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

457.15 -10.20 (-2.18%)

Back to Option Chain


Historical option data for ITC

21 Nov 2024 04:13 PM IST
ITC 28NOV2024 550 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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