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

501.7 -9.50 (-1.86%)

Option Chain for ITC

06 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 0.00 0.15 27,200 -8,000 1,69,600
0 0 0 0 0.00 405 0.00 0 0 0 0
0 0 0 32.5 0.00 410 0.00 0.85 0 0 0
0 0 0 0 0.00 415 0.00 0 0 0 0
0 0 0 26.3 0.00 420 0.10 0.25 16,000 -1,600 1,20,000
0 0 0 0 0.00 425 0.00 0 0 0 0
73,600 -8,000 9,600 73 -7.00 430 0.05 0.3 20,800 -1,600 1,20,000
0 0 0 0 0.00 435 0.00 0 0 0 0
49,600 0 4,800 62.5 -8.50 440 0.05 0.25 38,400 -17,600 1,69,600
0 0 0 57 0.00 445 0.00 0.2 0 0 0
3,02,400 -8,000 20,800 53.7 -8.55 450 0.20 0.4 6,76,800 70,400 12,96,000
0 0 0 51.55 0.00 455 0.20 0.45 28,800 14,400 22,400
1,15,200 -3,200 12,800 40.5 -11.90 460 0.35 0.65 11,16,800 51,200 13,80,800
8,000 -1,600 6,400 40.75 -4.25 465 0.45 0.9 4,22,400 3,200 1,76,000
97,600 1,600 17,600 34.15 -7.75 470 0.60 1.25 35,10,400 2,27,200 20,80,000
59,200 1,600 4,800 29.95 -8.75 475 0.90 1.75 21,82,400 5,08,800 11,48,800
4,97,600 32,000 2,00,000 25.6 -8.60 480 1.30 2.5 37,60,000 51,200 24,46,400
68,800 0 65,600 21.65 -7.70 485 1.70 3.35 29,76,000 2,30,400 11,39,200
4,94,400 -33,600 6,78,400 17.7 -7.30 490 2.25 4.55 40,59,200 1,56,800 24,89,600
3,85,600 1,55,200 7,29,600 14.5 -6.55 495 3.05 6.15 35,66,400 1,77,600 11,69,600
53,34,400 17,95,200 1,05,98,400 11.4 -6.00 500 3.75 8.1 98,52,800 2,84,800 51,50,400
33,98,400 15,13,600 85,90,400 8.85 -5.00 505 4.70 10.6 44,19,200 -1,600 22,08,000
1,08,00,000 24,04,800 2,12,20,800 6.85 -4.15 510 5.55 13.45 45,87,200 -2,41,600 32,27,200
84,33,600 13,52,000 1,36,40,000 5.25 -3.05 515 6.60 16.95 11,16,800 -1,04,000 11,96,800
1,03,90,400 5,76,000 1,29,53,600 3.9 -2.25 520 7.35 20.5 8,76,800 65,600 10,27,200
34,09,600 1,56,800 59,74,400 2.9 -1.65 525 7.80 24.35 57,600 1,600 3,21,600
41,56,800 -40,000 87,40,800 2.2 -1.30 530 8.30 28.7 1,40,800 0 4,84,800
11,80,800 99,200 28,65,600 1.8 -0.85 535 7.00 33.15 35,200 0 35,200
35,34,400 2,60,800 40,89,600 1.4 -0.60 540 8.90 37.75 60,800 16,000 1,16,800
9,29,600 -1,42,400 14,48,000 1.05 -0.45 545 12.05 45.05 38,400 28,800 1,77,600
0 1,45,600 0 0 0.00 550 0.00 0 0 -24,000 0
3,55,200 9,600 3,56,800 0.75 -0.20 555 0.00 61.35 0 0 0
21,05,600 -1,60,000 15,39,200 0.5 -0.20 560 9.60 57 11,200 -4,800 68,800
0 0 0 0 0.00 565 0.00 0 0 0 0
15,44,000 76,800 7,93,600 0.4 -0.05 570 0.00 108.9 0 0 0
6,18,86,400 2,81,98,400
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.