ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
| ITC 28NOV2024 525 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.02
Theta: -0.06
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 457.15 | 0.1 | -0.05 | 42.62 | 21 | -7 | 334 | |||
| 20 Nov | 467.35 | 0.15 | 0.00 | 34.22 | 24 | -17 | 343 | |||
| 19 Nov | 467.35 | 0.15 | 0.00 | 34.22 | 24 | -15 | 343 | |||
| 18 Nov | 466.55 | 0.15 | -0.05 | 31.99 | 16 | -7 | 358 | |||
| 14 Nov | 465.95 | 0.2 | -0.05 | 28.15 | 152 | -82 | 369 | |||
| 13 Nov | 472.20 | 0.25 | -0.10 | 25.84 | 25 | -13 | 455 | |||
| 12 Nov | 472.85 | 0.35 | 0.00 | 26.46 | 51 | -12 | 467 | |||
| 11 Nov | 476.95 | 0.35 | -0.10 | 23.22 | 76 | -3 | 485 | |||
| 8 Nov | 478.05 | 0.45 | -0.05 | 21.76 | 171 | -29 | 505 | |||
| 7 Nov | 477.90 | 0.5 | -0.20 | 21.83 | 196 | -13 | 537 | |||
| 6 Nov | 481.10 | 0.7 | -0.20 | 21.09 | 185 | 55 | 549 | |||
| 5 Nov | 480.20 | 0.9 | -0.25 | 22.22 | 178 | 23 | 478 | |||
| 4 Nov | 484.60 | 1.15 | -0.40 | 21.09 | 409 | 27 | 460 | |||
| 1 Nov | 490.30 | 1.55 | -0.05 | 19.33 | 44 | 13 | 434 | |||
| 31 Oct | 488.80 | 1.6 | -0.35 | - | 400 | -40 | 420 | |||
| 30 Oct | 491.55 | 1.95 | 0.25 | - | 134 | 32 | 461 | |||
| 29 Oct | 487.95 | 1.7 | 0.10 | - | 65 | 2 | 427 | |||
| 28 Oct | 484.15 | 1.6 | -0.40 | - | 120 | -13 | 428 | |||
| 25 Oct | 482.30 | 2 | 0.80 | - | 1,190 | -218 | 441 | |||
| 24 Oct | 471.70 | 1.2 | -0.40 | - | 57 | -1 | 659 | |||
| 23 Oct | 480.35 | 1.6 | -0.30 | - | 23 | 5 | 660 | |||
| 22 Oct | 481.80 | 1.9 | -0.10 | - | 15 | -4 | 654 | |||
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| 21 Oct | 483.65 | 2 | -0.60 | - | 165 | 4 | 659 | |||
| 18 Oct | 486.70 | 2.6 | 0.05 | - | 101 | 9 | 656 | |||
| 17 Oct | 488.90 | 2.55 | 0.00 | - | 48 | 0 | 647 | |||
| 16 Oct | 493.20 | 2.55 | -0.55 | - | 6 | 0 | 645 | |||
| 15 Oct | 498.55 | 3.1 | -0.05 | - | 56 | 5 | 644 | |||
| 14 Oct | 496.95 | 3.15 | 0.50 | - | 46 | 1 | 639 | |||
| 11 Oct | 488.20 | 2.65 | -0.55 | - | 24 | 0 | 638 | |||
| 10 Oct | 492.05 | 3.2 | -0.75 | - | 31 | -3 | 639 | |||
| 9 Oct | 491.70 | 3.95 | -0.55 | - | 175 | 1 | 642 | |||
| 8 Oct | 507.95 | 4.5 | -2.00 | - | 15 | 0 | 639 | |||
| 7 Oct | 510.20 | 6.5 | -1.65 | - | 809 | 508 | 640 | |||
| 4 Oct | 503.55 | 8.15 | -4.45 | - | 144 | 125 | 131 | |||
| 3 Oct | 512.75 | 12.6 | -8.40 | - | 23 | 2 | 6 | |||
| 1 Oct | 516.20 | 21 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 518.15 | 21 | 0.00 | - | 0 | 4 | 0 | |||
| 27 Sept | 522.70 | 21 | - | 6 | 3 | 3 | ||||
For Itc Ltd - strike price 525 expiring on 28NOV2024
Delta for 525 CE is 0.01
Historical price for 525 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 42.62, the open interest changed by -7 which decreased total open position to 334
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 34.22, the open interest changed by -17 which decreased total open position to 343
On 19 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 34.22, the open interest changed by -15 which decreased total open position to 343
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 31.99, the open interest changed by -7 which decreased total open position to 358
On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 28.15, the open interest changed by -82 which decreased total open position to 369
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 25.84, the open interest changed by -13 which decreased total open position to 455
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 26.46, the open interest changed by -12 which decreased total open position to 467
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 23.22, the open interest changed by -3 which decreased total open position to 485
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 21.76, the open interest changed by -29 which decreased total open position to 505
On 7 Nov ITC was trading at 477.90. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 21.83, the open interest changed by -13 which decreased total open position to 537
On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 21.09, the open interest changed by 55 which increased total open position to 549
On 5 Nov ITC was trading at 480.20. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 22.22, the open interest changed by 23 which increased total open position to 478
On 4 Nov ITC was trading at 484.60. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 21.09, the open interest changed by 27 which increased total open position to 460
On 1 Nov ITC was trading at 490.30. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 19.33, the open interest changed by 13 which increased total open position to 434
On 31 Oct ITC was trading at 488.80. The strike last trading price was 1.6, which was -0.35 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 1.95, 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 29 Oct ITC was trading at 487.95. The strike last trading price was 1.7, which was 0.10 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 1.6, 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 25 Oct ITC was trading at 482.30. The strike last trading price was 2, which was 0.80 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 1.2, 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 23 Oct ITC was trading at 480.35. The strike last trading price was 1.6, 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 22 Oct ITC was trading at 481.80. The strike last trading price was 1.9, which was -0.10 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 2, 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 18 Oct ITC was trading at 486.70. The strike last trading price was 2.6, which was 0.05 higher 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 2.55, 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 2.55, which was -0.55 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 3.1, which was -0.05 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 3.15, 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 11 Oct ITC was trading at 488.20. The strike last trading price was 2.65, which was -0.55 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 3.2, which was -0.75 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 3.95, which was -0.55 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 4.5, which was -2.00 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 6.5, which was -1.65 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 8.15, which was -4.45 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 12.6, which was -8.40 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 21, 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 21, 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 21, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ITC 28NOV2024 525 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 | 61.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 467.35 | 61.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 467.35 | 61.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 466.55 | 61.2 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Nov | 465.95 | 61.2 | 9.20 | 60.13 | 1 | 0 | 11 |
| 13 Nov | 472.20 | 52 | 12.15 | 34.83 | 2 | 1 | 12 |
| 12 Nov | 472.85 | 39.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 476.95 | 39.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 478.05 | 39.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 477.90 | 39.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 481.10 | 39.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 480.20 | 39.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 484.60 | 39.85 | 3.85 | 29.76 | 9 | 0 | 11 |
| 1 Nov | 490.30 | 36 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 488.80 | 36 | -2.50 | - | 2 | 1 | 11 |
| 30 Oct | 491.55 | 38.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 487.95 | 38.5 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 484.15 | 38.5 | -0.85 | - | 2 | 8 | 8 |
| 25 Oct | 482.30 | 39.35 | 21.80 | - | 8 | 0 | 0 |
| 24 Oct | 471.70 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 480.35 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 481.80 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 483.65 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 486.70 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 488.90 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 493.20 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 498.55 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 496.95 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 488.20 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.05 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 491.70 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 507.95 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 510.20 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 503.55 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 512.75 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 516.20 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 518.15 | 17.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 522.70 | 17.55 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 525 expiring on 28NOV2024
Delta for 525 PE is 0.00
Historical price for 525 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 61.2, 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 61.2, 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 61.2, 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 61.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Nov ITC was trading at 465.95. The strike last trading price was 61.2, which was 9.20 higher than the previous day. The implied volatity was 60.13, the open interest changed by 0 which decreased total open position to 11
On 13 Nov ITC was trading at 472.20. The strike last trading price was 52, which was 12.15 higher than the previous day. The implied volatity was 34.83, the open interest changed by 1 which increased total open position to 12
On 12 Nov ITC was trading at 472.85. The strike last trading price was 39.85, 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 Nov ITC was trading at 476.95. The strike last trading price was 39.85, 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 8 Nov ITC was trading at 478.05. The strike last trading price was 39.85, 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 7 Nov ITC was trading at 477.90. The strike last trading price was 39.85, 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 6 Nov ITC was trading at 481.10. The strike last trading price was 39.85, 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 5 Nov ITC was trading at 480.20. The strike last trading price was 39.85, 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 4 Nov ITC was trading at 484.60. The strike last trading price was 39.85, which was 3.85 higher than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 11
On 1 Nov ITC was trading at 490.30. The strike last trading price was 36, 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 31 Oct ITC was trading at 488.80. The strike last trading price was 36, which was -2.50 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 38.5, 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 29 Oct ITC was trading at 487.95. The strike last trading price was 38.5, 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 28 Oct ITC was trading at 484.15. The strike last trading price was 38.5, 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 25 Oct ITC was trading at 482.30. The strike last trading price was 39.35, which was 21.80 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, 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 17.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
