ITC
ITC LTD
Historical option data for ITC
02 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 2 Jul | 425.50 | 0.3 | 0.00 | - | 14,59,200 | 3,58,400 | 33,55,200 | |||
| 1 Jul | 429.05 | 0.3 | - | 20,49,600 | 4,97,600 | 29,96,800 | ||||
| 28 Jun | 424.90 | 0.3 | - | 22,09,600 | 3,52,000 | 24,99,200 | ||||
| 27 Jun | 425.60 | 0.5 | - | 8,32,000 | 3,53,600 | 21,47,200 | ||||
| 26 Jun | 423.95 | 0.55 | - | 9,29,600 | 3,58,400 | 17,90,400 | ||||
| 25 Jun | 423.30 | 0.5 | - | 5,82,400 | 2,51,200 | 14,32,000 | ||||
| 24 Jun | 423.30 | 0.65 | - | 4,28,800 | 12,800 | 11,77,600 | ||||
| 21 Jun | 419.60 | 0.65 | - | 1,80,800 | 25,600 | 11,63,200 | ||||
| 20 Jun | 423.30 | 0.80 | - | 4,99,200 | -1,05,600 | 11,37,600 | ||||
| 19 Jun | 423.65 | 0.80 | - | 8,00,000 | 3,28,000 | 12,43,200 | ||||
| 18 Jun | 428.75 | 0.85 | - | 8,00,000 | 72,000 | 9,12,000 | ||||
| 14 Jun | 431.15 | 1.15 | - | 4,30,400 | -46,400 | 8,40,000 | ||||
| 13 Jun | 430.30 | 1.25 | - | 1,42,400 | 28,800 | 8,83,200 | ||||
| 12 Jun | 432.30 | 1.45 | - | 2,54,400 | 1,31,200 | 8,54,400 | ||||
| 11 Jun | 433.00 | 1.70 | - | 2,67,200 | 1,18,400 | 7,21,600 | ||||
| 10 Jun | 436.90 | 2.15 | - | 3,18,400 | 83,200 | 6,01,600 | ||||
| 7 Jun | 439.15 | 2.50 | - | 7,08,800 | 3,88,800 | 5,15,200 | ||||
| 6 Jun | 435.40 | 2.70 | - | 1,21,600 | 28,800 | 1,26,400 | ||||
| 5 Jun | 430.30 | 2.45 | - | 75,200 | 44,800 | 97,600 | ||||
| 4 Jun | 415.20 | 1.75 | - | 1,02,400 | 43,200 | 52,800 | ||||
| 3 Jun | 430.35 | 2.45 | - | 9,600 | 6,400 | 9,600 | ||||
| 31 May | 426.45 | 2.20 | - | 1,600 | 3,200 | 3,200 | ||||
| 30 May | 423.85 | 5.60 | - | 0 | 0 | 0 | ||||
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| 29 May | 430.95 | 5.60 | - | 0 | 0 | 0 | ||||
| 27 May | 431.50 | 5.60 | - | 0 | 1,600 | 0 | ||||
| 24 May | 436.20 | 5.60 | - | 1,600 | 0 | 1,600 | ||||
For ITC LTD - strike price 500 expiring on 25JUL2024
Delta for 500 CE is -
Historical price for 500 CE is as follows
On 2 Jul ITC was trading at 425.50. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 358400 which increased total open position to 3355200
On 1 Jul ITC was trading at 429.05. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 497600 which increased total open position to 2996800
On 28 Jun ITC was trading at 424.90. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 352000 which increased total open position to 2499200
On 27 Jun ITC was trading at 425.60. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 353600 which increased total open position to 2147200
On 26 Jun ITC was trading at 423.95. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 358400 which increased total open position to 1790400
On 25 Jun ITC was trading at 423.30. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 251200 which increased total open position to 1432000
On 24 Jun ITC was trading at 423.30. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 1177600
On 21 Jun ITC was trading at 419.60. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25600 which increased total open position to 1163200
On 20 Jun ITC was trading at 423.30. The strike last trading price was 0.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -105600 which decreased total open position to 1137600
On 19 Jun ITC was trading at 423.65. The strike last trading price was 0.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 328000 which increased total open position to 1243200
On 18 Jun ITC was trading at 428.75. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 912000
On 14 Jun ITC was trading at 431.15. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -46400 which decreased total open position to 840000
On 13 Jun ITC was trading at 430.30. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 883200
On 12 Jun ITC was trading at 432.30. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 131200 which increased total open position to 854400
On 11 Jun ITC was trading at 433.00. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 118400 which increased total open position to 721600
On 10 Jun ITC was trading at 436.90. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 83200 which increased total open position to 601600
On 7 Jun ITC was trading at 439.15. The strike last trading price was 2.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 388800 which increased total open position to 515200
On 6 Jun ITC was trading at 435.40. The strike last trading price was 2.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 126400
On 5 Jun ITC was trading at 430.30. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 44800 which increased total open position to 97600
On 4 Jun ITC was trading at 415.20. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 43200 which increased total open position to 52800
On 3 Jun ITC was trading at 430.35. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 9600
On 31 May ITC was trading at 426.45. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3200
On 30 May ITC was trading at 423.85. The strike last trading price was 5.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May ITC was trading at 430.95. The strike last trading price was 5.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May ITC was trading at 431.50. The strike last trading price was 5.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0
On 24 May ITC was trading at 436.20. The strike last trading price was 5.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 2 Jul | 425.50 | 72.5 | 1.60 | - | 16,000 | 12,800 | 6,40,000 |
| 1 Jul | 429.05 | 70.9 | - | 3,200 | 8,000 | 6,27,200 | |
| 28 Jun | 424.90 | 70.65 | - | 14,400 | 12,800 | 6,19,200 | |
| 27 Jun | 425.60 | 70.5 | - | 1,04,000 | 94,400 | 6,06,400 | |
| 26 Jun | 423.95 | 72.05 | - | 9,600 | 12,800 | 5,10,400 | |
| 25 Jun | 423.30 | 74 | - | 4,04,800 | 3,82,400 | 4,97,600 | |
| 24 Jun | 423.30 | 74.5 | - | 1,05,600 | 64,000 | 1,13,600 | |
| 21 Jun | 419.60 | 77.00 | - | 12,800 | 3,200 | 46,400 | |
| 20 Jun | 423.30 | 72.70 | - | 4,800 | 4,800 | 41,600 | |
| 19 Jun | 423.65 | 71.60 | - | 14,400 | 12,800 | 36,800 | |
| 18 Jun | 428.75 | 64.25 | - | 1,600 | 1,600 | 22,400 | |
| 14 Jun | 431.15 | 65.45 | - | 4,800 | 3,200 | 20,800 | |
| 13 Jun | 430.30 | 62.25 | - | 1,600 | 0 | 16,000 | |
| 12 Jun | 432.30 | 62.25 | - | 1,600 | 0 | 14,400 | |
| 11 Jun | 433.00 | 62.00 | - | 1,600 | 0 | 12,800 | |
| 10 Jun | 436.90 | 59.60 | - | 1,600 | 0 | 11,200 | |
| 7 Jun | 439.15 | 60.00 | - | 9,600 | 1,600 | 1,600 | |
| 6 Jun | 435.40 | 63.00 | - | 0 | 0 | 0 | |
| 5 Jun | 430.30 | 63.00 | - | 0 | 0 | 0 | |
| 4 Jun | 415.20 | 63.00 | - | 0 | 0 | 1,600 | |
| 3 Jun | 430.35 | 63.00 | - | 0 | 0 | 1,600 | |
| 31 May | 426.45 | 63.00 | - | 0 | 0 | 1,600 | |
| 30 May | 423.85 | 63.00 | - | 0 | 0 | 1,600 | |
| 29 May | 430.95 | 63.00 | - | 0 | 0 | 1,600 | |
| 27 May | 431.50 | 63.00 | - | 0 | 0 | 1,600 | |
| 24 May | 436.20 | 63.00 | - | 1,600 | 0 | 1,600 | |
For ITC LTD - strike price 500 expiring on 25JUL2024
Delta for 500 PE is -
Historical price for 500 PE is as follows
On 2 Jul ITC was trading at 425.50. The strike last trading price was 72.5, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 640000
On 1 Jul ITC was trading at 429.05. The strike last trading price was 70.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 627200
On 28 Jun ITC was trading at 424.90. The strike last trading price was 70.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 619200
On 27 Jun ITC was trading at 425.60. The strike last trading price was 70.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 94400 which increased total open position to 606400
On 26 Jun ITC was trading at 423.95. The strike last trading price was 72.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 510400
On 25 Jun ITC was trading at 423.30. The strike last trading price was 74, which was lower than the previous day. The implied volatity was -, the open interest changed by 382400 which increased total open position to 497600
On 24 Jun ITC was trading at 423.30. The strike last trading price was 74.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 64000 which increased total open position to 113600
On 21 Jun ITC was trading at 419.60. The strike last trading price was 77.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 46400
On 20 Jun ITC was trading at 423.30. The strike last trading price was 72.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 41600
On 19 Jun ITC was trading at 423.65. The strike last trading price was 71.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 36800
On 18 Jun ITC was trading at 428.75. The strike last trading price was 64.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 22400
On 14 Jun ITC was trading at 431.15. The strike last trading price was 65.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 20800
On 13 Jun ITC was trading at 430.30. The strike last trading price was 62.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16000
On 12 Jun ITC was trading at 432.30. The strike last trading price was 62.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14400
On 11 Jun ITC was trading at 433.00. The strike last trading price was 62.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12800
On 10 Jun ITC was trading at 436.90. The strike last trading price was 59.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11200
On 7 Jun ITC was trading at 439.15. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600
On 6 Jun ITC was trading at 435.40. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun ITC was trading at 430.30. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun ITC was trading at 415.20. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 3 Jun ITC was trading at 430.35. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 31 May ITC was trading at 426.45. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 30 May ITC was trading at 423.85. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 29 May ITC was trading at 430.95. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 27 May ITC was trading at 431.50. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 24 May ITC was trading at 436.20. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600