ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 475 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0.19
Theta: -0.35
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 1.75 | -0.65 | 20.33 | 12,275 | 272 | 5,265 | |||
| 19 Dec | 466.55 | 2.4 | -1.75 | 21.29 | 9,334 | 288 | 5,009 | |||
| 18 Dec | 470.50 | 4.15 | 0.00 | 19.34 | 10,123 | 205 | 4,725 | |||
| 17 Dec | 469.55 | 4.15 | 0.20 | 18.85 | 21,402 | 520 | 4,515 | |||
| 16 Dec | 470.10 | 3.95 | -0.75 | 18.00 | 7,500 | 94 | 4,005 | |||
| 13 Dec | 470.00 | 4.7 | 2.85 | 16.27 | 16,690 | -35 | 3,913 | |||
| 12 Dec | 460.60 | 1.85 | -1.30 | 16.84 | 5,516 | -277 | 3,951 | |||
| 11 Dec | 465.25 | 3.15 | -0.35 | 16.60 | 2,207 | 74 | 4,231 | |||
| 10 Dec | 465.45 | 3.5 | -0.55 | 16.86 | 2,637 | -74 | 4,162 | |||
| 9 Dec | 464.95 | 4.05 | -2.40 | 17.60 | 4,632 | 233 | 4,236 | |||
| 6 Dec | 471.15 | 6.45 | 1.15 | 15.14 | 6,705 | 46 | 4,003 | |||
| 5 Dec | 467.50 | 5.3 | -1.05 | 16.37 | 11,253 | 2,373 | 3,955 | |||
| 4 Dec | 467.10 | 6.35 | -2.35 | 18.69 | 5,143 | 550 | 1,593 | |||
| 3 Dec | 472.55 | 8.7 | -3.10 | 17.82 | 6,957 | 430 | 1,051 | |||
| 2 Dec | 477.20 | 11.8 | -0.55 | 18.06 | 1,470 | 23 | 623 | |||
| 29 Nov | 476.75 | 12.35 | 0.25 | 18.16 | 2,103 | -56 | 597 | |||
| 28 Nov | 474.90 | 12.1 | 0.30 | 18.87 | 2,435 | 314 | 658 | |||
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| 27 Nov | 476.95 | 11.8 | -0.25 | 16.22 | 997 | -2 | 345 | |||
| 26 Nov | 477.00 | 12.05 | -0.95 | 16.22 | 514 | 88 | 346 | |||
| 25 Nov | 476.80 | 13 | 2.25 | 16.25 | 1,035 | 170 | 255 | |||
| 22 Nov | 474.65 | 10.75 | 5.70 | 15.56 | 571 | 22 | 107 | |||
| 21 Nov | 457.15 | 5.05 | -2.80 | 18.21 | 204 | 17 | 83 | |||
| 20 Nov | 467.35 | 7.85 | 0.00 | 16.05 | 169 | 37 | 67 | |||
| 19 Nov | 467.35 | 7.85 | 0.35 | 16.05 | 169 | 38 | 67 | |||
| 18 Nov | 466.55 | 7.5 | -0.50 | 14.54 | 27 | 7 | 29 | |||
| 14 Nov | 465.95 | 8 | -3.45 | 14.78 | 60 | 11 | 22 | |||
| 13 Nov | 472.20 | 11.45 | 0.45 | 16.12 | 11 | 6 | 10 | |||
| 12 Nov | 472.85 | 11 | -17.25 | 14.80 | 12 | 3 | 3 | |||
| 11 Nov | 476.95 | 28.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 28.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 28.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 28.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 28.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 28.25 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 475 expiring on 26DEC2024
Delta for 475 CE is 0.25
Historical price for 475 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 1.75, which was -0.65 lower than the previous day. The implied volatity was 20.33, the open interest changed by 272 which increased total open position to 5265
On 19 Dec ITC was trading at 466.55. The strike last trading price was 2.4, which was -1.75 lower than the previous day. The implied volatity was 21.29, the open interest changed by 288 which increased total open position to 5009
On 18 Dec ITC was trading at 470.50. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 19.34, the open interest changed by 205 which increased total open position to 4725
On 17 Dec ITC was trading at 469.55. The strike last trading price was 4.15, which was 0.20 higher than the previous day. The implied volatity was 18.85, the open interest changed by 520 which increased total open position to 4515
On 16 Dec ITC was trading at 470.10. The strike last trading price was 3.95, which was -0.75 lower than the previous day. The implied volatity was 18.00, the open interest changed by 94 which increased total open position to 4005
On 13 Dec ITC was trading at 470.00. The strike last trading price was 4.7, which was 2.85 higher than the previous day. The implied volatity was 16.27, the open interest changed by -35 which decreased total open position to 3913
On 12 Dec ITC was trading at 460.60. The strike last trading price was 1.85, which was -1.30 lower than the previous day. The implied volatity was 16.84, the open interest changed by -277 which decreased total open position to 3951
On 11 Dec ITC was trading at 465.25. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 16.60, the open interest changed by 74 which increased total open position to 4231
On 10 Dec ITC was trading at 465.45. The strike last trading price was 3.5, which was -0.55 lower than the previous day. The implied volatity was 16.86, the open interest changed by -74 which decreased total open position to 4162
On 9 Dec ITC was trading at 464.95. The strike last trading price was 4.05, which was -2.40 lower than the previous day. The implied volatity was 17.60, the open interest changed by 233 which increased total open position to 4236
On 6 Dec ITC was trading at 471.15. The strike last trading price was 6.45, which was 1.15 higher than the previous day. The implied volatity was 15.14, the open interest changed by 46 which increased total open position to 4003
On 5 Dec ITC was trading at 467.50. The strike last trading price was 5.3, which was -1.05 lower than the previous day. The implied volatity was 16.37, the open interest changed by 2373 which increased total open position to 3955
On 4 Dec ITC was trading at 467.10. The strike last trading price was 6.35, which was -2.35 lower than the previous day. The implied volatity was 18.69, the open interest changed by 550 which increased total open position to 1593
On 3 Dec ITC was trading at 472.55. The strike last trading price was 8.7, which was -3.10 lower than the previous day. The implied volatity was 17.82, the open interest changed by 430 which increased total open position to 1051
On 2 Dec ITC was trading at 477.20. The strike last trading price was 11.8, which was -0.55 lower than the previous day. The implied volatity was 18.06, the open interest changed by 23 which increased total open position to 623
On 29 Nov ITC was trading at 476.75. The strike last trading price was 12.35, which was 0.25 higher than the previous day. The implied volatity was 18.16, the open interest changed by -56 which decreased total open position to 597
On 28 Nov ITC was trading at 474.90. The strike last trading price was 12.1, which was 0.30 higher than the previous day. The implied volatity was 18.87, the open interest changed by 314 which increased total open position to 658
On 27 Nov ITC was trading at 476.95. The strike last trading price was 11.8, which was -0.25 lower than the previous day. The implied volatity was 16.22, the open interest changed by -2 which decreased total open position to 345
On 26 Nov ITC was trading at 477.00. The strike last trading price was 12.05, which was -0.95 lower than the previous day. The implied volatity was 16.22, the open interest changed by 88 which increased total open position to 346
On 25 Nov ITC was trading at 476.80. The strike last trading price was 13, which was 2.25 higher than the previous day. The implied volatity was 16.25, the open interest changed by 170 which increased total open position to 255
On 22 Nov ITC was trading at 474.65. The strike last trading price was 10.75, which was 5.70 higher than the previous day. The implied volatity was 15.56, the open interest changed by 22 which increased total open position to 107
On 21 Nov ITC was trading at 457.15. The strike last trading price was 5.05, which was -2.80 lower than the previous day. The implied volatity was 18.21, the open interest changed by 17 which increased total open position to 83
On 20 Nov ITC was trading at 467.35. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 16.05, the open interest changed by 37 which increased total open position to 67
On 19 Nov ITC was trading at 467.35. The strike last trading price was 7.85, which was 0.35 higher than the previous day. The implied volatity was 16.05, the open interest changed by 38 which increased total open position to 67
On 18 Nov ITC was trading at 466.55. The strike last trading price was 7.5, which was -0.50 lower than the previous day. The implied volatity was 14.54, the open interest changed by 7 which increased total open position to 29
On 14 Nov ITC was trading at 465.95. The strike last trading price was 8, which was -3.45 lower than the previous day. The implied volatity was 14.78, the open interest changed by 11 which increased total open position to 22
On 13 Nov ITC was trading at 472.20. The strike last trading price was 11.45, which was 0.45 higher than the previous day. The implied volatity was 16.12, the open interest changed by 6 which increased total open position to 10
On 12 Nov ITC was trading at 472.85. The strike last trading price was 11, which was -17.25 lower than the previous day. The implied volatity was 14.80, the open interest changed by 3 which increased total open position to 3
On 11 Nov ITC was trading at 476.95. The strike last trading price was 28.25, 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 28.25, 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 28.25, 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 28.25, 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 28.25, 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 28.25, 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 475 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.21
Theta: -0.42
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 12 | 0.60 | 28.64 | 1,226 | 29 | 730 |
| 19 Dec | 466.55 | 11.4 | 3.85 | 25.34 | 1,719 | -65 | 701 |
| 18 Dec | 470.50 | 7.55 | -0.30 | 21.85 | 2,187 | -172 | 770 |
| 17 Dec | 469.55 | 7.85 | 0.65 | 20.82 | 4,989 | 1 | 946 |
| 16 Dec | 470.10 | 7.2 | 0.35 | 16.49 | 2,200 | 118 | 962 |
| 13 Dec | 470.00 | 6.85 | -7.25 | 15.81 | 2,264 | 87 | 838 |
| 12 Dec | 460.60 | 14.1 | 3.20 | 16.53 | 986 | -13 | 757 |
| 11 Dec | 465.25 | 10.9 | -0.95 | 16.44 | 752 | 48 | 770 |
| 10 Dec | 465.45 | 11.85 | 0.20 | 19.04 | 641 | 1 | 722 |
| 9 Dec | 464.95 | 11.65 | 3.40 | 18.43 | 1,140 | -11 | 722 |
| 6 Dec | 471.15 | 8.25 | -2.35 | 18.19 | 2,344 | 15 | 731 |
| 5 Dec | 467.50 | 10.6 | -1.15 | 18.03 | 2,496 | -130 | 719 |
| 4 Dec | 467.10 | 11.75 | 1.65 | 19.70 | 2,872 | 186 | 849 |
| 3 Dec | 472.55 | 10.1 | 3.85 | 21.92 | 2,431 | 18 | 664 |
| 2 Dec | 477.20 | 6.25 | -0.75 | 17.98 | 2,106 | -60 | 649 |
| 29 Nov | 476.75 | 7 | -1.15 | 18.46 | 2,408 | 125 | 709 |
| 28 Nov | 474.90 | 8.15 | 1.20 | 19.31 | 2,914 | 184 | 600 |
| 27 Nov | 476.95 | 6.95 | -0.30 | 17.89 | 1,074 | 117 | 417 |
| 26 Nov | 477.00 | 7.25 | 0.40 | 18.29 | 653 | 144 | 298 |
| 25 Nov | 476.80 | 6.85 | -2.40 | 18.18 | 726 | 118 | 155 |
| 22 Nov | 474.65 | 9.25 | -10.80 | 18.90 | 222 | 28 | 65 |
| 21 Nov | 457.15 | 20.05 | 7.05 | 21.21 | 25 | 14 | 37 |
| 20 Nov | 467.35 | 13 | 0.00 | 18.66 | 34 | 16 | 22 |
| 19 Nov | 467.35 | 13 | 0.00 | 18.66 | 34 | 15 | 22 |
| 18 Nov | 466.55 | 13 | 2.95 | 19.25 | 5 | 0 | 6 |
| 14 Nov | 465.95 | 10.05 | 0.00 | 0.00 | 0 | 4 | 0 |
| 13 Nov | 472.20 | 10.05 | 0.20 | 17.33 | 7 | 2 | 4 |
| 12 Nov | 472.85 | 9.85 | 0.75 | 17.03 | 5 | 2 | 4 |
| 11 Nov | 476.95 | 9.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 478.05 | 9.1 | 0.00 | 0.00 | 0 | 2 | 0 |
| 7 Nov | 477.90 | 9.1 | -0.10 | 19.24 | 2 | 1 | 1 |
| 6 Nov | 481.10 | 9.2 | 0.00 | 2.12 | 0 | 0 | 0 |
| 5 Nov | 480.20 | 9.2 | 0.00 | 2.16 | 0 | 0 | 0 |
| 4 Nov | 484.60 | 9.2 | 2.84 | 0 | 0 | 0 | |
For Itc Ltd - strike price 475 expiring on 26DEC2024
Delta for 475 PE is -0.68
Historical price for 475 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 12, which was 0.60 higher than the previous day. The implied volatity was 28.64, the open interest changed by 29 which increased total open position to 730
On 19 Dec ITC was trading at 466.55. The strike last trading price was 11.4, which was 3.85 higher than the previous day. The implied volatity was 25.34, the open interest changed by -65 which decreased total open position to 701
On 18 Dec ITC was trading at 470.50. The strike last trading price was 7.55, which was -0.30 lower than the previous day. The implied volatity was 21.85, the open interest changed by -172 which decreased total open position to 770
On 17 Dec ITC was trading at 469.55. The strike last trading price was 7.85, which was 0.65 higher than the previous day. The implied volatity was 20.82, the open interest changed by 1 which increased total open position to 946
On 16 Dec ITC was trading at 470.10. The strike last trading price was 7.2, which was 0.35 higher than the previous day. The implied volatity was 16.49, the open interest changed by 118 which increased total open position to 962
On 13 Dec ITC was trading at 470.00. The strike last trading price was 6.85, which was -7.25 lower than the previous day. The implied volatity was 15.81, the open interest changed by 87 which increased total open position to 838
On 12 Dec ITC was trading at 460.60. The strike last trading price was 14.1, which was 3.20 higher than the previous day. The implied volatity was 16.53, the open interest changed by -13 which decreased total open position to 757
On 11 Dec ITC was trading at 465.25. The strike last trading price was 10.9, which was -0.95 lower than the previous day. The implied volatity was 16.44, the open interest changed by 48 which increased total open position to 770
On 10 Dec ITC was trading at 465.45. The strike last trading price was 11.85, which was 0.20 higher than the previous day. The implied volatity was 19.04, the open interest changed by 1 which increased total open position to 722
On 9 Dec ITC was trading at 464.95. The strike last trading price was 11.65, which was 3.40 higher than the previous day. The implied volatity was 18.43, the open interest changed by -11 which decreased total open position to 722
On 6 Dec ITC was trading at 471.15. The strike last trading price was 8.25, which was -2.35 lower than the previous day. The implied volatity was 18.19, the open interest changed by 15 which increased total open position to 731
On 5 Dec ITC was trading at 467.50. The strike last trading price was 10.6, which was -1.15 lower than the previous day. The implied volatity was 18.03, the open interest changed by -130 which decreased total open position to 719
On 4 Dec ITC was trading at 467.10. The strike last trading price was 11.75, which was 1.65 higher than the previous day. The implied volatity was 19.70, the open interest changed by 186 which increased total open position to 849
On 3 Dec ITC was trading at 472.55. The strike last trading price was 10.1, which was 3.85 higher than the previous day. The implied volatity was 21.92, the open interest changed by 18 which increased total open position to 664
On 2 Dec ITC was trading at 477.20. The strike last trading price was 6.25, which was -0.75 lower than the previous day. The implied volatity was 17.98, the open interest changed by -60 which decreased total open position to 649
On 29 Nov ITC was trading at 476.75. The strike last trading price was 7, which was -1.15 lower than the previous day. The implied volatity was 18.46, the open interest changed by 125 which increased total open position to 709
On 28 Nov ITC was trading at 474.90. The strike last trading price was 8.15, which was 1.20 higher than the previous day. The implied volatity was 19.31, the open interest changed by 184 which increased total open position to 600
On 27 Nov ITC was trading at 476.95. The strike last trading price was 6.95, which was -0.30 lower than the previous day. The implied volatity was 17.89, the open interest changed by 117 which increased total open position to 417
On 26 Nov ITC was trading at 477.00. The strike last trading price was 7.25, which was 0.40 higher than the previous day. The implied volatity was 18.29, the open interest changed by 144 which increased total open position to 298
On 25 Nov ITC was trading at 476.80. The strike last trading price was 6.85, which was -2.40 lower than the previous day. The implied volatity was 18.18, the open interest changed by 118 which increased total open position to 155
On 22 Nov ITC was trading at 474.65. The strike last trading price was 9.25, which was -10.80 lower than the previous day. The implied volatity was 18.90, the open interest changed by 28 which increased total open position to 65
On 21 Nov ITC was trading at 457.15. The strike last trading price was 20.05, which was 7.05 higher than the previous day. The implied volatity was 21.21, the open interest changed by 14 which increased total open position to 37
On 20 Nov ITC was trading at 467.35. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 18.66, the open interest changed by 16 which increased total open position to 22
On 19 Nov ITC was trading at 467.35. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 18.66, the open interest changed by 15 which increased total open position to 22
On 18 Nov ITC was trading at 466.55. The strike last trading price was 13, which was 2.95 higher than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 6
On 14 Nov ITC was trading at 465.95. The strike last trading price was 10.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Nov ITC was trading at 472.20. The strike last trading price was 10.05, which was 0.20 higher than the previous day. The implied volatity was 17.33, the open interest changed by 2 which increased total open position to 4
On 12 Nov ITC was trading at 472.85. The strike last trading price was 9.85, which was 0.75 higher than the previous day. The implied volatity was 17.03, the open interest changed by 2 which increased total open position to 4
On 11 Nov ITC was trading at 476.95. The strike last trading price was 9.1, 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 8 Nov ITC was trading at 478.05. The strike last trading price was 9.1, 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 7 Nov ITC was trading at 477.90. The strike last trading price was 9.1, which was -0.10 lower than the previous day. The implied volatity was 19.24, the open interest changed by 1 which increased total open position to 1
On 6 Nov ITC was trading at 481.10. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 9.2, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 9.2, which was lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0
