ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
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| 21 Sept | 410.65 | 51.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 413.75 | 51.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 411.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 365 expiring on 30SEP2025
Delta for 365 CE is -
Historical price for 365 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 51.55, 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
On 14 Sept ITC was trading at 413.75. The strike last trading price was 51.55, 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
On 17 Aug ITC was trading at 411.45. The strike last trading price was 0, 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 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 0.05 | -0.05 | 28.46 | 8 | 0 | 73 |
| 14 Sept | 413.75 | 0.1 | 0 | 26.28 | 12 | 0 | 71 |
| 17 Aug | 411.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Itc Ltd - strike price 365 expiring on 30SEP2025
Delta for 365 PE is -0.01
Historical price for 365 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 73
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 26.28, the open interest changed by 0 which decreased total open position to 71
On 17 Aug ITC was trading at 411.45. The strike last trading price was 0, 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
