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

457.15 -10.20 (-2.18%)

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Historical option data for ITC

21 Nov 2024 04:13 PM IST
ITC 28NOV2024 540 CE
Delta: 0.01
Vega: 0.01
Theta: -0.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 457.15 0.05 -0.10 46.23 130 11 385
20 Nov 467.35 0.15 0.00 41.22 17 -2 374
19 Nov 467.35 0.15 0.05 41.22 17 -2 374
18 Nov 466.55 0.1 -0.10 36.64 64 -7 396
14 Nov 465.95 0.2 0.00 33.95 107 -1 425
13 Nov 472.20 0.2 0.00 30.60 270 -19 431
12 Nov 472.85 0.2 -0.05 29.58 55 -1 452
11 Nov 476.95 0.25 -0.05 27.44 80 -22 454
8 Nov 478.05 0.3 -0.05 25.30 189 -8 480
7 Nov 477.90 0.35 0.00 25.59 79 7 495
6 Nov 481.10 0.35 -0.10 23.46 233 17 487
5 Nov 480.20 0.45 -0.05 24.32 161 15 470
4 Nov 484.60 0.5 -0.20 22.60 359 86 463
1 Nov 490.30 0.7 -0.10 20.92 76 23 379
31 Oct 488.80 0.8 -0.25 - 169 27 356
30 Oct 491.55 1.05 0.15 - 192 56 328
29 Oct 487.95 0.9 0.00 - 111 24 281
28 Oct 484.15 0.9 -0.20 - 296 -9 257
25 Oct 482.30 1.1 0.30 - 890 -7 266
24 Oct 471.70 0.8 -0.25 - 302 128 275
23 Oct 480.35 1.05 -0.05 - 27 7 147
22 Oct 481.80 1.1 0.00 - 19 4 140
21 Oct 483.65 1.1 -0.30 - 67 3 136
18 Oct 486.70 1.4 -0.05 - 35 11 131
17 Oct 488.90 1.45 -0.05 - 32 1 120
16 Oct 493.20 1.5 -0.10 - 44 -30 118
15 Oct 498.55 1.6 0.10 - 26 3 149
14 Oct 496.95 1.5 0.20 - 71 -2 147
11 Oct 488.20 1.3 -0.55 - 479 -18 150
10 Oct 492.05 1.85 -0.15 - 307 -43 168
9 Oct 491.70 2 -1.10 - 149 14 210
8 Oct 507.95 3.1 0.30 - 223 15 197
7 Oct 510.20 2.8 -1.70 - 645 163 183
4 Oct 503.55 4.5 -2.50 - 11 -1 19
3 Oct 512.75 7 -1.15 - 4 1 20
1 Oct 516.20 8.15 -0.85 - 10 5 19
30 Sept 518.15 9 -3.50 - 12 8 12
27 Sept 522.70 12.5 -0.90 - 5 3 3
26 Sept 522.75 13.4 0.00 - 0 0 0
25 Sept 517.55 13.4 0.00 - 0 0 0
24 Sept 515.25 13.4 0.00 - 0 0 0
10 Sept 513.60 13.4 0.00 - 0 0 0
2 Sept 510.05 13.4 - 0 0 0


For Itc Ltd - strike price 540 expiring on 28NOV2024

Delta for 540 CE is 0.01

Historical price for 540 CE is as follows

On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 46.23, the open interest changed by 11 which increased total open position to 385


On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 41.22, the open interest changed by -2 which decreased total open position to 374


On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 41.22, the open interest changed by -2 which decreased total open position to 374


On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 36.64, the open interest changed by -7 which decreased total open position to 396


On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 33.95, the open interest changed by -1 which decreased total open position to 425


On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 30.60, the open interest changed by -19 which decreased total open position to 431


On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.58, the open interest changed by -1 which decreased total open position to 452


On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 27.44, the open interest changed by -22 which decreased total open position to 454


On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 25.30, the open interest changed by -8 which decreased total open position to 480


On 7 Nov ITC was trading at 477.90. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 25.59, the open interest changed by 7 which increased total open position to 495


On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 23.46, the open interest changed by 17 which increased total open position to 487


On 5 Nov ITC was trading at 480.20. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 24.32, the open interest changed by 15 which increased total open position to 470


On 4 Nov ITC was trading at 484.60. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 22.60, the open interest changed by 86 which increased total open position to 463


On 1 Nov ITC was trading at 490.30. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 20.92, the open interest changed by 23 which increased total open position to 379


On 31 Oct ITC was trading at 488.80. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ITC was trading at 491.55. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ITC was trading at 487.95. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ITC was trading at 484.15. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ITC was trading at 482.30. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ITC was trading at 471.70. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ITC was trading at 480.35. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ITC was trading at 481.80. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ITC was trading at 483.65. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ITC was trading at 486.70. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ITC was trading at 488.90. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ITC was trading at 493.20. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct ITC was trading at 498.55. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct ITC was trading at 496.95. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ITC was trading at 488.20. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct ITC was trading at 492.05. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ITC was trading at 491.70. The strike last trading price was 2, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct ITC was trading at 507.95. The strike last trading price was 3.1, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct ITC was trading at 510.20. The strike last trading price was 2.8, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ITC was trading at 503.55. The strike last trading price was 4.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ITC was trading at 512.75. The strike last trading price was 7, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ITC was trading at 516.20. The strike last trading price was 8.15, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept ITC was trading at 518.15. The strike last trading price was 9, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept ITC was trading at 522.70. The strike last trading price was 12.5, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept ITC was trading at 522.75. The strike last trading price was 13.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept ITC was trading at 517.55. The strike last trading price was 13.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept ITC was trading at 515.25. The strike last trading price was 13.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept ITC was trading at 513.60. The strike last trading price was 13.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept ITC was trading at 510.05. The strike last trading price was 13.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ITC 28NOV2024 540 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 457.15 81.5 8.50 - 5 -3 91
20 Nov 467.35 73 0.00 0.00 0 0 0
19 Nov 467.35 73 0.00 0.00 0 -16 0
18 Nov 466.55 73 4.50 61.27 16 -12 98
14 Nov 465.95 68.5 0.00 0.00 0 -28 0
13 Nov 472.20 68.5 14.70 51.80 30 -7 131
12 Nov 472.85 53.8 0.00 0.00 0 0 0
11 Nov 476.95 53.8 0.00 0.00 0 0 0
8 Nov 478.05 53.8 0.00 0.00 0 0 0
7 Nov 477.90 53.8 0.00 0.00 0 0 0
6 Nov 481.10 53.8 0.00 0.00 0 0 0
5 Nov 480.20 53.8 0.00 0.00 0 -4 0
4 Nov 484.60 53.8 4.80 33.37 4 -3 139
1 Nov 490.30 49 0.00 30.25 3 0 145
31 Oct 488.80 49 -1.50 - 88 67 124
30 Oct 491.55 50.5 0.00 - 0 5 0
29 Oct 487.95 50.5 -2.15 - 5 2 54
28 Oct 484.15 52.65 -2.15 - 2 3 51
25 Oct 482.30 54.8 16.25 - 50 48 48
24 Oct 471.70 38.55 0.00 - 0 0 0
23 Oct 480.35 38.55 0.00 - 0 0 0
22 Oct 481.80 38.55 0.00 - 0 0 0
21 Oct 483.65 38.55 0.00 - 0 0 0
18 Oct 486.70 38.55 0.00 - 0 0 0
17 Oct 488.90 38.55 0.00 - 0 0 0
16 Oct 493.20 38.55 0.00 - 0 0 0
15 Oct 498.55 38.55 0.00 - 0 0 0
14 Oct 496.95 38.55 0.00 - 0 0 0
11 Oct 488.20 38.55 0.00 - 0 0 0
10 Oct 492.05 38.55 0.00 - 0 0 0
9 Oct 491.70 38.55 0.00 - 0 0 0
8 Oct 507.95 38.55 0.00 - 0 0 0
7 Oct 510.20 38.55 0.00 - 0 0 0
4 Oct 503.55 38.55 0.00 - 0 0 0
3 Oct 512.75 38.55 0.00 - 0 0 0
1 Oct 516.20 38.55 0.00 - 0 0 0
30 Sept 518.15 38.55 0.00 - 0 0 0
27 Sept 522.70 38.55 0.00 - 0 0 0
26 Sept 522.75 38.55 38.55 - 0 0 0
25 Sept 517.55 0 0.00 - 0 0 0
24 Sept 515.25 0 0.00 - 0 0 0
10 Sept 513.60 0 0.00 - 0 0 0
2 Sept 510.05 0 - 0 0 0


For Itc Ltd - strike price 540 expiring on 28NOV2024

Delta for 540 PE is -

Historical price for 540 PE is as follows

On 21 Nov ITC was trading at 457.15. The strike last trading price was 81.5, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 91


On 20 Nov ITC was trading at 467.35. The strike last trading price was 73, 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 73, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -16 which decreased total open position to 0


On 18 Nov ITC was trading at 466.55. The strike last trading price was 73, which was 4.50 higher than the previous day. The implied volatity was 61.27, the open interest changed by -12 which decreased total open position to 98


On 14 Nov ITC was trading at 465.95. The strike last trading price was 68.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -28 which decreased total open position to 0


On 13 Nov ITC was trading at 472.20. The strike last trading price was 68.5, which was 14.70 higher than the previous day. The implied volatity was 51.80, the open interest changed by -7 which decreased total open position to 131


On 12 Nov ITC was trading at 472.85. The strike last trading price was 53.8, 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 11 Nov ITC was trading at 476.95. The strike last trading price was 53.8, 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 8 Nov ITC was trading at 478.05. The strike last trading price was 53.8, 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 7 Nov ITC was trading at 477.90. The strike last trading price was 53.8, 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 6 Nov ITC was trading at 481.10. The strike last trading price was 53.8, 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 5 Nov ITC was trading at 480.20. The strike last trading price was 53.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 4 Nov ITC was trading at 484.60. The strike last trading price was 53.8, which was 4.80 higher than the previous day. The implied volatity was 33.37, the open interest changed by -3 which decreased total open position to 139


On 1 Nov ITC was trading at 490.30. The strike last trading price was 49, which was 0.00 lower than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 145


On 31 Oct ITC was trading at 488.80. The strike last trading price was 49, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ITC was trading at 491.55. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ITC was trading at 487.95. The strike last trading price was 50.5, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ITC was trading at 484.15. The strike last trading price was 52.65, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ITC was trading at 482.30. The strike last trading price was 54.8, which was 16.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ITC was trading at 471.70. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ITC was trading at 480.35. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ITC was trading at 481.80. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ITC was trading at 483.65. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ITC was trading at 486.70. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ITC was trading at 488.90. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ITC was trading at 493.20. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct ITC was trading at 498.55. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct ITC was trading at 496.95. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ITC was trading at 488.20. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct ITC was trading at 492.05. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ITC was trading at 491.70. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct ITC was trading at 507.95. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct ITC was trading at 510.20. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ITC was trading at 503.55. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ITC was trading at 512.75. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ITC was trading at 516.20. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept ITC was trading at 518.15. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept ITC was trading at 522.70. The strike last trading price was 38.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept ITC was trading at 522.75. The strike last trading price was 38.55, which was 38.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept ITC was trading at 517.55. 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 which decreased total open position to


On 24 Sept ITC was trading at 515.25. 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 which decreased total open position to


On 10 Sept ITC was trading at 513.60. 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 which decreased total open position to


On 2 Sept ITC was trading at 510.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to