ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 395 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.10
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 16.6 | -2.35 | 16.46 | 62 | -7 | 116 | |||||||||
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| 14 Sept | 413.75 | 20.9 | -0.75 | 15.31 | 40 | 5 | 119 | |||||||||
| 17 Aug | 411.45 | 26.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 395 expiring on 30SEP2025
Delta for 395 CE is 0.92
Historical price for 395 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 16.6, which was -2.35 lower than the previous day. The implied volatity was 16.46, the open interest changed by -7 which decreased total open position to 116
On 14 Sept ITC was trading at 413.75. The strike last trading price was 20.9, which was -0.75 lower than the previous day. The implied volatity was 15.31, the open interest changed by 5 which increased total open position to 119
On 17 Aug ITC was trading at 411.45. The strike last trading price was 26.65, 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 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.11
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 0.5 | 0.1 | 17.28 | 344 | -73 | 751 |
| 14 Sept | 413.75 | 0.6 | 0.05 | 16.81 | 394 | -62 | 767 |
| 17 Aug | 411.45 | 5.7 | 0 | 4.49 | 0 | 0 | 0 |
For Itc Ltd - strike price 395 expiring on 30SEP2025
Delta for 395 PE is -0.09
Historical price for 395 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 17.28, the open interest changed by -73 which decreased total open position to 751
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 16.81, the open interest changed by -62 which decreased total open position to 767
On 17 Aug ITC was trading at 411.45. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
