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[--[65.84.65.76]--]
ITC
Itc Ltd

501.7 -9.50 (-1.86%)

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Historical option data for ITC

06 Sep 2024 04:13 PM IST
ITC 520 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 501.70 3.9 -2.25 1,29,53,600 5,76,000 1,03,90,400
5 Sept 511.20 6.15 0.35 1,34,22,400 22,81,600 95,02,400
4 Sept 506.35 5.8 -0.90 79,56,800 -89,600 72,44,800
3 Sept 509.40 6.7 -0.65 2,36,25,600 10,64,000 73,79,200
2 Sept 510.05 7.35 2.15 2,42,06,400 10,51,200 63,29,600
30 Aug 501.90 5.2 -1.20 88,59,200 9,10,400 52,73,600
29 Aug 505.10 6.4 2.05 1,31,63,200 5,34,400 43,61,600
28 Aug 497.30 4.35 -1.00 24,43,200 4,62,400 38,36,800
27 Aug 500.60 5.35 -1.85 26,75,200 7,71,200 33,74,400
26 Aug 505.70 7.2 0.20 25,44,000 5,44,000 25,98,400
23 Aug 505.80 7 -0.10 11,50,400 1,34,400 20,49,600
22 Aug 504.55 7.1 -0.50 16,04,800 2,65,600 19,16,800
21 Aug 505.40 7.6 1.90 19,50,400 3,40,800 16,51,200
20 Aug 498.80 5.7 -0.90 10,52,800 1,64,800 13,07,200
19 Aug 501.45 6.6 -1.25 11,20,000 3,26,400 11,37,600
16 Aug 502.65 7.85 2.65 9,66,400 3,79,200 8,03,200
14 Aug 492.20 5.2 -0.10 1,47,200 28,800 4,24,000
13 Aug 490.00 5.3 -1.10 1,13,600 16,000 3,93,600
12 Aug 494.60 6.4 -0.40 1,39,200 92,800 3,77,600
9 Aug 495.90 6.8 -0.15 17,600 0 2,81,600
8 Aug 494.75 6.95 0.35 94,400 51,200 2,78,400
7 Aug 492.65 6.6 0.50 40,000 8,000 2,25,600
6 Aug 486.30 6.1 -0.30 49,600 -22,400 2,17,600
5 Aug 486.00 6.4 0.15 51,200 4,800 2,38,400
2 Aug 489.10 6.25 -2.45 2,32,000 73,600 2,32,000
1 Aug 493.70 8.7 -2.25 40,000 17,600 1,53,600
31 Jul 495.35 10.95 2.20 17,600 -1,600 1,36,000
30 Jul 489.90 8.75 -2.70 70,400 19,200 1,37,600
29 Jul 496.05 11.45 -2.85 43,200 27,200 1,18,400
26 Jul 502.20 14.3 2.80 86,400 24,000 91,200
25 Jul 489.95 11.5 -2.35 65,600 24,000 67,200
24 Jul 494.05 13.85 -4.25 60,800 28,800 43,200
23 Jul 492.20 18.1 10.40 19,200 11,200 14,400
22 Jul 466.55 7.7 4,800 3,200 3,200


For Itc Ltd - strike price 520 expiring on 26SEP2024

Delta for 520 CE is -

Historical price for 520 CE is as follows

On 6 Sept ITC was trading at 501.70. The strike last trading price was 3.9, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 576000 which increased total open position to 10390400


On 5 Sept ITC was trading at 511.20. The strike last trading price was 6.15, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 2281600 which increased total open position to 9502400


On 4 Sept ITC was trading at 506.35. The strike last trading price was 5.8, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -89600 which decreased total open position to 7244800


On 3 Sept ITC was trading at 509.40. The strike last trading price was 6.7, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 1064000 which increased total open position to 7379200


On 2 Sept ITC was trading at 510.05. The strike last trading price was 7.35, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 1051200 which increased total open position to 6329600


On 30 Aug ITC was trading at 501.90. The strike last trading price was 5.2, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 910400 which increased total open position to 5273600


On 29 Aug ITC was trading at 505.10. The strike last trading price was 6.4, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 534400 which increased total open position to 4361600


On 28 Aug ITC was trading at 497.30. The strike last trading price was 4.35, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 462400 which increased total open position to 3836800


On 27 Aug ITC was trading at 500.60. The strike last trading price was 5.35, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 771200 which increased total open position to 3374400


On 26 Aug ITC was trading at 505.70. The strike last trading price was 7.2, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 544000 which increased total open position to 2598400


On 23 Aug ITC was trading at 505.80. The strike last trading price was 7, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 134400 which increased total open position to 2049600


On 22 Aug ITC was trading at 504.55. The strike last trading price was 7.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 265600 which increased total open position to 1916800


On 21 Aug ITC was trading at 505.40. The strike last trading price was 7.6, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by 340800 which increased total open position to 1651200


On 20 Aug ITC was trading at 498.80. The strike last trading price was 5.7, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 164800 which increased total open position to 1307200


On 19 Aug ITC was trading at 501.45. The strike last trading price was 6.6, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 326400 which increased total open position to 1137600


On 16 Aug ITC was trading at 502.65. The strike last trading price was 7.85, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 379200 which increased total open position to 803200


On 14 Aug ITC was trading at 492.20. The strike last trading price was 5.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 424000


On 13 Aug ITC was trading at 490.00. The strike last trading price was 5.3, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 393600


On 12 Aug ITC was trading at 494.60. The strike last trading price was 6.4, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 92800 which increased total open position to 377600


On 9 Aug ITC was trading at 495.90. The strike last trading price was 6.8, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 281600


On 8 Aug ITC was trading at 494.75. The strike last trading price was 6.95, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 51200 which increased total open position to 278400


On 7 Aug ITC was trading at 492.65. The strike last trading price was 6.6, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 225600


On 6 Aug ITC was trading at 486.30. The strike last trading price was 6.1, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -22400 which decreased total open position to 217600


On 5 Aug ITC was trading at 486.00. The strike last trading price was 6.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 238400


On 2 Aug ITC was trading at 489.10. The strike last trading price was 6.25, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 73600 which increased total open position to 232000


On 1 Aug ITC was trading at 493.70. The strike last trading price was 8.7, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 17600 which increased total open position to 153600


On 31 Jul ITC was trading at 495.35. The strike last trading price was 10.95, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 136000


On 30 Jul ITC was trading at 489.90. The strike last trading price was 8.75, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 137600


On 29 Jul ITC was trading at 496.05. The strike last trading price was 11.45, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 27200 which increased total open position to 118400


On 26 Jul ITC was trading at 502.20. The strike last trading price was 14.3, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 91200


On 25 Jul ITC was trading at 489.95. The strike last trading price was 11.5, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 67200


On 24 Jul ITC was trading at 494.05. The strike last trading price was 13.85, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 43200


On 23 Jul ITC was trading at 492.20. The strike last trading price was 18.1, which was 10.40 higher than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 14400


On 22 Jul ITC was trading at 466.55. The strike last trading price was 7.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3200


ITC 520 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 501.70 20.5 7.35 8,76,800 65,600 10,27,200
5 Sept 511.20 13.15 -3.20 4,36,800 -11,200 9,64,800
4 Sept 506.35 16.35 1.30 3,61,600 16,000 9,79,200
3 Sept 509.40 15.05 -0.45 23,20,000 1,04,000 9,63,200
2 Sept 510.05 15.5 -3.25 27,47,200 -4,20,800 8,57,600
30 Aug 501.90 18.75 1.20 10,94,400 1,56,800 12,76,800
29 Aug 505.10 17.55 -5.15 13,72,800 -84,800 11,23,200
28 Aug 497.30 22.7 1.75 5,24,800 56,000 12,19,200
27 Aug 500.60 20.95 3.20 19,69,600 9,31,200 11,66,400
26 Aug 505.70 17.75 -0.65 88,000 35,200 2,35,200
23 Aug 505.80 18.4 0.15 80,000 17,600 2,00,000
22 Aug 504.55 18.25 0.25 51,200 3,200 1,82,400
21 Aug 505.40 18 -4.30 1,24,800 28,800 1,76,000
20 Aug 498.80 22.3 1.25 32,000 11,200 1,47,200
19 Aug 501.45 21.05 0.25 1,44,000 1,12,000 1,36,000
16 Aug 502.65 20.8 -9.25 16,000 11,200 22,400
14 Aug 492.20 30.05 0.00 1,600 0 12,800
13 Aug 490.00 30.05 2.30 1,600 0 12,800
12 Aug 494.60 27.75 0.35 24,000 11,200 12,800
9 Aug 495.90 27.4 0.00 0 1,600 0
8 Aug 494.75 27.4 -58.85 1,600 0 0
7 Aug 492.65 86.25 0.00 0 0 0
6 Aug 486.30 86.25 0.00 0 0 0
5 Aug 486.00 86.25 0.00 0 0 0
2 Aug 489.10 86.25 0.00 0 0 0
1 Aug 493.70 86.25 0.00 0 0 0
31 Jul 495.35 86.25 0.00 0 0 0
30 Jul 489.90 86.25 0.00 0 0 0
29 Jul 496.05 86.25 0.00 0 0 0
26 Jul 502.20 86.25 86.25 0 0 0
25 Jul 489.95 0 0.00 0 0 0
24 Jul 494.05 0 0.00 0 0 0
23 Jul 492.20 0 0.00 0 0 0
22 Jul 466.55 0 0 0 0


For Itc Ltd - strike price 520 expiring on 26SEP2024

Delta for 520 PE is -

Historical price for 520 PE is as follows

On 6 Sept ITC was trading at 501.70. The strike last trading price was 20.5, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 65600 which increased total open position to 1027200


On 5 Sept ITC was trading at 511.20. The strike last trading price was 13.15, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by -11200 which decreased total open position to 964800


On 4 Sept ITC was trading at 506.35. The strike last trading price was 16.35, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 979200


On 3 Sept ITC was trading at 509.40. The strike last trading price was 15.05, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 104000 which increased total open position to 963200


On 2 Sept ITC was trading at 510.05. The strike last trading price was 15.5, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by -420800 which decreased total open position to 857600


On 30 Aug ITC was trading at 501.90. The strike last trading price was 18.75, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 156800 which increased total open position to 1276800


On 29 Aug ITC was trading at 505.10. The strike last trading price was 17.55, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by -84800 which decreased total open position to 1123200


On 28 Aug ITC was trading at 497.30. The strike last trading price was 22.7, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 1219200


On 27 Aug ITC was trading at 500.60. The strike last trading price was 20.95, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by 931200 which increased total open position to 1166400


On 26 Aug ITC was trading at 505.70. The strike last trading price was 17.75, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 35200 which increased total open position to 235200


On 23 Aug ITC was trading at 505.80. The strike last trading price was 18.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 17600 which increased total open position to 200000


On 22 Aug ITC was trading at 504.55. The strike last trading price was 18.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 182400


On 21 Aug ITC was trading at 505.40. The strike last trading price was 18, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 176000


On 20 Aug ITC was trading at 498.80. The strike last trading price was 22.3, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 147200


On 19 Aug ITC was trading at 501.45. The strike last trading price was 21.05, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 112000 which increased total open position to 136000


On 16 Aug ITC was trading at 502.65. The strike last trading price was 20.8, which was -9.25 lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 22400


On 14 Aug ITC was trading at 492.20. The strike last trading price was 30.05, 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 12800


On 13 Aug ITC was trading at 490.00. The strike last trading price was 30.05, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12800


On 12 Aug ITC was trading at 494.60. The strike last trading price was 27.75, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 12800


On 9 Aug ITC was trading at 495.90. 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 1600 which increased total open position to 0


On 8 Aug ITC was trading at 494.75. The strike last trading price was 27.4, which was -58.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Aug ITC was trading at 492.65. The strike last trading price was 86.25, 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 Aug ITC was trading at 486.30. The strike last trading price was 86.25, 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 Aug ITC was trading at 486.00. The strike last trading price was 86.25, 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 Aug ITC was trading at 489.10. The strike last trading price was 86.25, 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 1 Aug ITC was trading at 493.70. The strike last trading price was 86.25, 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 31 Jul ITC was trading at 495.35. The strike last trading price was 86.25, 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 30 Jul ITC was trading at 489.90. The strike last trading price was 86.25, 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 Jul ITC was trading at 496.05. The strike last trading price was 86.25, 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 26 Jul ITC was trading at 502.20. The strike last trading price was 86.25, which was 86.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jul ITC was trading at 489.95. The strike last trading price was 0, 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 24 Jul ITC was trading at 494.05. The strike last trading price was 0, 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 Jul ITC was trading at 492.20. The strike last trading price was 0, 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 Jul ITC was trading at 466.55. 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