ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 495 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.03
Theta: -0.07
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 0.15 | -0.15 | 27.94 | 383 | -65 | 913 | |||
| 20 Nov | 467.35 | 0.3 | 0.00 | 21.32 | 593 | -23 | 983 | |||
| 19 Nov | 467.35 | 0.3 | -0.10 | 21.32 | 593 | -18 | 983 | |||
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| 18 Nov | 466.55 | 0.4 | -0.10 | 20.84 | 342 | -72 | 996 | |||
| 14 Nov | 465.95 | 0.5 | -0.50 | 18.44 | 955 | -127 | 1,076 | |||
| 13 Nov | 472.20 | 1 | -0.15 | 17.97 | 1,418 | -53 | 1,201 | |||
| 12 Nov | 472.85 | 1.15 | -0.60 | 18.12 | 1,298 | -2 | 1,262 | |||
| 11 Nov | 476.95 | 1.75 | -0.45 | 16.46 | 1,460 | -16 | 1,275 | |||
| 8 Nov | 478.05 | 2.2 | -0.80 | 15.56 | 1,620 | -30 | 1,309 | |||
| 7 Nov | 477.90 | 3 | -1.35 | 17.69 | 1,364 | 57 | 1,344 | |||
| 6 Nov | 481.10 | 4.35 | -0.45 | 17.72 | 2,341 | 496 | 1,292 | |||
| 5 Nov | 480.20 | 4.8 | -2.00 | 19.01 | 1,327 | 172 | 794 | |||
| 4 Nov | 484.60 | 6.8 | -1.80 | 19.43 | 2,088 | 106 | 622 | |||
| 1 Nov | 490.30 | 8.6 | -0.10 | 17.51 | 171 | 30 | 518 | |||
| 31 Oct | 488.80 | 8.7 | -1.10 | - | 928 | 77 | 489 | |||
| 30 Oct | 491.55 | 9.8 | 1.45 | - | 889 | 241 | 413 | |||
| 29 Oct | 487.95 | 8.35 | 1.00 | - | 310 | 10 | 172 | |||
| 28 Oct | 484.15 | 7.35 | -0.15 | - | 364 | -15 | 164 | |||
| 25 Oct | 482.30 | 7.5 | 3.05 | - | 931 | 46 | 179 | |||
| 24 Oct | 471.70 | 4.45 | -2.85 | - | 159 | 56 | 134 | |||
| 23 Oct | 480.35 | 7.3 | -0.95 | - | 65 | 32 | 77 | |||
| 22 Oct | 481.80 | 8.25 | -0.30 | - | 25 | 9 | 46 | |||
| 21 Oct | 483.65 | 8.55 | -1.45 | - | 21 | 9 | 37 | |||
| 18 Oct | 486.70 | 10 | -1.80 | - | 30 | 7 | 29 | |||
| 17 Oct | 488.90 | 11.8 | -1.25 | - | 8 | 2 | 21 | |||
| 16 Oct | 493.20 | 13.05 | -1.10 | - | 25 | 8 | 18 | |||
| 15 Oct | 498.55 | 14.15 | -0.15 | - | 10 | 1 | 11 | |||
| 14 Oct | 496.95 | 14.3 | 2.80 | - | 22 | 3 | 9 | |||
| 11 Oct | 488.20 | 11.5 | -1.80 | - | 5 | 3 | 6 | |||
| 10 Oct | 492.05 | 13.3 | 0.10 | - | 12 | 1 | 3 | |||
| 9 Oct | 491.70 | 13.2 | -27.50 | - | 2 | 1 | 1 | |||
| 8 Oct | 507.95 | 40.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 510.20 | 40.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 503.55 | 40.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 512.75 | 40.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 516.20 | 40.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 518.15 | 40.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 522.70 | 40.7 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 495 expiring on 28NOV2024
Delta for 495 CE is 0.02
Historical price for 495 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 27.94, the open interest changed by -65 which decreased total open position to 913
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 21.32, the open interest changed by -23 which decreased total open position to 983
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 21.32, the open interest changed by -18 which decreased total open position to 983
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 20.84, the open interest changed by -72 which decreased total open position to 996
On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.5, which was -0.50 lower than the previous day. The implied volatity was 18.44, the open interest changed by -127 which decreased total open position to 1076
On 13 Nov ITC was trading at 472.20. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 17.97, the open interest changed by -53 which decreased total open position to 1201
On 12 Nov ITC was trading at 472.85. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 18.12, the open interest changed by -2 which decreased total open position to 1262
On 11 Nov ITC was trading at 476.95. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 16.46, the open interest changed by -16 which decreased total open position to 1275
On 8 Nov ITC was trading at 478.05. The strike last trading price was 2.2, which was -0.80 lower than the previous day. The implied volatity was 15.56, the open interest changed by -30 which decreased total open position to 1309
On 7 Nov ITC was trading at 477.90. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 17.69, the open interest changed by 57 which increased total open position to 1344
On 6 Nov ITC was trading at 481.10. The strike last trading price was 4.35, which was -0.45 lower than the previous day. The implied volatity was 17.72, the open interest changed by 496 which increased total open position to 1292
On 5 Nov ITC was trading at 480.20. The strike last trading price was 4.8, which was -2.00 lower than the previous day. The implied volatity was 19.01, the open interest changed by 172 which increased total open position to 794
On 4 Nov ITC was trading at 484.60. The strike last trading price was 6.8, which was -1.80 lower than the previous day. The implied volatity was 19.43, the open interest changed by 106 which increased total open position to 622
On 1 Nov ITC was trading at 490.30. The strike last trading price was 8.6, which was -0.10 lower than the previous day. The implied volatity was 17.51, the open interest changed by 30 which increased total open position to 518
On 31 Oct ITC was trading at 488.80. The strike last trading price was 8.7, which was -1.10 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 9.8, 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 29 Oct ITC was trading at 487.95. The strike last trading price was 8.35, which was 1.00 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 7.35, 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 25 Oct ITC was trading at 482.30. The strike last trading price was 7.5, which was 3.05 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 4.45, 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 23 Oct ITC was trading at 480.35. The strike last trading price was 7.3, which was -0.95 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 8.25, which was -0.30 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 8.55, 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 18 Oct ITC was trading at 486.70. The strike last trading price was 10, which was -1.80 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 11.8, 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 16 Oct ITC was trading at 493.20. The strike last trading price was 13.05, which was -1.10 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 14.15, 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 14 Oct ITC was trading at 496.95. The strike last trading price was 14.3, which was 2.80 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 11.5, which was -1.80 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 13.3, 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 9 Oct ITC was trading at 491.70. The strike last trading price was 13.2, which was -27.50 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 40.7, 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 40.7, 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 40.7, 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 40.7, 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 40.7, 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 40.7, 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 40.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 495 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 33.8 | 10.80 | - | 3 | -2 | 225 |
| 20 Nov | 467.35 | 23 | 0.00 | - | 3 | 0 | 227 |
| 19 Nov | 467.35 | 23 | -4.50 | - | 3 | 0 | 227 |
| 18 Nov | 466.55 | 27.5 | -1.40 | 27.68 | 11 | -7 | 229 |
| 14 Nov | 465.95 | 28.9 | 6.20 | 30.39 | 19 | -9 | 237 |
| 13 Nov | 472.20 | 22.7 | 0.25 | 21.37 | 30 | -5 | 246 |
| 12 Nov | 472.85 | 22.45 | 3.15 | 19.77 | 24 | -6 | 251 |
| 11 Nov | 476.95 | 19.3 | 2.30 | 23.28 | 37 | -24 | 257 |
| 8 Nov | 478.05 | 17 | -0.60 | 18.43 | 35 | -16 | 281 |
| 7 Nov | 477.90 | 17.6 | 2.70 | 18.87 | 19 | -4 | 297 |
| 6 Nov | 481.10 | 14.9 | -1.95 | 18.82 | 186 | 36 | 301 |
| 5 Nov | 480.20 | 16.85 | 3.00 | 21.53 | 163 | -10 | 267 |
| 4 Nov | 484.60 | 13.85 | 1.55 | 20.56 | 288 | 28 | 277 |
| 1 Nov | 490.30 | 12.3 | 0.50 | 21.80 | 8 | -1 | 249 |
| 31 Oct | 488.80 | 11.8 | 1.20 | - | 539 | -35 | 251 |
| 30 Oct | 491.55 | 10.6 | -1.85 | - | 364 | 156 | 289 |
| 29 Oct | 487.95 | 12.45 | -3.10 | - | 116 | 29 | 133 |
| 28 Oct | 484.15 | 15.55 | -1.40 | - | 138 | 13 | 104 |
| 25 Oct | 482.30 | 16.95 | -3.00 | - | 400 | -10 | 91 |
| 24 Oct | 471.70 | 19.95 | 0.75 | - | 16 | 4 | 99 |
| 23 Oct | 480.35 | 19.2 | 1.50 | - | 4 | -1 | 95 |
| 22 Oct | 481.80 | 17.7 | 1.20 | - | 26 | 2 | 96 |
| 21 Oct | 483.65 | 16.5 | 0.05 | - | 17 | 13 | 94 |
| 18 Oct | 486.70 | 16.45 | 5.25 | - | 4 | -2 | 81 |
| 17 Oct | 488.90 | 11.2 | 1.35 | - | 10 | 1 | 79 |
| 16 Oct | 493.20 | 9.85 | 1.60 | - | 64 | 35 | 77 |
| 15 Oct | 498.55 | 8.25 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 496.95 | 8.25 | -4.00 | - | 4 | 1 | 42 |
| 11 Oct | 488.20 | 12.25 | 0.00 | - | 2 | 0 | 41 |
| 10 Oct | 492.05 | 12.25 | 0.25 | - | 7 | 1 | 41 |
| 9 Oct | 491.70 | 12 | 7.05 | - | 26 | -18 | 40 |
| 8 Oct | 507.95 | 4.95 | 0.00 | - | 0 | 58 | 0 |
| 7 Oct | 510.20 | 4.95 | -1.80 | - | 68 | 59 | 59 |
| 4 Oct | 503.55 | 6.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 512.75 | 6.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 516.20 | 6.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 518.15 | 6.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 522.70 | 6.75 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 495 expiring on 28NOV2024
Delta for 495 PE is -
Historical price for 495 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 33.8, which was 10.80 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 225
On 20 Nov ITC was trading at 467.35. The strike last trading price was 23, 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 227
On 19 Nov ITC was trading at 467.35. The strike last trading price was 23, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 227
On 18 Nov ITC was trading at 466.55. The strike last trading price was 27.5, which was -1.40 lower than the previous day. The implied volatity was 27.68, the open interest changed by -7 which decreased total open position to 229
On 14 Nov ITC was trading at 465.95. The strike last trading price was 28.9, which was 6.20 higher than the previous day. The implied volatity was 30.39, the open interest changed by -9 which decreased total open position to 237
On 13 Nov ITC was trading at 472.20. The strike last trading price was 22.7, which was 0.25 higher than the previous day. The implied volatity was 21.37, the open interest changed by -5 which decreased total open position to 246
On 12 Nov ITC was trading at 472.85. The strike last trading price was 22.45, which was 3.15 higher than the previous day. The implied volatity was 19.77, the open interest changed by -6 which decreased total open position to 251
On 11 Nov ITC was trading at 476.95. The strike last trading price was 19.3, which was 2.30 higher than the previous day. The implied volatity was 23.28, the open interest changed by -24 which decreased total open position to 257
On 8 Nov ITC was trading at 478.05. The strike last trading price was 17, which was -0.60 lower than the previous day. The implied volatity was 18.43, the open interest changed by -16 which decreased total open position to 281
On 7 Nov ITC was trading at 477.90. The strike last trading price was 17.6, which was 2.70 higher than the previous day. The implied volatity was 18.87, the open interest changed by -4 which decreased total open position to 297
On 6 Nov ITC was trading at 481.10. The strike last trading price was 14.9, which was -1.95 lower than the previous day. The implied volatity was 18.82, the open interest changed by 36 which increased total open position to 301
On 5 Nov ITC was trading at 480.20. The strike last trading price was 16.85, which was 3.00 higher than the previous day. The implied volatity was 21.53, the open interest changed by -10 which decreased total open position to 267
On 4 Nov ITC was trading at 484.60. The strike last trading price was 13.85, which was 1.55 higher than the previous day. The implied volatity was 20.56, the open interest changed by 28 which increased total open position to 277
On 1 Nov ITC was trading at 490.30. The strike last trading price was 12.3, which was 0.50 higher than the previous day. The implied volatity was 21.80, the open interest changed by -1 which decreased total open position to 249
On 31 Oct ITC was trading at 488.80. The strike last trading price was 11.8, which was 1.20 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 10.6, which was -1.85 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 12.45, which was -3.10 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 15.55, which was -1.40 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 16.95, 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 24 Oct ITC was trading at 471.70. The strike last trading price was 19.95, which was 0.75 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 19.2, which was 1.50 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 17.7, which was 1.20 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 16.5, 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 18 Oct ITC was trading at 486.70. The strike last trading price was 16.45, which was 5.25 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 11.2, 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 16 Oct ITC was trading at 493.20. The strike last trading price was 9.85, which was 1.60 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 8.25, 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 8.25, 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 11 Oct ITC was trading at 488.20. The strike last trading price was 12.25, 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 12.25, which was 0.25 higher 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 12, which was 7.05 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 4.95, 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 4.95, which was -1.80 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 6.75, 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 Oct ITC was trading at 512.75. The strike last trading price was 6.75, 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 1 Oct ITC was trading at 516.20. The strike last trading price was 6.75, 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 30 Sept ITC was trading at 518.15. The strike last trading price was 6.75, 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 27 Sept ITC was trading at 522.70. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
