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Related Pages for ITC
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ITC
Itc Ltd
457.15 -10.20 (-2.18%)

Option Chain for ITC

21 Nov 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 67.00 0.00 400 0.00 0.15 45.36 14 -2 93 -0.01
0.00 0 0 0 0.00 0.00 0.00 405 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 103.00 0.00 410 0.00 0.10 35.96 4 -1 15 -0.01
- 0 0 0 - 113.05 0.00 415 0.00 0.10 20.72 0 0 0 -0.00
- 0 0 0 - 93.55 0.00 420 0.15 0.30 34.65 59 8 359 -0.03
- 0 0 0 - 103.25 0.00 425 0.00 0.15 15.70 0 0 0 -0.00
0.00 0 0 0 0.00 51.75 0.00 430 0.15 0.40 28.29 571 28 407 -0.05
0.91 4 0 3 27.67 23.55 -8.00 435 0.20 0.60 26.46 410 0 161 -0.08
0.93 31 17 42 19.28 18.20 -9.15 440 0.35 0.90 24.51 1,422 241 682 -0.12
0.81 18 13 34 23.57 14.40 -8.50 445 0.65 1.45 22.99 1,663 98 334 -0.18
0.72 329 136 1,100 21.73 10.25 -7.75 450 1.15 2.35 21.55 3,610 181 1,155 -0.28
0.59 294 229 1,940 20.21 6.65 -6.85 455 2.05 3.90 20.70 5,092 88 494 -0.41
0.44 1,139 935 6,463 19.51 3.95 -5.80 460 3.15 6.05 19.44 5,866 108 1,457 -0.56
0.29 1,075 760 6,442 19.52 2.20 -4.30 465 4.75 9.35 19.71 1,799 -112 490 -0.71
0.18 1,651 347 7,258 20.37 1.25 -2.75 470 6.15 13.20 19.46 1,644 -355 1,397 -0.83
0.11 1,599 123 4,383 21.70 0.75 -1.50 475 7.45 17.80 21.37 295 -98 505 -0.89
0.08 3,565 667 4,414 23.50 0.50 -0.80 480 8.25 22.55 23.16 388 -152 846 -0.93
0.06 1,378 1 1,494 26.08 0.40 -0.35 485 8.60 27.40 25.05 82 -36 465 -0.95
0.03 3,948 -143 1,666 26.08 0.20 -0.20 490 9.10 32.35 27.85 39 -4 927 -0.96
0.02 913 -65 383 27.94 0.15 -0.15 495 10.80 33.80 - 3 -2 225 -
0.02 4,080 -753 1,967 30.94 0.15 -0.15 500 9.60 42.70 40.36 72 -43 1,241 -0.94
0.02 683 -119 222 35.39 0.20 -0.05 505 0.00 41.10 0.00 0 0 0 0.00
0.01 1,308 -151 525 34.72 0.10 -0.15 510 13.40 52.90 50.24 7 -6 445 -0.94
0.02 359 -24 77 39.52 0.15 0.00 515 0.00 40.20 0.00 0 0 0 0.00
0.01 1,441 -90 206 40.05 0.10 -0.10 520 15.90 63.00 58.68 8 -2 312 -0.94
0.01 334 -7 21 42.62 0.10 -0.05 525 0.00 61.20 0.00 0 0 0 0.00
0.01 779 -20 107 45.14 0.10 0.00 530 11.35 73.35 - 7 -1 48 -
0.00 0 0 0 0.00 0.15 0.00 535 0.00 22.75 - 0 0 0 -
0.01 385 11 130 46.23 0.05 -0.10 540 8.50 81.50 - 5 -3 91 -
0.00 0 0 0 0.00 1.10 0.00 545 0.00 28.65 0.00 0 0 0 0.00
- 729 -20 60 - 0.05 0.00 550 9.25 91.65 - 4 -2 55 -
0.00 0 -2 0 0.00 0.10 0.00 555 0.00 35.35 0.00 0 0 0 0.00
- 164 6 8 - 0.05 -0.05 560 0.00 92.70 0.00 0 0 0 0.00
0.00 0 0 0 0.00 7.50 0.00 565 0.00 42.65 0.00 0 0 0 0.00
0.00 0 -2 0 0.00 0.10 0.00 570 0.00 93.90 0.00 0 0 0 0.00
- 17 0 3 - 0.10 0.00 575 0.00 50.50 0.00 0 0 0 0.00
- 62 -1 2 - 0.10 0.05 580 7.20 122.00 - 1 0 29 -
26,285 12,233
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.