ITC
Itc Ltd
Historical option data for ITC
27 Dec 2024 04:13 PM IST
| ITC 30JAN2025 505 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.29
Theta: -0.06
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 478.60 | 0.95 | -0.25 | 11.44 | 2,797 | 54 | 1,037 | |||
| 26 Dec | 476.95 | 1.2 | -0.60 | 13.16 | 1,243 | 343 | 987 | |||
| 24 Dec | 478.45 | 1.8 | -0.30 | 13.90 | 978 | 353 | 644 | |||
| 23 Dec | 474.25 | 2.1 | 0.45 | 16.07 | 645 | 166 | 293 | |||
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| 20 Dec | 464.65 | 1.65 | -0.55 | 17.61 | 68 | 31 | 126 | |||
| 19 Dec | 466.55 | 2.2 | -0.40 | 18.81 | 73 | 6 | 95 | |||
| 18 Dec | 470.50 | 2.6 | 0.15 | 17.41 | 140 | 5 | 89 | |||
| 17 Dec | 469.55 | 2.45 | -6.40 | 17.02 | 237 | 83 | 83 | |||
| 16 Dec | 470.10 | 8.85 | 0.00 | 4.99 | 0 | 0 | 0 | |||
| 13 Dec | 470.00 | 8.85 | 0.00 | 4.65 | 0 | 0 | 0 | |||
| 12 Dec | 460.60 | 8.85 | 0.00 | 6.27 | 0 | 0 | 0 | |||
| 11 Dec | 465.25 | 8.85 | 0.00 | 5.44 | 0 | 0 | 0 | |||
| 10 Dec | 465.45 | 8.85 | 0.00 | 5.36 | 0 | 0 | 0 | |||
| 9 Dec | 464.95 | 8.85 | 0.00 | 5.30 | 0 | 0 | 0 | |||
| 6 Dec | 471.15 | 8.85 | 0.00 | 4.09 | 0 | 0 | 0 | |||
| 5 Dec | 467.50 | 8.85 | 0.00 | 4.67 | 0 | 0 | 0 | |||
| 4 Dec | 467.10 | 8.85 | 0.00 | 4.65 | 0 | 0 | 0 | |||
| 3 Dec | 472.55 | 8.85 | 0.00 | 3.76 | 0 | 0 | 0 | |||
| 2 Dec | 477.20 | 8.85 | 0.00 | 2.88 | 0 | 0 | 0 | |||
| 29 Nov | 476.75 | 8.85 | 3.02 | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 505 expiring on 30JAN2025
Delta for 505 CE is 0.12
Historical price for 505 CE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 11.44, the open interest changed by 54 which increased total open position to 1037
On 26 Dec ITC was trading at 476.95. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 13.16, the open interest changed by 343 which increased total open position to 987
On 24 Dec ITC was trading at 478.45. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 13.90, the open interest changed by 353 which increased total open position to 644
On 23 Dec ITC was trading at 474.25. The strike last trading price was 2.1, which was 0.45 higher than the previous day. The implied volatity was 16.07, the open interest changed by 166 which increased total open position to 293
On 20 Dec ITC was trading at 464.65. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 17.61, the open interest changed by 31 which increased total open position to 126
On 19 Dec ITC was trading at 466.55. The strike last trading price was 2.2, which was -0.40 lower than the previous day. The implied volatity was 18.81, the open interest changed by 6 which increased total open position to 95
On 18 Dec ITC was trading at 470.50. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 17.41, the open interest changed by 5 which increased total open position to 89
On 17 Dec ITC was trading at 469.55. The strike last trading price was 2.45, which was -6.40 lower than the previous day. The implied volatity was 17.02, the open interest changed by 83 which increased total open position to 83
On 16 Dec ITC was trading at 470.10. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ITC was trading at 470.00. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ITC was trading at 460.60. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ITC was trading at 465.25. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 5.44, 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 8.85, which was 0.00 lower than the previous day. The implied volatity was 5.36, 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 8.85, which was 0.00 lower than the previous day. The implied volatity was 5.30, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ITC was trading at 471.15. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ITC was trading at 467.50. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ITC was trading at 467.10. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ITC was trading at 472.55. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ITC was trading at 477.20. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ITC was trading at 476.75. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
| ITC 30JAN2025 505 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.49
Theta: -0.05
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 478.60 | 25.7 | -2.10 | 21.54 | 21 | 6 | 41 |
| 26 Dec | 476.95 | 27.8 | -3.80 | 21.66 | 36 | 18 | 25 |
| 24 Dec | 478.45 | 31.6 | 0.00 | 0.00 | 0 | 6 | 0 |
| 23 Dec | 474.25 | 31.6 | 0.65 | 25.32 | 7 | 3 | 4 |
| 20 Dec | 464.65 | 30.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 466.55 | 30.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 470.50 | 30.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 469.55 | 30.95 | -1.65 | 17.62 | 1 | 0 | 0 |
| 16 Dec | 470.10 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 470.00 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 460.60 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 465.25 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 465.45 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 464.95 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 471.15 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 467.50 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 467.10 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 472.55 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 477.20 | 32.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 476.75 | 32.6 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 505 expiring on 30JAN2025
Delta for 505 PE is -0.73
Historical price for 505 PE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 25.7, which was -2.10 lower than the previous day. The implied volatity was 21.54, the open interest changed by 6 which increased total open position to 41
On 26 Dec ITC was trading at 476.95. The strike last trading price was 27.8, which was -3.80 lower than the previous day. The implied volatity was 21.66, the open interest changed by 18 which increased total open position to 25
On 24 Dec ITC was trading at 478.45. The strike last trading price was 31.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 23 Dec ITC was trading at 474.25. The strike last trading price was 31.6, which was 0.65 higher than the previous day. The implied volatity was 25.32, the open interest changed by 3 which increased total open position to 4
On 20 Dec ITC was trading at 464.65. The strike last trading price was 30.95, 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 Dec ITC was trading at 466.55. The strike last trading price was 30.95, 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 Dec ITC was trading at 470.50. The strike last trading price was 30.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 17 Dec ITC was trading at 469.55. The strike last trading price was 30.95, which was -1.65 lower than the previous day. The implied volatity was 17.62, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ITC was trading at 470.10. The strike last trading price was 32.6, 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 13 Dec ITC was trading at 470.00. The strike last trading price was 32.6, 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 12 Dec ITC was trading at 460.60. The strike last trading price was 32.6, 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 11 Dec ITC was trading at 465.25. The strike last trading price was 32.6, 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 10 Dec ITC was trading at 465.45. The strike last trading price was 32.6, 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 9 Dec ITC was trading at 464.95. The strike last trading price was 32.6, 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 Dec ITC was trading at 471.15. The strike last trading price was 32.6, 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 Dec ITC was trading at 467.50. The strike last trading price was 32.6, 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 Dec ITC was trading at 467.10. The strike last trading price was 32.6, 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 3 Dec ITC was trading at 472.55. The strike last trading price was 32.6, 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 2 Dec ITC was trading at 477.20. The strike last trading price was 32.6, 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 29 Nov ITC was trading at 476.75. The strike last trading price was 32.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
