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ITC LTD Option Chain

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₹ 464.65
466.55
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

380PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

390PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.077

-0.521

0.003

0.933

81.05%

6.40

0.13

lock
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66.45

400PCR: 68.50

0.15

lock
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8.77

51.20

54.69%

-0.015

0.001

-0.100

0.022

0.172

-1.941

0.004

0.790

135.74%

0.00

0.02

lock
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65.25

410PCR: 302.00

0.15

lock
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4.83

44.80

46.88%

-0.017

0.002

-0.097

0.025

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

415PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

420PCR: --

0.25

lock
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6.85

107.20

42.97%

-0.034

0.003

-0.159

0.044

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

425PCR: --

0.30

lock
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2.40

72.00

39.06%

-0.035

0.003

-0.149

0.046

0.000

0.000

0.000

1.000

0.00%

46.40

0.54

lock
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33.00

430PCR: 22.62

0.45

lock
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12.30

1,024.00

37.11%

-0.047

0.004

-0.182

0.059

0.058

-0.150

0.005

0.954

31.25%

129.60

1.06

lock
****

30.40

435PCR: 11.36

0.50

lock
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12.00

577.60

33.20%

-0.063

0.006

-0.203

0.073

0.078

-0.191

0.007

0.932

29.30%

251.20

2.93

lock
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25.50

440PCR: 7.63

0.65

lock
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22.35

3,153.60

29.30%

-0.077

0.008

-0.209

0.086

0.036

-0.052

0.006

0.974

17.58%

75.20

0.85

lock
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19.95

445PCR: 18.58

0.75

lock
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15.76

5,304.00

26.37%

-0.100

0.011

-0.229

0.104

0.167

-0.400

0.016

0.800

28.81%

873.60

6.77

lock
****

15.45

450PCR: 4.79

1.15

lock
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32.45

13,401.60

23.44%

-0.152

0.017

-0.273

0.140

0.171

-0.285

0.024

0.792

20.02%

3,574.40

6.48

lock
****

11.70

455PCR: 2.29

1.80

lock
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14.82

5,984.00

22.95%

-0.238

0.023

-0.352

0.184

0.223

-0.408

0.029

0.639

21.97%

10,305.60

25.58

lock
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7.95

460PCR: 1.25

3.05

lock
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31.95

21,950.40

22.46%

-0.364

0.028

-0.418

0.224

0.237

-0.425

0.031

0.488

21.48%

19,942.40

19.86

lock
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5.20

465PCR: 1.68

5.35

lock
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33.44

11,636.80

21.97%

-0.511

0.030

-0.435

0.237

0.218

-0.390

0.029

0.338

21.48%

29,918.40

80.10

lock
****

3.00

470PCR: 0.37

8.15

lock
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29.60

6,870.40

21.97%

-0.658

0.028

-0.400

0.219

0.177

-0.332

0.022

0.222

22.46%

19,640.00

84.24

lock
****

1.75

475PCR: 0.14

12.00

lock
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11.68

1,961.60

22.46%

-0.778

0.022

-0.332

0.177

0.136

-0.271

0.016

0.145

23.93%

14,344.00

101.12

lock
****

1.10

480PCR: 0.14

16.05

lock
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14.66

1,443.20

24.41%

-0.850

0.016

-0.282

0.139

0.100

-0.212

0.011

0.095

25.39%

3,961.60

29.66

lock
****

0.75

485PCR: 0.13

20.70

lock
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3.84

36.80

26.37%

-0.897

0.011

-0.235

0.107

0.076

-0.173

0.008

0.066

27.34%

4,508.80

35.02

lock
****

0.55

490PCR: 0.32

25.10

lock
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11.07

99.20

19.53%

-0.981

0.004

-0.045

0.027

0.060

-0.148

0.006

0.049

29.30%

643.20

14.91

lock
****

0.35

495PCR: 0.12

29.35

lock
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1.78

1.60

0.00%

-1.000

0.000

0.000

0.000

0.058

-0.160

0.005

0.046

33.20%

3,579.20

66.59

lock
****

0.35

500PCR: 0.21

35.65

lock
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13.94

238.40

36.13%

-0.938

0.006

-0.218

0.073

0.046

-0.134

0.004

0.035

35.16%

312.00

16.69

lock
****

0.30

505PCR: 0.06

34.85

lock
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1.06

0.00

0.00%

-1.000

0.000

0.000

0.000

0.045

-0.148

0.003

0.034

39.06%

790.40

19.33

lock
****

0.30

510PCR: 0.11

44.00

lock
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2.14

3.20

0.00%

-1.000

0.000

0.000

0.000

0.037

-0.128

0.003

0.027

41.02%

113.60

6.26

lock
****

0.25

515PCR: 0.05

48.65

lock
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0.30

0.00

0.00%

-1.000

0.000

0.000

0.000

0.035

-0.132

0.002

0.025

44.92%

673.60

19.54

lock
****

0.20

520PCR: 0.07

55.05

lock
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1.36

38.40

31.25%

-0.997

0.001

-0.013

0.005

0.033

-0.127

0.002

0.023

46.88%

16.00

3.92

lock
****

0.20

525PCR: 0.02

52.50

lock
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0.10

0.00

0.00%

-1.000

0.000

0.000

0.000

0.024

-0.093

0.001

0.016

46.88%

214.40

12.05

lock
****

0.15

530PCR: 0.09

65.10

lock
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1.06

12.80

42.97%

-0.991

0.001

-0.054

0.015

0.000

-0.001

0.000

0.000

31.25%

20.80

6.78

lock
****

0.05

540PCR: 0.08

73.35

lock
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0.51

3.20

0.00%

-1.000

0.000

0.000

0.000

0.000

-0.000

0.000

0.000

31.25%

67.20

6.93

lock
****

0.05

550PCR: 0.18

85.10

lock
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1.22

9.60

54.69%

-0.991

0.001

-0.067

0.015

0.000

0.000

0.000

0.000

31.25%

9.60

2.56

lock
****

0.05

560PCR: 0.14

94.05

lock
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0.35

11.20

0.00%

-1.000

0.000

0.000

0.000

ITC LTD - Statistics

Day Range
₹459.30 - ₹467.45
52w Range
₹399.35 - ₹528.50
Volume
19,481,288

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Underlying Assets & Securities

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ITC LTD

464.65

-1.90 (-0.41%)

ITC LTD Options

ITC LTD Futures

Frequently Asked Questions

What is the current spot price for ITC LTD?chevron-up

The current spot price for ITC LTD is ₹464.65.

What is the minimum option lot size for ITC LTD?chevron-up

The minimum lot size for ITC LTD is 1,600.

Which ITC LTD call and put option contract has the highest open interest?chevron-up

The 480.00 strike for ITC LTD call options have an OI of 101.12 Lakhs. The 465.00 strike for ITC LTD put options has an OI of 33.44 Lakhs

What is the current at-the-money (ATM) strike for ITC LTD and what is its price?chevron-up

The current ATM strike for ITC LTD is 460.00. The call price is ₹7.95 and the put price is ₹3.05.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for ITC LTD?chevron-up

The PCR for the 460.00 strike is 1.25.

What is the implied volatility of ITC LTD?chevron-up

The implied volatility (IV) of at-the-money ITC LTD call is 21.97% and 22.46% for puts.

How much will the price change of the at-the-money (ATM) strike for ITC LTD call options if ITC LTD moves up in price by ₹1?chevron-up

The ATM strike is 460.00 and the call option is priced at ₹7.95. If ITC LTD moves up by ₹1, then the approximate change in price for the option is +₹0.639. The value of 0.639 is the option's 'Delta'.