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

501.7 -9.50 (-1.86%)

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Historical option data for ITC

06 Sep 2024 04:13 PM IST
ITC 540 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 501.70 1.4 -0.60 40,89,600 2,60,800 35,34,400
5 Sept 511.20 2 0.05 19,04,000 1,05,600 32,88,000
4 Sept 506.35 1.95 -0.40 25,28,000 1,00,800 31,95,200
3 Sept 509.40 2.35 -0.25 66,86,400 4,28,800 31,02,400
2 Sept 510.05 2.6 0.75 92,28,800 6,54,400 26,65,600
30 Aug 501.90 1.85 -0.55 38,89,600 3,66,400 20,12,800
29 Aug 505.10 2.4 0.65 34,22,400 3,55,200 16,48,000
28 Aug 497.30 1.75 -0.40 8,32,000 1,10,400 12,75,200
27 Aug 500.60 2.15 -0.50 8,54,400 3,47,200 11,63,200
26 Aug 505.70 2.65 -0.05 8,09,600 2,84,800 8,16,000
23 Aug 505.80 2.7 -0.25 2,38,400 33,600 5,32,800
22 Aug 504.55 2.95 -0.20 1,45,600 36,800 4,97,600
21 Aug 505.40 3.15 0.65 3,34,400 57,600 4,52,800
20 Aug 498.80 2.5 -0.50 6,68,800 -22,400 3,95,200
19 Aug 501.45 3 -0.65 4,09,600 36,800 4,17,600
16 Aug 502.65 3.65 1.15 1,36,000 25,600 3,80,800
14 Aug 492.20 2.5 -0.10 1,18,400 3,200 3,53,600
13 Aug 490.00 2.6 -0.65 86,400 22,400 3,56,800
12 Aug 494.60 3.25 -0.05 72,000 1,600 3,34,400
9 Aug 495.90 3.3 -0.30 40,000 1,600 3,32,800
8 Aug 494.75 3.6 0.05 80,000 6,400 3,31,200
7 Aug 492.65 3.55 0.40 30,400 4,800 3,23,200
6 Aug 486.30 3.15 -0.50 64,000 44,800 3,16,800
5 Aug 486.00 3.65 0.55 56,000 9,600 2,70,400
2 Aug 489.10 3.1 -1.70 1,47,200 35,200 2,60,800
1 Aug 493.70 4.8 -1.00 49,600 27,200 2,25,600
31 Jul 495.35 5.8 0.55 12,800 3,200 1,95,200
30 Jul 489.90 5.25 -1.20 73,600 44,800 1,93,600
29 Jul 496.05 6.45 -2.00 1,20,000 22,400 1,48,800
26 Jul 502.20 8.45 1.50 1,29,600 59,200 1,26,400
25 Jul 489.95 6.95 -2.35 40,000 28,800 67,200
24 Jul 494.05 9.3 -1.20 81,600 19,200 38,400
23 Jul 492.20 10.5 22,400 19,200 19,200


For Itc Ltd - strike price 540 expiring on 26SEP2024

Delta for 540 CE is -

Historical price for 540 CE is as follows

On 6 Sept ITC was trading at 501.70. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 260800 which increased total open position to 3534400


On 5 Sept ITC was trading at 511.20. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 105600 which increased total open position to 3288000


On 4 Sept ITC was trading at 506.35. The strike last trading price was 1.95, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 100800 which increased total open position to 3195200


On 3 Sept ITC was trading at 509.40. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 428800 which increased total open position to 3102400


On 2 Sept ITC was trading at 510.05. The strike last trading price was 2.6, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 654400 which increased total open position to 2665600


On 30 Aug ITC was trading at 501.90. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 366400 which increased total open position to 2012800


On 29 Aug ITC was trading at 505.10. The strike last trading price was 2.4, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 355200 which increased total open position to 1648000


On 28 Aug ITC was trading at 497.30. The strike last trading price was 1.75, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 110400 which increased total open position to 1275200


On 27 Aug ITC was trading at 500.60. The strike last trading price was 2.15, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 347200 which increased total open position to 1163200


On 26 Aug ITC was trading at 505.70. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 284800 which increased total open position to 816000


On 23 Aug ITC was trading at 505.80. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 33600 which increased total open position to 532800


On 22 Aug ITC was trading at 504.55. The strike last trading price was 2.95, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 36800 which increased total open position to 497600


On 21 Aug ITC was trading at 505.40. The strike last trading price was 3.15, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 57600 which increased total open position to 452800


On 20 Aug ITC was trading at 498.80. The strike last trading price was 2.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -22400 which decreased total open position to 395200


On 19 Aug ITC was trading at 501.45. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 36800 which increased total open position to 417600


On 16 Aug ITC was trading at 502.65. The strike last trading price was 3.65, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 25600 which increased total open position to 380800


On 14 Aug ITC was trading at 492.20. The strike last trading price was 2.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 353600


On 13 Aug ITC was trading at 490.00. The strike last trading price was 2.6, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 22400 which increased total open position to 356800


On 12 Aug ITC was trading at 494.60. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 334400


On 9 Aug ITC was trading at 495.90. The strike last trading price was 3.3, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 332800


On 8 Aug ITC was trading at 494.75. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 331200


On 7 Aug ITC was trading at 492.65. The strike last trading price was 3.55, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 323200


On 6 Aug ITC was trading at 486.30. The strike last trading price was 3.15, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 44800 which increased total open position to 316800


On 5 Aug ITC was trading at 486.00. The strike last trading price was 3.65, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 270400


On 2 Aug ITC was trading at 489.10. The strike last trading price was 3.1, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by 35200 which increased total open position to 260800


On 1 Aug ITC was trading at 493.70. The strike last trading price was 4.8, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 27200 which increased total open position to 225600


On 31 Jul ITC was trading at 495.35. The strike last trading price was 5.8, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 195200


On 30 Jul ITC was trading at 489.90. The strike last trading price was 5.25, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 44800 which increased total open position to 193600


On 29 Jul ITC was trading at 496.05. The strike last trading price was 6.45, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 22400 which increased total open position to 148800


On 26 Jul ITC was trading at 502.20. The strike last trading price was 8.45, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 59200 which increased total open position to 126400


On 25 Jul ITC was trading at 489.95. The strike last trading price was 6.95, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 67200


On 24 Jul ITC was trading at 494.05. The strike last trading price was 9.3, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 38400


On 23 Jul ITC was trading at 492.20. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 19200


ITC 540 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 501.70 37.75 8.90 60,800 16,000 1,16,800
5 Sept 511.20 28.85 -3.95 84,800 -38,400 97,600
4 Sept 506.35 32.8 2.30 35,200 4,800 1,34,400
3 Sept 509.40 30.5 -0.15 84,800 43,200 1,28,000
2 Sept 510.05 30.65 -5.90 40,000 27,200 84,800
30 Aug 501.90 36.55 3.15 51,200 0 56,000
29 Aug 505.10 33.4 -3.60 25,600 20,800 54,400
28 Aug 497.30 37 0.00 0 25,600 0
27 Aug 500.60 37 5.00 32,000 24,000 32,000
26 Aug 505.70 32 -4.55 8,000 4,800 6,400
23 Aug 505.80 36.55 -68.65 1,600 0 0
22 Aug 504.55 105.2 0.00 0 0 0
21 Aug 505.40 105.2 0.00 0 0 0
20 Aug 498.80 105.2 0.00 0 0 0
19 Aug 501.45 105.2 0.00 0 0 0
16 Aug 502.65 105.2 0.00 0 0 0
14 Aug 492.20 105.2 0.00 0 0 0
13 Aug 490.00 105.2 0.00 0 0 0
12 Aug 494.60 105.2 0.00 0 0 0
9 Aug 495.90 105.2 0.00 0 0 0
8 Aug 494.75 105.2 0.00 0 0 0
7 Aug 492.65 105.2 0.00 0 0 0
6 Aug 486.30 105.2 0.00 0 0 0
5 Aug 486.00 105.2 0.00 0 0 0
2 Aug 489.10 105.2 0.00 0 0 0
1 Aug 493.70 105.2 0.00 0 0 0
31 Jul 495.35 105.2 0.00 0 0 0
30 Jul 489.90 105.2 0.00 0 0 0
29 Jul 496.05 105.2 0.00 0 0 0
26 Jul 502.20 105.2 105.20 0 0 0
25 Jul 489.95 0 0.00 0 0 0
24 Jul 494.05 0 0.00 0 0 0
23 Jul 492.20 0 0 0 0


For Itc Ltd - strike price 540 expiring on 26SEP2024

Delta for 540 PE is -

Historical price for 540 PE is as follows

On 6 Sept ITC was trading at 501.70. The strike last trading price was 37.75, which was 8.90 higher than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 116800


On 5 Sept ITC was trading at 511.20. The strike last trading price was 28.85, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by -38400 which decreased total open position to 97600


On 4 Sept ITC was trading at 506.35. The strike last trading price was 32.8, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 134400


On 3 Sept ITC was trading at 509.40. The strike last trading price was 30.5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 43200 which increased total open position to 128000


On 2 Sept ITC was trading at 510.05. The strike last trading price was 30.65, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by 27200 which increased total open position to 84800


On 30 Aug ITC was trading at 501.90. The strike last trading price was 36.55, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56000


On 29 Aug ITC was trading at 505.10. The strike last trading price was 33.4, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by 20800 which increased total open position to 54400


On 28 Aug ITC was trading at 497.30. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25600 which increased total open position to 0


On 27 Aug ITC was trading at 500.60. The strike last trading price was 37, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 32000


On 26 Aug ITC was trading at 505.70. The strike last trading price was 32, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 6400


On 23 Aug ITC was trading at 505.80. The strike last trading price was 36.55, which was -68.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Aug ITC was trading at 504.55. The strike last trading price was 105.2, 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 Aug ITC was trading at 505.40. The strike last trading price was 105.2, 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 Aug ITC was trading at 498.80. The strike last trading price was 105.2, 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 Aug ITC was trading at 501.45. The strike last trading price was 105.2, 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 16 Aug ITC was trading at 502.65. The strike last trading price was 105.2, 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 Aug ITC was trading at 492.20. The strike last trading price was 105.2, 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 Aug ITC was trading at 490.00. The strike last trading price was 105.2, 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 Aug ITC was trading at 494.60. The strike last trading price was 105.2, 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 Aug ITC was trading at 495.90. The strike last trading price was 105.2, 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 Aug ITC was trading at 494.75. The strike last trading price was 105.2, 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 Aug ITC was trading at 492.65. The strike last trading price was 105.2, 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 Aug ITC was trading at 486.30. The strike last trading price was 105.2, 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 Aug ITC was trading at 486.00. The strike last trading price was 105.2, 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 2 Aug ITC was trading at 489.10. The strike last trading price was 105.2, 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 1 Aug ITC was trading at 493.70. The strike last trading price was 105.2, 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 31 Jul ITC was trading at 495.35. The strike last trading price was 105.2, 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 30 Jul ITC was trading at 489.90. The strike last trading price was 105.2, 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 29 Jul ITC was trading at 496.05. The strike last trading price was 105.2, 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 Jul ITC was trading at 502.20. The strike last trading price was 105.2, which was 105.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jul ITC was trading at 489.95. The strike last trading price was 0, 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 24 Jul ITC was trading at 494.05. The strike last trading price was 0, 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 23 Jul ITC was trading at 492.20. 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