ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.23
Theta: -0.41
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 3 | -0.90 | 19.11 | 18,699 | 255 | 5,006 | |||
| 19 Dec | 466.55 | 3.9 | -2.55 | 20.54 | 12,481 | 504 | 4,752 | |||
| 18 Dec | 470.50 | 6.45 | -0.05 | 18.84 | 13,153 | 192 | 4,251 | |||
| 17 Dec | 469.55 | 6.5 | 0.05 | 18.76 | 26,226 | 143 | 4,059 | |||
| 16 Dec | 470.10 | 6.45 | -0.75 | 18.66 | 7,937 | 530 | 3,927 | |||
| 13 Dec | 470.00 | 7.2 | 4.20 | 16.31 | 25,122 | -1,233 | 3,435 | |||
| 12 Dec | 460.60 | 3 | -2.00 | 16.45 | 8,878 | 1,201 | 4,671 | |||
| 11 Dec | 465.25 | 5 | -0.40 | 16.72 | 4,710 | 239 | 3,473 | |||
| 10 Dec | 465.45 | 5.4 | -0.60 | 16.98 | 4,407 | 303 | 3,238 | |||
| 9 Dec | 464.95 | 6 | -3.20 | 18.01 | 5,314 | 1,021 | 2,942 | |||
| 6 Dec | 471.15 | 9.2 | 1.45 | 15.28 | 5,332 | -167 | 1,934 | |||
| 5 Dec | 467.50 | 7.75 | -1.00 | 16.88 | 10,117 | -556 | 2,100 | |||
| 4 Dec | 467.10 | 8.75 | -2.75 | 19.10 | 4,575 | 227 | 2,678 | |||
| 3 Dec | 472.55 | 11.5 | -3.70 | 18.00 | 12,668 | 1,812 | 2,442 | |||
| 2 Dec | 477.20 | 15.2 | -0.35 | 18.65 | 676 | 40 | 633 | |||
| 29 Nov | 476.75 | 15.55 | 0.40 | 18.38 | 918 | 71 | 592 | |||
| 28 Nov | 474.90 | 15.15 | 0.00 | 19.06 | 1,568 | 133 | 525 | |||
| 27 Nov | 476.95 | 15.15 | -0.40 | 16.61 | 577 | 76 | 393 | |||
| 26 Nov | 477.00 | 15.55 | -0.80 | 16.91 | 535 | 15 | 318 | |||
| 25 Nov | 476.80 | 16.35 | 2.95 | 16.44 | 903 | 24 | 311 | |||
| 22 Nov | 474.65 | 13.4 | 6.90 | 15.00 | 1,232 | 9 | 296 | |||
| 21 Nov | 457.15 | 6.5 | -3.55 | 17.90 | 601 | 184 | 286 | |||
| 20 Nov | 467.35 | 10.05 | 0.00 | 15.82 | 287 | 7 | 102 | |||
| 19 Nov | 467.35 | 10.05 | -0.15 | 15.82 | 287 | 7 | 102 | |||
| 18 Nov | 466.55 | 10.2 | 0.05 | 15.03 | 251 | -2 | 93 | |||
| 14 Nov | 465.95 | 10.15 | -4.15 | 14.14 | 161 | 63 | 96 | |||
| 13 Nov | 472.20 | 14.3 | -1.65 | 15.77 | 37 | 11 | 32 | |||
| 12 Nov | 472.85 | 15.95 | -0.95 | 18.21 | 8 | 4 | 21 | |||
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| 11 Nov | 476.95 | 16.9 | -2.15 | 13.54 | 15 | 8 | 16 | |||
| 8 Nov | 478.05 | 19.05 | -10.95 | 14.80 | 6 | 2 | 4 | |||
| 7 Nov | 477.90 | 30 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 30 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 30 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Nov | 484.60 | 30 | 10.00 | 23.58 | 2 | 0 | 0 | |||
| 31 Oct | 488.80 | 20 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 482.30 | 20 | - | 1 | 0 | 1 | ||||
For Itc Ltd - strike price 470 expiring on 26DEC2024
Delta for 470 CE is 0.38
Historical price for 470 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 19.11, the open interest changed by 255 which increased total open position to 5006
On 19 Dec ITC was trading at 466.55. The strike last trading price was 3.9, which was -2.55 lower than the previous day. The implied volatity was 20.54, the open interest changed by 504 which increased total open position to 4752
On 18 Dec ITC was trading at 470.50. The strike last trading price was 6.45, which was -0.05 lower than the previous day. The implied volatity was 18.84, the open interest changed by 192 which increased total open position to 4251
On 17 Dec ITC was trading at 469.55. The strike last trading price was 6.5, which was 0.05 higher than the previous day. The implied volatity was 18.76, the open interest changed by 143 which increased total open position to 4059
On 16 Dec ITC was trading at 470.10. The strike last trading price was 6.45, which was -0.75 lower than the previous day. The implied volatity was 18.66, the open interest changed by 530 which increased total open position to 3927
On 13 Dec ITC was trading at 470.00. The strike last trading price was 7.2, which was 4.20 higher than the previous day. The implied volatity was 16.31, the open interest changed by -1233 which decreased total open position to 3435
On 12 Dec ITC was trading at 460.60. The strike last trading price was 3, which was -2.00 lower than the previous day. The implied volatity was 16.45, the open interest changed by 1201 which increased total open position to 4671
On 11 Dec ITC was trading at 465.25. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was 16.72, the open interest changed by 239 which increased total open position to 3473
On 10 Dec ITC was trading at 465.45. The strike last trading price was 5.4, which was -0.60 lower than the previous day. The implied volatity was 16.98, the open interest changed by 303 which increased total open position to 3238
On 9 Dec ITC was trading at 464.95. The strike last trading price was 6, which was -3.20 lower than the previous day. The implied volatity was 18.01, the open interest changed by 1021 which increased total open position to 2942
On 6 Dec ITC was trading at 471.15. The strike last trading price was 9.2, which was 1.45 higher than the previous day. The implied volatity was 15.28, the open interest changed by -167 which decreased total open position to 1934
On 5 Dec ITC was trading at 467.50. The strike last trading price was 7.75, which was -1.00 lower than the previous day. The implied volatity was 16.88, the open interest changed by -556 which decreased total open position to 2100
On 4 Dec ITC was trading at 467.10. The strike last trading price was 8.75, which was -2.75 lower than the previous day. The implied volatity was 19.10, the open interest changed by 227 which increased total open position to 2678
On 3 Dec ITC was trading at 472.55. The strike last trading price was 11.5, which was -3.70 lower than the previous day. The implied volatity was 18.00, the open interest changed by 1812 which increased total open position to 2442
On 2 Dec ITC was trading at 477.20. The strike last trading price was 15.2, which was -0.35 lower than the previous day. The implied volatity was 18.65, the open interest changed by 40 which increased total open position to 633
On 29 Nov ITC was trading at 476.75. The strike last trading price was 15.55, which was 0.40 higher than the previous day. The implied volatity was 18.38, the open interest changed by 71 which increased total open position to 592
On 28 Nov ITC was trading at 474.90. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 19.06, the open interest changed by 133 which increased total open position to 525
On 27 Nov ITC was trading at 476.95. The strike last trading price was 15.15, which was -0.40 lower than the previous day. The implied volatity was 16.61, the open interest changed by 76 which increased total open position to 393
On 26 Nov ITC was trading at 477.00. The strike last trading price was 15.55, which was -0.80 lower than the previous day. The implied volatity was 16.91, the open interest changed by 15 which increased total open position to 318
On 25 Nov ITC was trading at 476.80. The strike last trading price was 16.35, which was 2.95 higher than the previous day. The implied volatity was 16.44, the open interest changed by 24 which increased total open position to 311
On 22 Nov ITC was trading at 474.65. The strike last trading price was 13.4, which was 6.90 higher than the previous day. The implied volatity was 15.00, the open interest changed by 9 which increased total open position to 296
On 21 Nov ITC was trading at 457.15. The strike last trading price was 6.5, which was -3.55 lower than the previous day. The implied volatity was 17.90, the open interest changed by 184 which increased total open position to 286
On 20 Nov ITC was trading at 467.35. The strike last trading price was 10.05, which was 0.00 lower than the previous day. The implied volatity was 15.82, the open interest changed by 7 which increased total open position to 102
On 19 Nov ITC was trading at 467.35. The strike last trading price was 10.05, which was -0.15 lower than the previous day. The implied volatity was 15.82, the open interest changed by 7 which increased total open position to 102
On 18 Nov ITC was trading at 466.55. The strike last trading price was 10.2, which was 0.05 higher than the previous day. The implied volatity was 15.03, the open interest changed by -2 which decreased total open position to 93
On 14 Nov ITC was trading at 465.95. The strike last trading price was 10.15, which was -4.15 lower than the previous day. The implied volatity was 14.14, the open interest changed by 63 which increased total open position to 96
On 13 Nov ITC was trading at 472.20. The strike last trading price was 14.3, which was -1.65 lower than the previous day. The implied volatity was 15.77, the open interest changed by 11 which increased total open position to 32
On 12 Nov ITC was trading at 472.85. The strike last trading price was 15.95, which was -0.95 lower than the previous day. The implied volatity was 18.21, the open interest changed by 4 which increased total open position to 21
On 11 Nov ITC was trading at 476.95. The strike last trading price was 16.9, which was -2.15 lower than the previous day. The implied volatity was 13.54, the open interest changed by 8 which increased total open position to 16
On 8 Nov ITC was trading at 478.05. The strike last trading price was 19.05, which was -10.95 lower than the previous day. The implied volatity was 14.80, the open interest changed by 2 which increased total open position to 4
On 7 Nov ITC was trading at 477.90. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov ITC was trading at 484.60. The strike last trading price was 30, which was 10.00 higher than the previous day. The implied volatity was 23.58, 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 20, 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 20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 26DEC2024 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.23
Theta: -0.43
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 8.15 | 0.25 | 25.92 | 4,294 | -216 | 1,850 |
| 19 Dec | 466.55 | 7.9 | 2.95 | 24.11 | 5,932 | 59 | 2,066 |
| 18 Dec | 470.50 | 4.95 | -0.30 | 21.69 | 6,700 | -50 | 2,007 |
| 17 Dec | 469.55 | 5.25 | 0.50 | 20.84 | 12,633 | -200 | 2,050 |
| 16 Dec | 470.10 | 4.75 | 0.30 | 17.32 | 6,180 | 368 | 2,252 |
| 13 Dec | 470.00 | 4.45 | -5.90 | 16.08 | 8,573 | -106 | 1,839 |
| 12 Dec | 460.60 | 10.35 | 2.55 | 16.45 | 1,793 | -2 | 1,949 |
| 11 Dec | 465.25 | 7.8 | -1.00 | 16.66 | 1,248 | -55 | 1,952 |
| 10 Dec | 465.45 | 8.8 | 0.15 | 19.07 | 1,102 | 88 | 2,005 |
| 9 Dec | 464.95 | 8.65 | 2.60 | 18.09 | 4,328 | -107 | 1,923 |
| 6 Dec | 471.15 | 6.05 | -1.85 | 18.49 | 5,491 | 72 | 2,022 |
| 5 Dec | 467.50 | 7.9 | -1.10 | 18.10 | 6,023 | 5 | 1,946 |
| 4 Dec | 467.10 | 9 | 1.10 | 19.70 | 5,451 | 139 | 1,936 |
| 3 Dec | 472.55 | 7.9 | 3.20 | 22.15 | 11,055 | 660 | 1,841 |
| 2 Dec | 477.20 | 4.7 | -0.65 | 18.60 | 1,704 | 121 | 1,178 |
| 29 Nov | 476.75 | 5.35 | -0.85 | 18.95 | 2,031 | 23 | 1,056 |
| 28 Nov | 474.90 | 6.2 | 0.85 | 19.45 | 3,211 | 251 | 1,035 |
| 27 Nov | 476.95 | 5.35 | -0.25 | 18.43 | 860 | 125 | 783 |
| 26 Nov | 477.00 | 5.6 | 0.35 | 18.75 | 1,043 | 30 | 656 |
| 25 Nov | 476.80 | 5.25 | -1.85 | 18.56 | 1,458 | 434 | 610 |
| 22 Nov | 474.65 | 7.1 | -8.70 | 18.82 | 598 | 109 | 285 |
| 21 Nov | 457.15 | 15.8 | 5.50 | 19.35 | 244 | 24 | 177 |
| 20 Nov | 467.35 | 10.3 | 0.00 | 18.52 | 237 | 40 | 154 |
| 19 Nov | 467.35 | 10.3 | 0.40 | 18.52 | 237 | 41 | 154 |
| 18 Nov | 466.55 | 9.9 | -0.80 | 18.32 | 54 | 16 | 103 |
| 14 Nov | 465.95 | 10.7 | 1.95 | 18.80 | 70 | 12 | 87 |
| 13 Nov | 472.20 | 8.75 | 0.15 | 18.93 | 65 | 0 | 74 |
| 12 Nov | 472.85 | 8.6 | 1.25 | 18.50 | 86 | 66 | 75 |
| 11 Nov | 476.95 | 7.35 | 0.35 | 19.47 | 10 | 8 | 9 |
| 8 Nov | 478.05 | 7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 477.90 | 7 | -1.80 | 18.74 | 1 | 0 | 1 |
| 6 Nov | 481.10 | 8.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Nov | 480.20 | 8.8 | 4.90 | 22.79 | 2 | 1 | 1 |
| 4 Nov | 484.60 | 3.9 | 0.00 | 3.70 | 0 | 0 | 0 |
| 31 Oct | 488.80 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 482.30 | 3.9 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 470 expiring on 26DEC2024
Delta for 470 PE is -0.58
Historical price for 470 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 8.15, which was 0.25 higher than the previous day. The implied volatity was 25.92, the open interest changed by -216 which decreased total open position to 1850
On 19 Dec ITC was trading at 466.55. The strike last trading price was 7.9, which was 2.95 higher than the previous day. The implied volatity was 24.11, the open interest changed by 59 which increased total open position to 2066
On 18 Dec ITC was trading at 470.50. The strike last trading price was 4.95, which was -0.30 lower than the previous day. The implied volatity was 21.69, the open interest changed by -50 which decreased total open position to 2007
On 17 Dec ITC was trading at 469.55. The strike last trading price was 5.25, which was 0.50 higher than the previous day. The implied volatity was 20.84, the open interest changed by -200 which decreased total open position to 2050
On 16 Dec ITC was trading at 470.10. The strike last trading price was 4.75, which was 0.30 higher than the previous day. The implied volatity was 17.32, the open interest changed by 368 which increased total open position to 2252
On 13 Dec ITC was trading at 470.00. The strike last trading price was 4.45, which was -5.90 lower than the previous day. The implied volatity was 16.08, the open interest changed by -106 which decreased total open position to 1839
On 12 Dec ITC was trading at 460.60. The strike last trading price was 10.35, which was 2.55 higher than the previous day. The implied volatity was 16.45, the open interest changed by -2 which decreased total open position to 1949
On 11 Dec ITC was trading at 465.25. The strike last trading price was 7.8, which was -1.00 lower than the previous day. The implied volatity was 16.66, the open interest changed by -55 which decreased total open position to 1952
On 10 Dec ITC was trading at 465.45. The strike last trading price was 8.8, which was 0.15 higher than the previous day. The implied volatity was 19.07, the open interest changed by 88 which increased total open position to 2005
On 9 Dec ITC was trading at 464.95. The strike last trading price was 8.65, which was 2.60 higher than the previous day. The implied volatity was 18.09, the open interest changed by -107 which decreased total open position to 1923
On 6 Dec ITC was trading at 471.15. The strike last trading price was 6.05, which was -1.85 lower than the previous day. The implied volatity was 18.49, the open interest changed by 72 which increased total open position to 2022
On 5 Dec ITC was trading at 467.50. The strike last trading price was 7.9, which was -1.10 lower than the previous day. The implied volatity was 18.10, the open interest changed by 5 which increased total open position to 1946
On 4 Dec ITC was trading at 467.10. The strike last trading price was 9, which was 1.10 higher than the previous day. The implied volatity was 19.70, the open interest changed by 139 which increased total open position to 1936
On 3 Dec ITC was trading at 472.55. The strike last trading price was 7.9, which was 3.20 higher than the previous day. The implied volatity was 22.15, the open interest changed by 660 which increased total open position to 1841
On 2 Dec ITC was trading at 477.20. The strike last trading price was 4.7, which was -0.65 lower than the previous day. The implied volatity was 18.60, the open interest changed by 121 which increased total open position to 1178
On 29 Nov ITC was trading at 476.75. The strike last trading price was 5.35, which was -0.85 lower than the previous day. The implied volatity was 18.95, the open interest changed by 23 which increased total open position to 1056
On 28 Nov ITC was trading at 474.90. The strike last trading price was 6.2, which was 0.85 higher than the previous day. The implied volatity was 19.45, the open interest changed by 251 which increased total open position to 1035
On 27 Nov ITC was trading at 476.95. The strike last trading price was 5.35, which was -0.25 lower than the previous day. The implied volatity was 18.43, the open interest changed by 125 which increased total open position to 783
On 26 Nov ITC was trading at 477.00. The strike last trading price was 5.6, which was 0.35 higher than the previous day. The implied volatity was 18.75, the open interest changed by 30 which increased total open position to 656
On 25 Nov ITC was trading at 476.80. The strike last trading price was 5.25, which was -1.85 lower than the previous day. The implied volatity was 18.56, the open interest changed by 434 which increased total open position to 610
On 22 Nov ITC was trading at 474.65. The strike last trading price was 7.1, which was -8.70 lower than the previous day. The implied volatity was 18.82, the open interest changed by 109 which increased total open position to 285
On 21 Nov ITC was trading at 457.15. The strike last trading price was 15.8, which was 5.50 higher than the previous day. The implied volatity was 19.35, the open interest changed by 24 which increased total open position to 177
On 20 Nov ITC was trading at 467.35. The strike last trading price was 10.3, which was 0.00 lower than the previous day. The implied volatity was 18.52, the open interest changed by 40 which increased total open position to 154
On 19 Nov ITC was trading at 467.35. The strike last trading price was 10.3, which was 0.40 higher than the previous day. The implied volatity was 18.52, the open interest changed by 41 which increased total open position to 154
On 18 Nov ITC was trading at 466.55. The strike last trading price was 9.9, which was -0.80 lower than the previous day. The implied volatity was 18.32, the open interest changed by 16 which increased total open position to 103
On 14 Nov ITC was trading at 465.95. The strike last trading price was 10.7, which was 1.95 higher than the previous day. The implied volatity was 18.80, the open interest changed by 12 which increased total open position to 87
On 13 Nov ITC was trading at 472.20. The strike last trading price was 8.75, which was 0.15 higher than the previous day. The implied volatity was 18.93, the open interest changed by 0 which decreased total open position to 74
On 12 Nov ITC was trading at 472.85. The strike last trading price was 8.6, which was 1.25 higher than the previous day. The implied volatity was 18.50, the open interest changed by 66 which increased total open position to 75
On 11 Nov ITC was trading at 476.95. The strike last trading price was 7.35, which was 0.35 higher than the previous day. The implied volatity was 19.47, the open interest changed by 8 which increased total open position to 9
On 8 Nov ITC was trading at 478.05. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 7, which was -1.80 lower than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 1
On 6 Nov ITC was trading at 481.10. The strike last trading price was 8.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov ITC was trading at 480.20. The strike last trading price was 8.8, which was 4.90 higher than the previous day. The implied volatity was 22.79, the open interest changed by 1 which increased total open position to 1
On 4 Nov ITC was trading at 484.60. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 3.70, 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 3.9, 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 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
