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

464.65 -1.90 (-0.41%)

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Historical option data for ITC

20 Dec 2024 04:13 PM IST
ITC 26DEC2024 535 CE
Delta: 0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
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
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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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