Basic Option Chain of I T C Ltd. (ITC) with Implied Volatility & Greeks

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Basic Option Chain of I T C Ltd. (ITC)

Spot Close : 280.7 Expiry date : Basic Detailed Call Put

ITC Option for Expiry Date 30/06/2026

Calls						Puts
Strike Price	PCR OI	IV	Contracts	OI	Close	Close	OI	Contracts	IV	PCR Vol
245.0	-	-	-	-	-	0.2	216000	25	27.9	0.0
250.0	-	-	-	-	-	0.25	603200	153	25.46	0.0
252.0	-	-	-	-	-	0.3	216000	56	24.89	0.0
255.0	-	-	-	-	-	0.3	174400	30	22.72	0.0
257.0	-	-	-	-	-	0.4	67200	12	22.58	0.0
260.0	7.83	23.65	5	137600	22.55	0.5	1076800	265	21.38	53.0
262.0	-	-	-	-	-	0.55	1393600	350	20.27	0.0
264.5	-	-	-	-	-	0.7	300800	200	19.46	0.0
265.0	-	-	-	-	-	0.75	753600	298	19.41	0.0
267.0	45.5	17.11	4	44800	15.5	0.95	2038400	206	19.02	51.5
267.5	-	-	-	-	-	1.0	547200	114	18.87	0.0
269.5	-	-	-	-	-	1.3	1051200	36	18.68	0.0
270.0	2.17	19.25	246	758400	13.35	1.35	1648000	818	18.45	3.33
272.0	3.21	18.78	10	424000	11.7	1.8	1361600	248	18.56	24.8
272.5	1.57	18.0	18	84800	11.15	1.8	132800	99	18.01	5.5
274.5	3.28	18.02	60	166400	9.7	2.35	545600	154	18.08	2.57
275.0	2.2	18.41	493	678400	9.45	2.5	1491200	1822	18.07	3.7
277.0	4.24	18.29	290	691200	8.1	3.15	2928000	836	18.0	2.88
277.5	1.83	18.15	631	494400	7.75	3.3	905600	1504	17.88	2.38
279.5	4.22	18.07	1280	624000	6.55	4.1	2632000	1655	17.84	1.29
280.0	0.54	18.16	6873	4884800	6.3	4.35	2649600	4312	17.94	0.63
282.0	0.9	18.09	2865	2078400	5.25	5.3	1868800	1520	17.9	0.53
282.5	0.15	18.05	2491	3875200	5.0	5.55	588800	1219	17.87	0.49
284.5	0.48	18.16	1983	2275200	4.15	6.65	1102400	1033	17.84	0.52
285.0	0.34	18.17	4681	7284800	3.95	6.9	2449600	408	17.68	0.09
287.0	0.71	18.5	2181	1587200	3.3	8.35	1131200	334	18.38	0.15
287.5	0.45	18.57	511	603200	3.15	8.7	273600	97	18.45	0.19
289.5	0.34	19.02	640	1369600	2.65	10.15	472000	99	18.73	0.15
290.0	0.09	18.98	2449	10331200	2.5	10.4	936000	73	18.3	0.03
292.0	0.6	19.43	1361	6216000	2.1	11.95	3710400	190	18.51	0.14
292.5	0.13	19.49	185	523200	2.0	-	-	-	-	-
294.5	0.39	20.03	374	2336000	1.7	13.95	902400	141	18.56	0.38
295.0	0.06	20.0	619	2617600	1.6	15.1	144000	11	22.12	0.02
297.0	0.58	20.74	695	5972800	1.4	16.55	3448000	38	21.3	0.05
297.5	0.0	21.16	42	172800	1.4	-	-	-	-	-
299.5	0.25	21.39	131	3209600	1.15	19.0	806400	1	23.2	0.01
300.0	0.04	21.48	3522	4780800	1.1	19.05	180800	51	20.99	0.01
302.0	0.2	22.37	2470	17324800	1.0	20.85	3470400	10	21.2	0.0
302.5	0.0	22.06	24	555200	0.9	-	-	-	-	-
304.5	0.19	22.77	75	2713600	0.8	22.6	507200	5	14.62	0.07
305.0	0.01	23.11	294	1224000	0.8	-	-	-	-	-
307.0	0.52	23.68	390	2712000	0.7	25.65	1420800	39	23.26	0.1
307.5	0.0	23.58	5	25600	0.65	-	-	-	-	-
309.5	0.07	24.88	95	1030400	0.65	-	-	-	-	-
310.0	0.0	24.74	248	1177600	0.6	-	-	-	-	-
312.0	0.16	24.96	1330	8576000	0.5	30.45	1356800	6	24.66	0.0
314.5	0.22	25.27	18	425600	0.4	-	-	-	-	-
315.0	0.0	25.56	399	1307200	0.4	-	-	-	-	-
317.0	0.39	26.71	138	1147200	0.4	-	-	-	-	-
319.5	0.0	27.41	13	124800	0.35	-	-	-	-	-
320.0	0.01	27.68	482	1832000	0.35	-	-	-	-	-
322.0	0.14	27.97	694	8584000	0.3	40.0	1166400	1	22.18	0.0
327.0	0.24	28.58	2	240000	0.2	-	-	-	-	-
332.0	1.0	30.99	181	907200	0.2	-	-	-	-	-
342.0	1.07	34.15	116	1723200	0.15	58.9	1849600	17	7.96	0.15
347.0	9.81	34.39	12	84800	0.1	-	-	-	-	-
352.0	1.25	36.42	17	700800	0.1	-	-	-	-	-

Risk Free rate : 6.25 %, Dividend Yield : 0.0523 %