ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 515 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.03
Theta: -0.08
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 0.15 | 0.00 | 39.52 | 77 | -24 | 359 | |||
| 20 Nov | 467.35 | 0.15 | 0.00 | 29.33 | 43 | -16 | 388 | |||
| 19 Nov | 467.35 | 0.15 | -0.10 | 29.33 | 43 | -11 | 388 | |||
| 18 Nov | 466.55 | 0.25 | -0.05 | 29.62 | 22 | -5 | 398 | |||
| 14 Nov | 465.95 | 0.3 | -0.10 | 25.76 | 170 | -13 | 401 | |||
| 13 Nov | 472.20 | 0.4 | -0.10 | 23.67 | 161 | -51 | 410 | |||
| 12 Nov | 472.85 | 0.5 | -0.05 | 23.93 | 513 | -311 | 467 | |||
| 11 Nov | 476.95 | 0.55 | -0.10 | 20.98 | 214 | -14 | 779 | |||
| 8 Nov | 478.05 | 0.65 | -0.25 | 19.33 | 571 | -191 | 801 | |||
| 7 Nov | 477.90 | 0.9 | -0.35 | 20.54 | 398 | 57 | 996 | |||
| 6 Nov | 481.10 | 1.25 | -0.25 | 19.82 | 620 | 122 | 943 | |||
| 5 Nov | 480.20 | 1.5 | -0.60 | 20.86 | 665 | 30 | 824 | |||
| 4 Nov | 484.60 | 2.1 | -0.65 | 20.33 | 1,247 | 179 | 815 | |||
| 1 Nov | 490.30 | 2.75 | 0.00 | 18.43 | 49 | 8 | 636 | |||
| 31 Oct | 488.80 | 2.75 | -0.50 | - | 778 | 76 | 627 | |||
| 30 Oct | 491.55 | 3.25 | 0.50 | - | 211 | 17 | 551 | |||
| 29 Oct | 487.95 | 2.75 | 0.25 | - | 192 | 11 | 534 | |||
| 28 Oct | 484.15 | 2.5 | -0.45 | - | 292 | 32 | 524 | |||
| 25 Oct | 482.30 | 2.95 | 1.05 | - | 1,018 | 214 | 492 | |||
| 24 Oct | 471.70 | 1.9 | -0.85 | - | 57 | 15 | 277 | |||
| 23 Oct | 480.35 | 2.75 | -0.60 | - | 17 | 0 | 262 | |||
| 22 Oct | 481.80 | 3.35 | 0.20 | - | 19 | 8 | 262 | |||
| 21 Oct | 483.65 | 3.15 | -0.95 | - | 51 | 4 | 253 | |||
| 18 Oct | 486.70 | 4.1 | -0.30 | - | 43 | 2 | 246 | |||
| 17 Oct | 488.90 | 4.4 | -0.40 | - | 7 | 3 | 243 | |||
| 16 Oct | 493.20 | 4.8 | -0.50 | - | 1 | 0 | 240 | |||
| 15 Oct | 498.55 | 5.3 | -0.20 | - | 5 | 0 | 240 | |||
| 14 Oct | 496.95 | 5.5 | 1.05 | - | 23 | 0 | 239 | |||
| 11 Oct | 488.20 | 4.45 | -1.00 | - | 76 | 6 | 241 | |||
| 10 Oct | 492.05 | 5.45 | -0.45 | - | 30 | 14 | 234 | |||
| 9 Oct | 491.70 | 5.9 | -3.60 | - | 37 | 22 | 220 | |||
| 8 Oct | 507.95 | 9.5 | -1.05 | - | 12 | 4 | 198 | |||
| 7 Oct | 510.20 | 10.55 | -6.45 | - | 267 | 191 | 194 | |||
| 4 Oct | 503.55 | 17 | 0.00 | - | 0 | 3 | 0 | |||
| 3 Oct | 512.75 | 17 | -10.40 | - | 4 | 2 | 2 | |||
| 1 Oct | 516.20 | 27.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 518.15 | 27.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 522.70 | 27.4 | - | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 515 expiring on 28NOV2024
Delta for 515 CE is 0.02
Historical price for 515 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 39.52, the open interest changed by -24 which decreased total open position to 359
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 29.33, the open interest changed by -16 which decreased total open position to 388
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 29.33, the open interest changed by -11 which decreased total open position to 388
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 29.62, the open interest changed by -5 which decreased total open position to 398
On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 25.76, the open interest changed by -13 which decreased total open position to 401
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 23.67, the open interest changed by -51 which decreased total open position to 410
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 23.93, the open interest changed by -311 which decreased total open position to 467
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 20.98, the open interest changed by -14 which decreased total open position to 779
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 19.33, the open interest changed by -191 which decreased total open position to 801
On 7 Nov ITC was trading at 477.90. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 20.54, the open interest changed by 57 which increased total open position to 996
On 6 Nov ITC was trading at 481.10. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 19.82, the open interest changed by 122 which increased total open position to 943
On 5 Nov ITC was trading at 480.20. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was 20.86, the open interest changed by 30 which increased total open position to 824
On 4 Nov ITC was trading at 484.60. The strike last trading price was 2.1, which was -0.65 lower than the previous day. The implied volatity was 20.33, the open interest changed by 179 which increased total open position to 815
On 1 Nov ITC was trading at 490.30. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 18.43, the open interest changed by 8 which increased total open position to 636
On 31 Oct ITC was trading at 488.80. The strike last trading price was 2.75, 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 30 Oct ITC was trading at 491.55. The strike last trading price was 3.25, which was 0.50 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 2.75, 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 28 Oct ITC was trading at 484.15. The strike last trading price was 2.5, 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 25 Oct ITC was trading at 482.30. The strike last trading price was 2.95, which was 1.05 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 1.9, 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 23 Oct ITC was trading at 480.35. The strike last trading price was 2.75, which was -0.60 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 3.35, which was 0.20 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 3.15, 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 18 Oct ITC was trading at 486.70. The strike last trading price was 4.1, 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 17 Oct ITC was trading at 488.90. The strike last trading price was 4.4, 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 16 Oct ITC was trading at 493.20. The strike last trading price was 4.8, 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 5.3, which was -0.20 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 5.5, which was 1.05 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 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 10 Oct ITC was trading at 492.05. The strike last trading price was 5.45, 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 9 Oct ITC was trading at 491.70. The strike last trading price was 5.9, which was -3.60 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 9.5, 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 7 Oct ITC was trading at 510.20. The strike last trading price was 10.55, which was -6.45 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 17, 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 17, which was -10.40 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 27.4, 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 30 Sept ITC was trading at 518.15. The strike last trading price was 27.4, 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 27 Sept ITC was trading at 522.70. The strike last trading price was 27.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 515 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 | 40.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 467.35 | 40.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 467.35 | 40.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 466.55 | 40.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 465.95 | 40.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 472.20 | 40.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 472.85 | 40.2 | 4.45 | - | 1 | 0 | 77 |
| 11 Nov | 476.95 | 35.75 | 0.00 | 0.00 | 0 | 4 | 0 |
| 8 Nov | 478.05 | 35.75 | 4.95 | 26.28 | 6 | 4 | 77 |
| 7 Nov | 477.90 | 30.8 | 0.00 | 0.00 | 0 | 5 | 0 |
| 6 Nov | 481.10 | 30.8 | -3.60 | 17.87 | 7 | 4 | 72 |
| 5 Nov | 480.20 | 34.4 | 5.30 | 27.93 | 7 | 2 | 67 |
| 4 Nov | 484.60 | 29.1 | 3.20 | 22.29 | 42 | 29 | 65 |
| 1 Nov | 490.30 | 25.9 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 488.80 | 25.9 | 1.00 | - | 16 | 4 | 37 |
| 30 Oct | 491.55 | 24.9 | -2.60 | - | 18 | 9 | 32 |
| 29 Oct | 487.95 | 27.5 | -1.85 | - | 17 | 8 | 22 |
| 28 Oct | 484.15 | 29.35 | -4.35 | - | 12 | 10 | 12 |
| 25 Oct | 482.30 | 33.7 | 20.50 | - | 3 | 2 | 2 |
| 24 Oct | 471.70 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 480.35 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 481.80 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 483.65 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 486.70 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 488.90 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 493.20 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 498.55 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 496.95 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 488.20 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.05 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 491.70 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 507.95 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 510.20 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 503.55 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 512.75 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 516.20 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 518.15 | 13.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 522.70 | 13.2 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 515 expiring on 28NOV2024
Delta for 515 PE is 0.00
Historical price for 515 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 40.2, 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 40.2, 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 40.2, 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 40.2, 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 14 Nov ITC was trading at 465.95. The strike last trading price was 40.2, 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 Nov ITC was trading at 472.20. The strike last trading price was 40.2, 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 Nov ITC was trading at 472.85. The strike last trading price was 40.2, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77
On 11 Nov ITC was trading at 476.95. The strike last trading price was 35.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 8 Nov ITC was trading at 478.05. The strike last trading price was 35.75, which was 4.95 higher than the previous day. The implied volatity was 26.28, the open interest changed by 4 which increased total open position to 77
On 7 Nov ITC was trading at 477.90. The strike last trading price was 30.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Nov ITC was trading at 481.10. The strike last trading price was 30.8, which was -3.60 lower than the previous day. The implied volatity was 17.87, the open interest changed by 4 which increased total open position to 72
On 5 Nov ITC was trading at 480.20. The strike last trading price was 34.4, which was 5.30 higher than the previous day. The implied volatity was 27.93, the open interest changed by 2 which increased total open position to 67
On 4 Nov ITC was trading at 484.60. The strike last trading price was 29.1, which was 3.20 higher than the previous day. The implied volatity was 22.29, the open interest changed by 29 which increased total open position to 65
On 1 Nov ITC was trading at 490.30. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct ITC was trading at 488.80. The strike last trading price was 25.9, 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 30 Oct ITC was trading at 491.55. The strike last trading price was 24.9, which was -2.60 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 27.5, 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 28 Oct ITC was trading at 484.15. The strike last trading price was 29.35, which was -4.35 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 33.7, which was 20.50 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 13.2, 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 23 Oct ITC was trading at 480.35. The strike last trading price was 13.2, 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 22 Oct ITC was trading at 481.80. The strike last trading price was 13.2, 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 21 Oct ITC was trading at 483.65. The strike last trading price was 13.2, 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 18 Oct ITC was trading at 486.70. The strike last trading price was 13.2, 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 17 Oct ITC was trading at 488.90. The strike last trading price was 13.2, 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 16 Oct ITC was trading at 493.20. The strike last trading price was 13.2, 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 15 Oct ITC was trading at 498.55. The strike last trading price was 13.2, 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 14 Oct ITC was trading at 496.95. The strike last trading price was 13.2, 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 11 Oct ITC was trading at 488.20. The strike last trading price was 13.2, 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 10 Oct ITC was trading at 492.05. The strike last trading price was 13.2, 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 13.2, 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 13.2, 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 13.2, 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 4 Oct ITC was trading at 503.55. The strike last trading price was 13.2, 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 3 Oct ITC was trading at 512.75. The strike last trading price was 13.2, 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 1 Oct ITC was trading at 516.20. The strike last trading price was 13.2, 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 30 Sept ITC was trading at 518.15. The strike last trading price was 13.2, 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 27 Sept ITC was trading at 522.70. The strike last trading price was 13.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
