ITC
Itc Ltd
Historical option data for ITC
27 Dec 2024 04:13 PM IST
| ITC 30JAN2025 560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.05
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 478.60 | 0.15 | -0.05 | 21.36 | 64 | 41 | 61 | |||
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| 26 Dec | 476.95 | 0.2 | -0.05 | 22.61 | 29 | 19 | 20 | |||
| 24 Dec | 478.45 | 0.25 | -4.35 | 22.34 | 1 | 0 | 0 | |||
| 23 Dec | 474.25 | 4.6 | 0.00 | 13.75 | 0 | 0 | 0 | |||
| 12 Dec | 460.60 | 4.6 | 0.00 | 13.80 | 0 | 0 | 0 | |||
| 10 Dec | 465.45 | 4.6 | 0.00 | 12.10 | 0 | 0 | 0 | |||
| 6 Dec | 471.15 | 4.6 | 0.00 | 10.92 | 0 | 0 | 0 | |||
| 3 Dec | 472.55 | 4.6 | 0.00 | 10.62 | 0 | 0 | 0 | |||
| 4 Nov | 484.60 | 4.6 | 6.23 | 0 | 0 | 0 | ||||
For Itc Ltd - strike price 560 expiring on 30JAN2025
Delta for 560 CE is 0.01
Historical price for 560 CE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 21.36, the open interest changed by 41 which increased total open position to 61
On 26 Dec ITC was trading at 476.95. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 22.61, the open interest changed by 19 which increased total open position to 20
On 24 Dec ITC was trading at 478.45. The strike last trading price was 0.25, which was -4.35 lower than the previous day. The implied volatity was 22.34, the open interest changed by 0 which decreased total open position to 0
On 23 Dec ITC was trading at 474.25. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 13.75, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ITC was trading at 460.60. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 13.80, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ITC was trading at 465.45. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 12.10, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ITC was trading at 471.15. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 10.92, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ITC was trading at 472.55. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 10.62, 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 4.6, which was lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
| ITC 30JAN2025 560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.29
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 478.60 | 78.15 | -1.95 | 38.00 | 3 | 0 | 27 |
| 26 Dec | 476.95 | 80.1 | 0.55 | 35.93 | 31 | 22 | 26 |
| 24 Dec | 478.45 | 79.55 | 13.80 | 38.33 | 4 | 3 | 3 |
| 23 Dec | 474.25 | 65.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 460.60 | 65.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 465.45 | 65.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 471.15 | 65.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 472.55 | 65.75 | 65.75 | - | 0 | 0 | 0 |
| 4 Nov | 484.60 | 0 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 560 expiring on 30JAN2025
Delta for 560 PE is -0.88
Historical price for 560 PE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 78.15, which was -1.95 lower than the previous day. The implied volatity was 38.00, the open interest changed by 0 which decreased total open position to 27
On 26 Dec ITC was trading at 476.95. The strike last trading price was 80.1, which was 0.55 higher than the previous day. The implied volatity was 35.93, the open interest changed by 22 which increased total open position to 26
On 24 Dec ITC was trading at 478.45. The strike last trading price was 79.55, which was 13.80 higher than the previous day. The implied volatity was 38.33, the open interest changed by 3 which increased total open position to 3
On 23 Dec ITC was trading at 474.25. The strike last trading price was 65.75, 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 Dec ITC was trading at 460.60. The strike last trading price was 65.75, 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 10 Dec ITC was trading at 465.45. The strike last trading price was 65.75, 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 Dec ITC was trading at 471.15. The strike last trading price was 65.75, 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 3 Dec ITC was trading at 472.55. The strike last trading price was 65.75, which was 65.75 higher than the previous day. The implied volatity was -, 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 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
