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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 490 CE
Delta: 0.03
Vega: 0.04
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 457.15 0.2 -0.20 26.08 1,666 -143 3,948
20 Nov 467.35 0.4 0.00 19.38 2,435 -129 4,131
19 Nov 467.35 0.4 -0.15 19.38 2,435 -89 4,131
18 Nov 466.55 0.55 -0.10 19.14 1,976 -40 4,260
14 Nov 465.95 0.65 -0.75 16.80 2,685 -47 4,306
13 Nov 472.20 1.4 -0.20 16.72 2,812 -207 4,363
12 Nov 472.85 1.6 -1.00 16.89 3,534 402 4,923
11 Nov 476.95 2.6 -0.55 15.72 4,147 83 4,512
8 Nov 478.05 3.15 -1.15 14.52 6,577 792 6,252
7 Nov 477.90 4.3 -1.70 17.49 3,266 575 5,484
6 Nov 481.10 6 -0.45 17.50 4,385 161 4,915
5 Nov 480.20 6.45 -2.60 18.83 3,585 586 4,776
4 Nov 484.60 9.05 -2.05 19.71 8,598 2,534 4,177
1 Nov 490.30 11.1 -0.15 17.46 379 59 1,641
31 Oct 488.80 11.25 -1.25 - 2,313 299 1,598
30 Oct 491.55 12.5 1.90 - 2,484 213 1,293
29 Oct 487.95 10.6 1.15 - 1,666 252 1,084
28 Oct 484.15 9.45 -0.05 - 1,206 59 836
25 Oct 482.30 9.5 3.85 - 5,143 -519 777
24 Oct 471.70 5.65 -3.80 - 1,942 764 1,298
23 Oct 480.35 9.45 -1.15 - 394 180 534
22 Oct 481.80 10.6 0.40 - 250 62 354
21 Oct 483.65 10.2 -1.35 - 243 95 292
18 Oct 486.70 11.55 -1.95 - 365 123 194
17 Oct 488.90 13.5 -2.25 - 57 11 61
16 Oct 493.20 15.75 -1.60 - 55 -3 49
15 Oct 498.55 17.35 0.00 - 3 0 52
14 Oct 496.95 17.35 4.35 - 68 26 52
11 Oct 488.20 13 -3.00 - 37 19 23
10 Oct 492.05 16 -20.70 - 5 3 3
9 Oct 491.70 36.7 0.00 - 0 0 0
8 Oct 507.95 36.7 0.00 - 0 0 0
7 Oct 510.20 36.7 0.00 - 0 0 0
4 Oct 503.55 36.7 0.00 - 0 0 0
3 Oct 512.75 36.7 0.00 - 0 0 0
1 Oct 516.20 36.7 0.00 - 0 0 0
30 Sept 518.15 36.7 0.00 - 0 0 0
27 Sept 522.70 36.7 0.00 - 0 0 0
24 Sept 515.25 36.7 0.00 - 0 0 0
10 Sept 513.60 36.7 0.00 - 0 0 0
9 Sept 511.75 36.7 0.00 - 0 0 0
6 Sept 501.70 36.7 0.00 - 0 0 0
3 Sept 509.40 36.7 0.00 - 0 0 0
2 Sept 510.05 36.7 - 0 0 0


For Itc Ltd - strike price 490 expiring on 28NOV2024

Delta for 490 CE is 0.03

Historical price for 490 CE is as follows

On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 26.08, the open interest changed by -143 which decreased total open position to 3948


On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 19.38, the open interest changed by -129 which decreased total open position to 4131


On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 19.38, the open interest changed by -89 which decreased total open position to 4131


On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 19.14, the open interest changed by -40 which decreased total open position to 4260


On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.65, which was -0.75 lower than the previous day. The implied volatity was 16.80, the open interest changed by -47 which decreased total open position to 4306


On 13 Nov ITC was trading at 472.20. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 16.72, the open interest changed by -207 which decreased total open position to 4363


On 12 Nov ITC was trading at 472.85. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 16.89, the open interest changed by 402 which increased total open position to 4923


On 11 Nov ITC was trading at 476.95. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 15.72, the open interest changed by 83 which increased total open position to 4512


On 8 Nov ITC was trading at 478.05. The strike last trading price was 3.15, which was -1.15 lower than the previous day. The implied volatity was 14.52, the open interest changed by 792 which increased total open position to 6252


On 7 Nov ITC was trading at 477.90. The strike last trading price was 4.3, which was -1.70 lower than the previous day. The implied volatity was 17.49, the open interest changed by 575 which increased total open position to 5484


On 6 Nov ITC was trading at 481.10. The strike last trading price was 6, which was -0.45 lower than the previous day. The implied volatity was 17.50, the open interest changed by 161 which increased total open position to 4915


On 5 Nov ITC was trading at 480.20. The strike last trading price was 6.45, which was -2.60 lower than the previous day. The implied volatity was 18.83, the open interest changed by 586 which increased total open position to 4776


On 4 Nov ITC was trading at 484.60. The strike last trading price was 9.05, which was -2.05 lower than the previous day. The implied volatity was 19.71, the open interest changed by 2534 which increased total open position to 4177


On 1 Nov ITC was trading at 490.30. The strike last trading price was 11.1, which was -0.15 lower than the previous day. The implied volatity was 17.46, the open interest changed by 59 which increased total open position to 1641


On 31 Oct ITC was trading at 488.80. The strike last trading price was 11.25, 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 12.5, 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 29 Oct ITC was trading at 487.95. The strike last trading price was 10.6, which was 1.15 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 9.45, 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 25 Oct ITC was trading at 482.30. The strike last trading price was 9.5, which was 3.85 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 5.65, which was -3.80 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 9.45, 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 22 Oct ITC was trading at 481.80. The strike last trading price was 10.6, which was 0.40 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 10.2, which was -1.35 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 11.55, which was -1.95 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 13.5, which was -2.25 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 15.75, 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 15 Oct ITC was trading at 498.55. The strike last trading price was 17.35, 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 17.35, 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 11 Oct ITC was trading at 488.20. The strike last trading price was 13, which was -3.00 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 16, which was -20.70 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 36.7, 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 8 Oct ITC was trading at 507.95. The strike last trading price was 36.7, 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 7 Oct ITC was trading at 510.20. The strike last trading price was 36.7, 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 4 Oct ITC was trading at 503.55. The strike last trading price was 36.7, 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 3 Oct ITC was trading at 512.75. The strike last trading price was 36.7, 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 1 Oct ITC was trading at 516.20. The strike last trading price was 36.7, 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 30 Sept ITC was trading at 518.15. The strike last trading price was 36.7, 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 27 Sept ITC was trading at 522.70. The strike last trading price was 36.7, 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 24 Sept ITC was trading at 515.25. The strike last trading price was 36.7, 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 10 Sept ITC was trading at 513.60. The strike last trading price was 36.7, 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 9 Sept ITC was trading at 511.75. The strike last trading price was 36.7, 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 6 Sept ITC was trading at 501.70. The strike last trading price was 36.7, 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 3 Sept ITC was trading at 509.40. The strike last trading price was 36.7, 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 2 Sept ITC was trading at 510.05. The strike last trading price was 36.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ITC 28NOV2024 490 PE
Delta: -0.96
Vega: 0.06
Theta: 0.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 457.15 32.35 9.10 27.85 39 -4 927
20 Nov 467.35 23.25 0.00 24.80 93 -21 931
19 Nov 467.35 23.25 0.70 24.80 93 -21 931
18 Nov 466.55 22.55 -0.90 24.22 101 -41 954
14 Nov 465.95 23.45 4.85 24.98 263 -43 996
13 Nov 472.20 18.6 -0.80 21.27 344 -104 1,041
12 Nov 472.85 19.4 4.90 23.52 281 -16 1,146
11 Nov 476.95 14.5 1.05 19.90 430 -13 1,163
8 Nov 478.05 13.45 -0.55 18.89 438 -29 1,178
7 Nov 477.90 14 2.45 18.71 366 27 1,206
6 Nov 481.10 11.55 -1.80 18.47 413 19 1,181
5 Nov 480.20 13.35 2.15 20.81 787 39 1,163
4 Nov 484.60 11.2 1.35 20.95 1,830 -56 1,123
1 Nov 490.30 9.85 0.30 21.84 238 42 1,179
31 Oct 488.80 9.55 1.30 - 2,544 242 1,134
30 Oct 491.55 8.25 -1.50 - 1,422 260 891
29 Oct 487.95 9.75 -2.75 - 509 88 631
28 Oct 484.15 12.5 -1.20 - 420 50 543
25 Oct 482.30 13.7 -8.15 - 1,788 195 493
24 Oct 471.70 21.85 6.25 - 268 99 298
23 Oct 480.35 15.6 1.40 - 95 27 200
22 Oct 481.80 14.2 0.90 - 74 15 172
21 Oct 483.65 13.3 2.35 - 73 0 157
18 Oct 486.70 10.95 0.95 - 125 6 152
17 Oct 488.90 10 1.95 - 76 9 143
16 Oct 493.20 8.05 1.80 - 22 -1 134
15 Oct 498.55 6.25 -0.40 - 21 9 134
14 Oct 496.95 6.65 -4.35 - 77 39 126
11 Oct 488.20 11 1.80 - 36 -10 86
10 Oct 492.05 9.2 -1.25 - 55 25 95
9 Oct 491.70 10.45 6.75 - 141 16 69
8 Oct 507.95 3.7 0.70 - 1,043 11 54
7 Oct 510.20 3 -4.00 - 652 26 38
4 Oct 503.55 7 3.15 - 9 1 11
3 Oct 512.75 3.85 0.00 - 0 -1 0
1 Oct 516.20 3.85 -0.35 - 14 0 11
30 Sept 518.15 4.2 0.10 - 19 -3 11
27 Sept 522.70 4.1 -8.65 - 38 13 13
24 Sept 515.25 12.75 0.00 - 0 0 0
10 Sept 513.60 12.75 0.00 - 0 0 0
9 Sept 511.75 12.75 0.00 - 0 0 0
6 Sept 501.70 12.75 0.00 - 0 0 0
3 Sept 509.40 12.75 0.00 - 0 0 0
2 Sept 510.05 12.75 - 0 0 0


For Itc Ltd - strike price 490 expiring on 28NOV2024

Delta for 490 PE is -0.96

Historical price for 490 PE is as follows

On 21 Nov ITC was trading at 457.15. The strike last trading price was 32.35, which was 9.10 higher than the previous day. The implied volatity was 27.85, the open interest changed by -4 which decreased total open position to 927


On 20 Nov ITC was trading at 467.35. The strike last trading price was 23.25, which was 0.00 lower than the previous day. The implied volatity was 24.80, the open interest changed by -21 which decreased total open position to 931


On 19 Nov ITC was trading at 467.35. The strike last trading price was 23.25, which was 0.70 higher than the previous day. The implied volatity was 24.80, the open interest changed by -21 which decreased total open position to 931


On 18 Nov ITC was trading at 466.55. The strike last trading price was 22.55, which was -0.90 lower than the previous day. The implied volatity was 24.22, the open interest changed by -41 which decreased total open position to 954


On 14 Nov ITC was trading at 465.95. The strike last trading price was 23.45, which was 4.85 higher than the previous day. The implied volatity was 24.98, the open interest changed by -43 which decreased total open position to 996


On 13 Nov ITC was trading at 472.20. The strike last trading price was 18.6, which was -0.80 lower than the previous day. The implied volatity was 21.27, the open interest changed by -104 which decreased total open position to 1041


On 12 Nov ITC was trading at 472.85. The strike last trading price was 19.4, which was 4.90 higher than the previous day. The implied volatity was 23.52, the open interest changed by -16 which decreased total open position to 1146


On 11 Nov ITC was trading at 476.95. The strike last trading price was 14.5, which was 1.05 higher than the previous day. The implied volatity was 19.90, the open interest changed by -13 which decreased total open position to 1163


On 8 Nov ITC was trading at 478.05. The strike last trading price was 13.45, which was -0.55 lower than the previous day. The implied volatity was 18.89, the open interest changed by -29 which decreased total open position to 1178


On 7 Nov ITC was trading at 477.90. The strike last trading price was 14, which was 2.45 higher than the previous day. The implied volatity was 18.71, the open interest changed by 27 which increased total open position to 1206


On 6 Nov ITC was trading at 481.10. The strike last trading price was 11.55, which was -1.80 lower than the previous day. The implied volatity was 18.47, the open interest changed by 19 which increased total open position to 1181


On 5 Nov ITC was trading at 480.20. The strike last trading price was 13.35, which was 2.15 higher than the previous day. The implied volatity was 20.81, the open interest changed by 39 which increased total open position to 1163


On 4 Nov ITC was trading at 484.60. The strike last trading price was 11.2, which was 1.35 higher than the previous day. The implied volatity was 20.95, the open interest changed by -56 which decreased total open position to 1123


On 1 Nov ITC was trading at 490.30. The strike last trading price was 9.85, which was 0.30 higher than the previous day. The implied volatity was 21.84, the open interest changed by 42 which increased total open position to 1179


On 31 Oct ITC was trading at 488.80. The strike last trading price was 9.55, 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 30 Oct ITC was trading at 491.55. The strike last trading price was 8.25, 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 29 Oct ITC was trading at 487.95. The strike last trading price was 9.75, which was -2.75 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 12.5, 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 25 Oct ITC was trading at 482.30. The strike last trading price was 13.7, which was -8.15 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 21.85, which was 6.25 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 15.6, 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 14.2, 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 13.3, 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 10.95, which was 0.95 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 10, which was 1.95 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 8.05, 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 15 Oct ITC was trading at 498.55. The strike last trading price was 6.25, which was -0.40 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 6.65, which was -4.35 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 11, 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 10 Oct ITC was trading at 492.05. The strike last trading price was 9.2, 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 9 Oct ITC was trading at 491.70. The strike last trading price was 10.45, which was 6.75 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 3.7, 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 7 Oct ITC was trading at 510.20. The strike last trading price was 3, 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 4 Oct ITC was trading at 503.55. The strike last trading price was 7, which was 3.15 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 3.85, 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 3.85, which was -0.35 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 4.2, 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 27 Sept ITC was trading at 522.70. The strike last trading price was 4.1, which was -8.65 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 12.75, 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 12.75, 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 12.75, 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 12.75, 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 12.75, 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 12.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to