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[--[65.84.65.76]--]
ITC
Itc Ltd

511.1 -2.75 (-0.54%)

Option Chain for ITC

16 Sep 2024 04:13 PM IST

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

Call Put
OI Change OI Vol Ltp Change Change Ltp Vol Change OI OI
0 0 0 39.45 0.00 400 -0.05 0.05 16,000 0 1,64,800
0 0 0 0 0.00 405 0.00 0 0 0 0
0 0 0 32.5 0.00 410 0.00 0.1 0 0 0
0 0 0 0 0.00 415 0.00 0 0 0 0
0 0 0 26.3 0.00 420 -0.05 0.05 30,400 3,200 1,31,200
0 0 0 0 0.00 425 0.00 0 0 0 0
0 0 0 82.75 0.00 430 0.00 0.1 0 -1,600 0
0 0 0 0 0.00 435 0.00 0 0 0 0
0 0 0 75.35 0.00 440 0.05 0.15 4,800 0 1,69,600
3,200 0 1,600 69.2 12.20 445 0.05 0.2 1,600 0 6,400
2,89,600 0 1,600 64 -6.00 450 0.00 0.1 67,200 3,200 12,64,000
0 0 0 51.55 0.00 455 0.00 0.05 0 0 0
1,07,200 0 1,600 53.8 -0.70 460 -0.05 0.1 3,88,800 -1,82,400 9,07,200
0 0 0 47.5 0.00 465 0.00 0.1 51,200 3,200 1,31,200
0 0 0 49.95 0.00 470 -0.05 0.15 4,48,000 -25,600 12,96,000
0 0 0 39.25 0.00 475 -0.05 0.25 1,26,400 49,600 6,81,600
3,05,600 -4,800 32,000 34.9 -0.50 480 0.00 0.4 4,16,000 -65,600 16,28,800
67,200 0 3,200 27.55 -4.05 485 -0.10 0.5 2,89,600 -25,600 9,55,200
5,98,400 -6,400 83,200 23 -3.00 490 0.10 0.9 17,34,400 -80,000 18,89,600
1,82,400 0 9,600 18.9 -3.00 495 0.15 1.45 15,13,600 75,200 11,44,000
27,31,200 -28,800 9,28,000 14.3 -2.70 500 0.40 2.35 28,12,800 1,08,800 47,95,200
15,55,200 24,000 4,65,600 10.65 -2.45 505 0.60 3.6 34,25,600 1,28,000 21,15,200
57,24,800 4,35,200 49,55,200 7.5 -1.95 510 0.95 5.5 76,60,800 1,58,400 44,03,200
64,36,800 7,39,200 77,00,800 5.1 -1.50 515 1.20 7.95 53,84,000 16,000 20,33,600
1,17,82,400 7,88,800 1,01,26,400 3.25 -1.25 520 1.55 11.05 13,21,600 14,400 16,70,400
50,67,200 4,12,800 62,43,200 2.05 -0.80 525 2.05 14.95 1,50,400 19,200 5,13,600
52,36,800 1,08,800 69,24,800 1.35 -0.55 530 2.40 19.2 1,16,800 6,400 5,32,800
12,43,200 -96,000 28,46,400 0.9 -0.40 535 2.75 23.75 44,800 -12,800 52,800
31,60,000 -4,06,400 37,00,800 0.65 -0.30 540 2.50 28.55 51,200 -9,600 83,200
10,40,000 89,600 6,01,600 0.55 -0.15 545 0.00 34.55 0 0 0
0 -3,47,200 0 0 0.00 550 0.00 0 0 22,400 0
4,62,400 -22,400 68,800 0.45 0.00 555 0.00 41.3 0 3,200 0
21,36,000 38,400 7,02,400 0.3 -0.05 560 0.00 45 0 3,200 0
12,800 0 1,600 0.2 -0.05 565 0.00 70.25 0 0 0
16,72,000 -20,800 4,06,400 0.15 -0.10 570 1.40 55.7 6,400 -3,200 19,200
5,43,21,600 2,68,20,800
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.