ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 465 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.24
Theta: -0.44
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 5.2 | -0.95 | 18.74 | 12,464 | 91 | 1,241 | |||
| 19 Dec | 466.55 | 6.15 | -3.65 | 20.04 | 2,861 | 174 | 1,148 | |||
| 18 Dec | 470.50 | 9.8 | 0.10 | 19.58 | 2,614 | -1 | 987 | |||
| 17 Dec | 469.55 | 9.7 | -0.10 | 19.23 | 6,523 | 11 | 997 | |||
| 16 Dec | 470.10 | 9.8 | -1.05 | 19.99 | 1,737 | 45 | 992 | |||
| 13 Dec | 470.00 | 10.85 | 5.80 | 17.91 | 14,113 | -692 | 960 | |||
| 12 Dec | 460.60 | 5.05 | -2.65 | 17.07 | 5,026 | 432 | 1,670 | |||
| 11 Dec | 465.25 | 7.7 | -0.15 | 17.49 | 2,270 | -40 | 1,249 | |||
| 10 Dec | 465.45 | 7.85 | -0.85 | 17.00 | 2,585 | 171 | 1,292 | |||
| 9 Dec | 464.95 | 8.7 | -3.85 | 18.68 | 2,409 | 515 | 1,123 | |||
| 6 Dec | 471.15 | 12.55 | 1.95 | 15.52 | 1,173 | -1 | 609 | |||
| 5 Dec | 467.50 | 10.6 | -0.95 | 17.12 | 3,807 | 151 | 607 | |||
| 4 Dec | 467.10 | 11.55 | -3.05 | 19.40 | 984 | 12 | 449 | |||
| 3 Dec | 472.55 | 14.6 | -5.20 | 17.82 | 4,078 | 299 | 437 | |||
| 2 Dec | 477.20 | 19.8 | 0.60 | 21.41 | 54 | 1 | 139 | |||
| 29 Nov | 476.75 | 19.2 | 0.50 | 18.81 | 145 | 38 | 138 | |||
| 28 Nov | 474.90 | 18.7 | -0.05 | 19.56 | 72 | 7 | 100 | |||
| 27 Nov | 476.95 | 18.75 | -0.95 | 16.72 | 43 | 1 | 94 | |||
| 26 Nov | 477.00 | 19.7 | -0.50 | 18.35 | 77 | 0 | 93 | |||
| 25 Nov | 476.80 | 20.2 | 3.20 | 16.96 | 146 | -8 | 93 | |||
| 22 Nov | 474.65 | 17 | 8.50 | 15.44 | 474 | -16 | 85 | |||
| 21 Nov | 457.15 | 8.5 | -4.20 | 17.97 | 267 | 63 | 101 | |||
| 20 Nov | 467.35 | 12.7 | 0.00 | 15.66 | 67 | 8 | 39 | |||
| 19 Nov | 467.35 | 12.7 | 0.45 | 15.66 | 67 | 9 | 39 | |||
| 18 Nov | 466.55 | 12.25 | 0.40 | 13.52 | 34 | 26 | 30 | |||
| 14 Nov | 465.95 | 11.85 | -23.35 | 12.52 | 4 | 3 | 3 | |||
| 13 Nov | 472.20 | 35.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 35.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 35.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 35.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 477.90 | 35.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 35.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 35.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 35.2 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 465 expiring on 26DEC2024
Delta for 465 CE is 0.56
Historical price for 465 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 5.2, which was -0.95 lower than the previous day. The implied volatity was 18.74, the open interest changed by 91 which increased total open position to 1241
On 19 Dec ITC was trading at 466.55. The strike last trading price was 6.15, which was -3.65 lower than the previous day. The implied volatity was 20.04, the open interest changed by 174 which increased total open position to 1148
On 18 Dec ITC was trading at 470.50. The strike last trading price was 9.8, which was 0.10 higher than the previous day. The implied volatity was 19.58, the open interest changed by -1 which decreased total open position to 987
On 17 Dec ITC was trading at 469.55. The strike last trading price was 9.7, which was -0.10 lower than the previous day. The implied volatity was 19.23, the open interest changed by 11 which increased total open position to 997
On 16 Dec ITC was trading at 470.10. The strike last trading price was 9.8, which was -1.05 lower than the previous day. The implied volatity was 19.99, the open interest changed by 45 which increased total open position to 992
On 13 Dec ITC was trading at 470.00. The strike last trading price was 10.85, which was 5.80 higher than the previous day. The implied volatity was 17.91, the open interest changed by -692 which decreased total open position to 960
On 12 Dec ITC was trading at 460.60. The strike last trading price was 5.05, which was -2.65 lower than the previous day. The implied volatity was 17.07, the open interest changed by 432 which increased total open position to 1670
On 11 Dec ITC was trading at 465.25. The strike last trading price was 7.7, which was -0.15 lower than the previous day. The implied volatity was 17.49, the open interest changed by -40 which decreased total open position to 1249
On 10 Dec ITC was trading at 465.45. The strike last trading price was 7.85, which was -0.85 lower than the previous day. The implied volatity was 17.00, the open interest changed by 171 which increased total open position to 1292
On 9 Dec ITC was trading at 464.95. The strike last trading price was 8.7, which was -3.85 lower than the previous day. The implied volatity was 18.68, the open interest changed by 515 which increased total open position to 1123
On 6 Dec ITC was trading at 471.15. The strike last trading price was 12.55, which was 1.95 higher than the previous day. The implied volatity was 15.52, the open interest changed by -1 which decreased total open position to 609
On 5 Dec ITC was trading at 467.50. The strike last trading price was 10.6, which was -0.95 lower than the previous day. The implied volatity was 17.12, the open interest changed by 151 which increased total open position to 607
On 4 Dec ITC was trading at 467.10. The strike last trading price was 11.55, which was -3.05 lower than the previous day. The implied volatity was 19.40, the open interest changed by 12 which increased total open position to 449
On 3 Dec ITC was trading at 472.55. The strike last trading price was 14.6, which was -5.20 lower than the previous day. The implied volatity was 17.82, the open interest changed by 299 which increased total open position to 437
On 2 Dec ITC was trading at 477.20. The strike last trading price was 19.8, which was 0.60 higher than the previous day. The implied volatity was 21.41, the open interest changed by 1 which increased total open position to 139
On 29 Nov ITC was trading at 476.75. The strike last trading price was 19.2, which was 0.50 higher than the previous day. The implied volatity was 18.81, the open interest changed by 38 which increased total open position to 138
On 28 Nov ITC was trading at 474.90. The strike last trading price was 18.7, which was -0.05 lower than the previous day. The implied volatity was 19.56, the open interest changed by 7 which increased total open position to 100
On 27 Nov ITC was trading at 476.95. The strike last trading price was 18.75, which was -0.95 lower than the previous day. The implied volatity was 16.72, the open interest changed by 1 which increased total open position to 94
On 26 Nov ITC was trading at 477.00. The strike last trading price was 19.7, which was -0.50 lower than the previous day. The implied volatity was 18.35, the open interest changed by 0 which decreased total open position to 93
On 25 Nov ITC was trading at 476.80. The strike last trading price was 20.2, which was 3.20 higher than the previous day. The implied volatity was 16.96, the open interest changed by -8 which decreased total open position to 93
On 22 Nov ITC was trading at 474.65. The strike last trading price was 17, which was 8.50 higher than the previous day. The implied volatity was 15.44, the open interest changed by -16 which decreased total open position to 85
On 21 Nov ITC was trading at 457.15. The strike last trading price was 8.5, which was -4.20 lower than the previous day. The implied volatity was 17.97, the open interest changed by 63 which increased total open position to 101
On 20 Nov ITC was trading at 467.35. The strike last trading price was 12.7, which was 0.00 lower than the previous day. The implied volatity was 15.66, the open interest changed by 8 which increased total open position to 39
On 19 Nov ITC was trading at 467.35. The strike last trading price was 12.7, which was 0.45 higher than the previous day. The implied volatity was 15.66, the open interest changed by 9 which increased total open position to 39
On 18 Nov ITC was trading at 466.55. The strike last trading price was 12.25, which was 0.40 higher than the previous day. The implied volatity was 13.52, the open interest changed by 26 which increased total open position to 30
On 14 Nov ITC was trading at 465.95. The strike last trading price was 11.85, which was -23.35 lower than the previous day. The implied volatity was 12.52, the open interest changed by 3 which increased total open position to 3
On 13 Nov ITC was trading at 472.20. The strike last trading price was 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 35.2, 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 465 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.24
Theta: -0.44
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 5.35 | 0.00 | 25.36 | 7,273 | -13 | 2,090 |
| 19 Dec | 466.55 | 5.35 | 1.95 | 24.33 | 5,575 | 318 | 2,103 |
| 18 Dec | 470.50 | 3.4 | -0.05 | 23.13 | 5,246 | 429 | 1,752 |
| 17 Dec | 469.55 | 3.45 | 0.30 | 21.49 | 11,706 | -45 | 1,336 |
| 16 Dec | 470.10 | 3.15 | 0.10 | 18.65 | 4,342 | 179 | 1,391 |
| 13 Dec | 470.00 | 3.05 | -4.25 | 17.44 | 8,259 | 341 | 1,227 |
| 12 Dec | 460.60 | 7.3 | 1.85 | 16.74 | 3,456 | -100 | 888 |
| 11 Dec | 465.25 | 5.45 | -0.85 | 17.24 | 2,641 | -18 | 1,001 |
| 10 Dec | 465.45 | 6.3 | -0.10 | 19.17 | 2,818 | 107 | 1,023 |
| 9 Dec | 464.95 | 6.4 | 2.00 | 18.83 | 4,557 | -52 | 922 |
| 6 Dec | 471.15 | 4.4 | -1.50 | 19.02 | 2,056 | 132 | 979 |
| 5 Dec | 467.50 | 5.9 | -1.10 | 18.68 | 5,780 | 142 | 867 |
| 4 Dec | 467.10 | 7 | 0.85 | 20.40 | 2,901 | -373 | 736 |
| 3 Dec | 472.55 | 6.15 | 2.65 | 22.59 | 7,273 | 755 | 1,160 |
| 2 Dec | 477.20 | 3.5 | -0.65 | 19.24 | 1,051 | 41 | 403 |
| 29 Nov | 476.75 | 4.15 | -0.75 | 19.71 | 940 | 86 | 362 |
| 28 Nov | 474.90 | 4.9 | 0.80 | 20.24 | 1,823 | 18 | 265 |
| 27 Nov | 476.95 | 4.1 | -0.05 | 19.03 | 435 | -55 | 248 |
| 26 Nov | 477.00 | 4.15 | 0.20 | 18.94 | 151 | 29 | 302 |
| 25 Nov | 476.80 | 3.95 | -1.55 | 18.90 | 442 | 216 | 273 |
| 22 Nov | 474.65 | 5.5 | -7.25 | 19.13 | 443 | 116 | 173 |
| 21 Nov | 457.15 | 12.75 | 4.75 | 19.19 | 132 | 13 | 57 |
| 20 Nov | 467.35 | 8 | 0.00 | 18.44 | 57 | 43 | 48 |
| 19 Nov | 467.35 | 8 | -0.50 | 18.44 | 57 | 47 | 48 |
| 18 Nov | 466.55 | 8.5 | 2.25 | 19.70 | 1 | 0 | 0 |
| 14 Nov | 465.95 | 6.25 | 0.00 | 1.39 | 0 | 0 | 0 |
| 13 Nov | 472.20 | 6.25 | 0.00 | 2.39 | 0 | 0 | 0 |
| 12 Nov | 472.85 | 6.25 | 0.00 | 2.37 | 0 | 0 | 0 |
| 11 Nov | 476.95 | 6.25 | 0.00 | 3.33 | 0 | 0 | 0 |
| 8 Nov | 478.05 | 6.25 | 0.00 | 3.61 | 0 | 0 | 0 |
| 7 Nov | 477.90 | 6.25 | 0.00 | 3.37 | 0 | 0 | 0 |
| 6 Nov | 481.10 | 6.25 | 0.00 | 3.92 | 0 | 0 | 0 |
| 5 Nov | 480.20 | 6.25 | 0.00 | 3.77 | 0 | 0 | 0 |
| 4 Nov | 484.60 | 6.25 | 4.30 | 0 | 0 | 0 | |
For Itc Ltd - strike price 465 expiring on 26DEC2024
Delta for 465 PE is -0.46
Historical price for 465 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 25.36, the open interest changed by -13 which decreased total open position to 2090
On 19 Dec ITC was trading at 466.55. The strike last trading price was 5.35, which was 1.95 higher than the previous day. The implied volatity was 24.33, the open interest changed by 318 which increased total open position to 2103
On 18 Dec ITC was trading at 470.50. The strike last trading price was 3.4, which was -0.05 lower than the previous day. The implied volatity was 23.13, the open interest changed by 429 which increased total open position to 1752
On 17 Dec ITC was trading at 469.55. The strike last trading price was 3.45, which was 0.30 higher than the previous day. The implied volatity was 21.49, the open interest changed by -45 which decreased total open position to 1336
On 16 Dec ITC was trading at 470.10. The strike last trading price was 3.15, which was 0.10 higher than the previous day. The implied volatity was 18.65, the open interest changed by 179 which increased total open position to 1391
On 13 Dec ITC was trading at 470.00. The strike last trading price was 3.05, which was -4.25 lower than the previous day. The implied volatity was 17.44, the open interest changed by 341 which increased total open position to 1227
On 12 Dec ITC was trading at 460.60. The strike last trading price was 7.3, which was 1.85 higher than the previous day. The implied volatity was 16.74, the open interest changed by -100 which decreased total open position to 888
On 11 Dec ITC was trading at 465.25. The strike last trading price was 5.45, which was -0.85 lower than the previous day. The implied volatity was 17.24, the open interest changed by -18 which decreased total open position to 1001
On 10 Dec ITC was trading at 465.45. The strike last trading price was 6.3, which was -0.10 lower than the previous day. The implied volatity was 19.17, the open interest changed by 107 which increased total open position to 1023
On 9 Dec ITC was trading at 464.95. The strike last trading price was 6.4, which was 2.00 higher than the previous day. The implied volatity was 18.83, the open interest changed by -52 which decreased total open position to 922
On 6 Dec ITC was trading at 471.15. The strike last trading price was 4.4, which was -1.50 lower than the previous day. The implied volatity was 19.02, the open interest changed by 132 which increased total open position to 979
On 5 Dec ITC was trading at 467.50. The strike last trading price was 5.9, which was -1.10 lower than the previous day. The implied volatity was 18.68, the open interest changed by 142 which increased total open position to 867
On 4 Dec ITC was trading at 467.10. The strike last trading price was 7, which was 0.85 higher than the previous day. The implied volatity was 20.40, the open interest changed by -373 which decreased total open position to 736
On 3 Dec ITC was trading at 472.55. The strike last trading price was 6.15, which was 2.65 higher than the previous day. The implied volatity was 22.59, the open interest changed by 755 which increased total open position to 1160
On 2 Dec ITC was trading at 477.20. The strike last trading price was 3.5, which was -0.65 lower than the previous day. The implied volatity was 19.24, the open interest changed by 41 which increased total open position to 403
On 29 Nov ITC was trading at 476.75. The strike last trading price was 4.15, which was -0.75 lower than the previous day. The implied volatity was 19.71, the open interest changed by 86 which increased total open position to 362
On 28 Nov ITC was trading at 474.90. The strike last trading price was 4.9, which was 0.80 higher than the previous day. The implied volatity was 20.24, the open interest changed by 18 which increased total open position to 265
On 27 Nov ITC was trading at 476.95. The strike last trading price was 4.1, which was -0.05 lower than the previous day. The implied volatity was 19.03, the open interest changed by -55 which decreased total open position to 248
On 26 Nov ITC was trading at 477.00. The strike last trading price was 4.15, which was 0.20 higher than the previous day. The implied volatity was 18.94, the open interest changed by 29 which increased total open position to 302
On 25 Nov ITC was trading at 476.80. The strike last trading price was 3.95, which was -1.55 lower than the previous day. The implied volatity was 18.90, the open interest changed by 216 which increased total open position to 273
On 22 Nov ITC was trading at 474.65. The strike last trading price was 5.5, which was -7.25 lower than the previous day. The implied volatity was 19.13, the open interest changed by 116 which increased total open position to 173
On 21 Nov ITC was trading at 457.15. The strike last trading price was 12.75, which was 4.75 higher than the previous day. The implied volatity was 19.19, the open interest changed by 13 which increased total open position to 57
On 20 Nov ITC was trading at 467.35. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 18.44, the open interest changed by 43 which increased total open position to 48
On 19 Nov ITC was trading at 467.35. The strike last trading price was 8, which was -0.50 lower than the previous day. The implied volatity was 18.44, the open interest changed by 47 which increased total open position to 48
On 18 Nov ITC was trading at 466.55. The strike last trading price was 8.5, which was 2.25 higher than the previous day. The implied volatity was 19.70, 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 6.25, which was 0.00 lower than the previous day. The implied volatity was 1.39, 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 6.25, which was 0.00 lower than the previous day. The implied volatity was 2.39, 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 6.25, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 6.25, which was 0.00 lower than the previous day. The implied volatity was 3.33, 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 6.25, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 6.25, which was 0.00 lower than the previous day. The implied volatity was 3.37, 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 6.25, which was 0.00 lower than the previous day. The implied volatity was 3.92, 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 6.25, which was 0.00 lower than the previous day. The implied volatity was 3.77, 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 6.25, which was lower than the previous day. The implied volatity was 4.30, the open interest changed by 0 which decreased total open position to 0
