ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 495 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.06
Theta: -0.15
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 0.35 | -0.20 | 28.01 | 402 | -77 | 932 | |||
| 19 Dec | 466.55 | 0.55 | -0.35 | 28.16 | 781 | -74 | 1,008 | |||
| 18 Dec | 470.50 | 0.9 | -0.05 | 25.26 | 1,181 | -58 | 1,086 | |||
| 17 Dec | 469.55 | 0.95 | 0.25 | 24.51 | 4,031 | 53 | 1,149 | |||
| 16 Dec | 470.10 | 0.7 | -0.20 | 21.84 | 1,046 | 17 | 1,104 | |||
| 13 Dec | 470.00 | 0.9 | 0.45 | 19.56 | 1,995 | -92 | 1,092 | |||
| 12 Dec | 460.60 | 0.45 | -0.25 | 21.41 | 567 | -26 | 1,190 | |||
| 11 Dec | 465.25 | 0.7 | -0.05 | 20.21 | 494 | -1 | 1,227 | |||
| 10 Dec | 465.45 | 0.75 | -0.15 | 19.78 | 504 | -21 | 1,232 | |||
| 9 Dec | 464.95 | 0.9 | -0.55 | 19.94 | 1,106 | 94 | 1,247 | |||
| 6 Dec | 471.15 | 1.45 | 0.20 | 17.11 | 1,408 | 123 | 1,165 | |||
| 5 Dec | 467.50 | 1.25 | -0.40 | 18.18 | 1,569 | -6 | 1,045 | |||
| 4 Dec | 467.10 | 1.65 | -0.65 | 19.56 | 1,581 | 127 | 1,053 | |||
| 3 Dec | 472.55 | 2.3 | -0.90 | 18.19 | 2,315 | 314 | 932 | |||
| 2 Dec | 477.20 | 3.2 | -0.50 | 17.20 | 1,554 | 106 | 622 | |||
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| 29 Nov | 476.75 | 3.7 | -0.05 | 17.40 | 1,700 | 34 | 522 | |||
| 28 Nov | 474.90 | 3.75 | 0.20 | 18.02 | 2,949 | 196 | 482 | |||
| 27 Nov | 476.95 | 3.55 | -0.35 | 16.33 | 182 | 66 | 286 | |||
| 26 Nov | 477.00 | 3.9 | -0.50 | 16.71 | 241 | 0 | 220 | |||
| 25 Nov | 476.80 | 4.4 | 0.40 | 16.70 | 425 | 46 | 220 | |||
| 22 Nov | 474.65 | 4 | 2.15 | 17.32 | 189 | 22 | 196 | |||
| 21 Nov | 457.15 | 1.85 | -0.90 | 19.91 | 299 | 146 | 173 | |||
| 20 Nov | 467.35 | 2.75 | 0.00 | 17.42 | 27 | 7 | 26 | |||
| 19 Nov | 467.35 | 2.75 | 0.20 | 17.42 | 27 | 6 | 26 | |||
| 18 Nov | 466.55 | 2.55 | 0.10 | 16.28 | 17 | 14 | 19 | |||
| 14 Nov | 465.95 | 2.45 | -2.25 | 15.21 | 5 | 2 | 4 | |||
| 13 Nov | 472.20 | 4.7 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 12 Nov | 472.85 | 4.7 | -12.35 | 16.93 | 3 | 2 | 2 | |||
| 11 Nov | 476.95 | 17.05 | 0.00 | 2.15 | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 17.05 | 0.00 | 1.72 | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 17.05 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 17.05 | 0.00 | 1.16 | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 17.05 | 0.00 | 1.22 | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 17.05 | 17.05 | 0.56 | 0 | 0 | 0 | |||
| 1 Nov | 490.30 | 0 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 495 expiring on 26DEC2024
Delta for 495 CE is 0.05
Historical price for 495 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 28.01, the open interest changed by -77 which decreased total open position to 932
On 19 Dec ITC was trading at 466.55. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 28.16, the open interest changed by -74 which decreased total open position to 1008
On 18 Dec ITC was trading at 470.50. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 25.26, the open interest changed by -58 which decreased total open position to 1086
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 24.51, the open interest changed by 53 which increased total open position to 1149
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 21.84, the open interest changed by 17 which increased total open position to 1104
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 19.56, the open interest changed by -92 which decreased total open position to 1092
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 21.41, the open interest changed by -26 which decreased total open position to 1190
On 11 Dec ITC was trading at 465.25. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 20.21, the open interest changed by -1 which decreased total open position to 1227
On 10 Dec ITC was trading at 465.45. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 19.78, the open interest changed by -21 which decreased total open position to 1232
On 9 Dec ITC was trading at 464.95. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 19.94, the open interest changed by 94 which increased total open position to 1247
On 6 Dec ITC was trading at 471.15. The strike last trading price was 1.45, which was 0.20 higher than the previous day. The implied volatity was 17.11, the open interest changed by 123 which increased total open position to 1165
On 5 Dec ITC was trading at 467.50. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 18.18, the open interest changed by -6 which decreased total open position to 1045
On 4 Dec ITC was trading at 467.10. The strike last trading price was 1.65, which was -0.65 lower than the previous day. The implied volatity was 19.56, the open interest changed by 127 which increased total open position to 1053
On 3 Dec ITC was trading at 472.55. The strike last trading price was 2.3, which was -0.90 lower than the previous day. The implied volatity was 18.19, the open interest changed by 314 which increased total open position to 932
On 2 Dec ITC was trading at 477.20. The strike last trading price was 3.2, which was -0.50 lower than the previous day. The implied volatity was 17.20, the open interest changed by 106 which increased total open position to 622
On 29 Nov ITC was trading at 476.75. The strike last trading price was 3.7, which was -0.05 lower than the previous day. The implied volatity was 17.40, the open interest changed by 34 which increased total open position to 522
On 28 Nov ITC was trading at 474.90. The strike last trading price was 3.75, which was 0.20 higher than the previous day. The implied volatity was 18.02, the open interest changed by 196 which increased total open position to 482
On 27 Nov ITC was trading at 476.95. The strike last trading price was 3.55, which was -0.35 lower than the previous day. The implied volatity was 16.33, the open interest changed by 66 which increased total open position to 286
On 26 Nov ITC was trading at 477.00. The strike last trading price was 3.9, which was -0.50 lower than the previous day. The implied volatity was 16.71, the open interest changed by 0 which decreased total open position to 220
On 25 Nov ITC was trading at 476.80. The strike last trading price was 4.4, which was 0.40 higher than the previous day. The implied volatity was 16.70, the open interest changed by 46 which increased total open position to 220
On 22 Nov ITC was trading at 474.65. The strike last trading price was 4, which was 2.15 higher than the previous day. The implied volatity was 17.32, the open interest changed by 22 which increased total open position to 196
On 21 Nov ITC was trading at 457.15. The strike last trading price was 1.85, which was -0.90 lower than the previous day. The implied volatity was 19.91, the open interest changed by 146 which increased total open position to 173
On 20 Nov ITC was trading at 467.35. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 17.42, the open interest changed by 7 which increased total open position to 26
On 19 Nov ITC was trading at 467.35. The strike last trading price was 2.75, which was 0.20 higher than the previous day. The implied volatity was 17.42, the open interest changed by 6 which increased total open position to 26
On 18 Nov ITC was trading at 466.55. The strike last trading price was 2.55, which was 0.10 higher than the previous day. The implied volatity was 16.28, the open interest changed by 14 which increased total open position to 19
On 14 Nov ITC was trading at 465.95. The strike last trading price was 2.45, which was -2.25 lower than the previous day. The implied volatity was 15.21, the open interest changed by 2 which increased total open position to 4
On 13 Nov ITC was trading at 472.20. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Nov ITC was trading at 472.85. The strike last trading price was 4.7, which was -12.35 lower than the previous day. The implied volatity was 16.93, the open interest changed by 2 which increased total open position to 2
On 11 Nov ITC was trading at 476.95. The strike last trading price was 17.05, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 17.05, which was 0.00 lower than the previous day. The implied volatity was 1.72, 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 17.05, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 17.05, which was 0.00 lower than the previous day. The implied volatity was 1.16, 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 17.05, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 17.05, which was 17.05 higher than the previous day. The implied volatity was 0.56, 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 495 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.10
Theta: -0.15
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 464.65 | 29.35 | 0.00 | 33.85 | 1 | 0 | 111 |
| 19 Dec | 466.55 | 29.35 | 4.90 | 35.08 | 28 | -1 | 113 |
| 18 Dec | 470.50 | 24.45 | -0.20 | 31.12 | 12 | -4 | 114 |
| 17 Dec | 469.55 | 24.65 | -0.70 | 28.49 | 35 | -9 | 117 |
| 16 Dec | 470.10 | 25.35 | 0.85 | 28.25 | 1 | 0 | 126 |
| 13 Dec | 470.00 | 24.5 | -5.45 | 26.24 | 40 | -15 | 126 |
| 12 Dec | 460.60 | 29.95 | 2.35 | - | 2 | 0 | 141 |
| 11 Dec | 465.25 | 27.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 465.45 | 27.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 464.95 | 27.6 | 4.60 | 16.49 | 3 | 0 | 141 |
| 6 Dec | 471.15 | 23 | -3.20 | 21.29 | 16 | -1 | 141 |
| 5 Dec | 467.50 | 26.2 | -0.65 | 20.15 | 18 | -7 | 142 |
| 4 Dec | 467.10 | 26.85 | 3.05 | 20.94 | 35 | 12 | 144 |
| 3 Dec | 472.55 | 23.8 | 6.15 | 24.17 | 32 | 1 | 131 |
| 2 Dec | 477.20 | 17.65 | -0.85 | 17.43 | 49 | 4 | 130 |
| 29 Nov | 476.75 | 18.5 | -1.35 | 18.43 | 85 | 22 | 126 |
| 28 Nov | 474.90 | 19.85 | 1.15 | 19.01 | 69 | 25 | 102 |
| 27 Nov | 476.95 | 18.7 | -0.05 | 18.56 | 10 | 4 | 76 |
| 26 Nov | 477.00 | 18.75 | 0.45 | 18.63 | 59 | 38 | 69 |
| 25 Nov | 476.80 | 18.3 | -4.20 | 19.19 | 59 | 21 | 30 |
| 22 Nov | 474.65 | 22.5 | -5.30 | 21.53 | 2 | 0 | 9 |
| 21 Nov | 457.15 | 27.8 | 0.00 | 0.00 | 0 | 4 | 0 |
| 20 Nov | 467.35 | 27.8 | 0.00 | 21.15 | 4 | 4 | 5 |
| 19 Nov | 467.35 | 27.8 | 0.80 | 21.15 | 4 | 0 | 5 |
| 18 Nov | 466.55 | 27 | 5.00 | 20.67 | 1 | 0 | 4 |
| 14 Nov | 465.95 | 22 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 472.20 | 22 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 472.85 | 22 | 0.00 | 0.00 | 0 | 4 | 0 |
| 11 Nov | 476.95 | 22 | 4.25 | 22.90 | 4 | 0 | 0 |
| 8 Nov | 478.05 | 17.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 477.90 | 17.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 481.10 | 17.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 480.20 | 17.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 484.60 | 17.75 | 17.75 | - | 0 | 0 | 0 |
| 1 Nov | 490.30 | 0 | 0.77 | 0 | 0 | 0 | |
For Itc Ltd - strike price 495 expiring on 26DEC2024
Delta for 495 PE is -0.91
Historical price for 495 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 29.35, which was 0.00 lower than the previous day. The implied volatity was 33.85, the open interest changed by 0 which decreased total open position to 111
On 19 Dec ITC was trading at 466.55. The strike last trading price was 29.35, which was 4.90 higher than the previous day. The implied volatity was 35.08, the open interest changed by -1 which decreased total open position to 113
On 18 Dec ITC was trading at 470.50. The strike last trading price was 24.45, which was -0.20 lower than the previous day. The implied volatity was 31.12, the open interest changed by -4 which decreased total open position to 114
On 17 Dec ITC was trading at 469.55. The strike last trading price was 24.65, which was -0.70 lower than the previous day. The implied volatity was 28.49, the open interest changed by -9 which decreased total open position to 117
On 16 Dec ITC was trading at 470.10. The strike last trading price was 25.35, which was 0.85 higher than the previous day. The implied volatity was 28.25, the open interest changed by 0 which decreased total open position to 126
On 13 Dec ITC was trading at 470.00. The strike last trading price was 24.5, which was -5.45 lower than the previous day. The implied volatity was 26.24, the open interest changed by -15 which decreased total open position to 126
On 12 Dec ITC was trading at 460.60. The strike last trading price was 29.95, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 141
On 11 Dec ITC was trading at 465.25. The strike last trading price was 27.6, 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 10 Dec ITC was trading at 465.45. The strike last trading price was 27.6, 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 9 Dec ITC was trading at 464.95. The strike last trading price was 27.6, which was 4.60 higher than the previous day. The implied volatity was 16.49, the open interest changed by 0 which decreased total open position to 141
On 6 Dec ITC was trading at 471.15. The strike last trading price was 23, which was -3.20 lower than the previous day. The implied volatity was 21.29, the open interest changed by -1 which decreased total open position to 141
On 5 Dec ITC was trading at 467.50. The strike last trading price was 26.2, which was -0.65 lower than the previous day. The implied volatity was 20.15, the open interest changed by -7 which decreased total open position to 142
On 4 Dec ITC was trading at 467.10. The strike last trading price was 26.85, which was 3.05 higher than the previous day. The implied volatity was 20.94, the open interest changed by 12 which increased total open position to 144
On 3 Dec ITC was trading at 472.55. The strike last trading price was 23.8, which was 6.15 higher than the previous day. The implied volatity was 24.17, the open interest changed by 1 which increased total open position to 131
On 2 Dec ITC was trading at 477.20. The strike last trading price was 17.65, which was -0.85 lower than the previous day. The implied volatity was 17.43, the open interest changed by 4 which increased total open position to 130
On 29 Nov ITC was trading at 476.75. The strike last trading price was 18.5, which was -1.35 lower than the previous day. The implied volatity was 18.43, the open interest changed by 22 which increased total open position to 126
On 28 Nov ITC was trading at 474.90. The strike last trading price was 19.85, which was 1.15 higher than the previous day. The implied volatity was 19.01, the open interest changed by 25 which increased total open position to 102
On 27 Nov ITC was trading at 476.95. The strike last trading price was 18.7, which was -0.05 lower than the previous day. The implied volatity was 18.56, the open interest changed by 4 which increased total open position to 76
On 26 Nov ITC was trading at 477.00. The strike last trading price was 18.75, which was 0.45 higher than the previous day. The implied volatity was 18.63, the open interest changed by 38 which increased total open position to 69
On 25 Nov ITC was trading at 476.80. The strike last trading price was 18.3, which was -4.20 lower than the previous day. The implied volatity was 19.19, the open interest changed by 21 which increased total open position to 30
On 22 Nov ITC was trading at 474.65. The strike last trading price was 22.5, which was -5.30 lower than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 9
On 21 Nov ITC was trading at 457.15. The strike last trading price was 27.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Nov ITC was trading at 467.35. The strike last trading price was 27.8, which was 0.00 lower than the previous day. The implied volatity was 21.15, the open interest changed by 4 which increased total open position to 5
On 19 Nov ITC was trading at 467.35. The strike last trading price was 27.8, which was 0.80 higher than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 5
On 18 Nov ITC was trading at 466.55. The strike last trading price was 27, which was 5.00 higher than the previous day. The implied volatity was 20.67, the open interest changed by 0 which decreased total open position to 4
On 14 Nov ITC was trading at 465.95. The strike last trading price was 22, 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 13 Nov ITC was trading at 472.20. The strike last trading price was 22, 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 12 Nov ITC was trading at 472.85. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 11 Nov ITC was trading at 476.95. The strike last trading price was 22, which was 4.25 higher than the previous day. The implied volatity was 22.90, 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 17.75, 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 17.75, 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 17.75, 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 17.75, 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 17.75, which was 17.75 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 0.77, the open interest changed by 0 which decreased total open position to 0
