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)

Birds's Eye

Futures And Options Analysis of I T C Ltd.

Spot Close : 324.75 Expiry date : Basic Detailed Call Put

ITC Option for Expiry Date 27/01/2026

Calls						Puts
Strike Price	PCR OI	IV	Contracts	OI	Close	Close	OI	Contracts	IV	PCR Vol
275.0	-	-	-	-	-	0.05	11200	25	53.57	0.0
280.0	-	-	-	-	-	0.1	75200	1	52.93	0.0
285.0	-	-	-	-	-	0.1	46400	15	47.43	0.0
290.0	99.0	97.03	1	6400	38.75	0.15	633600	19	44.6	19.0
292.5	-	-	-	-	-	0.15	372800	233	41.73	0.0
295.0	-	-	-	-	-	0.15	476800	271	38.87	0.0
300.0	47.65	34.62	79	73600	25.25	0.25	3507200	518	36.31	6.56
302.5	-	-	-	-	-	0.25	54400	46	33.23	0.0
305.0	-	-	-	-	-	0.3	1840000	545	31.28	0.0
307.5	-	-	-	-	-	0.4	70400	74	29.96	0.0
310.0	22.77	29.28	83	84800	15.65	0.45	1931200	1147	27.35	13.82
312.5	-	-	-	-	-	0.55	124800	276	25.18	0.0
315.0	17.5	21.77	82	80000	10.65	0.75	1400000	2352	23.66	28.68
317.5	3.67	19.81	57	112000	8.35	1.05	411200	1285	22.26	22.54
320.0	6.66	18.6	2420	691200	6.25	1.5	4606400	10853	21.01	4.48
322.5	1.7	18.36	1793	862400	4.5	2.2	1465600	9040	20.14	5.04
325.0	1.78	18.12	9253	2041600	3.05	3.2	3640000	16457	19.51	1.78
327.5	0.83	18.02	10291	1921600	1.95	4.6	1601600	7266	19.5	0.71
330.0	0.91	18.57	26385	7758400	1.25	6.4	7038400	11470	20.27	0.43
332.5	0.86	18.86	5504	1795200	0.75	8.5	1536000	2341	21.81	0.43
335.0	0.31	19.97	14225	10001600	0.5	10.6	3084800	1538	22.1	0.11
337.5	0.63	21.27	2973	2342400	0.35	13.0	1481600	193	24.55	0.06
340.0	0.4	23.49	16239	16678400	0.3	15.45	6707200	2857	27.27	0.18
342.5	0.2	24.26	931	5209600	0.2	17.8	1065600	99	28.19	0.11
345.0	0.27	26.93	4401	8668800	0.2	20.3	2353600	883	31.18	0.2
347.5	0.2	28.04	1374	5518400	0.15	22.9	1123200	36	35.85	0.03
350.0	0.33	32.08	9050	29857600	0.2	25.3	9992000	690	36.95	0.08
352.5	0.19	32.91	1329	4414400	0.15	25.65	848000	6	7.39	0.0
355.0	0.16	35.27	3616	11412800	0.15	30.0	1827200	98	33.74	0.03
357.5	0.27	37.59	423	1424000	0.15	32.75	382400	26	44.04	0.06
360.0	0.18	39.87	4570	21523200	0.15	35.3	3878400	294	47.83	0.06
362.5	0.09	39.65	348	1852800	0.1	37.0	168000	13	9.47	0.04
365.0	0.3	44.33	3117	7128000	0.15	40.55	2134400	95	58.32	0.03
367.5	0.34	43.85	287	1052800	0.1	42.0	360000	10	4.83	0.03
370.0	0.14	45.91	8321	22750400	0.1	45.45	3264000	288	61.58	0.03
372.5	0.35	47.94	798	1707200	0.1	47.15	603200	15	5.16	0.02
375.0	0.25	49.95	1700	7609600	0.1	50.15	1928000	68	58.44	0.04
377.5	0.86	51.93	215	1089600	0.1	53.35	939200	14	77.13	0.07
380.0	0.16	53.89	3885	18363200	0.1	55.2	2905600	151	64.75	0.04
382.5	0.25	55.83	529	1870400	0.1	53.7	464000	2	0.87	0.0
385.0	0.27	57.74	1110	4937600	0.1	60.4	1320000	46	75.19	0.04
387.5	0.22	59.63	285	1438400	0.1	62.65	323200	3	69.77	0.01
390.0	0.15	61.5	1756	9748800	0.1	65.25	1483200	93	75.49	0.05
392.5	0.15	58.3	204	1699200	0.05	67.0	260800	2	17.61	0.01
395.0	0.25	65.19	917	3619200	0.1	70.5	921600	61	87.09	0.07
397.5	0.58	67.0	50	617600	0.1	70.1	358400	30	13.34	0.6
400.0	0.1	63.4	2167	21243200	0.05	75.1	2056000	311	78.43	0.14
402.5	0.52	65.07	69	1094400	0.05	76.1	568000	19	6.2	0.28
405.0	0.42	72.34	762	5404800	0.1	80.2	2294400	49	86.76	0.06
407.5	0.46	68.37	83	1014400	0.05	-	-	-	-	-
410.0	0.24	75.81	1842	10748800	0.1	85.05	2547200	242	84.11	0.13
412.5	0.19	71.6	56	836800	0.05	-	-	-	-	-
415.0	0.29	79.22	316	1648000	0.1	89.6	473600	36	4.51	0.11
417.5	0.14	80.9	12	172800	0.1	-	-	-	-	-
420.0	0.29	76.34	1208	3793600	0.05	95.5	1105600	44	109.11	0.04
422.5	0.0	77.89	43	278400	0.05	-	-	-	-	-
425.0	0.15	79.44	194	385600	0.05	-	-	-	-	-
430.0	0.33	82.48	34	779200	0.05	105.0	254400	20	96.56	0.59
435.0	0.11	85.48	23	228800	0.05	-	-	-	-	-
437.5	0.48	93.84	10	40000	0.1	-	-	-	-	-
440.0	0.26	88.42	15	424000	0.05	115.35	108800	6	120.48	0.4
445.0	0.04	91.33	1	73600	0.05	-	-	-	-	-
450.0	1.51	94.18	101	548800	0.05	122.8	827200	4	1.73	0.04
455.0	0.33	97.0	4	38400	0.05	-	-	-	-	-
460.0	0.54	99.77	7	139200	0.05	135.0	75200	11	118.29	1.57
465.0	2.5	102.51	1	6400	0.05	146.3	16000	5	233.44	5.0
470.0	0.0	105.21	14	100800	0.05	-	-	-	-	-

Risk Free rate : 6.25 %, Dividend Yield : 0.0236 %