ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 505 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.05
Theta: -0.14
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 464.65 | 0.3 | -0.05 | 34.33 | 195 | -24 | 1,043 | |||
| 19 Dec | 466.55 | 0.35 | -0.10 | 32.35 | 231 | -18 | 1,091 | |||
| 18 Dec | 470.50 | 0.45 | 0.00 | 27.97 | 631 | 1 | 1,110 | |||
| 17 Dec | 469.55 | 0.45 | 0.10 | 26.66 | 1,459 | 12 | 1,115 | |||
| 16 Dec | 470.10 | 0.35 | -0.10 | 24.40 | 390 | -46 | 1,102 | |||
| 13 Dec | 470.00 | 0.45 | 0.15 | 21.73 | 614 | 27 | 1,150 | |||
| 12 Dec | 460.60 | 0.3 | -0.10 | 24.38 | 120 | 17 | 1,123 | |||
| 11 Dec | 465.25 | 0.4 | -0.05 | 22.54 | 191 | 20 | 1,108 | |||
| 10 Dec | 465.45 | 0.45 | 0.00 | 22.23 | 146 | -4 | 1,094 | |||
| 9 Dec | 464.95 | 0.45 | -0.30 | 21.57 | 378 | -33 | 1,099 | |||
| 6 Dec | 471.15 | 0.75 | 0.15 | 18.73 | 524 | 23 | 1,128 | |||
| 5 Dec | 467.50 | 0.6 | -0.25 | 19.24 | 1,017 | 12 | 1,104 | |||
| 4 Dec | 467.10 | 0.85 | -0.30 | 20.54 | 900 | 36 | 1,089 | |||
| 3 Dec | 472.55 | 1.15 | -0.35 | 19.00 | 1,264 | 153 | 1,055 | |||
| 2 Dec | 477.20 | 1.5 | -0.45 | 17.54 | 1,645 | 642 | 915 | |||
| 29 Nov | 476.75 | 1.95 | -0.05 | 18.03 | 960 | 35 | 280 | |||
| 28 Nov | 474.90 | 2 | -0.05 | 18.52 | 1,024 | 30 | 248 | |||
| 27 Nov | 476.95 | 2.05 | -0.15 | 17.59 | 146 | 34 | 218 | |||
| 26 Nov | 477.00 | 2.2 | -0.40 | 17.64 | 235 | -4 | 184 | |||
| 25 Nov | 476.80 | 2.6 | 0.05 | 17.80 | 196 | 25 | 186 | |||
| 22 Nov | 474.65 | 2.55 | 1.30 | 18.68 | 87 | 7 | 168 | |||
| 21 Nov | 457.15 | 1.25 | -0.45 | 21.35 | 157 | 117 | 159 | |||
| 20 Nov | 467.35 | 1.7 | 0.00 | 18.52 | 46 | 42 | 42 | |||
| 19 Nov | 467.35 | 1.7 | -11.10 | 18.52 | 46 | 42 | 42 | |||
| 18 Nov | 466.55 | 12.8 | 0.00 | 6.09 | 0 | 0 | 0 | |||
| 14 Nov | 465.95 | 12.8 | 0.00 | 5.80 | 0 | 0 | 0 | |||
| 13 Nov | 472.20 | 12.8 | 0.00 | 4.94 | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 12.8 | 0.00 | 4.83 | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 12.8 | 0.00 | 3.80 | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 12.8 | 0.00 | 3.36 | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 12.8 | 0.00 | 3.42 | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 12.8 | 0.00 | 2.74 | 0 | 0 | 0 | |||
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| 5 Nov | 480.20 | 12.8 | 0.00 | 2.84 | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 12.8 | 12.80 | 2.57 | 0 | 0 | 0 | |||
| 1 Nov | 490.30 | 0 | 1.00 | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 505 expiring on 26DEC2024
Delta for 505 CE is 0.04
Historical price for 505 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 34.33, the open interest changed by -24 which decreased total open position to 1043
On 19 Dec ITC was trading at 466.55. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 32.35, the open interest changed by -18 which decreased total open position to 1091
On 18 Dec ITC was trading at 470.50. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 27.97, the open interest changed by 1 which increased total open position to 1110
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 26.66, the open interest changed by 12 which increased total open position to 1115
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 24.40, the open interest changed by -46 which decreased total open position to 1102
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 21.73, the open interest changed by 27 which increased total open position to 1150
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 24.38, the open interest changed by 17 which increased total open position to 1123
On 11 Dec ITC was trading at 465.25. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 22.54, the open interest changed by 20 which increased total open position to 1108
On 10 Dec ITC was trading at 465.45. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 22.23, the open interest changed by -4 which decreased total open position to 1094
On 9 Dec ITC was trading at 464.95. The strike last trading price was 0.45, which was -0.30 lower than the previous day. The implied volatity was 21.57, the open interest changed by -33 which decreased total open position to 1099
On 6 Dec ITC was trading at 471.15. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 18.73, the open interest changed by 23 which increased total open position to 1128
On 5 Dec ITC was trading at 467.50. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 19.24, the open interest changed by 12 which increased total open position to 1104
On 4 Dec ITC was trading at 467.10. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 20.54, the open interest changed by 36 which increased total open position to 1089
On 3 Dec ITC was trading at 472.55. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 19.00, the open interest changed by 153 which increased total open position to 1055
On 2 Dec ITC was trading at 477.20. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 17.54, the open interest changed by 642 which increased total open position to 915
On 29 Nov ITC was trading at 476.75. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 18.03, the open interest changed by 35 which increased total open position to 280
On 28 Nov ITC was trading at 474.90. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 18.52, the open interest changed by 30 which increased total open position to 248
On 27 Nov ITC was trading at 476.95. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 17.59, the open interest changed by 34 which increased total open position to 218
On 26 Nov ITC was trading at 477.00. The strike last trading price was 2.2, which was -0.40 lower than the previous day. The implied volatity was 17.64, the open interest changed by -4 which decreased total open position to 184
On 25 Nov ITC was trading at 476.80. The strike last trading price was 2.6, which was 0.05 higher than the previous day. The implied volatity was 17.80, the open interest changed by 25 which increased total open position to 186
On 22 Nov ITC was trading at 474.65. The strike last trading price was 2.55, which was 1.30 higher than the previous day. The implied volatity was 18.68, the open interest changed by 7 which increased total open position to 168
On 21 Nov ITC was trading at 457.15. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 21.35, the open interest changed by 117 which increased total open position to 159
On 20 Nov ITC was trading at 467.35. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 18.52, the open interest changed by 42 which increased total open position to 42
On 19 Nov ITC was trading at 467.35. The strike last trading price was 1.7, which was -11.10 lower than the previous day. The implied volatity was 18.52, the open interest changed by 42 which increased total open position to 42
On 18 Nov ITC was trading at 466.55. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ITC was trading at 465.95. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 5.80, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 4.94, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ITC was trading at 476.95. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 3.36, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 12.8, which was 12.80 higher than the previous day. The implied volatity was 2.57, 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 1.00, the open interest changed by 0 which decreased total open position to 0
| ITC 26DEC2024 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 |
| 20 Dec | 464.65 | 34.85 | 0.00 | 0.00 | 0 | -3 | 0 |
| 19 Dec | 466.55 | 34.85 | 1.40 | - | 5 | -2 | 66 |
| 18 Dec | 470.50 | 33.45 | 0.00 | 31.86 | 1 | 0 | 68 |
| 17 Dec | 469.55 | 33.45 | -4.30 | 25.94 | 4 | 2 | 69 |
| 16 Dec | 470.10 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 470.00 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 460.60 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 465.25 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 465.45 | 37.75 | 1.45 | 20.69 | 1 | 0 | 67 |
| 9 Dec | 464.95 | 36.3 | 4.00 | - | 2 | 0 | 68 |
| 6 Dec | 471.15 | 32.3 | 0.30 | 24.64 | 8 | 1 | 69 |
| 5 Dec | 467.50 | 32 | 0.20 | - | 13 | -7 | 69 |
| 4 Dec | 467.10 | 31.8 | -0.65 | - | 16 | -6 | 78 |
| 3 Dec | 472.55 | 32.45 | 6.90 | 26.32 | 7 | -3 | 86 |
| 2 Dec | 477.20 | 25.55 | -1.00 | 16.63 | 16 | -4 | 90 |
| 29 Nov | 476.75 | 26.55 | -1.10 | 19.01 | 20 | 10 | 95 |
| 28 Nov | 474.90 | 27.65 | 0.95 | 18.70 | 80 | 48 | 83 |
| 27 Nov | 476.95 | 26.7 | -0.65 | 19.29 | 32 | 24 | 33 |
| 26 Nov | 477.00 | 27.35 | 3.95 | 21.04 | 10 | 3 | 3 |
| 25 Nov | 476.80 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 474.65 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 457.15 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 467.35 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 467.35 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 466.55 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 465.95 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 472.20 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 472.85 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 476.95 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 478.05 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 477.90 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 481.10 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 480.20 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 484.60 | 23.4 | 23.40 | - | 0 | 0 | 0 |
| 1 Nov | 490.30 | 0 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 505 expiring on 26DEC2024
Delta for 505 PE is 0.00
Historical price for 505 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 34.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 19 Dec ITC was trading at 466.55. The strike last trading price was 34.85, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 66
On 18 Dec ITC was trading at 470.50. The strike last trading price was 33.45, which was 0.00 lower than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 68
On 17 Dec ITC was trading at 469.55. The strike last trading price was 33.45, which was -4.30 lower than the previous day. The implied volatity was 25.94, the open interest changed by 2 which increased total open position to 69
On 16 Dec ITC was trading at 470.10. The strike last trading price was 37.75, 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 Dec ITC was trading at 470.00. The strike last trading price was 37.75, 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 Dec ITC was trading at 460.60. The strike last trading price was 37.75, 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 11 Dec ITC was trading at 465.25. The strike last trading price was 37.75, 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 37.75, which was 1.45 higher than the previous day. The implied volatity was 20.69, the open interest changed by 0 which decreased total open position to 67
On 9 Dec ITC was trading at 464.95. The strike last trading price was 36.3, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 6 Dec ITC was trading at 471.15. The strike last trading price was 32.3, which was 0.30 higher than the previous day. The implied volatity was 24.64, the open interest changed by 1 which increased total open position to 69
On 5 Dec ITC was trading at 467.50. The strike last trading price was 32, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 69
On 4 Dec ITC was trading at 467.10. The strike last trading price was 31.8, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 78
On 3 Dec ITC was trading at 472.55. The strike last trading price was 32.45, which was 6.90 higher than the previous day. The implied volatity was 26.32, the open interest changed by -3 which decreased total open position to 86
On 2 Dec ITC was trading at 477.20. The strike last trading price was 25.55, which was -1.00 lower than the previous day. The implied volatity was 16.63, the open interest changed by -4 which decreased total open position to 90
On 29 Nov ITC was trading at 476.75. The strike last trading price was 26.55, which was -1.10 lower than the previous day. The implied volatity was 19.01, the open interest changed by 10 which increased total open position to 95
On 28 Nov ITC was trading at 474.90. The strike last trading price was 27.65, which was 0.95 higher than the previous day. The implied volatity was 18.70, the open interest changed by 48 which increased total open position to 83
On 27 Nov ITC was trading at 476.95. The strike last trading price was 26.7, which was -0.65 lower than the previous day. The implied volatity was 19.29, the open interest changed by 24 which increased total open position to 33
On 26 Nov ITC was trading at 477.00. The strike last trading price was 27.35, which was 3.95 higher than the previous day. The implied volatity was 21.04, the open interest changed by 3 which increased total open position to 3
On 25 Nov ITC was trading at 476.80. The strike last trading price was 23.4, 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 22 Nov ITC was trading at 474.65. The strike last trading price was 23.4, 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 21 Nov ITC was trading at 457.15. The strike last trading price was 23.4, 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 20 Nov ITC was trading at 467.35. The strike last trading price was 23.4, 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 19 Nov ITC was trading at 467.35. The strike last trading price was 23.4, 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 18 Nov ITC was trading at 466.55. The strike last trading price was 23.4, 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 14 Nov ITC was trading at 465.95. The strike last trading price was 23.4, 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 Nov ITC was trading at 472.20. The strike last trading price was 23.4, 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 Nov ITC was trading at 472.85. The strike last trading price was 23.4, 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 Nov ITC was trading at 476.95. The strike last trading price was 23.4, 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 8 Nov ITC was trading at 478.05. The strike last trading price was 23.4, 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 23.4, 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 23.4, 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 23.4, 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 23.4, which was 23.40 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 -, the open interest changed by 0 which decreased total open position to 0
