ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.14
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 11.8 | -2.55 | 13.82 | 324 | 43 | 626 | |||||||||
| 14 Sept | 413.75 | 16.3 | -0.65 | 14.67 | 148 | -8 | 687 | |||||||||
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| 17 Aug | 411.45 | 17.4 | -3 | 9.75 | 49 | 43 | 123 | |||||||||
For Itc Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.88
Historical price for 400 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 11.8, which was -2.55 lower than the previous day. The implied volatity was 13.82, the open interest changed by 43 which increased total open position to 626
On 14 Sept ITC was trading at 413.75. The strike last trading price was 16.3, which was -0.65 lower than the previous day. The implied volatity was 14.67, the open interest changed by -8 which decreased total open position to 687
On 17 Aug ITC was trading at 411.45. The strike last trading price was 17.4, which was -3 lower than the previous day. The implied volatity was 9.75, the open interest changed by 43 which increased total open position to 123
| ITC 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.16
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 0.75 | 0.1 | 14.84 | 1,078 | 64 | 2,844 |
| 14 Sept | 413.75 | 0.9 | 0 | 15.31 | 891 | 13 | 2,440 |
| 17 Aug | 411.45 | 2.8 | 0.7 | 15.05 | 127 | 56 | 668 |
For Itc Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.14
Historical price for 400 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 14.84, the open interest changed by 64 which increased total open position to 2844
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 15.31, the open interest changed by 13 which increased total open position to 2440
On 17 Aug ITC was trading at 411.45. The strike last trading price was 2.8, which was 0.7 higher than the previous day. The implied volatity was 15.05, the open interest changed by 56 which increased total open position to 668
