ITC
Itc Ltd
Historical option data for ITC
21 Nov 2024 04:13 PM IST
ITC 28NOV2024 550 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 457.15 | 0.05 | 0.00 | - | 60 | -20 | 729 | |||
20 Nov | 467.35 | 0.05 | 0.00 | 40.08 | 205 | 68 | 749 | |||
19 Nov | 467.35 | 0.05 | -0.05 | 40.08 | 205 | 68 | 749 | |||
18 Nov | 466.55 | 0.1 | -0.05 | 40.70 | 116 | -6 | 684 | |||
14 Nov | 465.95 | 0.15 | 0.05 | 36.19 | 230 | 29 | 690 | |||
13 Nov | 472.20 | 0.1 | -0.05 | 31.18 | 299 | -69 | 662 | |||
12 Nov | 472.85 | 0.15 | -0.05 | 31.77 | 132 | -62 | 732 | |||
11 Nov | 476.95 | 0.2 | 0.00 | 29.92 | 35 | -5 | 794 | |||
8 Nov | 478.05 | 0.2 | -0.10 | 27.01 | 262 | 31 | 849 | |||
7 Nov | 477.90 | 0.3 | 0.00 | 28.17 | 80 | 39 | 826 | |||
6 Nov | 481.10 | 0.3 | -0.05 | 26.04 | 325 | 60 | 785 | |||
5 Nov | 480.20 | 0.35 | -0.10 | 26.43 | 341 | 1 | 739 | |||
4 Nov | 484.60 | 0.45 | -0.05 | 25.37 | 457 | 64 | 734 | |||
1 Nov | 490.30 | 0.5 | -0.20 | 22.66 | 76 | 41 | 666 | |||
31 Oct | 488.80 | 0.7 | -0.10 | - | 139 | 51 | 622 | |||
30 Oct | 491.55 | 0.8 | 0.05 | - | 303 | 124 | 571 | |||
29 Oct | 487.95 | 0.75 | -0.05 | - | 208 | -6 | 447 | |||
28 Oct | 484.15 | 0.8 | -0.05 | - | 176 | -9 | 452 | |||
25 Oct | 482.30 | 0.85 | 0.20 | - | 784 | 47 | 461 | |||
24 Oct | 471.70 | 0.65 | -0.15 | - | 95 | -10 | 414 | |||
23 Oct | 480.35 | 0.8 | 0.05 | - | 50 | 9 | 424 | |||
22 Oct | 481.80 | 0.75 | 0.00 | - | 50 | 14 | 415 | |||
21 Oct | 483.65 | 0.75 | -0.25 | - | 98 | 24 | 400 | |||
18 Oct | 486.70 | 1 | 0.10 | - | 58 | -3 | 374 | |||
17 Oct | 488.90 | 0.9 | -0.05 | - | 20 | -1 | 378 | |||
16 Oct | 493.20 | 0.95 | -0.15 | - | 82 | -4 | 380 | |||
15 Oct | 498.55 | 1.1 | 0.05 | - | 33 | -1 | 384 | |||
14 Oct | 496.95 | 1.05 | 0.05 | - | 69 | 22 | 385 | |||
11 Oct | 488.20 | 1 | -0.30 | - | 85 | -11 | 366 | |||
10 Oct | 492.05 | 1.3 | -0.20 | - | 61 | 15 | 377 | |||
9 Oct | 491.70 | 1.5 | -0.40 | - | 79 | 34 | 361 | |||
8 Oct | 507.95 | 1.9 | 0.00 | - | 51 | 11 | 326 | |||
7 Oct | 510.20 | 1.9 | -1.10 | - | 581 | 196 | 315 | |||
4 Oct | 503.55 | 3 | -1.75 | - | 154 | 29 | 120 | |||
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3 Oct | 512.75 | 4.75 | -0.70 | - | 43 | 12 | 91 | |||
1 Oct | 516.20 | 5.45 | -1.40 | - | 31 | 17 | 79 | |||
30 Sept | 518.15 | 6.85 | -2.40 | - | 52 | 38 | 63 | |||
27 Sept | 522.70 | 9.25 | 0.25 | - | 25 | 14 | 25 | |||
26 Sept | 522.75 | 9 | 1.00 | - | 6 | 5 | 10 | |||
25 Sept | 517.55 | 8 | 1.75 | - | 4 | 3 | 5 | |||
24 Sept | 515.25 | 6.25 | -4.30 | - | 1 | 0 | 1 | |||
10 Sept | 513.60 | 10.55 | 0.00 | - | 0 | 0 | 0 | |||
2 Sept | 510.05 | 10.55 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 550 expiring on 28NOV2024
Delta for 550 CE is -
Historical price for 550 CE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 729
On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 40.08, the open interest changed by 68 which increased total open position to 749
On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 40.08, the open interest changed by 68 which increased total open position to 749
On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 40.70, the open interest changed by -6 which decreased total open position to 684
On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 36.19, the open interest changed by 29 which increased total open position to 690
On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 31.18, the open interest changed by -69 which decreased total open position to 662
On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 31.77, the open interest changed by -62 which decreased total open position to 732
On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 29.92, the open interest changed by -5 which decreased total open position to 794
On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 27.01, the open interest changed by 31 which increased total open position to 849
On 7 Nov ITC was trading at 477.90. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 28.17, the open interest changed by 39 which increased total open position to 826
On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 26.04, the open interest changed by 60 which increased total open position to 785
On 5 Nov ITC was trading at 480.20. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 26.43, the open interest changed by 1 which increased total open position to 739
On 4 Nov ITC was trading at 484.60. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 25.37, the open interest changed by 64 which increased total open position to 734
On 1 Nov ITC was trading at 490.30. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 22.66, the open interest changed by 41 which increased total open position to 666
On 31 Oct ITC was trading at 488.80. The strike last trading price was 0.7, 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 30 Oct ITC was trading at 491.55. The strike last trading price was 0.8, which was 0.05 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 0.75, 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 28 Oct ITC was trading at 484.15. The strike last trading price was 0.8, 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 25 Oct ITC was trading at 482.30. The strike last trading price was 0.85, 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 24 Oct ITC was trading at 471.70. The strike last trading price was 0.65, 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 23 Oct ITC was trading at 480.35. The strike last trading price was 0.8, which was 0.05 higher 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 0.75, 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 0.75, 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 18 Oct ITC was trading at 486.70. The strike last trading price was 1, 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 17 Oct ITC was trading at 488.90. The strike last trading price was 0.9, 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 0.95, 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 15 Oct ITC was trading at 498.55. The strike last trading price was 1.1, which was 0.05 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 1.05, which was 0.05 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, 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 10 Oct ITC was trading at 492.05. The strike last trading price was 1.3, 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 9 Oct ITC was trading at 491.70. The strike last trading price was 1.5, which was -0.40 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 1.9, 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 7 Oct ITC was trading at 510.20. The strike last trading price was 1.9, 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 4 Oct ITC was trading at 503.55. The strike last trading price was 3, which was -1.75 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 4.75, which was -0.70 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 5.45, which was -1.40 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 6.85, which was -2.40 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 9.25, which was 0.25 higher 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 9, which was 1.00 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 8, which was 1.75 higher 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 6.25, which was -4.30 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 10.55, 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 2 Sept ITC was trading at 510.05. The strike last trading price was 10.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
ITC 28NOV2024 550 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 457.15 | 91.65 | 9.25 | - | 4 | -2 | 55 |
20 Nov | 467.35 | 82.4 | 0.00 | 51.75 | 5 | -2 | 56 |
19 Nov | 467.35 | 82.4 | 0.40 | 51.75 | 5 | -3 | 56 |
18 Nov | 466.55 | 82 | 0.05 | 57.29 | 6 | 0 | 60 |
14 Nov | 465.95 | 81.95 | 3.95 | 49.89 | 9 | -1 | 59 |
13 Nov | 472.20 | 78 | 8.00 | 54.17 | 1 | 0 | 61 |
12 Nov | 472.85 | 70 | 0.00 | 0.00 | 0 | -10 | 0 |
11 Nov | 476.95 | 70 | -2.25 | - | 10 | -1 | 70 |
8 Nov | 478.05 | 72.25 | 7.25 | 49.95 | 4 | 1 | 69 |
7 Nov | 477.90 | 65 | 0.00 | 0.00 | 0 | 4 | 0 |
6 Nov | 481.10 | 65 | -3.00 | 25.38 | 7 | 4 | 68 |
5 Nov | 480.20 | 68 | 2.65 | 39.68 | 5 | 3 | 62 |
4 Nov | 484.60 | 65.35 | 4.10 | 43.43 | 1 | 0 | 58 |
1 Nov | 490.30 | 61.25 | 0.00 | 0.00 | 0 | 6 | 0 |
31 Oct | 488.80 | 61.25 | 4.05 | - | 6 | 5 | 57 |
30 Oct | 491.55 | 57.2 | -2.30 | - | 5 | 4 | 51 |
29 Oct | 487.95 | 59.5 | -2.20 | - | 5 | 3 | 46 |
28 Oct | 484.15 | 61.7 | -3.00 | - | 4 | 1 | 43 |
25 Oct | 482.30 | 64.7 | -9.30 | - | 54 | 2 | 42 |
24 Oct | 471.70 | 74 | 8.00 | - | 29 | 28 | 39 |
23 Oct | 480.35 | 66 | 2.40 | - | 2 | -1 | 10 |
22 Oct | 481.80 | 63.6 | 0.00 | - | 1 | 0 | 10 |
21 Oct | 483.65 | 63.6 | 5.00 | - | 1 | 0 | 9 |
18 Oct | 486.70 | 58.6 | 1.35 | - | 1 | 0 | 8 |
17 Oct | 488.90 | 57.25 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 493.20 | 57.25 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 498.55 | 57.25 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 496.95 | 57.25 | 0.00 | - | 0 | 1 | 0 |
11 Oct | 488.20 | 57.25 | 13.30 | - | 1 | 0 | 7 |
10 Oct | 492.05 | 43.95 | 0.00 | - | 0 | 1 | 0 |
9 Oct | 491.70 | 43.95 | 3.40 | - | 1 | 0 | 6 |
8 Oct | 507.95 | 40.55 | -1.45 | - | 2 | 0 | 6 |
7 Oct | 510.20 | 42 | 0.00 | - | 0 | 2 | 0 |
4 Oct | 503.55 | 42 | 9.85 | - | 2 | 0 | 4 |
3 Oct | 512.75 | 32.15 | -13.40 | - | 4 | 0 | 0 |
1 Oct | 516.20 | 45.55 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 518.15 | 45.55 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 522.70 | 45.55 | 45.55 | - | 0 | 0 | 0 |
26 Sept | 522.75 | 0 | 0.00 | - | 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 550 expiring on 28NOV2024
Delta for 550 PE is -
Historical price for 550 PE is as follows
On 21 Nov ITC was trading at 457.15. The strike last trading price was 91.65, which was 9.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 55
On 20 Nov ITC was trading at 467.35. The strike last trading price was 82.4, which was 0.00 lower than the previous day. The implied volatity was 51.75, the open interest changed by -2 which decreased total open position to 56
On 19 Nov ITC was trading at 467.35. The strike last trading price was 82.4, which was 0.40 higher than the previous day. The implied volatity was 51.75, the open interest changed by -3 which decreased total open position to 56
On 18 Nov ITC was trading at 466.55. The strike last trading price was 82, which was 0.05 higher than the previous day. The implied volatity was 57.29, the open interest changed by 0 which decreased total open position to 60
On 14 Nov ITC was trading at 465.95. The strike last trading price was 81.95, which was 3.95 higher than the previous day. The implied volatity was 49.89, the open interest changed by -1 which decreased total open position to 59
On 13 Nov ITC was trading at 472.20. The strike last trading price was 78, which was 8.00 higher than the previous day. The implied volatity was 54.17, the open interest changed by 0 which decreased total open position to 61
On 12 Nov ITC was trading at 472.85. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 11 Nov ITC was trading at 476.95. The strike last trading price was 70, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 70
On 8 Nov ITC was trading at 478.05. The strike last trading price was 72.25, which was 7.25 higher than the previous day. The implied volatity was 49.95, the open interest changed by 1 which increased total open position to 69
On 7 Nov ITC was trading at 477.90. The strike last trading price was 65, 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 Nov ITC was trading at 481.10. The strike last trading price was 65, which was -3.00 lower than the previous day. The implied volatity was 25.38, the open interest changed by 4 which increased total open position to 68
On 5 Nov ITC was trading at 480.20. The strike last trading price was 68, which was 2.65 higher than the previous day. The implied volatity was 39.68, the open interest changed by 3 which increased total open position to 62
On 4 Nov ITC was trading at 484.60. The strike last trading price was 65.35, which was 4.10 higher than the previous day. The implied volatity was 43.43, the open interest changed by 0 which decreased total open position to 58
On 1 Nov ITC was trading at 490.30. The strike last trading price was 61.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct ITC was trading at 488.80. The strike last trading price was 61.25, which was 4.05 higher 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 57.2, which was -2.30 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 59.5, which was -2.20 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 61.7, which was -3.00 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 64.7, which was -9.30 lower 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 74, which was 8.00 higher 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 66, which was 2.40 higher 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 63.6, 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 63.6, which was 5.00 higher 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 58.6, which was 1.35 higher 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 57.25, 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 57.25, 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 57.25, 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 57.25, 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 57.25, which was 13.30 higher 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 43.95, 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 43.95, which was 3.40 higher 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 40.55, which was -1.45 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 42, 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 42, which was 9.85 higher 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 32.15, which was -13.40 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 45.55, 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 45.55, 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 45.55, which was 45.55 higher 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 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 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