ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 0.13
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 410.65 | 32.45 | -1.55 | 36.78 | 3 | 1 | 110 | |||||||||
| 14 Sept | 413.75 | 37 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 411.45 | 49.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.90
Historical price for 380 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 32.45, which was -1.55 lower than the previous day. The implied volatity was 36.78, the open interest changed by 1 which increased total open position to 110
On 14 Sept ITC was trading at 413.75. The strike last trading price was 37, 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 49.85, 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 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.05
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 0.2 | 0 | 24.36 | 84 | -41 | 926 |
| 14 Sept | 413.75 | 0.3 | 0.05 | 22.80 | 428 | -108 | 1,031 |
| 17 Aug | 411.45 | 3.45 | 0 | 7.41 | 0 | 0 | 0 |
For Itc Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.03
Historical price for 380 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 24.36, the open interest changed by -41 which decreased total open position to 926
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 22.80, the open interest changed by -108 which decreased total open position to 1031
On 17 Aug ITC was trading at 411.45. The strike last trading price was 3.45, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0
