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ITC LTD Option Chain

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₹ 443.15
448.15
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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

0.310

-0.968

0.002

0.784

132.32%

0.00

0.02

lock
****

100.10

360PCR: 550.00

0.20

lock
****

8.80

64.00

39.06%

-0.015

0.001

-0.037

0.040

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

380PCR: --

0.30

lock
****

9.92

75.20

31.25%

-0.024

0.002

-0.044

0.060

0.322

-0.583

0.004

0.770

76.90%

0.00

0.02

lock
****

61.65

390PCR: 440.00

0.60

lock
****

7.04

225.60

30.27%

-0.046

0.003

-0.074

0.103

0.169

-0.119

0.005

0.912

29.79%

14.40

1.97

lock
****

41.00

400PCR: 18.48

1.25

lock
****

36.37

756.80

29.30%

-0.085

0.005

-0.114

0.164

0.300

-0.311

0.006

0.796

43.95%

0.00

1.20

lock
****

40.30

405PCR: 5.55

1.65

lock
****

6.66

457.60

28.32%

-0.108

0.006

-0.131

0.197

0.246

-0.167

0.008

0.851

28.81%

4.80

0.54

lock
****

32.15

410PCR: 24.65

2.25

lock
****

13.41

548.80

28.08%

-0.143

0.008

-0.158

0.239

0.283

-0.186

0.009

0.815

27.83%

1.60

0.53

lock
****

27.75

415PCR: 17.39

3.00

lock
****

9.18

352.00

27.59%

-0.183

0.009

-0.183

0.281

0.325

-0.209

0.011

0.767

27.34%

62.40

2.90

lock
****

23.80

420PCR: 7.55

4.05

lock
****

21.87

1,020.80

27.34%

-0.233

0.011

-0.209

0.325

0.365

-0.237

0.012

0.707

27.59%

48.00

2.13

lock
****

20.25

425PCR: 3.62

5.30

lock
****

7.71

680.00

26.86%

-0.289

0.012

-0.229

0.362

0.395

-0.254

0.013

0.645

27.34%

414.40

7.02

lock
****

16.90

430PCR: 2.96

6.95

lock
****

20.77

1,563.20

26.61%

-0.353

0.013

-0.247

0.394

0.415

-0.262

0.014

0.579

26.86%

272.00

5.60

lock
****

13.85

435PCR: 2.96

8.95

lock
****

16.56

1,345.60

26.37%

-0.421

0.014

-0.258

0.415

0.423

-0.268

0.014

0.509

26.86%

2,059.20

21.50

lock
****

11.25

440PCR: 1.54

11.30

lock
****

33.20

2,116.80

26.37%

-0.492

0.014

-0.263

0.423

0.418

-0.265

0.014

0.439

26.86%

1,732.80

20.10

lock
****

9.00

445PCR: 0.52

14.00

lock
****

10.53

998.40

26.12%

-0.563

0.014

-0.257

0.418

0.401

-0.251

0.013

0.371

26.61%

4,025.60

63.39

lock
****

7.05

450PCR: 0.42

17.00

lock
****

26.46

1,401.60

25.88%

-0.632

0.014

-0.244

0.400

0.373

-0.234

0.013

0.308

26.61%

1,755.20

31.04

lock
****

5.40

455PCR: 0.24

20.35

lock
****

7.52

312.00

25.63%

-0.699

0.013

-0.223

0.369

0.338

-0.212

0.011

0.252

26.61%

4,416.00

85.17

lock
****

4.05

460PCR: 0.12

23.90

lock
****

10.32

201.60

25.15%

-0.762

0.012

-0.194

0.328

0.295

-0.183

0.010

0.198

26.37%

1,006.40

38.10

lock
****

2.95

465PCR: 0.16

27.15

lock
****

6.02

25.60

22.22%

-0.846

0.010

-0.132

0.252

0.252

-0.157

0.009

0.155

26.37%

3,150.40

74.06

lock
****

2.15

470PCR: 0.06

32.00

lock
****

4.72

30.40

23.93%

-0.870

0.008

-0.126

0.224

0.210

-0.131

0.007

0.118

26.37%

920.00

46.02

lock
****

1.60

475PCR: 0.05

36.45

lock
****

2.37

3.20

24.41%

-0.900

0.007

-0.107

0.186

0.177

-0.112

0.006

0.093

26.86%

2,144.00

57.02

lock
****

1.20

480PCR: 0.03

36.55

lock
****

1.55

0.00

0.00%

-1.000

0.000

0.000

0.000

0.147

-0.095

0.005

0.073

27.34%

262.40

9.33

lock
****

0.90

485PCR: 0.08

42.15

lock
****

0.77

0.00

0.00%

-1.000

0.000

0.000

0.000

0.116

-0.075

0.004

0.054

27.34%

803.20

16.74

lock
****

0.65

490PCR: 0.03

39.00

lock
****

0.58

0.00

0.00%

-1.000

0.000

0.000

0.000

0.110

-0.076

0.003

0.050

29.30%

118.40

8.42

lock
****

0.60

495PCR: 0.03

45.35

lock
****

0.27

0.00

0.00%

-1.000

0.000

0.000

0.000

0.086

-0.059

0.003

0.037

29.30%

2,356.80

60.53

lock
****

0.50

500PCR: 0.03

60.00

lock
****

1.79

1.60

0.00%

-1.000

0.000

0.000

0.000

0.075

-0.053

0.002

0.031

30.27%

131.20

3.07

lock
****

0.40

505PCR: 0.01

47.65

lock
****

0.03

0.00

0.00%

-1.000

0.000

0.000

0.000

0.066

-0.048

0.002

0.027

31.25%

147.20

9.87

lock
****

0.30

510PCR: 0.00

46.90

lock
****

0.02

0.00

0.00%

-1.000

0.000

0.000

0.000

0.065

-0.051

0.002

0.026

33.20%

11.20

1.84

lock
****

0.35

515PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.052

-0.041

0.001

0.020

33.20%

192.00

17.04

lock
****

0.25

520PCR: 0.00

80.80

lock
****

0.02

1.60

40.04%

-0.954

0.002

-0.097

0.103

0.052

-0.043

0.001

0.021

35.16%

0.00

2.00

lock
****

0.30

525PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.042

-0.034

0.001

0.016

35.16%

11.20

4.90

lock
****

0.20

530PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.042

-0.037

0.001

0.016

37.11%

0.00

2.80

lock
****

0.20

535PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

ITC LTD - Statistics

Day Range
₹442.05 - ₹450.00
52w Range
₹399.35 - ₹528.50
Volume
3,785,445

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Underlying Assets & Securities

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ITC LTD

443.15

-5.00 (-1.12%)

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 ₹443.15.

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 85.17 Lakhs. The 400.00 strike for ITC LTD put options has an OI of 36.37 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 440.00. The call price is ₹11.25 and the put price is ₹11.30.

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

The PCR for the 440.00 strike is 1.54.

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

The implied volatility (IV) of at-the-money ITC LTD call is 26.86% and 26.37% 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 440.00 and the call option is priced at ₹11.25. If ITC LTD moves up by ₹1, then the approximate change in price for the option is +₹0.5087. The value of 0.5087 is the option's 'Delta'.