ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 485 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.11
Theta: -0.24
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 0.75 | -0.35 | 24.37 | 2,476 | -183 | 1,854 | |||
| 19 Dec | 466.55 | 1.1 | -0.75 | 24.79 | 2,870 | -16 | 2,047 | |||
| 18 Dec | 470.50 | 1.85 | -0.10 | 22.16 | 3,828 | 88 | 2,078 | |||
| 17 Dec | 469.55 | 1.95 | 0.35 | 21.78 | 9,693 | 45 | 2,002 | |||
| 16 Dec | 470.10 | 1.6 | -0.40 | 19.60 | 3,336 | 99 | 1,967 | |||
| 13 Dec | 470.00 | 2 | 1.10 | 17.63 | 7,544 | -355 | 1,880 | |||
| 12 Dec | 460.60 | 0.9 | -0.45 | 19.29 | 2,171 | 261 | 2,225 | |||
| 11 Dec | 465.25 | 1.35 | -0.20 | 17.92 | 1,261 | 49 | 1,964 | |||
| 10 Dec | 465.45 | 1.55 | -0.25 | 18.03 | 1,407 | 118 | 1,913 | |||
| 9 Dec | 464.95 | 1.8 | -1.15 | 18.27 | 2,527 | 278 | 1,789 | |||
| 6 Dec | 471.15 | 2.95 | 0.45 | 15.59 | 2,697 | -27 | 1,516 | |||
| 5 Dec | 467.50 | 2.5 | -0.80 | 16.88 | 4,775 | -145 | 1,547 | |||
| 4 Dec | 467.10 | 3.3 | -1.30 | 18.96 | 3,495 | 153 | 1,681 | |||
| 3 Dec | 472.55 | 4.6 | -1.95 | 17.76 | 4,828 | 433 | 1,529 | |||
| 2 Dec | 477.20 | 6.55 | -0.45 | 17.49 | 2,562 | 103 | 1,097 | |||
| 29 Nov | 476.75 | 7 | -0.05 | 17.39 | 3,231 | 357 | 994 | |||
| 28 Nov | 474.90 | 7.05 | 0.50 | 18.26 | 4,377 | 356 | 642 | |||
| 27 Nov | 476.95 | 6.55 | -0.50 | 15.76 | 431 | 54 | 285 | |||
| 26 Nov | 477.00 | 7.05 | -0.70 | 16.28 | 313 | 52 | 231 | |||
| 25 Nov | 476.80 | 7.75 | 1.30 | 16.25 | 511 | 102 | 177 | |||
| 22 Nov | 474.65 | 6.45 | 3.55 | 16.08 | 165 | 55 | 130 | |||
| 21 Nov | 457.15 | 2.9 | -1.70 | 18.64 | 126 | 26 | 75 | |||
| 20 Nov | 467.35 | 4.6 | 0.00 | 16.51 | 60 | 23 | 48 | |||
| 19 Nov | 467.35 | 4.6 | 0.10 | 16.51 | 60 | 22 | 48 | |||
| 18 Nov | 466.55 | 4.5 | 0.25 | 15.57 | 46 | 23 | 27 | |||
| 14 Nov | 465.95 | 4.25 | -3.05 | 14.47 | 7 | 1 | 3 | |||
| 13 Nov | 472.20 | 7.3 | -14.90 | 16.53 | 2 | 1 | 1 | |||
| 12 Nov | 472.85 | 22.2 | 0.00 | 1.35 | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 22.2 | 0.00 | 0.36 | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 22.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 22.2 | 0.00 | 0.10 | 0 | 0 | 0 | |||
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| 6 Nov | 481.10 | 22.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 22.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 22.2 | 22.20 | - | 0 | 0 | 0 | |||
| 1 Nov | 490.30 | 0 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 485 expiring on 26DEC2024
Delta for 485 CE is 0.11
Historical price for 485 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 24.37, the open interest changed by -183 which decreased total open position to 1854
On 19 Dec ITC was trading at 466.55. The strike last trading price was 1.1, which was -0.75 lower than the previous day. The implied volatity was 24.79, the open interest changed by -16 which decreased total open position to 2047
On 18 Dec ITC was trading at 470.50. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was 22.16, the open interest changed by 88 which increased total open position to 2078
On 17 Dec ITC was trading at 469.55. The strike last trading price was 1.95, which was 0.35 higher than the previous day. The implied volatity was 21.78, the open interest changed by 45 which increased total open position to 2002
On 16 Dec ITC was trading at 470.10. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 19.60, the open interest changed by 99 which increased total open position to 1967
On 13 Dec ITC was trading at 470.00. The strike last trading price was 2, which was 1.10 higher than the previous day. The implied volatity was 17.63, the open interest changed by -355 which decreased total open position to 1880
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 19.29, the open interest changed by 261 which increased total open position to 2225
On 11 Dec ITC was trading at 465.25. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 17.92, the open interest changed by 49 which increased total open position to 1964
On 10 Dec ITC was trading at 465.45. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 18.03, the open interest changed by 118 which increased total open position to 1913
On 9 Dec ITC was trading at 464.95. The strike last trading price was 1.8, which was -1.15 lower than the previous day. The implied volatity was 18.27, the open interest changed by 278 which increased total open position to 1789
On 6 Dec ITC was trading at 471.15. The strike last trading price was 2.95, which was 0.45 higher than the previous day. The implied volatity was 15.59, the open interest changed by -27 which decreased total open position to 1516
On 5 Dec ITC was trading at 467.50. The strike last trading price was 2.5, which was -0.80 lower than the previous day. The implied volatity was 16.88, the open interest changed by -145 which decreased total open position to 1547
On 4 Dec ITC was trading at 467.10. The strike last trading price was 3.3, which was -1.30 lower than the previous day. The implied volatity was 18.96, the open interest changed by 153 which increased total open position to 1681
On 3 Dec ITC was trading at 472.55. The strike last trading price was 4.6, which was -1.95 lower than the previous day. The implied volatity was 17.76, the open interest changed by 433 which increased total open position to 1529
On 2 Dec ITC was trading at 477.20. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was 17.49, the open interest changed by 103 which increased total open position to 1097
On 29 Nov ITC was trading at 476.75. The strike last trading price was 7, which was -0.05 lower than the previous day. The implied volatity was 17.39, the open interest changed by 357 which increased total open position to 994
On 28 Nov ITC was trading at 474.90. The strike last trading price was 7.05, which was 0.50 higher than the previous day. The implied volatity was 18.26, the open interest changed by 356 which increased total open position to 642
On 27 Nov ITC was trading at 476.95. The strike last trading price was 6.55, which was -0.50 lower than the previous day. The implied volatity was 15.76, the open interest changed by 54 which increased total open position to 285
On 26 Nov ITC was trading at 477.00. The strike last trading price was 7.05, which was -0.70 lower than the previous day. The implied volatity was 16.28, the open interest changed by 52 which increased total open position to 231
On 25 Nov ITC was trading at 476.80. The strike last trading price was 7.75, which was 1.30 higher than the previous day. The implied volatity was 16.25, the open interest changed by 102 which increased total open position to 177
On 22 Nov ITC was trading at 474.65. The strike last trading price was 6.45, which was 3.55 higher than the previous day. The implied volatity was 16.08, the open interest changed by 55 which increased total open position to 130
On 21 Nov ITC was trading at 457.15. The strike last trading price was 2.9, which was -1.70 lower than the previous day. The implied volatity was 18.64, the open interest changed by 26 which increased total open position to 75
On 20 Nov ITC was trading at 467.35. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 16.51, the open interest changed by 23 which increased total open position to 48
On 19 Nov ITC was trading at 467.35. The strike last trading price was 4.6, which was 0.10 higher than the previous day. The implied volatity was 16.51, the open interest changed by 22 which increased total open position to 48
On 18 Nov ITC was trading at 466.55. The strike last trading price was 4.5, which was 0.25 higher than the previous day. The implied volatity was 15.57, the open interest changed by 23 which increased total open position to 27
On 14 Nov ITC was trading at 465.95. The strike last trading price was 4.25, which was -3.05 lower than the previous day. The implied volatity was 14.47, the open interest changed by 1 which increased total open position to 3
On 13 Nov ITC was trading at 472.20. The strike last trading price was 7.3, which was -14.90 lower than the previous day. The implied volatity was 16.53, the open interest changed by 1 which increased total open position to 1
On 12 Nov ITC was trading at 472.85. The strike last trading price was 22.2, which was 0.00 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ITC was trading at 476.95. The strike last trading price was 22.2, which was 0.00 lower than the previous day. The implied volatity was 0.36, 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 22.2, 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 22.2, which was 0.00 lower than the previous day. The implied volatity was 0.10, 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 22.2, 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 22.2, 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 22.2, which was 22.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov ITC was trading at 490.30. The strike last trading price was 0, 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 485 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.16
Theta: -0.36
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 20.7 | 0.65 | 34.33 | 23 | -9 | 240 |
| 19 Dec | 466.55 | 20.05 | 4.75 | 30.32 | 195 | 29 | 249 |
| 18 Dec | 470.50 | 15.3 | -0.30 | 25.74 | 139 | -12 | 221 |
| 17 Dec | 469.55 | 15.6 | 0.75 | 24.21 | 592 | 2 | 233 |
| 16 Dec | 470.10 | 14.85 | 0.80 | 17.52 | 214 | -12 | 231 |
| 13 Dec | 470.00 | 14.05 | -9.35 | 16.77 | 211 | 8 | 238 |
| 12 Dec | 460.60 | 23.4 | 4.40 | 20.46 | 34 | -2 | 231 |
| 11 Dec | 465.25 | 19 | -0.70 | 17.41 | 23 | -12 | 233 |
| 10 Dec | 465.45 | 19.7 | 0.05 | 20.43 | 35 | -10 | 246 |
| 9 Dec | 464.95 | 19.65 | 5.00 | 19.59 | 168 | -49 | 256 |
| 6 Dec | 471.15 | 14.65 | -2.95 | 18.97 | 231 | -23 | 313 |
| 5 Dec | 467.50 | 17.6 | -0.95 | 18.54 | 357 | -31 | 334 |
| 4 Dec | 467.10 | 18.55 | 2.50 | 19.94 | 511 | 26 | 365 |
| 3 Dec | 472.55 | 16.05 | 5.05 | 22.39 | 617 | -22 | 338 |
| 2 Dec | 477.20 | 11 | -0.85 | 17.55 | 359 | 46 | 360 |
| 29 Nov | 476.75 | 11.85 | -1.00 | 18.22 | 492 | 90 | 314 |
| 28 Nov | 474.90 | 12.85 | 1.05 | 18.37 | 597 | 112 | 220 |
| 27 Nov | 476.95 | 11.8 | -0.25 | 17.72 | 94 | 26 | 109 |
| 26 Nov | 477.00 | 12.05 | 0.30 | 18.08 | 115 | 30 | 83 |
| 25 Nov | 476.80 | 11.75 | -3.00 | 18.51 | 186 | 54 | 54 |
| 22 Nov | 474.65 | 14.75 | 1.70 | 19.28 | 9 | 5 | 5 |
| 21 Nov | 457.15 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 467.35 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 467.35 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 466.55 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 465.95 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 472.20 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 472.85 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 476.95 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 478.05 | 13.05 | 0.00 | 0.14 | 0 | 0 | 0 |
| 7 Nov | 477.90 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 481.10 | 13.05 | 0.00 | 0.69 | 0 | 0 | 0 |
| 5 Nov | 480.20 | 13.05 | 0.00 | 0.51 | 0 | 0 | 0 |
| 4 Nov | 484.60 | 13.05 | 13.05 | 1.14 | 0 | 0 | 0 |
| 1 Nov | 490.30 | 0 | 2.30 | 0 | 0 | 0 | |
For Itc Ltd - strike price 485 expiring on 26DEC2024
Delta for 485 PE is -0.81
Historical price for 485 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 20.7, which was 0.65 higher than the previous day. The implied volatity was 34.33, the open interest changed by -9 which decreased total open position to 240
On 19 Dec ITC was trading at 466.55. The strike last trading price was 20.05, which was 4.75 higher than the previous day. The implied volatity was 30.32, the open interest changed by 29 which increased total open position to 249
On 18 Dec ITC was trading at 470.50. The strike last trading price was 15.3, which was -0.30 lower than the previous day. The implied volatity was 25.74, the open interest changed by -12 which decreased total open position to 221
On 17 Dec ITC was trading at 469.55. The strike last trading price was 15.6, which was 0.75 higher than the previous day. The implied volatity was 24.21, the open interest changed by 2 which increased total open position to 233
On 16 Dec ITC was trading at 470.10. The strike last trading price was 14.85, which was 0.80 higher than the previous day. The implied volatity was 17.52, the open interest changed by -12 which decreased total open position to 231
On 13 Dec ITC was trading at 470.00. The strike last trading price was 14.05, which was -9.35 lower than the previous day. The implied volatity was 16.77, the open interest changed by 8 which increased total open position to 238
On 12 Dec ITC was trading at 460.60. The strike last trading price was 23.4, which was 4.40 higher than the previous day. The implied volatity was 20.46, the open interest changed by -2 which decreased total open position to 231
On 11 Dec ITC was trading at 465.25. The strike last trading price was 19, which was -0.70 lower than the previous day. The implied volatity was 17.41, the open interest changed by -12 which decreased total open position to 233
On 10 Dec ITC was trading at 465.45. The strike last trading price was 19.7, which was 0.05 higher than the previous day. The implied volatity was 20.43, the open interest changed by -10 which decreased total open position to 246
On 9 Dec ITC was trading at 464.95. The strike last trading price was 19.65, which was 5.00 higher than the previous day. The implied volatity was 19.59, the open interest changed by -49 which decreased total open position to 256
On 6 Dec ITC was trading at 471.15. The strike last trading price was 14.65, which was -2.95 lower than the previous day. The implied volatity was 18.97, the open interest changed by -23 which decreased total open position to 313
On 5 Dec ITC was trading at 467.50. The strike last trading price was 17.6, which was -0.95 lower than the previous day. The implied volatity was 18.54, the open interest changed by -31 which decreased total open position to 334
On 4 Dec ITC was trading at 467.10. The strike last trading price was 18.55, which was 2.50 higher than the previous day. The implied volatity was 19.94, the open interest changed by 26 which increased total open position to 365
On 3 Dec ITC was trading at 472.55. The strike last trading price was 16.05, which was 5.05 higher than the previous day. The implied volatity was 22.39, the open interest changed by -22 which decreased total open position to 338
On 2 Dec ITC was trading at 477.20. The strike last trading price was 11, which was -0.85 lower than the previous day. The implied volatity was 17.55, the open interest changed by 46 which increased total open position to 360
On 29 Nov ITC was trading at 476.75. The strike last trading price was 11.85, which was -1.00 lower than the previous day. The implied volatity was 18.22, the open interest changed by 90 which increased total open position to 314
On 28 Nov ITC was trading at 474.90. The strike last trading price was 12.85, which was 1.05 higher than the previous day. The implied volatity was 18.37, the open interest changed by 112 which increased total open position to 220
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 17.72, the open interest changed by 26 which increased total open position to 109
On 26 Nov ITC was trading at 477.00. The strike last trading price was 12.05, which was 0.30 higher than the previous day. The implied volatity was 18.08, the open interest changed by 30 which increased total open position to 83
On 25 Nov ITC was trading at 476.80. The strike last trading price was 11.75, which was -3.00 lower than the previous day. The implied volatity was 18.51, the open interest changed by 54 which increased total open position to 54
On 22 Nov ITC was trading at 474.65. The strike last trading price was 14.75, which was 1.70 higher than the previous day. The implied volatity was 19.28, the open interest changed by 5 which increased total open position to 5
On 21 Nov ITC was trading at 457.15. The strike last trading price was 13.05, 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 20 Nov ITC was trading at 467.35. The strike last trading price was 13.05, 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 19 Nov ITC was trading at 467.35. The strike last trading price was 13.05, 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 18 Nov ITC was trading at 466.55. The strike last trading price was 13.05, 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 14 Nov ITC was trading at 465.95. The strike last trading price was 13.05, 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 13 Nov ITC was trading at 472.20. The strike last trading price was 13.05, 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 12 Nov ITC was trading at 472.85. The strike last trading price was 13.05, 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 11 Nov ITC was trading at 476.95. The strike last trading price was 13.05, 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 13.05, which was 0.00 lower than the previous day. The implied volatity was 0.14, 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 13.05, 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 13.05, which was 0.00 lower than the previous day. The implied volatity was 0.69, 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 13.05, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 13.05, which was 13.05 higher than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 1 Nov ITC was trading at 490.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
