ITC
Itc Ltd
Historical option data for ITC
20 Dec 2024 04:13 PM IST
ITC 26DEC2024 535 CE | ||||||||||
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Delta: 0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 464.65 | 0.1 | 0.05 | 46.02 | 10 | 0 | 60 | |||
19 Dec | 466.55 | 0.05 | -0.05 | 38.95 | 10 | 0 | 60 | |||
18 Dec | 470.50 | 0.1 | 0.00 | 36.65 | 14 | -4 | 60 | |||
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17 Dec | 469.55 | 0.1 | 0.00 | 34.79 | 84 | 18 | 64 | |||
16 Dec | 470.10 | 0.1 | -0.05 | 33.26 | 4 | 0 | 50 | |||
13 Dec | 470.00 | 0.15 | 0.00 | 30.67 | 17 | -10 | 54 | |||
12 Dec | 460.60 | 0.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 465.25 | 0.15 | 0.00 | 0.00 | 0 | -1 | 0 | |||
10 Dec | 465.45 | 0.15 | -0.10 | 29.35 | 6 | 0 | 65 | |||
9 Dec | 464.95 | 0.25 | 0.00 | 0.00 | 0 | 4 | 0 | |||
6 Dec | 471.15 | 0.25 | -0.05 | 25.53 | 11 | 4 | 65 | |||
5 Dec | 467.50 | 0.3 | 0.05 | 27.25 | 11 | 3 | 61 | |||
4 Dec | 467.10 | 0.25 | -0.10 | 26.00 | 48 | 23 | 60 | |||
3 Dec | 472.55 | 0.35 | 0.05 | 24.78 | 28 | 13 | 37 | |||
2 Dec | 477.20 | 0.3 | -0.10 | 21.87 | 16 | -1 | 24 | |||
29 Nov | 476.75 | 0.4 | -0.40 | 21.67 | 16 | 0 | 25 | |||
28 Nov | 474.90 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
27 Nov | 476.95 | 0.8 | 0.00 | 0.00 | 0 | 5 | 0 | |||
26 Nov | 477.00 | 0.8 | 0.00 | 23.41 | 5 | 4 | 24 | |||
25 Nov | 476.80 | 0.8 | -0.10 | 22.52 | 21 | 16 | 17 | |||
22 Nov | 474.65 | 0.9 | 0.25 | 23.61 | 4 | 2 | 3 | |||
21 Nov | 457.15 | 0.65 | -0.65 | 27.14 | 1 | 0 | 1 | |||
20 Nov | 467.35 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Nov | 467.35 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
18 Nov | 466.55 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
14 Nov | 465.95 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
13 Nov | 472.20 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
12 Nov | 472.85 | 1.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
11 Nov | 476.95 | 1.3 | -3.40 | 20.63 | 1 | 0 | 0 | |||
8 Nov | 478.05 | 4.7 | 0.00 | 7.72 | 0 | 0 | 0 | |||
7 Nov | 477.90 | 4.7 | 0.00 | 7.74 | 0 | 0 | 0 | |||
6 Nov | 481.10 | 4.7 | 0.00 | 7.10 | 0 | 0 | 0 | |||
5 Nov | 480.20 | 4.7 | 0.00 | 7.10 | 0 | 0 | 0 | |||
4 Nov | 484.60 | 4.7 | -842.15 | 6.93 | 0 | 0 | 0 | |||
1 Nov | 490.30 | 846.85 | 4.91 | 0 | 0 | 0 |
For Itc Ltd - strike price 535 expiring on 26DEC2024
Delta for 535 CE is 0.01
Historical price for 535 CE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 46.02, the open interest changed by 0 which decreased total open position to 60
On 19 Dec ITC was trading at 466.55. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 38.95, the open interest changed by 0 which decreased total open position to 60
On 18 Dec ITC was trading at 470.50. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 36.65, the open interest changed by -4 which decreased total open position to 60
On 17 Dec ITC was trading at 469.55. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 34.79, the open interest changed by 18 which increased total open position to 64
On 16 Dec ITC was trading at 470.10. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 33.26, the open interest changed by 0 which decreased total open position to 50
On 13 Dec ITC was trading at 470.00. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 30.67, the open interest changed by -10 which decreased total open position to 54
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.15, 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 0.15, 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 10 Dec ITC was trading at 465.45. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 65
On 9 Dec ITC was trading at 464.95. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Dec ITC was trading at 471.15. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 25.53, the open interest changed by 4 which increased total open position to 65
On 5 Dec ITC was trading at 467.50. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 27.25, the open interest changed by 3 which increased total open position to 61
On 4 Dec ITC was trading at 467.10. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 26.00, the open interest changed by 23 which increased total open position to 60
On 3 Dec ITC was trading at 472.55. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 24.78, the open interest changed by 13 which increased total open position to 37
On 2 Dec ITC was trading at 477.20. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 21.87, the open interest changed by -1 which decreased total open position to 24
On 29 Nov ITC was trading at 476.75. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 25
On 28 Nov ITC was trading at 474.90. The strike last trading price was 0.8, 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 27 Nov ITC was trading at 476.95. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Nov ITC was trading at 477.00. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 23.41, the open interest changed by 4 which increased total open position to 24
On 25 Nov ITC was trading at 476.80. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 22.52, the open interest changed by 16 which increased total open position to 17
On 22 Nov ITC was trading at 474.65. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 23.61, the open interest changed by 2 which increased total open position to 3
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 1
On 20 Nov ITC was trading at 467.35. The strike last trading price was 1.3, 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 1.3, 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 1.3, 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 14 Nov ITC was trading at 465.95. The strike last trading price was 1.3, 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 Nov ITC was trading at 472.20. The strike last trading price was 1.3, 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 Nov ITC was trading at 472.85. The strike last trading price was 1.3, 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 11 Nov ITC was trading at 476.95. The strike last trading price was 1.3, which was -3.40 lower than the previous day. The implied volatity was 20.63, 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 4.7, which was 0.00 lower than the previous day. The implied volatity was 7.72, 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 4.7, 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 6 Nov ITC was trading at 481.10. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 7.10, 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 4.7, which was 0.00 lower than the previous day. The implied volatity was 7.10, 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 4.7, which was -842.15 lower than the previous day. The implied volatity was 6.93, 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 846.85, which was lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
ITC 26DEC2024 535 PE | |||||||
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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 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 466.55 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Dec | 470.50 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Dec | 469.55 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 470.10 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Dec | 470.00 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Dec | 460.60 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 465.25 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 465.45 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 464.95 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 471.15 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Dec | 467.50 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 467.10 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Dec | 472.55 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Dec | 477.20 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 |
29 Nov | 476.75 | 44.95 | 0.00 | - | 0 | 0 | 0 |
28 Nov | 474.90 | 44.95 | 0.00 | - | 0 | 0 | 0 |
27 Nov | 476.95 | 44.95 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 477.00 | 44.95 | 0.00 | - | 0 | 0 | 0 |
25 Nov | 476.80 | 44.95 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 474.65 | 44.95 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 457.15 | 44.95 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 467.35 | 44.95 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 467.35 | 44.95 | 0.00 | - | 0 | 0 | 0 |
18 Nov | 466.55 | 44.95 | 0.00 | - | 0 | 0 | 0 |
14 Nov | 465.95 | 44.95 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 472.20 | 44.95 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 472.85 | 44.95 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 476.95 | 44.95 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 478.05 | 44.95 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 477.90 | 44.95 | 0.00 | - | 0 | 0 | 0 |
6 Nov | 481.10 | 44.95 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 480.20 | 44.95 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 484.60 | 44.95 | 44.95 | - | 0 | 0 | 0 |
1 Nov | 490.30 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 535 expiring on 26DEC2024
Delta for 535 PE is 0.00
Historical price for 535 PE is as follows
On 20 Dec ITC was trading at 464.65. The strike last trading price was 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 Dec ITC was trading at 471.15. The strike last trading price was 44.95, 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 Dec ITC was trading at 467.50. The strike last trading price was 44.95, 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 44.95, 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 44.95, 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 2 Dec ITC was trading at 477.20. The strike last trading price was 44.95, 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 29 Nov ITC was trading at 476.75. The strike last trading price was 44.95, 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 28 Nov ITC was trading at 474.90. The strike last trading price was 44.95, 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 27 Nov ITC was trading at 476.95. The strike last trading price was 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, which was 44.95 higher 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 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