ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 505 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.04
Theta: -0.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 0.2 | -0.05 | 35.39 | 222 | -119 | 683 | |||
| 20 Nov | 467.35 | 0.25 | 0.00 | 26.33 | 140 | 33 | 803 | |||
| 19 Nov | 467.35 | 0.25 | 0.00 | 26.33 | 140 | 34 | 803 | |||
| 18 Nov | 466.55 | 0.25 | -0.05 | 24.44 | 103 | -45 | 770 | |||
| 14 Nov | 465.95 | 0.3 | -0.25 | 21.29 | 296 | -47 | 814 | |||
| 13 Nov | 472.20 | 0.55 | -0.15 | 20.44 | 504 | -35 | 861 | |||
| 12 Nov | 472.85 | 0.7 | -0.25 | 20.90 | 398 | 45 | 897 | |||
| 11 Nov | 476.95 | 0.95 | -0.15 | 18.79 | 823 | 30 | 855 | |||
| 8 Nov | 478.05 | 1.1 | -0.50 | 17.20 | 835 | 2 | 827 | |||
| 7 Nov | 477.90 | 1.6 | -0.70 | 19.02 | 644 | 118 | 830 | |||
| 6 Nov | 481.10 | 2.3 | -0.40 | 18.62 | 612 | 75 | 718 | |||
| 5 Nov | 480.20 | 2.7 | -1.05 | 19.91 | 939 | 238 | 655 | |||
| 4 Nov | 484.60 | 3.75 | -1.20 | 19.55 | 1,464 | 112 | 420 | |||
| 1 Nov | 490.30 | 4.95 | -0.05 | 17.89 | 79 | 15 | 310 | |||
| 31 Oct | 488.80 | 5 | -0.70 | - | 787 | 59 | 293 | |||
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| 30 Oct | 491.55 | 5.7 | 0.80 | - | 381 | 44 | 232 | |||
| 29 Oct | 487.95 | 4.9 | 0.65 | - | 187 | 29 | 189 | |||
| 28 Oct | 484.15 | 4.25 | -0.50 | - | 234 | 13 | 159 | |||
| 25 Oct | 482.30 | 4.75 | 1.90 | - | 740 | 16 | 146 | |||
| 24 Oct | 471.70 | 2.85 | -1.60 | - | 93 | 14 | 128 | |||
| 23 Oct | 480.35 | 4.45 | -1.00 | - | 102 | 35 | 114 | |||
| 22 Oct | 481.80 | 5.45 | 0.25 | - | 57 | 5 | 73 | |||
| 21 Oct | 483.65 | 5.2 | -1.05 | - | 44 | 25 | 67 | |||
| 18 Oct | 486.70 | 6.25 | -0.95 | - | 20 | 5 | 42 | |||
| 17 Oct | 488.90 | 7.2 | -0.80 | - | 21 | 9 | 37 | |||
| 16 Oct | 493.20 | 8 | -0.45 | - | 30 | -16 | 24 | |||
| 15 Oct | 498.55 | 8.45 | -0.85 | - | 8 | 7 | 39 | |||
| 14 Oct | 496.95 | 9.3 | 1.70 | - | 6 | 3 | 33 | |||
| 11 Oct | 488.20 | 7.6 | -0.80 | - | 2 | 1 | 29 | |||
| 10 Oct | 492.05 | 8.4 | -0.90 | - | 22 | 18 | 28 | |||
| 9 Oct | 491.70 | 9.3 | -5.70 | - | 16 | 8 | 9 | |||
| 8 Oct | 507.95 | 15 | -18.65 | - | 2 | 1 | 1 | |||
| 7 Oct | 510.20 | 33.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 503.55 | 33.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 512.75 | 33.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 516.20 | 33.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 518.15 | 33.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 522.70 | 33.65 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 505 expiring on 28NOV2024
Delta for 505 CE is 0.02
Historical price for 505 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 35.39, the open interest changed by -119 which decreased total open position to 683
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 26.33, the open interest changed by 33 which increased total open position to 803
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 26.33, the open interest changed by 34 which increased total open position to 803
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 24.44, the open interest changed by -45 which decreased total open position to 770
On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 21.29, the open interest changed by -47 which decreased total open position to 814
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 20.44, the open interest changed by -35 which decreased total open position to 861
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 20.90, the open interest changed by 45 which increased total open position to 897
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 18.79, the open interest changed by 30 which increased total open position to 855
On 8 Nov ITC was trading at 478.05. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was 17.20, the open interest changed by 2 which increased total open position to 827
On 7 Nov ITC was trading at 477.90. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 19.02, the open interest changed by 118 which increased total open position to 830
On 6 Nov ITC was trading at 481.10. The strike last trading price was 2.3, which was -0.40 lower than the previous day. The implied volatity was 18.62, the open interest changed by 75 which increased total open position to 718
On 5 Nov ITC was trading at 480.20. The strike last trading price was 2.7, which was -1.05 lower than the previous day. The implied volatity was 19.91, the open interest changed by 238 which increased total open position to 655
On 4 Nov ITC was trading at 484.60. The strike last trading price was 3.75, which was -1.20 lower than the previous day. The implied volatity was 19.55, the open interest changed by 112 which increased total open position to 420
On 1 Nov ITC was trading at 490.30. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 17.89, the open interest changed by 15 which increased total open position to 310
On 31 Oct ITC was trading at 488.80. The strike last trading price was 5, which was -0.70 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 5.7, which was 0.80 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 4.9, which was 0.65 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 4.25, which was -0.50 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 4.75, 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 24 Oct ITC was trading at 471.70. The strike last trading price was 2.85, 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 23 Oct ITC was trading at 480.35. The strike last trading price was 4.45, which was -1.00 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 5.45, 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 21 Oct ITC was trading at 483.65. The strike last trading price was 5.2, which was -1.05 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 6.25, 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 17 Oct ITC was trading at 488.90. The strike last trading price was 7.2, which was -0.80 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 8, which was -0.45 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 8.45, which was -0.85 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 9.3, which was 1.70 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 7.6, which was -0.80 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 8.4, which was -0.90 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 9.3, which was -5.70 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 15, which was -18.65 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 33.65, 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 33.65, 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 33.65, 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 33.65, 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 33.65, 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 33.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 505 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 457.15 | 41.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 467.35 | 41.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 467.35 | 41.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 466.55 | 41.1 | 0.00 | 0.00 | 0 | -4 | 0 |
| 14 Nov | 465.95 | 41.1 | 9.90 | 46.08 | 4 | -2 | 111 |
| 13 Nov | 472.20 | 31.2 | 0.80 | 17.72 | 11 | 1 | 115 |
| 12 Nov | 472.85 | 30.4 | 4.05 | - | 4 | -1 | 114 |
| 11 Nov | 476.95 | 26.35 | 0.60 | 19.03 | 8 | 2 | 114 |
| 8 Nov | 478.05 | 25.75 | -0.40 | 21.67 | 13 | 0 | 115 |
| 7 Nov | 477.90 | 26.15 | 3.65 | 20.65 | 5 | -1 | 115 |
| 6 Nov | 481.10 | 22.5 | -1.85 | 19.19 | 15 | 6 | 116 |
| 5 Nov | 480.20 | 24.35 | 3.30 | 22.09 | 19 | -8 | 110 |
| 4 Nov | 484.60 | 21.05 | 2.85 | 21.63 | 25 | 6 | 119 |
| 1 Nov | 490.30 | 18.2 | 0.00 | 0.00 | 0 | 31 | 0 |
| 31 Oct | 488.80 | 18.2 | 1.70 | - | 98 | 30 | 112 |
| 30 Oct | 491.55 | 16.5 | -2.20 | - | 55 | 16 | 82 |
| 29 Oct | 487.95 | 18.7 | -3.70 | - | 30 | 13 | 65 |
| 28 Oct | 484.15 | 22.4 | -3.15 | - | 29 | 19 | 51 |
| 25 Oct | 482.30 | 25.55 | -8.25 | - | 47 | 18 | 32 |
| 24 Oct | 471.70 | 33.8 | 9.35 | - | 9 | 0 | 13 |
| 23 Oct | 480.35 | 24.45 | 3.95 | - | 12 | 0 | 13 |
| 22 Oct | 481.80 | 20.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 483.65 | 20.5 | 7.10 | - | 1 | 0 | 13 |
| 18 Oct | 486.70 | 13.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 488.90 | 13.4 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 493.20 | 13.4 | -0.50 | - | 2 | 1 | 13 |
| 15 Oct | 498.55 | 13.9 | -4.85 | - | 3 | 0 | 12 |
| 14 Oct | 496.95 | 18.75 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 488.20 | 18.75 | 9.55 | - | 1 | 0 | 11 |
| 10 Oct | 492.05 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 491.70 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 507.95 | 9.2 | 0.00 | - | 0 | 0 | 11 |
| 7 Oct | 510.20 | 9.2 | -0.40 | - | 13 | 3 | 3 |
| 4 Oct | 503.55 | 9.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 512.75 | 9.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 516.20 | 9.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 518.15 | 9.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 522.70 | 9.6 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 505 expiring on 28NOV2024
Delta for 505 PE is 0.00
Historical price for 505 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 41.1, 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 20 Nov ITC was trading at 467.35. The strike last trading price was 41.1, 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 19 Nov ITC was trading at 467.35. The strike last trading price was 41.1, 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 18 Nov ITC was trading at 466.55. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 14 Nov ITC was trading at 465.95. The strike last trading price was 41.1, which was 9.90 higher than the previous day. The implied volatity was 46.08, the open interest changed by -2 which decreased total open position to 111
On 13 Nov ITC was trading at 472.20. The strike last trading price was 31.2, which was 0.80 higher than the previous day. The implied volatity was 17.72, the open interest changed by 1 which increased total open position to 115
On 12 Nov ITC was trading at 472.85. The strike last trading price was 30.4, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 114
On 11 Nov ITC was trading at 476.95. The strike last trading price was 26.35, which was 0.60 higher than the previous day. The implied volatity was 19.03, the open interest changed by 2 which increased total open position to 114
On 8 Nov ITC was trading at 478.05. The strike last trading price was 25.75, which was -0.40 lower than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 115
On 7 Nov ITC was trading at 477.90. The strike last trading price was 26.15, which was 3.65 higher than the previous day. The implied volatity was 20.65, the open interest changed by -1 which decreased total open position to 115
On 6 Nov ITC was trading at 481.10. The strike last trading price was 22.5, which was -1.85 lower than the previous day. The implied volatity was 19.19, the open interest changed by 6 which increased total open position to 116
On 5 Nov ITC was trading at 480.20. The strike last trading price was 24.35, which was 3.30 higher than the previous day. The implied volatity was 22.09, the open interest changed by -8 which decreased total open position to 110
On 4 Nov ITC was trading at 484.60. The strike last trading price was 21.05, which was 2.85 higher than the previous day. The implied volatity was 21.63, the open interest changed by 6 which increased total open position to 119
On 1 Nov ITC was trading at 490.30. The strike last trading price was 18.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 31 Oct ITC was trading at 488.80. The strike last trading price was 18.2, which was 1.70 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 16.5, which was -2.20 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 18.7, which was -3.70 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 22.4, which was -3.15 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 25.55, which was -8.25 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 33.8, which was 9.35 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 24.45, which was 3.95 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 20.5, 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 21 Oct ITC was trading at 483.65. The strike last trading price was 20.5, which was 7.10 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 13.4, 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 17 Oct ITC was trading at 488.90. The strike last trading price was 13.4, 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 16 Oct ITC was trading at 493.20. The strike last trading price was 13.4, which was -0.50 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 13.9, which was -4.85 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 18.75, 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 11 Oct ITC was trading at 488.20. The strike last trading price was 18.75, which was 9.55 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 0.00 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 9.2, 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 9.2, 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 9.2, 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 4 Oct ITC was trading at 503.55. The strike last trading price was 9.6, 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 9.6, 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 9.6, 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 9.6, 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 9.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
