ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
| ITC 26DEC2024 525 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.03
Theta: -0.11
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 20 Dec | 464.65 | 0.2 | -0.05 | 44.64 | 10 | -7 | 245 | |||
| 19 Dec | 466.55 | 0.25 | -0.05 | 42.46 | 20 | -4 | 251 | |||
| 18 Dec | 470.50 | 0.3 | 0.10 | 37.50 | 42 | 3 | 255 | |||
| 17 Dec | 469.55 | 0.2 | 0.00 | 33.37 | 206 | 8 | 257 | |||
| 16 Dec | 470.10 | 0.2 | -0.05 | 31.94 | 6 | 0 | 249 | |||
| 13 Dec | 470.00 | 0.25 | 0.10 | 28.24 | 38 | -8 | 249 | |||
| 12 Dec | 460.60 | 0.15 | -0.05 | 29.71 | 2 | 0 | 259 | |||
| 11 Dec | 465.25 | 0.2 | 0.00 | 27.92 | 2 | -1 | 260 | |||
| 10 Dec | 465.45 | 0.2 | 0.00 | 26.93 | 21 | -11 | 262 | |||
| 9 Dec | 464.95 | 0.2 | -0.15 | 26.01 | 50 | -23 | 274 | |||
| 6 Dec | 471.15 | 0.35 | 0.05 | 23.44 | 126 | 87 | 294 | |||
| 5 Dec | 467.50 | 0.3 | 0.00 | 23.89 | 61 | -20 | 207 | |||
| 4 Dec | 467.10 | 0.3 | -0.15 | 23.49 | 85 | -7 | 228 | |||
| 3 Dec | 472.55 | 0.45 | 0.05 | 22.49 | 287 | 84 | 228 | |||
| 2 Dec | 477.20 | 0.4 | -0.20 | 19.64 | 277 | 16 | 143 | |||
| 29 Nov | 476.75 | 0.6 | -0.05 | 20.06 | 274 | 72 | 139 | |||
| 28 Nov | 474.90 | 0.65 | 0.00 | 20.53 | 69 | 24 | 67 | |||
| 27 Nov | 476.95 | 0.65 | -0.25 | 19.66 | 15 | 6 | 42 | |||
| 26 Nov | 477.00 | 0.9 | -0.15 | 20.58 | 25 | 14 | 35 | |||
| 25 Nov | 476.80 | 1.05 | -0.10 | 20.55 | 40 | 22 | 22 | |||
| 22 Nov | 474.65 | 1.15 | -5.60 | 21.48 | 5 | 2 | 2 | |||
| 21 Nov | 457.15 | 6.75 | 0.00 | 11.23 | 0 | 0 | 0 | |||
| 20 Nov | 467.35 | 6.75 | 0.00 | 9.39 | 0 | 0 | 0 | |||
| 19 Nov | 467.35 | 6.75 | 0.00 | 9.39 | 0 | 0 | 0 | |||
| 18 Nov | 466.55 | 6.75 | 0.00 | 9.15 | 0 | 0 | 0 | |||
| 14 Nov | 465.95 | 6.75 | 0.00 | 8.81 | 0 | 0 | 0 | |||
| 13 Nov | 472.20 | 6.75 | 0.00 | 7.88 | 0 | 0 | 0 | |||
| 12 Nov | 472.85 | 6.75 | 0.00 | 7.79 | 0 | 0 | 0 | |||
| 11 Nov | 476.95 | 6.75 | 0.00 | 6.86 | 0 | 0 | 0 | |||
| 8 Nov | 478.05 | 6.75 | 0.00 | 6.33 | 0 | 0 | 0 | |||
| 7 Nov | 477.90 | 6.75 | 0.00 | 6.35 | 0 | 0 | 0 | |||
| 6 Nov | 481.10 | 6.75 | 0.00 | 5.74 | 0 | 0 | 0 | |||
| 5 Nov | 480.20 | 6.75 | 0.00 | 5.97 | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 6.75 | 6.75 | 5.27 | 0 | 0 | 0 | |||
| 1 Nov | 490.30 | 0 | 3.91 | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 525 expiring on 26DEC2024
Delta for 525 CE is 0.02
Historical price for 525 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 44.64, the open interest changed by -7 which decreased total open position to 245
On 19 Dec 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 42.46, the open interest changed by -4 which decreased total open position to 251
On 18 Dec ITC was trading at 470.50. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 37.50, the open interest changed by 3 which increased total open position to 255
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 33.37, the open interest changed by 8 which increased total open position to 257
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 31.94, the open interest changed by 0 which decreased total open position to 249
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 28.24, the open interest changed by -8 which decreased total open position to 249
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 29.71, the open interest changed by 0 which decreased total open position to 259
On 11 Dec ITC was trading at 465.25. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 27.92, the open interest changed by -1 which decreased total open position to 260
On 10 Dec ITC was trading at 465.45. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 26.93, the open interest changed by -11 which decreased total open position to 262
On 9 Dec ITC was trading at 464.95. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 26.01, the open interest changed by -23 which decreased total open position to 274
On 6 Dec ITC was trading at 471.15. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 23.44, the open interest changed by 87 which increased total open position to 294
On 5 Dec ITC was trading at 467.50. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 23.89, the open interest changed by -20 which decreased total open position to 207
On 4 Dec ITC was trading at 467.10. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 23.49, the open interest changed by -7 which decreased total open position to 228
On 3 Dec ITC was trading at 472.55. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 22.49, the open interest changed by 84 which increased total open position to 228
On 2 Dec ITC was trading at 477.20. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 19.64, the open interest changed by 16 which increased total open position to 143
On 29 Nov ITC was trading at 476.75. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 20.06, the open interest changed by 72 which increased total open position to 139
On 28 Nov ITC was trading at 474.90. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 20.53, the open interest changed by 24 which increased total open position to 67
On 27 Nov ITC was trading at 476.95. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 19.66, the open interest changed by 6 which increased total open position to 42
On 26 Nov ITC was trading at 477.00. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 20.58, the open interest changed by 14 which increased total open position to 35
On 25 Nov ITC was trading at 476.80. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 20.55, the open interest changed by 22 which increased total open position to 22
On 22 Nov ITC was trading at 474.65. The strike last trading price was 1.15, which was -5.60 lower than the previous day. The implied volatity was 21.48, the open interest changed by 2 which increased total open position to 2
On 21 Nov ITC was trading at 457.15. The strike last trading price was 6.75, which was 0.00 lower than the previous day. The implied volatity was 11.23, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 9.39, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 9.39, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 9.15, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 8.81, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 7.88, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 7.79, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 6.86, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 6.33, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 5.97, 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 6.75, which was 6.75 higher than the previous day. The implied volatity was 5.27, 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 3.91, the open interest changed by 0 which decreased total open position to 0
| ITC 26DEC2024 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 |
| 20 Dec | 464.65 | 52.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 466.55 | 52.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 470.50 | 52.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 469.55 | 52.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 470.10 | 52.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 470.00 | 52.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 460.60 | 52.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 465.25 | 52.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 465.45 | 52.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 464.95 | 52.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 471.15 | 52.5 | 6.00 | 34.00 | 2 | 0 | 6 |
| 5 Dec | 467.50 | 46.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 467.10 | 46.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 472.55 | 46.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 2 Dec | 477.20 | 46.5 | 1.10 | 29.16 | 3 | 1 | 8 |
| 29 Nov | 476.75 | 45.4 | -1.10 | 23.79 | 8 | 4 | 6 |
| 28 Nov | 474.90 | 46.5 | 9.40 | 22.90 | 2 | 1 | 1 |
| 27 Nov | 476.95 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 477.00 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 476.80 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 474.65 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 457.15 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 467.35 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 467.35 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 466.55 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 465.95 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 472.20 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 472.85 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 476.95 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 478.05 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 477.90 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 481.10 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 480.20 | 37.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 484.60 | 37.1 | -560.40 | - | 0 | 0 | 0 |
| 1 Nov | 490.30 | 597.5 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 525 expiring on 26DEC2024
Delta for 525 PE is 0.00
Historical price for 525 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 52.5, 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 Dec ITC was trading at 466.55. The strike last trading price was 52.5, 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 Dec ITC was trading at 470.50. The strike last trading price was 52.5, 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 17 Dec ITC was trading at 469.55. The strike last trading price was 52.5, 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 16 Dec ITC was trading at 470.10. The strike last trading price was 52.5, 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 52.5, 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 52.5, 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 52.5, 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 52.5, 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 9 Dec ITC was trading at 464.95. The strike last trading price was 52.5, 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 6 Dec ITC was trading at 471.15. The strike last trading price was 52.5, which was 6.00 higher than the previous day. The implied volatity was 34.00, the open interest changed by 0 which decreased total open position to 6
On 5 Dec ITC was trading at 467.50. The strike last trading price was 46.5, 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 Dec ITC was trading at 467.10. The strike last trading price was 46.5, 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 3 Dec ITC was trading at 472.55. The strike last trading price was 46.5, 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 2 Dec ITC was trading at 477.20. The strike last trading price was 46.5, which was 1.10 higher than the previous day. The implied volatity was 29.16, the open interest changed by 1 which increased total open position to 8
On 29 Nov ITC was trading at 476.75. The strike last trading price was 45.4, which was -1.10 lower than the previous day. The implied volatity was 23.79, the open interest changed by 4 which increased total open position to 6
On 28 Nov ITC was trading at 474.90. The strike last trading price was 46.5, which was 9.40 higher than the previous day. The implied volatity was 22.90, the open interest changed by 1 which increased total open position to 1
On 27 Nov ITC was trading at 476.95. The strike last trading price was 37.1, 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 Nov ITC was trading at 477.00. The strike last trading price was 37.1, 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 25 Nov ITC was trading at 476.80. The strike last trading price was 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, 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 37.1, which was -560.40 lower 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 597.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
