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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 560 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 457.15 0.05 -0.05 - 8 6 164
20 Nov 467.35 0.1 0.00 47.50 7 0 158
19 Nov 467.35 0.1 -0.05 47.50 7 0 158
18 Nov 466.55 0.15 0.10 46.98 96 37 128
14 Nov 465.95 0.05 0.00 34.84 52 -31 96
13 Nov 472.20 0.05 0.00 31.99 19 -1 125
12 Nov 472.85 0.05 -0.05 30.79 11 -8 125
11 Nov 476.95 0.1 -0.05 30.44 22 0 133
8 Nov 478.05 0.15 -0.05 28.70 61 59 133
7 Nov 477.90 0.2 -0.05 29.46 7 -1 74
6 Nov 481.10 0.25 -0.05 28.30 33 18 76
5 Nov 480.20 0.3 -0.05 28.76 10 1 57
4 Nov 484.60 0.35 -0.10 27.50 16 6 55
1 Nov 490.30 0.45 0.00 25.25 6 2 48
31 Oct 488.80 0.45 -0.15 - 14 11 44
30 Oct 491.55 0.6 0.00 - 14 8 33
29 Oct 487.95 0.6 0.00 - 20 6 24
28 Oct 484.15 0.6 -0.05 - 4 2 18
25 Oct 482.30 0.65 0.25 - 27 9 16
24 Oct 471.70 0.4 -0.20 - 3 0 7
23 Oct 480.35 0.6 -0.40 - 3 0 7
22 Oct 481.80 1 0.00 - 0 0 0
21 Oct 483.65 1 0.00 - 0 0 0
17 Oct 488.90 1 0.00 - 0 0 0
16 Oct 493.20 1 0.00 - 0 0 0
10 Oct 492.05 1 -0.20 - 1 0 7
9 Oct 491.70 1.2 0.00 - 0 0 0
8 Oct 507.95 1.2 0.00 - 0 4 0
7 Oct 510.20 1.2 -3.35 - 8 4 7
1 Oct 516.20 4.55 -0.70 - 1 0 2
30 Sept 518.15 5.25 0.00 - 0 0 0
27 Sept 522.70 5.25 0.00 - 0 0 0
25 Sept 517.55 5.25 -2.95 - 1 0 1
10 Sept 513.60 8.2 0.00 - 0 0 0
2 Sept 510.05 8.2 - 0 0 0


For Itc Ltd - strike price 560 expiring on 28NOV2024

Delta for 560 CE is -

Historical price for 560 CE is as follows

On 21 Nov ITC was trading at 457.15. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 164


On 20 Nov ITC was trading at 467.35. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 47.50, the open interest changed by 0 which decreased total open position to 158


On 19 Nov ITC was trading at 467.35. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 47.50, the open interest changed by 0 which decreased total open position to 158


On 18 Nov ITC was trading at 466.55. The strike last trading price was 0.15, which was 0.10 higher than the previous day. The implied volatity was 46.98, the open interest changed by 37 which increased total open position to 128


On 14 Nov ITC was trading at 465.95. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 34.84, the open interest changed by -31 which decreased total open position to 96


On 13 Nov ITC was trading at 472.20. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 31.99, the open interest changed by -1 which decreased total open position to 125


On 12 Nov ITC was trading at 472.85. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 30.79, the open interest changed by -8 which decreased total open position to 125


On 11 Nov ITC was trading at 476.95. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 30.44, the open interest changed by 0 which decreased total open position to 133


On 8 Nov ITC was trading at 478.05. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 28.70, the open interest changed by 59 which increased total open position to 133


On 7 Nov ITC was trading at 477.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.46, the open interest changed by -1 which decreased total open position to 74


On 6 Nov ITC was trading at 481.10. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.30, the open interest changed by 18 which increased total open position to 76


On 5 Nov ITC was trading at 480.20. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 28.76, the open interest changed by 1 which increased total open position to 57


On 4 Nov ITC was trading at 484.60. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 27.50, the open interest changed by 6 which increased total open position to 55


On 1 Nov ITC was trading at 490.30. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 25.25, the open interest changed by 2 which increased total open position to 48


On 31 Oct ITC was trading at 488.80. The strike last trading price was 0.45, 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 30 Oct ITC was trading at 491.55. The strike last trading price was 0.6, 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 29 Oct ITC was trading at 487.95. The strike last trading price was 0.6, 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 28 Oct ITC was trading at 484.15. The strike last trading price was 0.6, 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 0.65, 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 24 Oct ITC was trading at 471.70. The strike last trading price was 0.4, 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 23 Oct ITC was trading at 480.35. The strike last trading price was 0.6, 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 22 Oct ITC was trading at 481.80. The strike last trading price was 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, 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 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 16 Oct ITC was trading at 493.20. The strike last trading price was 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 10 Oct ITC was trading at 492.05. The strike last trading price was 1, 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 1.2, 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 1.2, 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 1.2, which was -3.35 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 4.55, 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 30 Sept ITC was trading at 518.15. The strike last trading price was 5.25, 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 27 Sept ITC was trading at 522.70. The strike last trading price was 5.25, 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 25 Sept ITC was trading at 517.55. The strike last trading price was 5.25, which was -2.95 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 8.2, 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 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ITC 28NOV2024 560 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 457.15 92.7 0.00 0.00 0 0 0
20 Nov 467.35 92.7 0.00 0.00 0 0 0
19 Nov 467.35 92.7 0.00 0.00 0 -1 0
18 Nov 466.55 92.7 -3.30 - 1 0 2
14 Nov 465.95 96 10.00 80.15 6 -4 3
13 Nov 472.20 86 -0.55 - 7 0 5
12 Nov 472.85 86.55 14.55 47.59 2 0 4
11 Nov 476.95 72 0.00 0.00 0 0 0
8 Nov 478.05 72 0.00 0.00 0 0 0
7 Nov 477.90 72 0.00 0.00 0 0 0
6 Nov 481.10 72 0.00 0.00 0 0 0
5 Nov 480.20 72 0.00 0.00 0 0 0
4 Nov 484.60 72 0.00 0.00 0 0 0
1 Nov 490.30 72 0.00 0.00 0 4 0
31 Oct 488.80 72 18.95 - 5 4 4
30 Oct 491.55 53.05 0.00 - 0 0 0
29 Oct 487.95 53.05 0.00 - 0 0 0
28 Oct 484.15 53.05 0.00 - 0 0 0
25 Oct 482.30 53.05 0.00 - 0 0 0
24 Oct 471.70 53.05 0.00 - 0 0 0
23 Oct 480.35 53.05 0.00 - 0 0 0
22 Oct 481.80 53.05 0.00 - 0 0 0
21 Oct 483.65 53.05 0.00 - 0 0 0
17 Oct 488.90 53.05 0.00 - 0 0 0
16 Oct 493.20 53.05 0.00 - 0 0 0
10 Oct 492.05 53.05 0.00 - 0 0 0
9 Oct 491.70 53.05 0.00 - 0 0 0
8 Oct 507.95 53.05 0.00 - 0 0 0
7 Oct 510.20 53.05 0.00 - 0 0 0
1 Oct 516.20 53.05 0.00 - 0 0 0
30 Sept 518.15 53.05 0.00 - 0 0 0
27 Sept 522.70 53.05 53.05 - 0 0 0
25 Sept 517.55 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 560 expiring on 28NOV2024

Delta for 560 PE is 0.00

Historical price for 560 PE is as follows

On 21 Nov ITC was trading at 457.15. The strike last trading price was 92.7, 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 20 Nov ITC was trading at 467.35. The strike last trading price was 92.7, 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 92.7, 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 18 Nov ITC was trading at 466.55. The strike last trading price was 92.7, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 Nov ITC was trading at 465.95. The strike last trading price was 96, which was 10.00 higher than the previous day. The implied volatity was 80.15, the open interest changed by -4 which decreased total open position to 3


On 13 Nov ITC was trading at 472.20. The strike last trading price was 86, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 12 Nov ITC was trading at 472.85. The strike last trading price was 86.55, which was 14.55 higher than the previous day. The implied volatity was 47.59, the open interest changed by 0 which decreased total open position to 4


On 11 Nov ITC was trading at 476.95. The strike last trading price was 72, 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 72, 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 72, 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 72, 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 72, 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 Nov ITC was trading at 484.60. The strike last trading price was 72, 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 1 Nov ITC was trading at 490.30. The strike last trading price was 72, 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 31 Oct ITC was trading at 488.80. The strike last trading price was 72, which was 18.95 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 53.05, 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 53.05, 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 53.05, 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 Oct ITC was trading at 482.30. The strike last trading price was 53.05, 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 Oct ITC was trading at 471.70. The strike last trading price was 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, 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 53.05, which was 53.05 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 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