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Related Pages for ITC
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ITC
Itc Ltd
478.6 1.65 (0.35%)

Option Chain for ITC

27 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 0 0 - 115.80 0.00 380 0.00 0.15 34.14 23 21 21 -0.01
0.00 0 0 0 0.00 0.00 0.00 385 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 106.10 0.00 390 -0.05 0.15 30.87 43 27 35 -0.01
0.00 0 0 0 0.00 0.00 0.00 395 0.00 0.00 0.00 0 0 0 0.00
0.00 0 3 0 0.00 78.00 0.00 400 -0.10 0.15 27.67 107 58 285 -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 - 87.10 0.00 410 -0.15 0.15 24.49 22 -3 94 -0.01
- 0 0 0 - 66.20 0.00 415 -0.15 0.20 23.88 5 0 18 -0.02
0.00 0 0 0 0.00 58.10 0.00 420 -0.25 0.15 21.36 133 21 202 -0.01
- 0 0 0 - 57.10 0.00 425 -0.15 0.25 21.35 52 2 47 -0.02
0.00 0 14 0 0.00 48.50 0.00 430 -0.25 0.25 19.74 755 167 637 -0.02
- 0 0 0 - 48.50 0.00 435 -0.35 0.30 18.65 708 203 324 -0.03
0.00 0 0 0 0.00 39.50 0.00 440 -0.45 0.35 17.45 1,526 121 946 -0.03
- 1 0 2 - 34.50 8.10 445 -0.45 0.50 16.86 1,081 278 595 -0.05
- 268 21 75 - 31.55 1.55 450 -0.60 0.60 15.65 3,573 564 2,357 -0.06
- 50 -1 4 - 27.80 2.60 455 -0.70 0.80 14.75 1,680 376 775 -0.08
- 364 -7 294 - 22.00 1.45 460 -0.95 1.00 13.55 3,203 230 1,303 -0.10
- 227 -79 303 - 17.30 1.05 465 -1.20 1.25 12.25 2,945 353 1,079 -0.14
- 1,441 -42 3,260 - 12.80 0.80 470 -1.60 1.75 11.29 6,074 727 2,654 -0.19
- 2,302 283 7,131 - 8.50 0.15 475 -2.10 2.50 10.34 6,672 617 2,210 -0.27
0.73 8,820 2,262 19,406 4.81 5.35 -0.10 480 -2.40 4.20 10.40 7,592 505 2,442 -0.39
0.47 7,829 957 10,589 6.14 3.20 -0.20 485 -2.55 7.10 11.45 2,272 483 1,076 -0.51
0.32 4,587 790 10,950 8.05 2.40 -0.10 490 -2.40 11.10 13.43 1,550 410 890 -0.61
0.22 1,713 329 4,481 9.37 1.75 -0.15 495 -2.50 15.55 15.62 235 56 299 -0.67
0.16 9,829 1,291 13,989 10.52 1.30 -0.30 500 -2.75 19.95 17.31 854 5 1,488 -0.72
0.12 1,037 54 2,797 11.44 0.95 -0.25 505 -2.10 25.70 21.54 21 6 41 -0.73
0.09 2,147 97 5,588 12.29 0.70 -0.20 510 -2.55 29.45 21.36 27 -4 112 -0.78
0.07 660 330 1,395 13.23 0.55 -0.20 515 1.40 37.40 30.24 2 0 12 -0.73
0.04 2,393 524 3,555 13.53 0.35 -0.30 520 0.00 41.40 0.00 0 42 0 0.00
0.04 276 144 506 14.56 0.30 -0.25 525 0.00 50.50 0.00 0 0 0 0.00
0.03 896 227 746 15.45 0.25 -0.15 530 0.00 50.60 0.00 0 23 0 0.00
0.00 0 0 0 0.00 0.00 0.00 535 0.00 0.00 0.00 0 0 0 0.00
0.03 421 149 298 18.04 0.25 -0.10 540 -0.15 59.85 35.63 2 0 33 -0.83
0.00 0 0 0 0.00 0.00 0.00 545 0.00 0.00 0.00 0 0 0 0.00
0.02 452 75 123 19.88 0.20 -0.10 550 -1.00 69.00 37.18 3 2 74 -0.86
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 61 41 64 21.36 0.15 -0.05 560 -1.95 78.15 38.00 3 0 27 -0.88
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 0.00 0.00 570 0.00 0.00 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
0.01 34 26 27 25.70 0.15 -0.10 580 0.00 0.00 0.00 0 0 0 0.00
45,808 20,076
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.