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Related Pages for ITC
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ITC
Itc Ltd
464.65 -1.90 (-0.41%)

Option Chain for ITC

20 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
0.99 8 0 4 54.25 66.45 -0.55 400 0.00 0.15 54.61 32 -7 548 -0.01
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 65.25 0.00 410 0.00 0.15 46.89 28 -18 302 -0.01
- 0 0 0 - 78.80 0.00 415 0.00 0.40 25.45 0 0 0 -0.00
- 0 0 0 - 110.70 0.00 420 0.00 0.25 42.50 67 -11 428 -0.03
- 0 0 0 - 69.30 0.00 425 0.00 0.30 39.66 45 18 150 -0.03
- 34 -10 29 - 33.00 -11.90 430 0.15 0.45 38.35 640 203 769 -0.05
- 66 45 81 - 30.40 -2.90 435 0.05 0.50 34.67 361 -9 750 -0.06
- 183 94 157 - 25.50 -2.55 440 0.00 0.65 32.01 1,971 122 1,397 -0.07
- 53 -2 47 - 19.95 -3.50 445 -0.10 0.75 28.21 3,315 237 985 -0.09
- 423 27 546 - 15.45 -1.65 450 -0.15 1.15 26.38 8,376 -44 2,028 -0.14
0.92 405 75 2,234 13.85 11.70 -1.20 455 -0.30 1.80 24.67 3,740 10 926 -0.21
0.74 1,599 289 6,441 16.70 7.95 -1.25 460 -0.25 3.05 24.05 13,719 -167 1,997 -0.32
0.56 1,241 91 12,464 18.74 5.20 -0.95 465 0.00 5.35 25.36 7,273 -13 2,090 -0.46
0.38 5,006 255 18,699 19.11 3.00 -0.90 470 0.25 8.15 25.92 4,294 -216 1,850 -0.58
0.25 5,265 272 12,275 20.33 1.75 -0.65 475 0.60 12.00 28.64 1,226 29 730 -0.68
0.16 6,320 -69 8,965 22.19 1.10 -0.50 480 0.45 16.05 30.49 902 -114 916 -0.76
0.11 1,854 -183 2,476 24.37 0.75 -0.35 485 0.65 20.70 34.33 23 -9 240 -0.81
0.08 2,189 -206 2,818 26.74 0.55 -0.20 490 0.35 25.10 35.62 62 -20 692 -0.85
0.05 932 -77 402 28.01 0.35 -0.20 495 0.00 29.35 33.85 1 0 111 -0.91
0.05 4,162 -392 2,237 31.72 0.35 -0.15 500 1.65 35.65 49.53 149 -89 871 -0.86
0.04 1,043 -24 195 34.33 0.30 -0.05 505 0.00 34.85 0.00 0 -3 0 0.00
0.03 1,208 -91 494 37.76 0.30 0.00 510 1.00 44.00 41.32 2 -1 134 -0.95
0.03 391 -42 71 39.89 0.25 0.00 515 0.00 48.65 0.00 0 0 0 0.00
0.02 1,221 157 421 41.59 0.20 -0.05 520 2.65 55.05 62.18 24 -12 85 -0.91
0.02 245 -7 10 44.64 0.20 -0.05 525 0.00 52.50 0.00 0 0 0 0.00
0.02 753 -52 134 45.74 0.15 0.00 530 8.10 65.10 70.78 8 0 66 -0.91
0.01 60 0 10 46.02 0.10 0.05 535 0.00 44.95 0.00 0 0 0 0.00
0.01 424 -1 13 44.97 0.05 -0.05 540 -0.15 73.35 - 2 -1 32 -
0.00 0 0 0 0.00 0.00 0.00 545 0.00 0.00 0.00 0 0 0 0.00
- 433 0 42 - 0.05 0.00 550 1.70 85.10 - 6 -2 76 -
0.00 0 0 0 0.00 0.00 0.00 555 0.00 0.00 0.00 0 0 0 0.00
- 160 -1 6 - 0.05 0.00 560 1.70 94.05 - 7 -1 22 -
35,678 18,195
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.