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Related Pages for ITC
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ITC
Itc Ltd
419.8 3.50 (0.84%)

Option Chain for ITC

11 Apr 2025 02:03 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1600
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 101.95 0.00 340 -0.15 0.15 - 5 0 139 -
0.00 0 0 0 0.00 0.00 0.00 345 0.00 0.00 0.00 0 0 0 0.00
0.99 40 0 1 46.23 71.50 4.50 350 -0.15 0.15 44.70 19 1 323 -0.01
0.00 0 0 0 0.00 51.45 0.00 355 0.00 0.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 55.10 0.00 360 -0.20 0.25 41.47 198 39 325 -0.02
0.00 0 0 0 0.00 40.50 0.00 365 -0.25 0.25 38.56 37 -9 150 -0.02
0.00 0 0 0 0.00 36.10 0.00 370 -0.35 0.25 35.57 95 -12 401 -0.02
0.00 0 0 0 0.00 31.65 0.25 375 -0.35 0.35 34.12 101 -42 190 -0.03
- 171 -15 22 - 40.90 3.00 380 -0.45 0.40 31.62 394 -41 747 -0.04
0.00 0 -4 0 0.00 32.00 0.00 385 -0.55 0.50 29.69 241 4 259 -0.05
0.93 177 -59 99 27.85 32.10 4.35 390 -0.70 0.60 27.34 561 -46 917 -0.06
- 143 1 2 - 25.75 2.60 395 -0.95 0.75 25.12 582 -209 499 -0.08
- 781 -64 245 - 21.45 2.85 400 -1.30 0.95 22.76 1,509 -155 2,118 -0.11
0.88 901 25 167 18.57 17.50 3.00 405 -1.70 1.35 21.13 1,516 86 1,104 -0.15
0.89 6,599 -110 3,682 11.93 12.05 1.30 410 -2.15 2.10 20.05 3,674 707 2,339 -0.22
0.73 2,654 -11 3,095 14.22 8.55 0.85 415 -2.75 3.45 19.63 3,565 400 1,884 -0.33
0.56 6,707 -181 10,645 15.10 5.65 0.45 420 -3.05 5.60 20.05 3,851 752 1,988 -0.45
0.40 1,871 467 5,043 16.30 3.65 0.15 425 -3.35 8.60 21.29 867 155 414 -0.57
0.28 3,386 82 4,565 17.42 2.35 0.00 430 -3.80 12.00 21.88 333 -16 355 -0.68
0.19 1,282 109 1,265 18.61 1.55 -0.05 435 -4.60 15.45 21.25 60 -10 61 -0.77
0.14 2,008 297 1,780 20.28 1.10 0.00 440 -4.25 20.00 23.10 106 -2 180 -0.83
0.10 531 171 501 21.81 0.80 0.00 445 -4.15 25.80 31.40 1 0 46 -0.81
0.08 2,332 59 1,258 23.85 0.65 0.00 450 -4.90 28.90 23.05 51 -17 423 -0.93
0.05 321 20 311 24.79 0.45 0.00 455 -4.40 34.90 34.29 1 0 3 -0.87
0.04 685 77 1,007 26.31 0.35 -0.05 460 -3.80 41.75 47.39 5 0 32 -0.82
0.00 0 0 0 0.00 0.00 0.00 465 0.00 0.00 0.00 0 0 0 0.00
0.03 185 12 75 29.11 0.25 -0.05 470 -2.50 49.00 36.24 2 -1 58 -0.94
0.00 0 0 0 0.00 0.00 0.00 475 0.00 0.00 0.00 0 0 0 0.00
0.02 248 14 88 32.91 0.20 -0.05 480 0.00 64.55 0.00 0 -33 0 0.00
0.00 0 0 0 0.00 0.00 0.00 485 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 4.55 0.00 490 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 495 0.00 0.00 0.00 0 0 0 0.00
0.01 377 -1 7 39.75 0.15 0.00 500 0.00 58.65 0.00 0 0 0 0.00
31,399 14,955
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.