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[--[65.84.65.76]--]
ITC
Itc Ltd

457.15 -10.20 (-2.18%)

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Historical option data for ITC

21 Nov 2024 04:13 PM IST
ITC 28NOV2024 480 CE
Delta: 0.08
Vega: 0.09
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 457.15 0.5 -0.80 23.50 4,414 667 3,565
20 Nov 467.35 1.3 0.00 17.97 5,744 -184 2,919
19 Nov 467.35 1.3 -0.10 17.97 5,744 -163 2,919
18 Nov 466.55 1.4 -0.40 16.68 3,673 211 3,077
14 Nov 465.95 1.8 -1.85 15.53 5,899 -43 2,886
13 Nov 472.20 3.65 -0.05 16.15 6,748 171 2,967
12 Nov 472.85 3.7 -2.25 15.65 5,165 501 2,802
11 Nov 476.95 5.95 -1.05 15.04 5,355 218 2,298
8 Nov 478.05 7 -1.05 14.03 3,811 150 2,078
7 Nov 477.90 8.05 -2.85 16.78 3,402 632 1,925
6 Nov 481.10 10.9 -0.15 17.59 4,239 336 1,300
5 Nov 480.20 11.05 -3.55 18.61 3,267 395 983
4 Nov 484.60 14.6 -2.05 19.99 1,607 214 588
1 Nov 490.30 16.65 -0.85 15.72 67 -14 373
31 Oct 488.80 17.5 -1.45 - 440 58 390
30 Oct 491.55 18.95 2.30 - 347 -64 333
29 Oct 487.95 16.65 1.90 - 677 -29 399
28 Oct 484.15 14.75 0.10 - 1,038 36 433
25 Oct 482.30 14.65 5.65 - 2,247 -336 397
24 Oct 471.70 9 -5.50 - 1,622 476 729
23 Oct 480.35 14.5 -1.50 - 352 128 252
22 Oct 481.80 16 0.55 - 224 17 123
21 Oct 483.65 15.45 -2.70 - 170 26 104
18 Oct 486.70 18.15 -0.85 - 212 59 79
17 Oct 488.90 19 -4.00 - 3 0 20
16 Oct 493.20 23 -1.70 - 10 5 19
15 Oct 498.55 24.7 0.00 - 0 12 0
14 Oct 496.95 24.7 4.90 - 15 10 12
11 Oct 488.20 19.8 -1.45 - 1 0 1
10 Oct 492.05 21.25 -22.05 - 1 0 0
9 Oct 491.70 43.3 0.00 - 0 0 0
8 Oct 507.95 43.3 0.00 - 0 0 0
7 Oct 510.20 43.3 0.00 - 0 0 0
4 Oct 503.55 43.3 0.00 - 0 0 0
3 Oct 512.75 43.3 0.00 - 0 0 0
1 Oct 516.20 43.3 0.00 - 0 0 0
30 Sept 518.15 43.3 0.00 - 0 0 0
27 Sept 522.70 43.3 0.00 - 0 0 0
24 Sept 515.25 43.3 0.00 - 0 0 0
10 Sept 513.60 43.3 0.00 - 0 0 0
9 Sept 511.75 43.3 0.00 - 0 0 0
6 Sept 501.70 43.3 0.00 - 0 0 0
3 Sept 509.40 43.3 0.00 - 0 0 0
2 Sept 510.05 43.3 - 0 0 0


For Itc Ltd - strike price 480 expiring on 28NOV2024

Delta for 480 CE is 0.08

Historical price for 480 CE is as follows

On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.5, which was -0.80 lower than the previous day. The implied volatity was 23.50, the open interest changed by 667 which increased total open position to 3565


On 20 Nov ITC was trading at 467.35. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 17.97, the open interest changed by -184 which decreased total open position to 2919


On 19 Nov ITC was trading at 467.35. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was 17.97, the open interest changed by -163 which decreased total open position to 2919


On 18 Nov ITC was trading at 466.55. The strike last trading price was 1.4, which was -0.40 lower than the previous day. The implied volatity was 16.68, the open interest changed by 211 which increased total open position to 3077


On 14 Nov ITC was trading at 465.95. The strike last trading price was 1.8, which was -1.85 lower than the previous day. The implied volatity was 15.53, the open interest changed by -43 which decreased total open position to 2886


On 13 Nov ITC was trading at 472.20. The strike last trading price was 3.65, which was -0.05 lower than the previous day. The implied volatity was 16.15, the open interest changed by 171 which increased total open position to 2967


On 12 Nov ITC was trading at 472.85. The strike last trading price was 3.7, which was -2.25 lower than the previous day. The implied volatity was 15.65, the open interest changed by 501 which increased total open position to 2802


On 11 Nov ITC was trading at 476.95. The strike last trading price was 5.95, which was -1.05 lower than the previous day. The implied volatity was 15.04, the open interest changed by 218 which increased total open position to 2298


On 8 Nov ITC was trading at 478.05. The strike last trading price was 7, which was -1.05 lower than the previous day. The implied volatity was 14.03, the open interest changed by 150 which increased total open position to 2078


On 7 Nov ITC was trading at 477.90. The strike last trading price was 8.05, which was -2.85 lower than the previous day. The implied volatity was 16.78, the open interest changed by 632 which increased total open position to 1925


On 6 Nov ITC was trading at 481.10. The strike last trading price was 10.9, which was -0.15 lower than the previous day. The implied volatity was 17.59, the open interest changed by 336 which increased total open position to 1300


On 5 Nov ITC was trading at 480.20. The strike last trading price was 11.05, which was -3.55 lower than the previous day. The implied volatity was 18.61, the open interest changed by 395 which increased total open position to 983


On 4 Nov ITC was trading at 484.60. The strike last trading price was 14.6, which was -2.05 lower than the previous day. The implied volatity was 19.99, the open interest changed by 214 which increased total open position to 588


On 1 Nov ITC was trading at 490.30. The strike last trading price was 16.65, which was -0.85 lower than the previous day. The implied volatity was 15.72, the open interest changed by -14 which decreased total open position to 373


On 31 Oct ITC was trading at 488.80. The strike last trading price was 17.5, 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 30 Oct ITC was trading at 491.55. The strike last trading price was 18.95, which was 2.30 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 16.65, 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 28 Oct ITC was trading at 484.15. The strike last trading price was 14.75, which was 0.10 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 14.65, which was 5.65 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 9, which was -5.50 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 14.5, which was -1.50 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 16, which was 0.55 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 15.45, which was -2.70 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 18.15, which was -0.85 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 19, which was -4.00 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 23, which was -1.70 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 24.7, 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 14 Oct ITC was trading at 496.95. The strike last trading price was 24.7, which was 4.90 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 19.8, 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 10 Oct ITC was trading at 492.05. The strike last trading price was 21.25, which was -22.05 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 43.3, 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 43.3, 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 43.3, 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 43.3, 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 43.3, 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 1 Oct ITC was trading at 516.20. The strike last trading price was 43.3, 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 43.3, 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 43.3, 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 24 Sept ITC was trading at 515.25. The strike last trading price was 43.3, 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 43.3, 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 Sept ITC was trading at 511.75. The strike last trading price was 43.3, 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 6 Sept ITC was trading at 501.70. The strike last trading price was 43.3, 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 Sept ITC was trading at 509.40. The strike last trading price was 43.3, 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 43.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ITC 28NOV2024 480 PE
Delta: -0.93
Vega: 0.09
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 457.15 22.55 8.25 23.16 388 -152 846
20 Nov 467.35 14.3 0.00 21.71 1,152 -38 1,001
19 Nov 467.35 14.3 0.70 21.71 1,152 -35 1,001
18 Nov 466.55 13.6 -0.70 20.64 630 -167 1,036
14 Nov 465.95 14.3 3.65 20.10 1,131 -235 1,207
13 Nov 472.20 10.65 -0.45 18.84 1,927 -234 1,449
12 Nov 472.85 11.1 3.30 19.66 1,576 -85 1,688
11 Nov 476.95 7.8 0.60 18.39 2,429 66 1,773
8 Nov 478.05 7.2 -1.10 17.68 2,251 -78 1,713
7 Nov 477.90 8.3 1.75 18.97 2,668 57 1,787
6 Nov 481.10 6.55 -1.65 18.64 3,127 232 1,736
5 Nov 480.20 8.2 1.35 20.97 4,414 230 1,513
4 Nov 484.60 6.85 0.95 21.38 3,487 163 1,293
1 Nov 490.30 5.9 0.25 21.79 147 42 1,133
31 Oct 488.80 5.65 0.80 - 1,868 77 1,090
30 Oct 491.55 4.85 -1.00 - 1,116 129 1,014
29 Oct 487.95 5.85 -2.20 - 837 61 885
28 Oct 484.15 8.05 -0.90 - 877 86 827
25 Oct 482.30 8.95 -6.45 - 2,536 95 741
24 Oct 471.70 15.4 4.55 - 832 139 640
23 Oct 480.35 10.85 1.40 - 323 80 500
22 Oct 481.80 9.45 0.30 - 183 -3 420
21 Oct 483.65 9.15 2.35 - 224 28 422
18 Oct 486.70 6.8 0.90 - 318 43 394
17 Oct 488.90 5.9 1.05 - 189 87 343
16 Oct 493.20 4.85 1.40 - 130 22 254
15 Oct 498.55 3.45 -0.50 - 40 13 231
14 Oct 496.95 3.95 -2.85 - 77 6 219
11 Oct 488.20 6.8 1.35 - 42 2 212
10 Oct 492.05 5.45 -1.05 - 64 25 210
9 Oct 491.70 6.5 4.35 - 231 -40 185
8 Oct 507.95 2.15 -0.15 - 470 -11 225
7 Oct 510.20 2.3 -1.90 - 766 194 235
4 Oct 503.55 4.2 1.30 - 342 27 41
3 Oct 512.75 2.9 0.70 - 93 5 14
1 Oct 516.20 2.2 -0.10 - 2 1 9
30 Sept 518.15 2.3 0.05 - 40 0 8
27 Sept 522.70 2.25 -1.75 - 62 3 7
24 Sept 515.25 4 -2.05 - 2 1 3
10 Sept 513.60 6.05 0.00 - 0 0 0
9 Sept 511.75 6.05 -2.45 - 1 0 2
6 Sept 501.70 8.5 2.05 - 1 0 1
3 Sept 509.40 6.45 -0.05 - 1 0 1
2 Sept 510.05 6.5 - 1 0 0


For Itc Ltd - strike price 480 expiring on 28NOV2024

Delta for 480 PE is -0.93

Historical price for 480 PE is as follows

On 21 Nov ITC was trading at 457.15. The strike last trading price was 22.55, which was 8.25 higher than the previous day. The implied volatity was 23.16, the open interest changed by -152 which decreased total open position to 846


On 20 Nov ITC was trading at 467.35. The strike last trading price was 14.3, which was 0.00 lower than the previous day. The implied volatity was 21.71, the open interest changed by -38 which decreased total open position to 1001


On 19 Nov ITC was trading at 467.35. The strike last trading price was 14.3, which was 0.70 higher than the previous day. The implied volatity was 21.71, the open interest changed by -35 which decreased total open position to 1001


On 18 Nov ITC was trading at 466.55. The strike last trading price was 13.6, which was -0.70 lower than the previous day. The implied volatity was 20.64, the open interest changed by -167 which decreased total open position to 1036


On 14 Nov ITC was trading at 465.95. The strike last trading price was 14.3, which was 3.65 higher than the previous day. The implied volatity was 20.10, the open interest changed by -235 which decreased total open position to 1207


On 13 Nov ITC was trading at 472.20. The strike last trading price was 10.65, which was -0.45 lower than the previous day. The implied volatity was 18.84, the open interest changed by -234 which decreased total open position to 1449


On 12 Nov ITC was trading at 472.85. The strike last trading price was 11.1, which was 3.30 higher than the previous day. The implied volatity was 19.66, the open interest changed by -85 which decreased total open position to 1688


On 11 Nov ITC was trading at 476.95. The strike last trading price was 7.8, which was 0.60 higher than the previous day. The implied volatity was 18.39, the open interest changed by 66 which increased total open position to 1773


On 8 Nov ITC was trading at 478.05. The strike last trading price was 7.2, which was -1.10 lower than the previous day. The implied volatity was 17.68, the open interest changed by -78 which decreased total open position to 1713


On 7 Nov ITC was trading at 477.90. The strike last trading price was 8.3, which was 1.75 higher than the previous day. The implied volatity was 18.97, the open interest changed by 57 which increased total open position to 1787


On 6 Nov ITC was trading at 481.10. The strike last trading price was 6.55, which was -1.65 lower than the previous day. The implied volatity was 18.64, the open interest changed by 232 which increased total open position to 1736


On 5 Nov ITC was trading at 480.20. The strike last trading price was 8.2, which was 1.35 higher than the previous day. The implied volatity was 20.97, the open interest changed by 230 which increased total open position to 1513


On 4 Nov ITC was trading at 484.60. The strike last trading price was 6.85, which was 0.95 higher than the previous day. The implied volatity was 21.38, the open interest changed by 163 which increased total open position to 1293


On 1 Nov ITC was trading at 490.30. The strike last trading price was 5.9, which was 0.25 higher than the previous day. The implied volatity was 21.79, the open interest changed by 42 which increased total open position to 1133


On 31 Oct ITC was trading at 488.80. The strike last trading price was 5.65, 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 30 Oct ITC was trading at 491.55. The strike last trading price was 4.85, which was -1.00 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 5.85, which was -2.20 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 8.05, 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 25 Oct ITC was trading at 482.30. The strike last trading price was 8.95, which was -6.45 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 15.4, which was 4.55 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 10.85, 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 9.45, which was 0.30 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 9.15, which was 2.35 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 6.8, 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 17 Oct ITC was trading at 488.90. The strike last trading price was 5.9, 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 16 Oct ITC was trading at 493.20. The strike last trading price was 4.85, 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 15 Oct ITC was trading at 498.55. The strike last trading price was 3.45, which was -0.50 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 3.95, which was -2.85 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 6.8, 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 10 Oct ITC was trading at 492.05. The strike last trading price was 5.45, which was -1.05 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 6.5, which was 4.35 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 2.15, which was -0.15 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 2.3, which was -1.90 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 4.2, which was 1.30 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 2.9, 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 1 Oct ITC was trading at 516.20. The strike last trading price was 2.2, which was -0.10 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 2.3, 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 27 Sept ITC was trading at 522.70. The strike last trading price was 2.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept ITC was trading at 515.25. The strike last trading price was 4, which was -2.05 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 6.05, 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 Sept ITC was trading at 511.75. The strike last trading price was 6.05, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept ITC was trading at 501.70. The strike last trading price was 8.5, 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 3 Sept ITC was trading at 509.40. The strike last trading price was 6.45, which was -0.05 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 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to