ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 485 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.07
Theta: -0.14
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 0.4 | -0.35 | 26.08 | 1,494 | 1 | 1,378 | |||
| 20 Nov | 467.35 | 0.75 | 0.00 | 18.84 | 2,573 | -130 | 1,383 | |||
| 19 Nov | 467.35 | 0.75 | -0.10 | 18.84 | 2,573 | -124 | 1,383 | |||
| 18 Nov | 466.55 | 0.85 | -0.25 | 17.80 | 1,694 | 17 | 1,507 | |||
| 14 Nov | 465.95 | 1.1 | -1.15 | 16.23 | 3,254 | -200 | 1,487 | |||
| 13 Nov | 472.20 | 2.25 | -0.15 | 16.26 | 4,615 | 123 | 1,695 | |||
| 12 Nov | 472.85 | 2.4 | -1.60 | 16.20 | 3,602 | 134 | 1,613 | |||
| 11 Nov | 476.95 | 4 | -0.75 | 15.38 | 3,804 | 113 | 1,479 | |||
| 8 Nov | 478.05 | 4.75 | -1.05 | 14.19 | 2,439 | 94 | 1,370 | |||
| 7 Nov | 477.90 | 5.8 | -2.35 | 16.82 | 1,992 | 344 | 1,279 | |||
| 6 Nov | 481.10 | 8.15 | -0.30 | 17.41 | 2,634 | 200 | 932 | |||
| 5 Nov | 480.20 | 8.45 | -3.05 | 18.55 | 2,052 | 199 | 736 | |||
| 4 Nov | 484.60 | 11.5 | -2.30 | 19.59 | 1,908 | 203 | 539 | |||
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| 1 Nov | 490.30 | 13.8 | -0.40 | 17.02 | 48 | -2 | 335 | |||
| 31 Oct | 488.80 | 14.2 | -1.25 | - | 1,129 | 120 | 337 | |||
| 30 Oct | 491.55 | 15.45 | 2.10 | - | 306 | -4 | 216 | |||
| 29 Oct | 487.95 | 13.35 | 1.45 | - | 764 | -45 | 220 | |||
| 28 Oct | 484.15 | 11.9 | 0.20 | - | 677 | 85 | 265 | |||
| 25 Oct | 482.30 | 11.7 | 4.35 | - | 844 | 53 | 180 | |||
| 24 Oct | 471.70 | 7.35 | -4.45 | - | 281 | 68 | 128 | |||
| 23 Oct | 480.35 | 11.8 | -1.20 | - | 89 | 16 | 58 | |||
| 22 Oct | 481.80 | 13 | -0.15 | - | 64 | 20 | 41 | |||
| 21 Oct | 483.65 | 13.15 | -1.60 | - | 41 | 18 | 20 | |||
| 18 Oct | 486.70 | 14.75 | -3.25 | - | 2 | 1 | 2 | |||
| 17 Oct | 488.90 | 18 | 0.00 | - | 0 | 1 | 0 | |||
| 16 Oct | 493.20 | 18 | -30.40 | - | 1 | 0 | 0 | |||
| 15 Oct | 498.55 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 496.95 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 488.20 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 492.05 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 491.70 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 507.95 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 510.20 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 503.55 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 512.75 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 516.20 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 518.15 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 522.70 | 48.4 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 485 expiring on 28NOV2024
Delta for 485 CE is 0.06
Historical price for 485 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 26.08, the open interest changed by 1 which increased total open position to 1378
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 18.84, the open interest changed by -130 which decreased total open position to 1383
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 18.84, the open interest changed by -124 which decreased total open position to 1383
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 17.80, the open interest changed by 17 which increased total open position to 1507
On 14 Nov ITC was trading at 465.95. The strike last trading price was 1.1, which was -1.15 lower than the previous day. The implied volatity was 16.23, the open interest changed by -200 which decreased total open position to 1487
On 13 Nov ITC was trading at 472.20. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was 16.26, the open interest changed by 123 which increased total open position to 1695
On 12 Nov ITC was trading at 472.85. The strike last trading price was 2.4, which was -1.60 lower than the previous day. The implied volatity was 16.20, the open interest changed by 134 which increased total open position to 1613
On 11 Nov ITC was trading at 476.95. The strike last trading price was 4, which was -0.75 lower than the previous day. The implied volatity was 15.38, the open interest changed by 113 which increased total open position to 1479
On 8 Nov ITC was trading at 478.05. The strike last trading price was 4.75, which was -1.05 lower than the previous day. The implied volatity was 14.19, the open interest changed by 94 which increased total open position to 1370
On 7 Nov ITC was trading at 477.90. The strike last trading price was 5.8, which was -2.35 lower than the previous day. The implied volatity was 16.82, the open interest changed by 344 which increased total open position to 1279
On 6 Nov ITC was trading at 481.10. The strike last trading price was 8.15, which was -0.30 lower than the previous day. The implied volatity was 17.41, the open interest changed by 200 which increased total open position to 932
On 5 Nov ITC was trading at 480.20. The strike last trading price was 8.45, which was -3.05 lower than the previous day. The implied volatity was 18.55, the open interest changed by 199 which increased total open position to 736
On 4 Nov ITC was trading at 484.60. The strike last trading price was 11.5, which was -2.30 lower than the previous day. The implied volatity was 19.59, the open interest changed by 203 which increased total open position to 539
On 1 Nov ITC was trading at 490.30. The strike last trading price was 13.8, which was -0.40 lower than the previous day. The implied volatity was 17.02, the open interest changed by -2 which decreased total open position to 335
On 31 Oct ITC was trading at 488.80. The strike last trading price was 14.2, which was -1.25 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 15.45, which was 2.10 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 13.35, which was 1.45 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 11.9, 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 11.7, 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 24 Oct ITC was trading at 471.70. The strike last trading price was 7.35, which was -4.45 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 11.8, which was -1.20 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 13, 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 21 Oct ITC was trading at 483.65. The strike last trading price was 13.15, which was -1.60 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 14.75, which was -3.25 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 18, 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 18, which was -30.40 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 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 485 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.07
Theta: 0.01
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 27.4 | 8.60 | 25.05 | 82 | -36 | 465 |
| 20 Nov | 467.35 | 18.8 | 0.00 | 23.94 | 165 | 6 | 502 |
| 19 Nov | 467.35 | 18.8 | -0.40 | 23.94 | 165 | 7 | 502 |
| 18 Nov | 466.55 | 19.2 | 0.75 | 27.91 | 50 | -16 | 495 |
| 14 Nov | 465.95 | 18.45 | 4.25 | 21.25 | 219 | -100 | 512 |
| 13 Nov | 472.20 | 14.2 | -0.70 | 19.25 | 556 | -95 | 614 |
| 12 Nov | 472.85 | 14.9 | 4.00 | 20.76 | 305 | -6 | 711 |
| 11 Nov | 476.95 | 10.9 | 1.10 | 19.07 | 438 | 33 | 718 |
| 8 Nov | 478.05 | 9.8 | -1.30 | 17.22 | 459 | 36 | 684 |
| 7 Nov | 477.90 | 11.1 | 2.35 | 19.22 | 442 | -47 | 649 |
| 6 Nov | 481.10 | 8.75 | -1.75 | 18.39 | 616 | 68 | 695 |
| 5 Nov | 480.20 | 10.5 | 1.90 | 20.72 | 1,025 | 10 | 628 |
| 4 Nov | 484.60 | 8.6 | 0.75 | 20.67 | 2,205 | 103 | 624 |
| 1 Nov | 490.30 | 7.85 | 0.35 | 22.09 | 141 | -2 | 520 |
| 31 Oct | 488.80 | 7.5 | 1.10 | - | 1,646 | 155 | 522 |
| 30 Oct | 491.55 | 6.4 | -1.20 | - | 766 | 102 | 369 |
| 29 Oct | 487.95 | 7.6 | -2.45 | - | 331 | 50 | 267 |
| 28 Oct | 484.15 | 10.05 | -1.15 | - | 384 | 82 | 217 |
| 25 Oct | 482.30 | 11.2 | -4.10 | - | 751 | 70 | 135 |
| 24 Oct | 471.70 | 15.3 | 1.80 | - | 50 | 12 | 66 |
| 23 Oct | 480.35 | 13.5 | 1.80 | - | 38 | 12 | 54 |
| 22 Oct | 481.80 | 11.7 | 0.90 | - | 71 | 3 | 24 |
| 21 Oct | 483.65 | 10.8 | 2.40 | - | 22 | 13 | 20 |
| 18 Oct | 486.70 | 8.4 | 0.35 | - | 9 | 1 | 7 |
| 17 Oct | 488.90 | 8.05 | 1.45 | - | 4 | 0 | 5 |
| 16 Oct | 493.20 | 6.6 | 2.05 | - | 5 | 1 | 1 |
| 15 Oct | 498.55 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 496.95 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 488.20 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.05 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 491.70 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 507.95 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 510.20 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 503.55 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 512.75 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 516.20 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 518.15 | 4.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 522.70 | 4.55 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 485 expiring on 28NOV2024
Delta for 485 PE is -0.95
Historical price for 485 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 27.4, which was 8.60 higher than the previous day. The implied volatity was 25.05, the open interest changed by -36 which decreased total open position to 465
On 20 Nov ITC was trading at 467.35. The strike last trading price was 18.8, which was 0.00 lower than the previous day. The implied volatity was 23.94, the open interest changed by 6 which increased total open position to 502
On 19 Nov ITC was trading at 467.35. The strike last trading price was 18.8, which was -0.40 lower than the previous day. The implied volatity was 23.94, the open interest changed by 7 which increased total open position to 502
On 18 Nov ITC was trading at 466.55. The strike last trading price was 19.2, which was 0.75 higher than the previous day. The implied volatity was 27.91, the open interest changed by -16 which decreased total open position to 495
On 14 Nov ITC was trading at 465.95. The strike last trading price was 18.45, which was 4.25 higher than the previous day. The implied volatity was 21.25, the open interest changed by -100 which decreased total open position to 512
On 13 Nov ITC was trading at 472.20. The strike last trading price was 14.2, which was -0.70 lower than the previous day. The implied volatity was 19.25, the open interest changed by -95 which decreased total open position to 614
On 12 Nov ITC was trading at 472.85. The strike last trading price was 14.9, which was 4.00 higher than the previous day. The implied volatity was 20.76, the open interest changed by -6 which decreased total open position to 711
On 11 Nov ITC was trading at 476.95. The strike last trading price was 10.9, which was 1.10 higher than the previous day. The implied volatity was 19.07, the open interest changed by 33 which increased total open position to 718
On 8 Nov ITC was trading at 478.05. The strike last trading price was 9.8, which was -1.30 lower than the previous day. The implied volatity was 17.22, the open interest changed by 36 which increased total open position to 684
On 7 Nov ITC was trading at 477.90. The strike last trading price was 11.1, which was 2.35 higher than the previous day. The implied volatity was 19.22, the open interest changed by -47 which decreased total open position to 649
On 6 Nov ITC was trading at 481.10. The strike last trading price was 8.75, which was -1.75 lower than the previous day. The implied volatity was 18.39, the open interest changed by 68 which increased total open position to 695
On 5 Nov ITC was trading at 480.20. The strike last trading price was 10.5, which was 1.90 higher than the previous day. The implied volatity was 20.72, the open interest changed by 10 which increased total open position to 628
On 4 Nov ITC was trading at 484.60. The strike last trading price was 8.6, which was 0.75 higher than the previous day. The implied volatity was 20.67, the open interest changed by 103 which increased total open position to 624
On 1 Nov ITC was trading at 490.30. The strike last trading price was 7.85, which was 0.35 higher than the previous day. The implied volatity was 22.09, the open interest changed by -2 which decreased total open position to 520
On 31 Oct ITC was trading at 488.80. The strike last trading price was 7.5, which was 1.10 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 6.4, which was -1.20 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 7.6, 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 28 Oct ITC was trading at 484.15. The strike last trading price was 10.05, which was -1.15 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 11.2, which was -4.10 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 15.3, which was 1.80 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 13.5, which was 1.80 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 11.7, 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 21 Oct ITC was trading at 483.65. The strike last trading price was 10.8, which was 2.40 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 8.4, 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 17 Oct ITC was trading at 488.90. The strike last trading price was 8.05, which was 1.45 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 6.6, 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 15 Oct ITC was trading at 498.55. The strike last trading price was 4.55, 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 14 Oct ITC was trading at 496.95. The strike last trading price was 4.55, 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 11 Oct ITC was trading at 488.20. The strike last trading price was 4.55, 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 Oct ITC was trading at 492.05. The strike last trading price was 4.55, 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 9 Oct ITC was trading at 491.70. The strike last trading price was 4.55, 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 4.55, 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 4.55, 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 4.55, 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 4.55, 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 1 Oct ITC was trading at 516.20. The strike last trading price was 4.55, 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 4.55, 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 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
