ITC
Itc Ltd
Historical option data for ITC
27 Dec 2024 04:13 PM IST
| ITC 30JAN2025 580 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 | -0.10 | 25.70 | 27 | 26 | 34 | |||
| 26 Dec | 476.95 | 0.25 | -0.15 | 27.90 | 6 | 2 | 7 | |||
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| 23 Dec | 474.25 | 0.4 | 0.15 | 29.37 | 1 | 0 | 4 | |||
| 12 Dec | 460.60 | 0.25 | -0.25 | 27.03 | 1 | 0 | 3 | |||
| 10 Dec | 465.45 | 0.5 | 0.00 | 27.94 | 1 | 0 | 3 | |||
| 6 Dec | 471.15 | 0.5 | 0.00 | 25.36 | 2 | 0 | 2 | |||
| 3 Dec | 472.55 | 0.5 | -0.10 | 24.56 | 1 | 0 | 1 | |||
| 4 Nov | 484.60 | 0.6 | 17.37 | 2 | 1 | 1 | ||||
For Itc Ltd - strike price 580 expiring on 30JAN2025
Delta for 580 CE is 0.01
Historical price for 580 CE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 25.70, the open interest changed by 26 which increased total open position to 34
On 26 Dec ITC was trading at 476.95. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 27.90, the open interest changed by 2 which increased total open position to 7
On 23 Dec ITC was trading at 474.25. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 29.37, the open interest changed by 0 which decreased total open position to 4
On 12 Dec ITC was trading at 460.60. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 27.03, the open interest changed by 0 which decreased total open position to 3
On 10 Dec ITC was trading at 465.45. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 3
On 6 Dec ITC was trading at 471.15. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 2
On 3 Dec ITC was trading at 472.55. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 1
On 4 Nov ITC was trading at 484.60. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 17.37, the open interest changed by 1 which increased total open position to 1
| ITC 30JAN2025 580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 478.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 476.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 474.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 460.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 465.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 471.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 472.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 484.60 | 0 | - | 0 | 0 | 0 | |
For Itc Ltd - strike price 580 expiring on 30JAN2025
Delta for 580 PE is 0.00
Historical price for 580 PE is as follows
On 27 Dec ITC was trading at 478.60. The strike last trading price was 0, 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 26 Dec ITC was trading at 476.95. The strike last trading price was 0, 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 23 Dec ITC was trading at 474.25. The strike last trading price was 0, 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 12 Dec ITC was trading at 460.60. The strike last trading price was 0, 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 10 Dec ITC was trading at 465.45. The strike last trading price was 0, 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 Dec ITC was trading at 471.15. The strike last trading price was 0, 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 3 Dec ITC was trading at 472.55. The strike last trading price was 0, 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 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
