ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0.04
Theta: -0.19
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 410.65 | 61.4 | -2.6 | 48.70 | 4 | 0 | 19 | |||||||||
| 14 Sept | 413.75 | 67 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 411.45 | 76.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 CE is 0.97
Historical price for 350 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 61.4, which was -2.6 lower than the previous day. The implied volatity was 48.70, the open interest changed by 0 which decreased total open position to 19
On 14 Sept ITC was trading at 413.75. The strike last trading price was 67, 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
On 17 Aug ITC was trading at 411.45. The strike last trading price was 76.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ITC 30SEP2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 21 Sept | 410.65 | 0.05 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 413.75 | 0.05 | -0.05 | 30.88 | 2 | 0 | 166 |
| 17 Aug | 411.45 | 0.4 | -0.05 | 25.81 | 4 | -1 | 333 |
For Itc Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 PE is 0.00
Historical price for 350 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.05, 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
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 30.88, the open interest changed by 0 which decreased total open position to 166
On 17 Aug ITC was trading at 411.45. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 25.81, the open interest changed by -1 which decreased total open position to 333
