ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 410.65 | 86.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.00
Historical price for 340 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 86.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ITC 30SEP2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 0.1 | 0.05 | 47.16 | 2 | 0 | 33 |
For Itc Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.01
Historical price for 340 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 47.16, the open interest changed by 0 which decreased total open position to 33
