ITC
Itc Ltd
Historical option data for ITC
27 Dec 2024 04:13 PM IST
| ITC 30JAN2025 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.10
Theta: -0.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 478.60 | 0.25 | -0.15 | 15.45 | 746 | 227 | 896 | |||
| 26 Dec | 476.95 | 0.4 | -0.15 | 17.34 | 264 | 6 | 669 | |||
| 24 Dec | 478.45 | 0.55 | -0.25 | 17.46 | 967 | 125 | 664 | |||
| 23 Dec | 474.25 | 0.8 | 0.05 | 19.82 | 726 | 141 | 539 | |||
| 20 Dec | 464.65 | 0.75 | -0.20 | 21.50 | 67 | -4 | 397 | |||
| 19 Dec | 466.55 | 0.95 | -0.05 | 22.16 | 56 | 10 | 401 | |||
| 18 Dec | 470.50 | 1 | -0.05 | 20.42 | 435 | 40 | 394 | |||
| 17 Dec | 469.55 | 1.05 | 0.05 | 20.54 | 1,119 | 310 | 352 | |||
| 16 Dec | 470.10 | 1 | -0.05 | 20.27 | 48 | 32 | 38 | |||
| 13 Dec | 470.00 | 1.05 | 0.05 | 19.35 | 8 | 0 | 5 | |||
| 12 Dec | 460.60 | 1 | -0.10 | 22.03 | 3 | 0 | 3 | |||
| 11 Dec | 465.25 | 1.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 465.45 | 1.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 464.95 | 1.1 | -0.35 | 20.34 | 1 | 0 | 2 | |||
| 6 Dec | 471.15 | 1.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 467.50 | 1.45 | 0.20 | 20.08 | 2 | 0 | 1 | |||
| 4 Dec | 467.10 | 1.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 472.55 | 1.25 | -9.20 | 17.78 | 6 | 1 | 1 | |||
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| 4 Nov | 484.60 | 10.45 | 3.77 | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 530 expiring on 30JAN2025
Delta for 530 CE is 0.03
Historical price for 530 CE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 15.45, the open interest changed by 227 which increased total open position to 896
On 26 Dec ITC was trading at 476.95. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 17.34, the open interest changed by 6 which increased total open position to 669
On 24 Dec ITC was trading at 478.45. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 17.46, the open interest changed by 125 which increased total open position to 664
On 23 Dec ITC was trading at 474.25. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 19.82, the open interest changed by 141 which increased total open position to 539
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 21.50, the open interest changed by -4 which decreased total open position to 397
On 19 Dec ITC was trading at 466.55. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 22.16, the open interest changed by 10 which increased total open position to 401
On 18 Dec ITC was trading at 470.50. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 20.42, the open interest changed by 40 which increased total open position to 394
On 17 Dec ITC was trading at 469.55. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 20.54, the open interest changed by 310 which increased total open position to 352
On 16 Dec ITC was trading at 470.10. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 20.27, the open interest changed by 32 which increased total open position to 38
On 13 Dec ITC was trading at 470.00. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 19.35, the open interest changed by 0 which decreased total open position to 5
On 12 Dec ITC was trading at 460.60. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 3
On 11 Dec ITC was trading at 465.25. The strike last trading price was 1.1, 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 1.1, 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 9 Dec ITC was trading at 464.95. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 20.34, the open interest changed by 0 which decreased total open position to 2
On 6 Dec ITC was trading at 471.15. The strike last trading price was 1.45, 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 5 Dec ITC was trading at 467.50. The strike last trading price was 1.45, which was 0.20 higher than the previous day. The implied volatity was 20.08, the open interest changed by 0 which decreased total open position to 1
On 4 Dec ITC was trading at 467.10. The strike last trading price was 1.25, 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 3 Dec ITC was trading at 472.55. The strike last trading price was 1.25, which was -9.20 lower than the previous day. The implied volatity was 17.78, the open interest changed by 1 which increased total open position to 1
On 4 Nov ITC was trading at 484.60. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
| ITC 30JAN2025 530 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 |
| 27 Dec | 478.60 | 50.6 | 0.00 | 0.00 | 0 | 23 | 0 |
| 26 Dec | 476.95 | 50.6 | 0.60 | 27.12 | 23 | 21 | 36 |
| 24 Dec | 478.45 | 50 | -3.65 | 28.39 | 7 | 4 | 14 |
| 23 Dec | 474.25 | 53.65 | -1.25 | 29.68 | 9 | 5 | 6 |
| 20 Dec | 464.65 | 54.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 466.55 | 54.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 470.50 | 54.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 469.55 | 54.9 | 12.75 | 23.95 | 1 | 0 | 0 |
| 16 Dec | 470.10 | 42.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 470.00 | 42.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 460.60 | 42.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 465.25 | 42.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 465.45 | 42.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 464.95 | 42.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 471.15 | 42.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 467.50 | 42.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 467.10 | 42.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 472.55 | 42.15 | 42.15 | - | 0 | 0 | 0 |
| 4 Nov | 484.60 | 0 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 530 expiring on 30JAN2025
Delta for 530 PE is 0.00
Historical price for 530 PE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 50.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 26 Dec ITC was trading at 476.95. The strike last trading price was 50.6, which was 0.60 higher than the previous day. The implied volatity was 27.12, the open interest changed by 21 which increased total open position to 36
On 24 Dec ITC was trading at 478.45. The strike last trading price was 50, which was -3.65 lower than the previous day. The implied volatity was 28.39, the open interest changed by 4 which increased total open position to 14
On 23 Dec ITC was trading at 474.25. The strike last trading price was 53.65, which was -1.25 lower than the previous day. The implied volatity was 29.68, the open interest changed by 5 which increased total open position to 6
On 20 Dec ITC was trading at 464.65. The strike last trading price was 54.9, 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 54.9, 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 54.9, 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 17 Dec ITC was trading at 469.55. The strike last trading price was 54.9, which was 12.75 higher than the previous day. The implied volatity was 23.95, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, 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 42.15, which was 42.15 higher 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 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
