ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 465 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.29
Vega: 0.22
Theta: -0.34
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 2.2 | -4.30 | 19.52 | 6,442 | 760 | 1,075 | |||
| 20 Nov | 467.35 | 6.5 | 0.00 | 17.18 | 1,561 | -112 | 314 | |||
| 19 Nov | 467.35 | 6.5 | -0.50 | 17.18 | 1,561 | -113 | 314 | |||
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| 18 Nov | 466.55 | 7 | -0.55 | 16.10 | 3,513 | -14 | 427 | |||
| 14 Nov | 465.95 | 7.55 | -4.00 | 15.01 | 2,869 | 217 | 441 | |||
| 13 Nov | 472.20 | 11.55 | 0.25 | 16.10 | 622 | 104 | 224 | |||
| 12 Nov | 472.85 | 11.3 | -3.65 | 14.77 | 117 | -7 | 117 | |||
| 11 Nov | 476.95 | 14.95 | -2.55 | 10.87 | 22 | -4 | 124 | |||
| 8 Nov | 478.05 | 17.5 | -0.65 | 14.06 | 41 | 9 | 131 | |||
| 7 Nov | 477.90 | 18.15 | -3.55 | 17.76 | 26 | 0 | 123 | |||
| 6 Nov | 481.10 | 21.7 | 0.30 | 18.12 | 37 | 13 | 122 | |||
| 5 Nov | 480.20 | 21.4 | -4.70 | 19.03 | 63 | 5 | 109 | |||
| 4 Nov | 484.60 | 26.1 | -3.30 | 21.94 | 19 | 5 | 97 | |||
| 1 Nov | 490.30 | 29.4 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 31 Oct | 488.80 | 29.4 | -0.90 | - | 32 | 10 | 91 | |||
| 30 Oct | 491.55 | 30.3 | 5.30 | - | 3 | -2 | 81 | |||
| 29 Oct | 487.95 | 25 | -0.80 | - | 4 | 0 | 82 | |||
| 28 Oct | 484.15 | 25.8 | 1.80 | - | 81 | 63 | 82 | |||
| 25 Oct | 482.30 | 24 | 7.30 | - | 25 | -2 | 19 | |||
| 24 Oct | 471.70 | 16.7 | -8.30 | - | 28 | 12 | 14 | |||
| 23 Oct | 480.35 | 25 | -40.40 | - | 2 | 0 | 0 | |||
| 22 Oct | 481.80 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 483.65 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 486.70 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 488.90 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 493.20 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 498.55 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 496.95 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 488.20 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 492.05 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 491.70 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 507.95 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 510.20 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 503.55 | 65.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 512.75 | 65.4 | 65.40 | - | 0 | 0 | 0 | |||
| 30 Sept | 518.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 522.70 | 0 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 465 expiring on 28NOV2024
Delta for 465 CE is 0.29
Historical price for 465 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 2.2, which was -4.30 lower than the previous day. The implied volatity was 19.52, the open interest changed by 760 which increased total open position to 1075
On 20 Nov ITC was trading at 467.35. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 17.18, the open interest changed by -112 which decreased total open position to 314
On 19 Nov ITC was trading at 467.35. The strike last trading price was 6.5, which was -0.50 lower than the previous day. The implied volatity was 17.18, the open interest changed by -113 which decreased total open position to 314
On 18 Nov ITC was trading at 466.55. The strike last trading price was 7, which was -0.55 lower than the previous day. The implied volatity was 16.10, the open interest changed by -14 which decreased total open position to 427
On 14 Nov ITC was trading at 465.95. The strike last trading price was 7.55, which was -4.00 lower than the previous day. The implied volatity was 15.01, the open interest changed by 217 which increased total open position to 441
On 13 Nov ITC was trading at 472.20. The strike last trading price was 11.55, which was 0.25 higher than the previous day. The implied volatity was 16.10, the open interest changed by 104 which increased total open position to 224
On 12 Nov ITC was trading at 472.85. The strike last trading price was 11.3, which was -3.65 lower than the previous day. The implied volatity was 14.77, the open interest changed by -7 which decreased total open position to 117
On 11 Nov ITC was trading at 476.95. The strike last trading price was 14.95, which was -2.55 lower than the previous day. The implied volatity was 10.87, the open interest changed by -4 which decreased total open position to 124
On 8 Nov ITC was trading at 478.05. The strike last trading price was 17.5, which was -0.65 lower than the previous day. The implied volatity was 14.06, the open interest changed by 9 which increased total open position to 131
On 7 Nov ITC was trading at 477.90. The strike last trading price was 18.15, which was -3.55 lower than the previous day. The implied volatity was 17.76, the open interest changed by 0 which decreased total open position to 123
On 6 Nov ITC was trading at 481.10. The strike last trading price was 21.7, which was 0.30 higher than the previous day. The implied volatity was 18.12, the open interest changed by 13 which increased total open position to 122
On 5 Nov ITC was trading at 480.20. The strike last trading price was 21.4, which was -4.70 lower than the previous day. The implied volatity was 19.03, the open interest changed by 5 which increased total open position to 109
On 4 Nov ITC was trading at 484.60. The strike last trading price was 26.1, which was -3.30 lower than the previous day. The implied volatity was 21.94, the open interest changed by 5 which increased total open position to 97
On 1 Nov ITC was trading at 490.30. The strike last trading price was 29.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 31 Oct ITC was trading at 488.80. The strike last trading price was 29.4, 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 30 Oct ITC was trading at 491.55. The strike last trading price was 30.3, which was 5.30 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 25, which was -0.80 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 25.8, which was 1.80 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 24, which was 7.30 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 16.7, which was -8.30 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 25, which was -40.40 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, 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 65.4, which was 65.40 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 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 27 Sept ITC was trading at 522.70. 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 465 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.22
Theta: -0.21
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 9.35 | 4.75 | 19.71 | 1,799 | -112 | 490 |
| 20 Nov | 467.35 | 4.6 | 0.00 | 20.14 | 2,808 | -37 | 606 |
| 19 Nov | 467.35 | 4.6 | 0.20 | 20.14 | 2,808 | -33 | 606 |
| 18 Nov | 466.55 | 4.4 | -0.55 | 19.71 | 2,906 | 54 | 639 |
| 14 Nov | 465.95 | 4.95 | 1.20 | 18.36 | 5,433 | -224 | 582 |
| 13 Nov | 472.20 | 3.75 | -0.15 | 19.47 | 1,930 | 407 | 807 |
| 12 Nov | 472.85 | 3.9 | 1.25 | 19.31 | 1,691 | 26 | 398 |
| 11 Nov | 476.95 | 2.65 | 0.20 | 19.40 | 1,487 | 47 | 363 |
| 8 Nov | 478.05 | 2.45 | -0.70 | 18.33 | 849 | -36 | 318 |
| 7 Nov | 477.90 | 3.15 | 0.55 | 19.71 | 637 | 10 | 354 |
| 6 Nov | 481.10 | 2.6 | -1.05 | 20.19 | 712 | 24 | 345 |
| 5 Nov | 480.20 | 3.65 | 0.30 | 22.23 | 829 | 17 | 322 |
| 4 Nov | 484.60 | 3.35 | 0.70 | 23.56 | 1,083 | 97 | 302 |
| 1 Nov | 490.30 | 2.65 | -0.30 | 22.89 | 15 | 4 | 205 |
| 31 Oct | 488.80 | 2.95 | 0.70 | - | 670 | 19 | 203 |
| 30 Oct | 491.55 | 2.25 | -0.55 | - | 303 | 101 | 184 |
| 29 Oct | 487.95 | 2.8 | -1.10 | - | 85 | 16 | 81 |
| 28 Oct | 484.15 | 3.9 | -0.55 | - | 147 | 16 | 65 |
| 25 Oct | 482.30 | 4.45 | -3.95 | - | 641 | -82 | 49 |
| 24 Oct | 471.70 | 8.4 | 2.40 | - | 222 | 123 | 127 |
| 23 Oct | 480.35 | 6 | 1.90 | - | 8 | 1 | 5 |
| 22 Oct | 481.80 | 4.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 483.65 | 4.1 | 2.25 | - | 3 | 1 | 5 |
| 18 Oct | 486.70 | 1.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 488.90 | 1.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 493.20 | 1.85 | 0.00 | - | 1 | 0 | 4 |
| 15 Oct | 498.55 | 1.85 | 0.00 | - | 0 | 2 | 0 |
| 14 Oct | 496.95 | 1.85 | 0.90 | - | 4 | 0 | 2 |
| 11 Oct | 488.20 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.05 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 491.70 | 0.95 | 0.00 | - | 0 | 2 | 0 |
| 8 Oct | 507.95 | 0.95 | -0.90 | - | 2 | 1 | 1 |
| 7 Oct | 510.20 | 1.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 503.55 | 1.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 512.75 | 1.85 | 1.85 | - | 0 | 0 | 0 |
| 30 Sept | 518.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 522.70 | 0 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 465 expiring on 28NOV2024
Delta for 465 PE is -0.71
Historical price for 465 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 9.35, which was 4.75 higher than the previous day. The implied volatity was 19.71, the open interest changed by -112 which decreased total open position to 490
On 20 Nov ITC was trading at 467.35. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 20.14, the open interest changed by -37 which decreased total open position to 606
On 19 Nov ITC was trading at 467.35. The strike last trading price was 4.6, which was 0.20 higher than the previous day. The implied volatity was 20.14, the open interest changed by -33 which decreased total open position to 606
On 18 Nov ITC was trading at 466.55. The strike last trading price was 4.4, which was -0.55 lower than the previous day. The implied volatity was 19.71, the open interest changed by 54 which increased total open position to 639
On 14 Nov ITC was trading at 465.95. The strike last trading price was 4.95, which was 1.20 higher than the previous day. The implied volatity was 18.36, the open interest changed by -224 which decreased total open position to 582
On 13 Nov ITC was trading at 472.20. The strike last trading price was 3.75, which was -0.15 lower than the previous day. The implied volatity was 19.47, the open interest changed by 407 which increased total open position to 807
On 12 Nov ITC was trading at 472.85. The strike last trading price was 3.9, which was 1.25 higher than the previous day. The implied volatity was 19.31, the open interest changed by 26 which increased total open position to 398
On 11 Nov ITC was trading at 476.95. The strike last trading price was 2.65, which was 0.20 higher than the previous day. The implied volatity was 19.40, the open interest changed by 47 which increased total open position to 363
On 8 Nov ITC was trading at 478.05. The strike last trading price was 2.45, which was -0.70 lower than the previous day. The implied volatity was 18.33, the open interest changed by -36 which decreased total open position to 318
On 7 Nov ITC was trading at 477.90. The strike last trading price was 3.15, which was 0.55 higher than the previous day. The implied volatity was 19.71, the open interest changed by 10 which increased total open position to 354
On 6 Nov ITC was trading at 481.10. The strike last trading price was 2.6, which was -1.05 lower than the previous day. The implied volatity was 20.19, the open interest changed by 24 which increased total open position to 345
On 5 Nov ITC was trading at 480.20. The strike last trading price was 3.65, which was 0.30 higher than the previous day. The implied volatity was 22.23, the open interest changed by 17 which increased total open position to 322
On 4 Nov ITC was trading at 484.60. The strike last trading price was 3.35, which was 0.70 higher than the previous day. The implied volatity was 23.56, the open interest changed by 97 which increased total open position to 302
On 1 Nov ITC was trading at 490.30. The strike last trading price was 2.65, which was -0.30 lower than the previous day. The implied volatity was 22.89, the open interest changed by 4 which increased total open position to 205
On 31 Oct ITC was trading at 488.80. The strike last trading price was 2.95, which was 0.70 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 2.25, which was -0.55 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 2.8, which was -1.10 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 3.9, which was -0.55 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 4.45, which was -3.95 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 8.4, which was 2.40 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 6, 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 22 Oct ITC was trading at 481.80. The strike last trading price was 4.1, 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 21 Oct ITC was trading at 483.65. The strike last trading price was 4.1, which was 2.25 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 1.85, 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 1.85, 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 1.85, 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 1.85, 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 1.85, 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 11 Oct ITC was trading at 488.20. The strike last trading price was 0.95, 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 10 Oct ITC was trading at 492.05. The strike last trading price was 0.95, 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 9 Oct ITC was trading at 491.70. The strike last trading price was 0.95, 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 8 Oct ITC was trading at 507.95. The strike last trading price was 0.95, 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 7 Oct ITC was trading at 510.20. The strike last trading price was 1.85, 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 1.85, 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 1.85, which was 1.85 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 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 27 Sept ITC was trading at 522.70. 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
