ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0.07
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 410.65 | 21.45 | -2.6 | 18.68 | 25 | -2 | 95 | |||||||||
| 14 Sept | 413.75 | 25.6 | -1.2 | 14.77 | 51 | 20 | 94 | |||||||||
| 17 Aug | 411.45 | 41.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.95
Historical price for 390 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 21.45, which was -2.6 lower than the previous day. The implied volatity was 18.68, the open interest changed by -2 which decreased total open position to 95
On 14 Sept ITC was trading at 413.75. The strike last trading price was 25.6, which was -1.2 lower than the previous day. The implied volatity was 14.77, the open interest changed by 20 which increased total open position to 94
On 17 Aug ITC was trading at 411.45. The strike last trading price was 41.9, 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 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.08
Theta: -0.06
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 0.3 | 0 | 19.00 | 175 | 22 | 1,509 |
| 14 Sept | 413.75 | 0.4 | 0 | 18.20 | 674 | -10 | 1,658 |
| 17 Aug | 411.45 | 1.45 | 0.35 | 16.17 | 57 | 3 | 166 |
For Itc Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.05
Historical price for 390 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 19.00, the open interest changed by 22 which increased total open position to 1509
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 18.20, the open interest changed by -10 which decreased total open position to 1658
On 17 Aug ITC was trading at 411.45. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 16.17, the open interest changed by 3 which increased total open position to 166
