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ITC LTD Option Chain

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₹ 437.7
440.2
settings
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

360PCR: --

0.00

lock
****

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

370PCR: --

0.10

lock
****

0.75

1.60

46.88%

-0.012

0.001

-0.053

0.023

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

380PCR: --

0.20

lock
****

1.86

27.20

42.97%

-0.019

0.002

-0.073

0.034

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

390PCR: --

0.25

lock
****

1.63

17.60

37.11%

-0.025

0.002

-0.078

0.042

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

395PCR: --

0.20

lock
****

2.72

9.60

31.25%

-0.019

0.002

-0.053

0.034

0.000

0.000

0.000

1.000

0.00%

6.40

0.70

lock
****

39.00

400PCR: 20.07

0.30

lock
****

14.13

292.80

31.25%

-0.034

0.003

-0.085

0.054

0.134

-0.272

0.006

0.893

40.53%

0.00

0.03

lock
****

35.70

405PCR: 122.00

0.40

lock
****

3.90

190.40

29.30%

-0.045

0.004

-0.101

0.069

0.103

-0.150

0.007

0.925

29.30%

1.60

0.18

lock
****

29.85

410PCR: 79.91

0.50

lock
****

14.06

617.60

27.34%

-0.062

0.006

-0.121

0.089

0.097

-0.114

0.008

0.930

23.44%

4.80

0.22

lock
****

24.65

415PCR: 31.29

0.75

lock
****

7.01

942.40

25.39%

-0.086

0.009

-0.145

0.114

0.171

-0.230

0.012

0.847

26.86%

70.40

1.60

lock
****

20.70

420PCR: 6.51

1.20

lock
****

10.42

1,473.60

24.41%

-0.131

0.012

-0.188

0.154

0.205

-0.251

0.016

0.797

24.41%

182.40

1.60

lock
****

16.20

425PCR: 4.11

1.85

lock
****

6.58

2,310.40

23.44%

-0.194

0.016

-0.234

0.200

0.248

-0.290

0.020

0.713

23.44%

1,009.60

7.92

lock
****

12.30

430PCR: 1.62

2.90

lock
****

12.86

4,131.20

22.46%

-0.279

0.021

-0.275

0.244

0.280

-0.321

0.023

0.606

22.95%

3,057.60

9.25

lock
****

8.90

435PCR: 1.28

4.50

lock
****

11.82

5,267.20

21.97%

-0.389

0.024

-0.306

0.279

0.290

-0.319

0.025

0.487

21.97%

7,209.60

25.87

lock
****

6.00

440PCR: 0.87

6.70

lock
****

22.59

5,494.40

21.48%

-0.513

0.025

-0.311

0.290

0.273

-0.300

0.024

0.365

21.97%

5,032.00

24.72

lock
****

3.90

445PCR: 0.75

9.50

lock
****

18.58

1,739.20

20.75%

-0.642

0.025

-0.282

0.271

0.235

-0.258

0.020

0.258

21.97%

6,713.60

40.05

lock
****

2.50

450PCR: 0.48

13.15

lock
****

19.04

1,161.60

21.00%

-0.752

0.021

-0.241

0.230

0.191

-0.219

0.016

0.180

22.95%

1,889.60

14.66

lock
****

1.60

455PCR: 0.29

17.00

lock
****

4.32

121.60

20.51%

-0.848

0.016

-0.175

0.171

0.145

-0.170

0.012

0.120

23.44%

2,809.60

70.11

lock
****

1.00

460PCR: 0.14

21.55

lock
****

10.06

49.60

21.48%

-0.901

0.011

-0.136

0.127

0.114

-0.142

0.009

0.086

24.90%

884.80

22.74

lock
****

0.70

465PCR: 0.05

26.75

lock
****

1.18

9.60

26.37%

-0.901

0.009

-0.167

0.126

0.089

-0.118

0.006

0.063

26.37%

956.80

27.47

lock
****

0.50

470PCR: 0.05

31.50

lock
****

1.44

8.00

27.34%

-0.930

0.007

-0.133

0.097

0.082

-0.120

0.005

0.056

29.30%

683.20

18.78

lock
****

0.45

475PCR: 0.04

33.10

lock
****

0.80

0.00

0.00%

-1.000

0.000

0.000

0.000

0.063

-0.095

0.004

0.040

30.27%

1,190.40

38.35

lock
****

0.35

480PCR: 0.04

41.00

lock
****

1.36

11.20

27.34%

-0.974

0.003

-0.060

0.044

0.048

-0.075

0.003

0.029

31.25%

190.40

10.03

lock
****

0.30

485PCR: 0.01

32.75

lock
****

0.13

0.00

0.00%

-1.000

0.000

0.000

0.000

0.042

-0.070

0.002

0.025

33.20%

168.00

12.11

lock
****

0.20

490PCR: 0.01

50.00

lock
****

0.11

0.00

0.00%

-1.000

0.000

0.000

0.000

0.038

-0.067

0.002

0.022

35.16%

148.80

5.31

lock
****

0.20

495PCR: 0.01

50.70

lock
****

0.05

0.00

0.00%

-1.000

0.000

0.000

0.000

0.026

-0.045

0.001

0.014

35.16%

860.80

46.53

lock
****

0.20

500PCR: 0.02

60.00

lock
****

0.80

1.60

0.00%

-1.000

0.000

0.000

0.000

0.005

-0.008

0.000

0.002

31.25%

78.40

4.90

lock
****

0.05

510PCR: 0.00

74.50

lock
****

0.02

0.00

79.59%

-0.856

0.004

-0.657

0.165

0.002

-0.003

0.000

0.001

31.25%

65.60

6.02

lock
****

0.05

520PCR: 0.34

36.85

lock
****

2.02

0.00

0.00%

-1.000

0.000

0.000

0.000

ITC LTD - Statistics

Day Range
₹436.00 - ₹441.20
52w Range
₹399.35 - ₹528.50
Volume
8,742,771

F&O Tools

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Underlying Assets & Securities

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ITC LTD

437.70

-2.50 (-0.57%)

ITC LTD Options

ITC 440 CE 30 JAN 25

₹6.00

-1.65 (-21.57%)

ITC 450 CE 30 JAN 25

₹2.50

-0.90 (-26.47%)

ITC 440 PE 30 JAN 25

₹6.70

+0.65 (10.74%)

ITC 435 PE 30 JAN 25

₹4.50

+0.35 (8.43%)

ITC LTD Futures

ITC FUT 30 JAN 25

₹439.20

-2.45 (-0.55%)

ITC FUT 27 MAR 25

₹439.50

-2.50 (-0.57%)

ITC FUT 27 FEB 25

₹436.85

-2.55 (-0.58%)

Frequently Asked Questions

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

The current spot price for ITC LTD is ₹437.70.

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 460.00 strike for ITC LTD call options have an OI of 70.11 Lakhs. The 440.00 strike for ITC LTD put options has an OI of 22.59 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 435.00. The call price is ₹8.90 and the put price is ₹4.50.

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

The PCR for the 435.00 strike is 1.28.

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

The implied volatility (IV) of at-the-money ITC LTD call is 22.95% and 21.97% 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 435.00 and the call option is priced at ₹8.90. If ITC LTD moves up by ₹1, then the approximate change in price for the option is +₹0.606. The value of 0.606 is the option's 'Delta'.