ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 475 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.12
Theta: -0.20
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 0.75 | -1.50 | 21.70 | 4,383 | 123 | 1,599 | |||
| 20 Nov | 467.35 | 2.25 | 0.00 | 17.20 | 6,131 | -1 | 1,482 | |||
| 19 Nov | 467.35 | 2.25 | -0.25 | 17.20 | 6,131 | 5 | 1,482 | |||
| 18 Nov | 466.55 | 2.5 | -0.40 | 16.21 | 3,881 | -50 | 1,479 | |||
| 14 Nov | 465.95 | 2.9 | -2.65 | 14.82 | 4,475 | 236 | 1,536 | |||
| 13 Nov | 472.20 | 5.55 | 0.05 | 15.86 | 5,972 | 559 | 1,312 | |||
| 12 Nov | 472.85 | 5.5 | -2.95 | 15.20 | 2,845 | 386 | 752 | |||
| 11 Nov | 476.95 | 8.45 | -1.35 | 14.49 | 1,439 | 15 | 368 | |||
| 8 Nov | 478.05 | 9.8 | -0.95 | 14.16 | 1,833 | -3 | 352 | |||
| 7 Nov | 477.90 | 10.75 | -3.50 | 16.59 | 729 | 139 | 309 | |||
| 6 Nov | 481.10 | 14.25 | 0.20 | 18.11 | 361 | 34 | 171 | |||
| 5 Nov | 480.20 | 14.05 | -3.95 | 18.61 | 528 | 16 | 140 | |||
| 4 Nov | 484.60 | 18 | -3.35 | 20.27 | 266 | 69 | 123 | |||
| 1 Nov | 490.30 | 21.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 31 Oct | 488.80 | 21.35 | -1.40 | - | 42 | -1 | 53 | |||
| 30 Oct | 491.55 | 22.75 | 2.55 | - | 20 | -3 | 54 | |||
| 29 Oct | 487.95 | 20.2 | 2.20 | - | 47 | 4 | 57 | |||
| 28 Oct | 484.15 | 18 | 0.20 | - | 169 | 15 | 53 | |||
| 25 Oct | 482.30 | 17.8 | 6.30 | - | 310 | -56 | 38 | |||
| 24 Oct | 471.70 | 11.5 | -8.10 | - | 219 | 89 | 92 | |||
| 23 Oct | 480.35 | 19.6 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 481.80 | 19.6 | 2.05 | - | 1 | 0 | 2 | |||
| 21 Oct | 483.65 | 17.55 | -39.10 | - | 2 | 1 | 1 | |||
| 18 Oct | 486.70 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 488.90 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 493.20 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 498.55 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 496.95 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 488.20 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 492.05 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 491.70 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 507.95 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 510.20 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 503.55 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 512.75 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 518.15 | 56.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 522.70 | 56.65 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 475 expiring on 28NOV2024
Delta for 475 CE is 0.11
Historical price for 475 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.75, which was -1.50 lower than the previous day. The implied volatity was 21.70, the open interest changed by 123 which increased total open position to 1599
On 20 Nov ITC was trading at 467.35. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 17.20, the open interest changed by -1 which decreased total open position to 1482
On 19 Nov ITC was trading at 467.35. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 17.20, the open interest changed by 5 which increased total open position to 1482
On 18 Nov ITC was trading at 466.55. The strike last trading price was 2.5, which was -0.40 lower than the previous day. The implied volatity was 16.21, the open interest changed by -50 which decreased total open position to 1479
On 14 Nov ITC was trading at 465.95. The strike last trading price was 2.9, which was -2.65 lower than the previous day. The implied volatity was 14.82, the open interest changed by 236 which increased total open position to 1536
On 13 Nov ITC was trading at 472.20. The strike last trading price was 5.55, which was 0.05 higher than the previous day. The implied volatity was 15.86, the open interest changed by 559 which increased total open position to 1312
On 12 Nov ITC was trading at 472.85. The strike last trading price was 5.5, which was -2.95 lower than the previous day. The implied volatity was 15.20, the open interest changed by 386 which increased total open position to 752
On 11 Nov ITC was trading at 476.95. The strike last trading price was 8.45, which was -1.35 lower than the previous day. The implied volatity was 14.49, the open interest changed by 15 which increased total open position to 368
On 8 Nov ITC was trading at 478.05. The strike last trading price was 9.8, which was -0.95 lower than the previous day. The implied volatity was 14.16, the open interest changed by -3 which decreased total open position to 352
On 7 Nov ITC was trading at 477.90. The strike last trading price was 10.75, which was -3.50 lower than the previous day. The implied volatity was 16.59, the open interest changed by 139 which increased total open position to 309
On 6 Nov ITC was trading at 481.10. The strike last trading price was 14.25, which was 0.20 higher than the previous day. The implied volatity was 18.11, the open interest changed by 34 which increased total open position to 171
On 5 Nov ITC was trading at 480.20. The strike last trading price was 14.05, which was -3.95 lower than the previous day. The implied volatity was 18.61, the open interest changed by 16 which increased total open position to 140
On 4 Nov ITC was trading at 484.60. The strike last trading price was 18, which was -3.35 lower than the previous day. The implied volatity was 20.27, the open interest changed by 69 which increased total open position to 123
On 1 Nov ITC was trading at 490.30. The strike last trading price was 21.35, 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 31 Oct ITC was trading at 488.80. The strike last trading price was 21.35, which was -1.40 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 22.75, which was 2.55 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 20.2, which was 2.20 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 18, which was 0.20 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 17.8, which was 6.30 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 11.5, which was -8.10 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 19.6, 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 22 Oct ITC was trading at 481.80. The strike last trading price was 19.6, which was 2.05 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 17.55, which was -39.10 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 56.65, 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 56.65, 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 56.65, 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 56.65, 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 56.65, 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 56.65, 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 56.65, 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 56.65, 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 56.65, 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 56.65, 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 56.65, 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 56.65, 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 56.65, 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 56.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 475 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.12
Theta: -0.07
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 17.8 | 7.45 | 21.37 | 295 | -98 | 505 |
| 20 Nov | 467.35 | 10.35 | 0.00 | 20.58 | 1,292 | 24 | 605 |
| 19 Nov | 467.35 | 10.35 | 0.55 | 20.58 | 1,292 | 26 | 605 |
| 18 Nov | 466.55 | 9.8 | -0.65 | 19.77 | 392 | -14 | 586 |
| 14 Nov | 465.95 | 10.45 | 2.85 | 18.85 | 1,432 | -108 | 606 |
| 13 Nov | 472.20 | 7.6 | -0.45 | 18.48 | 2,307 | 5 | 715 |
| 12 Nov | 472.85 | 8.05 | 2.55 | 19.08 | 3,936 | 42 | 720 |
| 11 Nov | 476.95 | 5.5 | 0.40 | 18.44 | 2,777 | 7 | 704 |
| 8 Nov | 478.05 | 5.1 | -0.95 | 17.50 | 2,065 | -28 | 703 |
| 7 Nov | 477.90 | 6.05 | 1.20 | 18.94 | 1,664 | 275 | 733 |
| 6 Nov | 481.10 | 4.85 | -1.35 | 19.07 | 1,165 | 93 | 459 |
| 5 Nov | 480.20 | 6.2 | 0.90 | 21.05 | 1,869 | -19 | 373 |
| 4 Nov | 484.60 | 5.3 | 0.65 | 21.81 | 1,231 | -33 | 397 |
| 1 Nov | 490.30 | 4.65 | -0.10 | 22.30 | 52 | 18 | 429 |
| 31 Oct | 488.80 | 4.75 | 1.05 | - | 1,065 | 227 | 412 |
| 30 Oct | 491.55 | 3.7 | -0.95 | - | 191 | 16 | 184 |
| 29 Oct | 487.95 | 4.65 | -1.65 | - | 196 | 35 | 168 |
| 28 Oct | 484.15 | 6.3 | -0.70 | - | 334 | 38 | 133 |
| 25 Oct | 482.30 | 7 | -7.55 | - | 760 | -117 | 95 |
| 24 Oct | 471.70 | 14.55 | 5.55 | - | 492 | 186 | 211 |
| 23 Oct | 480.35 | 9 | 1.40 | - | 53 | 13 | 24 |
| 22 Oct | 481.80 | 7.6 | 0.65 | - | 51 | 9 | 11 |
| 21 Oct | 483.65 | 6.95 | 4.00 | - | 2 | 1 | 1 |
| 18 Oct | 486.70 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 488.90 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 493.20 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 498.55 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 496.95 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 488.20 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.05 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 491.70 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 507.95 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 510.20 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 503.55 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 512.75 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 518.15 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 522.70 | 2.95 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 475 expiring on 28NOV2024
Delta for 475 PE is -0.89
Historical price for 475 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 17.8, which was 7.45 higher than the previous day. The implied volatity was 21.37, the open interest changed by -98 which decreased total open position to 505
On 20 Nov ITC was trading at 467.35. The strike last trading price was 10.35, which was 0.00 lower than the previous day. The implied volatity was 20.58, the open interest changed by 24 which increased total open position to 605
On 19 Nov ITC was trading at 467.35. The strike last trading price was 10.35, which was 0.55 higher than the previous day. The implied volatity was 20.58, the open interest changed by 26 which increased total open position to 605
On 18 Nov ITC was trading at 466.55. The strike last trading price was 9.8, which was -0.65 lower than the previous day. The implied volatity was 19.77, the open interest changed by -14 which decreased total open position to 586
On 14 Nov ITC was trading at 465.95. The strike last trading price was 10.45, which was 2.85 higher than the previous day. The implied volatity was 18.85, the open interest changed by -108 which decreased total open position to 606
On 13 Nov ITC was trading at 472.20. The strike last trading price was 7.6, which was -0.45 lower than the previous day. The implied volatity was 18.48, the open interest changed by 5 which increased total open position to 715
On 12 Nov ITC was trading at 472.85. The strike last trading price was 8.05, which was 2.55 higher than the previous day. The implied volatity was 19.08, the open interest changed by 42 which increased total open position to 720
On 11 Nov ITC was trading at 476.95. The strike last trading price was 5.5, which was 0.40 higher than the previous day. The implied volatity was 18.44, the open interest changed by 7 which increased total open position to 704
On 8 Nov ITC was trading at 478.05. The strike last trading price was 5.1, which was -0.95 lower than the previous day. The implied volatity was 17.50, the open interest changed by -28 which decreased total open position to 703
On 7 Nov ITC was trading at 477.90. The strike last trading price was 6.05, which was 1.20 higher than the previous day. The implied volatity was 18.94, the open interest changed by 275 which increased total open position to 733
On 6 Nov ITC was trading at 481.10. The strike last trading price was 4.85, which was -1.35 lower than the previous day. The implied volatity was 19.07, the open interest changed by 93 which increased total open position to 459
On 5 Nov ITC was trading at 480.20. The strike last trading price was 6.2, which was 0.90 higher than the previous day. The implied volatity was 21.05, the open interest changed by -19 which decreased total open position to 373
On 4 Nov ITC was trading at 484.60. The strike last trading price was 5.3, which was 0.65 higher than the previous day. The implied volatity was 21.81, the open interest changed by -33 which decreased total open position to 397
On 1 Nov ITC was trading at 490.30. The strike last trading price was 4.65, which was -0.10 lower than the previous day. The implied volatity was 22.30, the open interest changed by 18 which increased total open position to 429
On 31 Oct ITC was trading at 488.80. The strike last trading price was 4.75, which was 1.05 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 3.7, which was -0.95 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 4.65, which was -1.65 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 6.3, which was -0.70 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 7, 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 24 Oct ITC was trading at 471.70. The strike last trading price was 14.55, which was 5.55 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 9, which was 1.40 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 7.6, which was 0.65 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 6.95, which was 4.00 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 2.95, 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 17 Oct ITC was trading at 488.90. The strike last trading price was 2.95, 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 16 Oct ITC was trading at 493.20. The strike last trading price was 2.95, 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 15 Oct ITC was trading at 498.55. The strike last trading price was 2.95, 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 14 Oct ITC was trading at 496.95. The strike last trading price was 2.95, 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 11 Oct ITC was trading at 488.20. The strike last trading price was 2.95, 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 2.95, 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 2.95, 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 2.95, 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 7 Oct ITC was trading at 510.20. The strike last trading price was 2.95, 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 4 Oct ITC was trading at 503.55. The strike last trading price was 2.95, 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 3 Oct ITC was trading at 512.75. The strike last trading price was 2.95, 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 30 Sept ITC was trading at 518.15. The strike last trading price was 2.95, 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 27 Sept ITC was trading at 522.70. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
