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Related Pages for ITC
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ITC
Itc Ltd
465.25 -0.20 (-0.04%)

Option Chain for ITC

11 Dec 2024 04:13 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 66.00 0.00 400 -0.05 0.15 34.87 15 5 586 -0.01
0.00 0 0 0 0.00 88.50 0.00 405 0.00 0.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 65.25 0.00 410 0.00 0.20 31.27 4 0 352 -0.02
- 0 0 0 - 78.80 0.00 415 0.00 0.40 16.81 0 0 0 -0.00
- 0 0 0 - 110.70 0.00 420 0.00 0.30 28.08 129 -12 586 -0.03
- 0 0 0 - 69.30 0.00 425 -0.05 0.35 26.16 38 22 185 -0.04
0.00 0 0 0 0.00 37.40 0.00 430 -0.10 0.45 24.65 570 81 941 -0.05
0.87 7 3 10 31.83 34.00 0.50 435 -0.10 0.60 23.24 308 -14 431 -0.06
0.92 43 1 4 21.73 27.85 -0.15 440 -0.15 0.80 21.76 523 -60 996 -0.08
0.84 27 -3 5 25.02 24.15 2.30 445 -0.25 1.15 20.63 761 -24 551 -0.12
0.83 323 20 159 19.68 18.80 0.25 450 -0.35 1.65 19.45 1,185 -89 1,658 -0.17
0.76 119 5 141 18.81 14.65 -0.10 455 -0.45 2.55 18.86 934 82 685 -0.24
0.67 667 -9 1,019 18.05 10.90 0.05 460 -0.65 3.75 18.01 1,810 38 1,793 -0.33
0.56 1,249 -40 2,270 17.49 7.70 -0.15 465 -0.85 5.45 17.24 2,641 -18 1,001 -0.44
0.44 3,473 239 4,710 16.72 5.00 -0.40 470 -1.00 7.80 16.66 1,248 -55 1,952 -0.56
0.32 4,231 74 2,207 16.60 3.15 -0.35 475 -0.95 10.90 16.44 752 48 770 -0.69
0.22 5,690 301 3,191 17.18 2.05 -0.30 480 -1.10 14.65 16.52 434 -63 1,149 -0.79
0.16 1,964 49 1,261 17.92 1.35 -0.20 485 -0.70 19.00 17.41 23 -12 233 -0.85
0.11 2,261 -34 1,492 19.00 0.95 -0.15 490 -0.70 23.50 17.89 82 -7 699 -0.90
0.08 1,227 -1 494 20.21 0.70 -0.05 495 0.00 27.60 0.00 0 0 0 0.00
0.06 5,790 72 1,913 21.61 0.55 -0.10 500 -0.70 33.00 19.13 48 -25 1,126 -0.96
0.05 1,108 20 191 22.54 0.40 -0.05 505 0.00 37.75 0.00 0 0 0 0.00
0.03 1,299 83 327 22.81 0.25 -0.10 510 0.00 36.35 0.00 0 0 0 0.00
0.03 430 38 71 25.65 0.30 0.05 515 5.05 47.00 - 1 0 19 -
0.03 1,251 -18 230 26.95 0.25 0.00 520 0.00 47.45 0.00 0 0 0 0.00
0.02 260 -1 2 27.92 0.20 0.00 525 0.00 52.50 0.00 0 0 0 0.00
0.02 876 15 31 28.58 0.15 -0.05 530 1.00 63.00 33.63 2 -1 71 -0.97
0.00 0 -1 0 0.00 0.15 0.00 535 0.00 44.95 0.00 0 0 0 0.00
0.01 390 -4 8 32.21 0.15 0.05 540 0.00 73.50 0.00 0 13 0 0.00
0.00 0 0 0 0.00 0.00 0.00 545 0.00 0.00 0.00 0 0 0 0.00
0.01 408 27 68 31.25 0.05 0.00 550 -0.40 82.60 34.08 5 1 79 -0.99
0.00 0 0 0 0.00 0.00 0.00 555 0.00 0.00 0.00 0 0 0 0.00
0.01 169 0 7 34.31 0.05 0.00 560 0.00 93.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 565 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 10.35 0.00 570 0.00 47.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 575 0.00 0.00 0.00 0 0 0 0.00
0.00 0 -29 0 0.00 0.10 0.00 580 0.00 54.90 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 585 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 590 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 595 0.00 0.00 0.00 0 0 0 0.00
0.00 43 0 3 45.62 0.05 0.00 600 0.00 71.20 0.00 0 0 0 0.00
33,305 15,863
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.