ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.17
Theta: -0.26
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 1.25 | -2.75 | 20.37 | 7,258 | 347 | 1,651 | |||
| 20 Nov | 467.35 | 4 | 0.00 | 17.21 | 5,932 | -113 | 1,315 | |||
| 19 Nov | 467.35 | 4 | -0.40 | 17.21 | 5,932 | -102 | 1,315 | |||
| 18 Nov | 466.55 | 4.4 | -0.50 | 16.27 | 5,845 | 168 | 1,405 | |||
| 14 Nov | 465.95 | 4.9 | -3.45 | 15.00 | 5,923 | 492 | 1,241 | |||
| 13 Nov | 472.20 | 8.35 | 0.25 | 16.28 | 3,367 | 153 | 755 | |||
| 12 Nov | 472.85 | 8.1 | -3.65 | 14.90 | 1,700 | 132 | 598 | |||
| 11 Nov | 476.95 | 11.75 | -1.50 | 14.31 | 639 | 2 | 470 | |||
| 8 Nov | 478.05 | 13.25 | -0.80 | 13.37 | 602 | 33 | 467 | |||
| 7 Nov | 477.90 | 14.05 | -3.75 | 16.64 | 313 | 46 | 433 | |||
| 6 Nov | 481.10 | 17.8 | 0.25 | 18.15 | 449 | 84 | 390 | |||
| 5 Nov | 480.20 | 17.55 | -4.45 | 18.82 | 302 | 34 | 306 | |||
| 4 Nov | 484.60 | 22 | -2.05 | 21.27 | 321 | 103 | 271 | |||
| 1 Nov | 490.30 | 24.05 | -1.00 | 13.10 | 5 | 0 | 165 | |||
| 31 Oct | 488.80 | 25.05 | -0.60 | - | 133 | -7 | 164 | |||
| 30 Oct | 491.55 | 25.65 | 1.35 | - | 58 | -10 | 172 | |||
| 29 Oct | 487.95 | 24.3 | 2.70 | - | 103 | 31 | 182 | |||
| 28 Oct | 484.15 | 21.6 | 0.60 | - | 178 | 23 | 151 | |||
| 25 Oct | 482.30 | 21 | 6.75 | - | 586 | 16 | 128 | |||
| 24 Oct | 471.70 | 14.25 | -6.60 | - | 199 | 64 | 109 | |||
| 23 Oct | 480.35 | 20.85 | -3.10 | - | 23 | 14 | 44 | |||
| 22 Oct | 481.80 | 23.95 | 1.50 | - | 7 | 4 | 30 | |||
| 21 Oct | 483.65 | 22.45 | -7.55 | - | 32 | 24 | 26 | |||
| 18 Oct | 486.70 | 30 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 488.90 | 30 | 0.00 | - | 0 | 1 | 0 | |||
| 16 Oct | 493.20 | 30 | 0.75 | - | 1 | 0 | 1 | |||
| 15 Oct | 498.55 | 29.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 496.95 | 29.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 488.20 | 29.25 | 0.00 | - | 0 | 1 | 0 | |||
| 10 Oct | 492.05 | 29.25 | -21.30 | - | 1 | 0 | 0 | |||
| 9 Oct | 491.70 | 50.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 507.95 | 50.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 510.20 | 50.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 503.55 | 50.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Oct | 512.75 | 50.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 518.15 | 50.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 522.70 | 50.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 513.60 | 50.55 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 510.05 | 50.55 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 470 expiring on 28NOV2024
Delta for 470 CE is 0.18
Historical price for 470 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 1.25, which was -2.75 lower than the previous day. The implied volatity was 20.37, the open interest changed by 347 which increased total open position to 1651
On 20 Nov ITC was trading at 467.35. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 17.21, the open interest changed by -113 which decreased total open position to 1315
On 19 Nov ITC was trading at 467.35. The strike last trading price was 4, which was -0.40 lower than the previous day. The implied volatity was 17.21, the open interest changed by -102 which decreased total open position to 1315
On 18 Nov ITC was trading at 466.55. The strike last trading price was 4.4, which was -0.50 lower than the previous day. The implied volatity was 16.27, the open interest changed by 168 which increased total open position to 1405
On 14 Nov ITC was trading at 465.95. The strike last trading price was 4.9, which was -3.45 lower than the previous day. The implied volatity was 15.00, the open interest changed by 492 which increased total open position to 1241
On 13 Nov ITC was trading at 472.20. The strike last trading price was 8.35, which was 0.25 higher than the previous day. The implied volatity was 16.28, the open interest changed by 153 which increased total open position to 755
On 12 Nov ITC was trading at 472.85. The strike last trading price was 8.1, which was -3.65 lower than the previous day. The implied volatity was 14.90, the open interest changed by 132 which increased total open position to 598
On 11 Nov ITC was trading at 476.95. The strike last trading price was 11.75, which was -1.50 lower than the previous day. The implied volatity was 14.31, the open interest changed by 2 which increased total open position to 470
On 8 Nov ITC was trading at 478.05. The strike last trading price was 13.25, which was -0.80 lower than the previous day. The implied volatity was 13.37, the open interest changed by 33 which increased total open position to 467
On 7 Nov ITC was trading at 477.90. The strike last trading price was 14.05, which was -3.75 lower than the previous day. The implied volatity was 16.64, the open interest changed by 46 which increased total open position to 433
On 6 Nov ITC was trading at 481.10. The strike last trading price was 17.8, which was 0.25 higher than the previous day. The implied volatity was 18.15, the open interest changed by 84 which increased total open position to 390
On 5 Nov ITC was trading at 480.20. The strike last trading price was 17.55, which was -4.45 lower than the previous day. The implied volatity was 18.82, the open interest changed by 34 which increased total open position to 306
On 4 Nov ITC was trading at 484.60. The strike last trading price was 22, which was -2.05 lower than the previous day. The implied volatity was 21.27, the open interest changed by 103 which increased total open position to 271
On 1 Nov ITC was trading at 490.30. The strike last trading price was 24.05, which was -1.00 lower than the previous day. The implied volatity was 13.10, the open interest changed by 0 which decreased total open position to 165
On 31 Oct ITC was trading at 488.80. The strike last trading price was 25.05, which was -0.60 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 25.65, 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 29 Oct ITC was trading at 487.95. The strike last trading price was 24.3, which was 2.70 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 21.6, which was 0.60 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 21, which was 6.75 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 14.25, which was -6.60 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 20.85, which was -3.10 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 23.95, which was 1.50 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 22.45, which was -7.55 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 30, 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 30, 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 30, which was 0.75 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 29.25, 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 29.25, 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 29.25, 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 29.25, which was -21.30 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 50.55, 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 50.55, 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 50.55, 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 50.55, 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 50.55, 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 50.55, 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 50.55, 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 Sept ITC was trading at 513.60. The strike last trading price was 50.55, 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 2 Sept ITC was trading at 510.05. The strike last trading price was 50.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.16
Theta: -0.11
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 13.2 | 6.15 | 19.46 | 1,644 | -355 | 1,397 |
| 20 Nov | 467.35 | 7.05 | 0.00 | 20.00 | 4,083 | 163 | 1,752 |
| 19 Nov | 467.35 | 7.05 | 0.30 | 20.00 | 4,083 | 163 | 1,752 |
| 18 Nov | 466.55 | 6.75 | -0.50 | 19.64 | 1,281 | 18 | 1,591 |
| 14 Nov | 465.95 | 7.25 | 1.85 | 18.15 | 4,391 | -385 | 1,575 |
| 13 Nov | 472.20 | 5.4 | -0.25 | 18.93 | 5,443 | 912 | 1,958 |
| 12 Nov | 472.85 | 5.65 | 1.85 | 19.01 | 2,418 | 134 | 1,070 |
| 11 Nov | 476.95 | 3.8 | 0.20 | 18.74 | 1,913 | -5 | 938 |
| 8 Nov | 478.05 | 3.6 | -0.70 | 18.20 | 1,627 | -37 | 944 |
| 7 Nov | 477.90 | 4.3 | 0.70 | 19.04 | 1,702 | 199 | 980 |
| 6 Nov | 481.10 | 3.6 | -1.20 | 19.70 | 1,202 | 103 | 787 |
| 5 Nov | 480.20 | 4.8 | 0.60 | 21.69 | 1,670 | -64 | 688 |
| 4 Nov | 484.60 | 4.2 | 0.70 | 22.64 | 1,401 | 75 | 756 |
| 1 Nov | 490.30 | 3.5 | -0.25 | 22.51 | 73 | 26 | 680 |
| 31 Oct | 488.80 | 3.75 | 0.90 | - | 1,011 | 57 | 657 |
| 30 Oct | 491.55 | 2.85 | -0.65 | - | 622 | -56 | 601 |
| 29 Oct | 487.95 | 3.5 | -1.45 | - | 506 | -7 | 656 |
| 28 Oct | 484.15 | 4.95 | -0.55 | - | 593 | 103 | 665 |
| 25 Oct | 482.30 | 5.5 | -4.90 | - | 1,754 | 7 | 562 |
| 24 Oct | 471.70 | 10.4 | 3.25 | - | 1,162 | 352 | 558 |
| 23 Oct | 480.35 | 7.15 | 0.85 | - | 235 | 24 | 205 |
| 22 Oct | 481.80 | 6.3 | 0.45 | - | 172 | 23 | 172 |
| 21 Oct | 483.65 | 5.85 | 1.60 | - | 159 | 40 | 150 |
| 18 Oct | 486.70 | 4.25 | 0.75 | - | 125 | 17 | 110 |
| 17 Oct | 488.90 | 3.5 | 0.80 | - | 28 | -1 | 93 |
| 16 Oct | 493.20 | 2.7 | 0.85 | - | 150 | -15 | 93 |
| 15 Oct | 498.55 | 1.85 | -0.30 | - | 12 | 3 | 110 |
| 14 Oct | 496.95 | 2.15 | -2.25 | - | 59 | 7 | 108 |
| 11 Oct | 488.20 | 4.4 | 0.45 | - | 61 | 26 | 100 |
| 10 Oct | 492.05 | 3.95 | -0.75 | - | 24 | 21 | 73 |
| 9 Oct | 491.70 | 4.7 | 3.30 | - | 125 | 15 | 52 |
| 8 Oct | 507.95 | 1.4 | -0.20 | - | 41 | 17 | 34 |
| 7 Oct | 510.20 | 1.6 | -1.30 | - | 32 | 12 | 15 |
| 4 Oct | 503.55 | 2.9 | 1.15 | - | 561 | 1 | 4 |
| 3 Oct | 512.75 | 1.75 | 0.05 | - | 16 | 3 | 5 |
| 30 Sept | 518.15 | 1.7 | 0.35 | - | 2 | 1 | 3 |
| 27 Sept | 522.70 | 1.35 | -5.65 | - | 28 | 1 | 2 |
| 10 Sept | 513.60 | 7 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 510.05 | 7 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 470 expiring on 28NOV2024
Delta for 470 PE is -0.83
Historical price for 470 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 13.2, which was 6.15 higher than the previous day. The implied volatity was 19.46, the open interest changed by -355 which decreased total open position to 1397
On 20 Nov ITC was trading at 467.35. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was 20.00, the open interest changed by 163 which increased total open position to 1752
On 19 Nov ITC was trading at 467.35. The strike last trading price was 7.05, which was 0.30 higher than the previous day. The implied volatity was 20.00, the open interest changed by 163 which increased total open position to 1752
On 18 Nov ITC was trading at 466.55. The strike last trading price was 6.75, which was -0.50 lower than the previous day. The implied volatity was 19.64, the open interest changed by 18 which increased total open position to 1591
On 14 Nov ITC was trading at 465.95. The strike last trading price was 7.25, which was 1.85 higher than the previous day. The implied volatity was 18.15, the open interest changed by -385 which decreased total open position to 1575
On 13 Nov ITC was trading at 472.20. The strike last trading price was 5.4, which was -0.25 lower than the previous day. The implied volatity was 18.93, the open interest changed by 912 which increased total open position to 1958
On 12 Nov ITC was trading at 472.85. The strike last trading price was 5.65, which was 1.85 higher than the previous day. The implied volatity was 19.01, the open interest changed by 134 which increased total open position to 1070
On 11 Nov ITC was trading at 476.95. The strike last trading price was 3.8, which was 0.20 higher than the previous day. The implied volatity was 18.74, the open interest changed by -5 which decreased total open position to 938
On 8 Nov ITC was trading at 478.05. The strike last trading price was 3.6, which was -0.70 lower than the previous day. The implied volatity was 18.20, the open interest changed by -37 which decreased total open position to 944
On 7 Nov ITC was trading at 477.90. The strike last trading price was 4.3, which was 0.70 higher than the previous day. The implied volatity was 19.04, the open interest changed by 199 which increased total open position to 980
On 6 Nov ITC was trading at 481.10. The strike last trading price was 3.6, which was -1.20 lower than the previous day. The implied volatity was 19.70, the open interest changed by 103 which increased total open position to 787
On 5 Nov ITC was trading at 480.20. The strike last trading price was 4.8, which was 0.60 higher than the previous day. The implied volatity was 21.69, the open interest changed by -64 which decreased total open position to 688
On 4 Nov ITC was trading at 484.60. The strike last trading price was 4.2, which was 0.70 higher than the previous day. The implied volatity was 22.64, the open interest changed by 75 which increased total open position to 756
On 1 Nov ITC was trading at 490.30. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 22.51, the open interest changed by 26 which increased total open position to 680
On 31 Oct ITC was trading at 488.80. The strike last trading price was 3.75, 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 30 Oct ITC was trading at 491.55. The strike last trading price was 2.85, which was -0.65 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 3.5, which was -1.45 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 4.95, 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 5.5, which was -4.90 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 10.4, which was 3.25 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 7.15, 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 6.3, which was 0.45 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 5.85, which was 1.60 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 4.25, which was 0.75 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 3.5, which was 0.80 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 2.7, 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 15 Oct ITC was trading at 498.55. The strike last trading price was 1.85, 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 14 Oct ITC was trading at 496.95. The strike last trading price was 2.15, which was -2.25 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 4.4, which was 0.45 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 3.95, 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 9 Oct ITC was trading at 491.70. The strike last trading price was 4.7, which was 3.30 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 1.4, 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 7 Oct ITC was trading at 510.20. The strike last trading price was 1.6, which was -1.30 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 2.9, which was 1.15 higher 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 1.75, which was 0.05 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 1.7, 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 27 Sept ITC was trading at 522.70. The strike last trading price was 1.35, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept ITC was trading at 513.60. The strike last trading price was 7, 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 2 Sept ITC was trading at 510.05. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
