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Related Pages for ITC
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ITC
Itc Ltd
476.95 -1.50 (-0.31%)

Option Chain for ITC

26 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
- 24 2 6 - 98.70 -0.25 380 0.00 0.05 - 6 2 2 -
0.00 0 0 0 0.00 301.70 0.00 385 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 139.85 0.00 390 0.00 0.05 30.00 0 0 0 0.00
0.00 0 0 0 0.00 112.30 0.00 395 0.00 277.75 0.00 0 0 0 0.00
- 8 0 1 - 78.00 11.55 400 0.00 0.05 - 45 -5 519 -
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 65.75 0.00 410 0.00 0.05 - 6 0 276 -
- 0 0 0 - 78.80 0.00 415 0.00 0.40 30.00 0 0 0 0.00
- 0 0 0 - 110.70 0.00 420 0.00 0.05 - 6 0 326 -
- 0 0 0 - 69.30 0.00 425 0.00 0.05 - 28 0 125 -
- 27 -2 16 - 47.50 14.50 430 0.00 0.05 - 9 0 355 -
0.00 0 0 0 0.00 42.45 0.00 435 0.00 0.05 - 40 -2 617 -
- 180 -2 3 - 38.00 5.95 440 0.00 0.05 - 34 -1 845 -
- 52 0 1 - 34.70 7.60 445 0.00 0.05 - 140 -40 658 -
- 341 -23 31 - 28.00 0.05 450 0.00 0.05 - 59 -56 1,446 -
- 431 -8 13 - 23.90 0.50 455 -0.05 0.05 - 59 -12 624 -
- 1,093 -169 225 - 17.20 -0.75 460 0.00 0.05 - 257 -173 1,362 -
- 435 -104 253 - 12.45 -1.00 465 -0.10 0.05 - 721 -409 1,565 -
- 2,703 -317 617 - 6.55 -2.20 470 -0.10 0.05 - 691 -393 2,339 -
- 3,378 356 4,459 - 2.30 -1.80 475 -0.55 0.05 - 4,197 -478 677 -
- 2,167 -1,694 5,435 - 0.05 -1.35 480 0.65 3.50 - 1,257 -323 564 -
- 775 -456 1,839 - 0.05 -0.60 485 0.95 8.00 - 188 -38 160 -
- 968 -395 1,162 - 0.05 -0.25 490 0.90 12.45 - 92 -37 339 -
- 668 -84 245 - 0.05 -0.10 495 0.40 18.10 - 12 -4 108 -
- 2,981 -453 803 - 0.05 -0.15 500 1.35 23.00 - 132 -51 562 -
- 942 -10 36 - 0.05 -0.10 505 2.00 28.60 - 29 -8 61 -
- 626 -63 99 - 0.05 0.00 510 0.95 33.00 - 42 -8 89 -
- 350 -4 68 - 0.05 0.00 515 -6.60 37.50 - 12 -2 16 -
- 706 -33 59 - 0.05 0.00 520 1.00 43.00 - 45 -17 49 -
- 226 0 7 - 0.05 -0.05 525 0.00 52.00 0.00 0 -2 0 0.00
- 680 0 8 - 0.05 0.00 530 0.90 53.00 - 28 -23 20 -
0.00 0 0 0 0.00 0.05 0.00 535 0.00 44.95 0.00 0 0 0 0.00
- 397 0 20 - 0.05 0.00 540 2.50 62.70 - 26 -16 11 -
0.00 0 0 0 0.00 0.00 0.00 545 0.00 0.00 0.00 0 0 0 0.00
- 393 1 34 - 0.05 0.00 550 -0.20 72.30 - 39 -32 16 -
0.00 0 0 0 0.00 0.00 0.00 555 0.00 0.00 0.00 0 0 0 0.00
- 158 0 1 - 0.05 0.00 560 -4.50 82.50 - 2 0 19 -
20,709 13,750
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.