ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 375 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | 38 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 413.75 | 31.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 411.45 | 42.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 375 expiring on 30SEP2025
Delta for 375 CE is 0.00
Historical price for 375 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 38, 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 31.95, 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 42.6, 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 375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.03
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 | -0.1 | 24.89 | 2 | 0 | 184 |
| 14 Sept | 413.75 | 0.2 | 0 | 23.84 | 26 | -4 | 190 |
| 17 Aug | 411.45 | 1.6 | 0 | 0.00 | 0 | 0 | 0 |
For Itc Ltd - strike price 375 expiring on 30SEP2025
Delta for 375 PE is -0.02
Historical price for 375 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 184
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 23.84, the open interest changed by -4 which decreased total open position to 190
On 17 Aug ITC was trading at 411.45. The strike last trading price was 1.6, 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
