4.90 lower than the previous day. The implied volatity was 13.25, the open interest changed by 33 which increased total open position to 40
On 13 Nov ITC was trading at 472.20. The strike last trading price was 20.7, which was -2.10 lower than the previous day. The implied volatity was 15.14, the open interest changed by 0 which decreased total open position to 6
On 12 Nov ITC was trading at 472.85. The strike last trading price was 22.8, which was -4.70 lower than the previous day. The implied volatity was 18.96, the open interest changed by 0 which decreased total open position to 6
On 11 Nov ITC was trading at 476.95. The strike last trading price was 27.5, which was 1.30 higher than the previous day. The implied volatity was 20.26, the open interest changed by 2 which increased total open position to 4
On 8 Nov ITC was trading at 478.05. The strike last trading price was 26.2, which was -47.45 lower than the previous day. The implied volatity was 13.61, the open interest changed by 1 which increased total open position to 1
On 7 Nov ITC was trading at 477.90. The strike last trading price was 73.65, 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 73.65, 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 73.65, 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 73.65, 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 31 Oct ITC was trading at 488.80. The strike last trading price was 73.65, 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 25 Oct ITC was trading at 482.30. The strike last trading price was 73.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 26DEC2024 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.21
Theta: -0.39
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 3.05 | -0.25 | 24.05 | 13,719 | -167 | 1,997 |
| 19 Dec | 466.55 | 3.3 | 1.10 | 24.02 | 4,460 | -53 | 2,170 |
| 18 Dec | 470.50 | 2.2 | 0.00 | 24.01 | 3,365 | 77 | 2,260 |
| 17 Dec | 469.55 | 2.2 | 0.15 | 22.21 | 9,843 | 203 | 2,189 |
| 16 Dec | 470.10 | 2.05 | 0.00 | 19.88 | 4,209 | -91 | 1,987 |
| 13 Dec | 470.00 | 2.05 | -3.00 | 18.60 | 11,981 | 39 | 2,078 |
| 12 Dec | 460.60 | 5.05 | 1.30 | 17.46 | 4,948 | 278 | 2,072 |
| 11 Dec | 465.25 | 3.75 | -0.65 | 18.01 | 1,810 | 38 | 1,793 |
| 10 Dec | 465.45 | 4.4 | -0.10 | 19.49 | 2,298 | 149 | 1,760 |
| 9 Dec | 464.95 | 4.5 | 1.30 | 19.16 | 3,585 | -171 | 1,611 |
| 6 Dec | 471.15 | 3.2 | -1.15 | 19.72 | 2,200 | 159 | 1,782 |
| 5 Dec | 467.50 | 4.35 | -0.85 | 19.30 | 4,509 | -220 | 1,624 |
| 4 Dec | 467.10 | 5.2 | 0.40 | 20.66 | 3,540 | -219 | 1,849 |
| 3 Dec | 472.55 | 4.8 | 2.25 | 23.23 | 11,007 | 1,223 | 2,079 |
| 2 Dec | 477.20 | 2.55 | -0.55 | 19.78 | 1,026 | 93 | 862 |
| 29 Nov | 476.75 | 3.1 | -0.70 | 20.18 | 1,702 | 121 | 770 |
| 28 Nov | 474.90 | 3.8 | 0.65 | 20.88 | 1,837 | 94 | 648 |
| 27 Nov | 476.95 | 3.15 | -0.15 | 19.72 | 385 | 62 | 556 |
| 26 Nov | 477.00 | 3.3 | 0.10 | 19.87 | 467 | 116 | 495 |
| 25 Nov | 476.80 | 3.2 | -1.05 | 19.96 | 671 | 179 | 378 |
| 22 Nov | 474.65 | 4.25 | -6.05 | 19.56 | 858 | 90 | 289 |
| 21 Nov | 457.15 | 10.3 | 4.00 | 19.48 | 432 | 40 | 198 |
| 20 Nov | 467.35 | 6.3 | 0.00 | 18.82 | 254 | 0 | 157 |
| 19 Nov | 467.35 | 6.3 | 0.30 | 18.82 | 254 | -1 | 157 |
| 18 Nov | 466.55 | 6 | -0.50 | 18.58 | 207 | 46 | 151 |
| 14 Nov | 465.95 | 6.5 | 1.20 | 18.63 | 126 | 42 | 105 |
| 13 Nov | 472.20 | 5.3 | 0.50 | 19.00 | 53 | 9 | 63 |
| 12 Nov | 472.85 | 4.8 | 0.60 | 17.87 | 42 | 9 | 55 |
| 11 Nov | 476.95 | 4.2 | 0.15 | 19.09 | 356 | 10 | 47 |
| 8 Nov | 478.05 | 4.05 | -0.60 | 18.87 | 17 | 2 | 36 |
| 7 Nov | 477.90 | 4.65 | 0.65 | 19.68 | 48 | 7 | 33 |
| 6 Nov | 481.10 | 4 | -1.20 | 19.89 | 405 | -12 | 26 |
| 5 Nov | 480.20 | 5.2 | 0.30 | 21.67 | 74 | 16 | 35 |
| 4 Nov | 484.60 | 4.9 | 0.30 | 22.45 | 23 | 4 | 18 |
| 31 Oct | 488.80 | 4.6 | -1.00 | - | 15 | 3 | 4 |
| 25 Oct | 482.30 | 5.6 | - | 4 | 1 | 1 | |
For Itc Ltd - strike price 460 expiring on 26DEC2024
Delta for 460 PE is -0.32
Historical price for 460 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 3.05, which was -0.25 lower than the previous day. The implied volatity was 24.05, the open interest changed by -167 which decreased total open position to 1997
On 19 Dec ITC was trading at 466.55. The strike last trading price was 3.3, which was 1.10 higher than the previous day. The implied volatity was 24.02, the open interest changed by -53 which decreased total open position to 2170
On 18 Dec ITC was trading at 470.50. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 24.01, the open interest changed by 77 which increased total open position to 2260
On 17 Dec ITC was trading at 469.55. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 22.21, the open interest changed by 203 which increased total open position to 2189
On 16 Dec ITC was trading at 470.10. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 19.88, the open interest changed by -91 which decreased total open position to 1987
On 13 Dec ITC was trading at 470.00. The strike last trading price was 2.05, which was -3.00 lower than the previous day. The implied volatity was 18.60, the open interest changed by 39 which increased total open position to 2078
On 12 Dec ITC was trading at 460.60. The strike last trading price was 5.05, which was 1.30 higher than the previous day. The implied volatity was 17.46, the open interest changed by 278 which increased total open position to 2072
On 11 Dec ITC was trading at 465.25. The strike last trading price was 3.75, which was -0.65 lower than the previous day. The implied volatity was 18.01, the open interest changed by 38 which increased total open position to 1793
On 10 Dec ITC was trading at 465.45. The strike last trading price was 4.4, which was -0.10 lower than the previous day. The implied volatity was 19.49, the open interest changed by 149 which increased total open position to 1760
On 9 Dec ITC was trading at 464.95. The strike last trading price was 4.5, which was 1.30 higher than the previous day. The implied volatity was 19.16, the open interest changed by -171 which decreased total open position to 1611
On 6 Dec ITC was trading at 471.15. The strike last trading price was 3.2, which was -1.15 lower than the previous day. The implied volatity was 19.72, the open interest changed by 159 which increased total open position to 1782
On 5 Dec ITC was trading at 467.50. The strike last trading price was 4.35, which was -0.85 lower than the previous day. The implied volatity was 19.30, the open interest changed by -220 which decreased total open position to 1624
On 4 Dec ITC was trading at 467.10. The strike last trading price was 5.2, which was 0.40 higher than the previous day. The implied volatity was 20.66, the open interest changed by -219 which decreased total open position to 1849
On 3 Dec ITC was trading at 472.55. The strike last trading price was 4.8, which was 2.25 higher than the previous day. The implied volatity was 23.23, the open interest changed by 1223 which increased total open position to 2079
On 2 Dec ITC was trading at 477.20. The strike last trading price was 2.55, which was -0.55 lower than the previous day. The implied volatity was 19.78, the open interest changed by 93 which increased total open position to 862
On 29 Nov ITC was trading at 476.75. The strike last trading price was 3.1, which was -0.70 lower than the previous day. The implied volatity was 20.18, the open interest changed by 121 which increased total open position to 770
On 28 Nov ITC was trading at 474.90. The strike last trading price was 3.8, which was 0.65 higher than the previous day. The implied volatity was 20.88, the open interest changed by 94 which increased total open position to 648
On 27 Nov ITC was trading at 476.95. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 19.72, the open interest changed by 62 which increased total open position to 556
On 26 Nov ITC was trading at 477.00. The strike last trading price was 3.3, which was 0.10 higher than the previous day. The implied volatity was 19.87, the open interest changed by 116 which increased total open position to 495
On 25 Nov ITC was trading at 476.80. The strike last trading price was 3.2, which was -1.05 lower than the previous day. The implied volatity was 19.96, the open interest changed by 179 which increased total open position to 378
On 22 Nov ITC was trading at 474.65. The strike last trading price was 4.25, which was -6.05 lower than the previous day. The implied volatity was 19.56, the open interest changed by 90 which increased total open position to 289
On 21 Nov ITC was trading at 457.15. The strike last trading price was 10.3, which was 4.00 higher than the previous day. The implied volatity was 19.48, the open interest changed by 40 which increased total open position to 198
On 20 Nov ITC was trading at 467.35. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 157
On 19 Nov ITC was trading at 467.35. The strike last trading price was 6.3, which was 0.30 higher than the previous day. The implied volatity was 18.82, the open interest changed by -1 which decreased total open position to 157
On 18 Nov ITC was trading at 466.55. The strike last trading price was 6, which was -0.50 lower than the previous day. The implied volatity was 18.58, the open interest changed by 46 which increased total open position to 151
On 14 Nov ITC was trading at 465.95. The strike last trading price was 6.5, which was 1.20 higher than the previous day. The implied volatity was 18.63, the open interest changed by 42 which increased total open position to 105
On 13 Nov ITC was trading at 472.20. The strike last trading price was 5.3, which was 0.50 higher than the previous day. The implied volatity was 19.00, the open interest changed by 9 which increased total open position to 63
On 12 Nov ITC was trading at 472.85. The strike last trading price was 4.8, which was 0.60 higher than the previous day. The implied volatity was 17.87, the open interest changed by 9 which increased total open position to 55
On 11 Nov ITC was trading at 476.95. The strike last trading price was 4.2, which was 0.15 higher than the previous day. The implied volatity was 19.09, the open interest changed by 10 which increased total open position to 47
On 8 Nov ITC was trading at 478.05. The strike last trading price was 4.05, which was -0.60 lower than the previous day. The implied volatity was 18.87, the open interest changed by 2 which increased total open position to 36
On 7 Nov ITC was trading at 477.90. The strike last trading price was 4.65, which was 0.65 higher than the previous day. The implied volatity was 19.68, the open interest changed by 7 which increased total open position to 33
On 6 Nov ITC was trading at 481.10. The strike last trading price was 4, which was -1.20 lower than the previous day. The implied volatity was 19.89, the open interest changed by -12 which decreased total open position to 26
On 5 Nov ITC was trading at 480.20. The strike last trading price was 5.2, which was 0.30 higher than the previous day. The implied volatity was 21.67, the open interest changed by 16 which increased total open position to 35
On 4 Nov ITC was trading at 484.60. The strike last trading price was 4.9, which was 0.30 higher than the previous day. The implied volatity was 22.45, the open interest changed by 4 which increased total open position to 18
On 31 Oct ITC was trading at 488.80. The strike last trading price was 4.6, which was -1.00 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 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
