ITC
Itc Ltd
Historical option data for ITC
27 Dec 2024 04:13 PM IST
| ITC 30JAN2025 515 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.19
Theta: -0.05
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 478.60 | 0.55 | -0.20 | 13.23 | 1,395 | 330 | 660 | |||
| 26 Dec | 476.95 | 0.75 | -0.30 | 14.94 | 280 | 122 | 333 | |||
| 24 Dec | 478.45 | 1.05 | -0.35 | 15.23 | 282 | 152 | 211 | |||
| 23 Dec | 474.25 | 1.4 | 0.30 | 17.65 | 31 | 3 | 59 | |||
| 20 Dec | 464.65 | 1.1 | -0.40 | 19.17 | 1 | 0 | 57 | |||
| 19 Dec | 466.55 | 1.5 | -0.15 | 20.03 | 21 | 5 | 56 | |||
| 18 Dec | 470.50 | 1.65 | 0.10 | 18.35 | 24 | 6 | 51 | |||
| 17 Dec | 469.55 | 1.55 | -0.15 | 17.97 | 16 | 8 | 44 | |||
| 16 Dec | 470.10 | 1.7 | -0.05 | 18.38 | 28 | 19 | 36 | |||
| 13 Dec | 470.00 | 1.75 | -4.60 | 17.53 | 25 | 16 | 16 | |||
| 12 Dec | 460.60 | 6.35 | 0.00 | 7.74 | 0 | 0 | 0 | |||
| 11 Dec | 465.25 | 6.35 | 0.00 | 6.87 | 0 | 0 | 0 | |||
| 10 Dec | 465.45 | 6.35 | 0.00 | 7.06 | 0 | 0 | 0 | |||
| 9 Dec | 464.95 | 6.35 | 0.00 | 6.74 | 0 | 0 | 0 | |||
| 6 Dec | 471.15 | 6.35 | 0.00 | 5.51 | 0 | 0 | 0 | |||
| 5 Dec | 467.50 | 6.35 | 0.00 | 6.06 | 0 | 0 | 0 | |||
| 4 Dec | 467.10 | 6.35 | 0.00 | 6.03 | 0 | 0 | 0 | |||
| 3 Dec | 472.55 | 6.35 | 0.00 | 4.79 | 0 | 0 | 0 | |||
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| 2 Dec | 477.20 | 6.35 | 0.00 | 4.30 | 0 | 0 | 0 | |||
| 29 Nov | 476.75 | 6.35 | 4.29 | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 515 expiring on 30JAN2025
Delta for 515 CE is 0.07
Historical price for 515 CE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 13.23, the open interest changed by 330 which increased total open position to 660
On 26 Dec ITC was trading at 476.95. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 14.94, the open interest changed by 122 which increased total open position to 333
On 24 Dec ITC was trading at 478.45. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 15.23, the open interest changed by 152 which increased total open position to 211
On 23 Dec ITC was trading at 474.25. The strike last trading price was 1.4, which was 0.30 higher than the previous day. The implied volatity was 17.65, the open interest changed by 3 which increased total open position to 59
On 20 Dec ITC was trading at 464.65. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was 19.17, the open interest changed by 0 which decreased total open position to 57
On 19 Dec ITC was trading at 466.55. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 20.03, the open interest changed by 5 which increased total open position to 56
On 18 Dec ITC was trading at 470.50. The strike last trading price was 1.65, which was 0.10 higher than the previous day. The implied volatity was 18.35, the open interest changed by 6 which increased total open position to 51
On 17 Dec ITC was trading at 469.55. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 17.97, the open interest changed by 8 which increased total open position to 44
On 16 Dec ITC was trading at 470.10. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 18.38, the open interest changed by 19 which increased total open position to 36
On 13 Dec ITC was trading at 470.00. The strike last trading price was 1.75, which was -4.60 lower than the previous day. The implied volatity was 17.53, the open interest changed by 16 which increased total open position to 16
On 12 Dec ITC was trading at 460.60. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was 7.74, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 7.06, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 6.74, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 5.51, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 6.03, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 4.79, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 6.35, which was lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
| ITC 30JAN2025 515 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.48
Theta: -0.11
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 478.60 | 37.4 | 1.40 | 30.24 | 2 | 0 | 12 |
| 26 Dec | 476.95 | 36 | -4.00 | 22.08 | 12 | 2 | 2 |
| 24 Dec | 478.45 | 40 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 474.25 | 40 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 464.65 | 40 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 466.55 | 40 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 470.50 | 40 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 469.55 | 40 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 470.10 | 40 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 470.00 | 40 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 460.60 | 40 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 465.25 | 40 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 465.45 | 40 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 464.95 | 40 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 471.15 | 40 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 467.50 | 40 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 467.10 | 40 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 472.55 | 40 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 477.20 | 40 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 476.75 | 40 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 515 expiring on 30JAN2025
Delta for 515 PE is -0.73
Historical price for 515 PE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 37.4, which was 1.40 higher than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 12
On 26 Dec ITC was trading at 476.95. The strike last trading price was 36, which was -4.00 lower than the previous day. The implied volatity was 22.08, the open interest changed by 2 which increased total open position to 2
On 24 Dec ITC was trading at 478.45. The strike last trading price was 40, 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 23 Dec ITC was trading at 474.25. The strike last trading price was 40, 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 Dec ITC was trading at 464.65. The strike last trading price was 40, 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 Dec ITC was trading at 466.55. The strike last trading price was 40, 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 Dec ITC was trading at 470.50. The strike last trading price was 40, 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 17 Dec ITC was trading at 469.55. The strike last trading price was 40, 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 16 Dec ITC was trading at 470.10. The strike last trading price was 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
