ITC
Itc Ltd
Historical option data for ITC
15 Oct 2025 01:03 AM IST
| ITC 28-OCT-2025 405 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Oct | 396.80 | 2.55 | -0.95 | - | 3,840 | 242 | 4,480 | |||||||||
| 28 Sept | 405.10 | 8.25 | 1.5 | 13.28 | 2,020 | 218 | 1,237 | |||||||||
| 21 Sept | 410.65 | 13.05 | -1.3 | 14.19 | 14 | 3 | 33 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 413.75 | 16.6 | 0.6 | 13.91 | 2 | -2 | 13 | |||||||||
For Itc Ltd - strike price 405 expiring on 28OCT2025
Delta for 405 CE is -
Historical price for 405 CE is as follows
On 15 Oct ITC was trading at 396.80. The strike last trading price was 2.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 242 which increased total open position to 4480
On 28 Sept ITC was trading at 405.10. The strike last trading price was 8.25, which was 1.5 higher than the previous day. The implied volatity was 13.28, the open interest changed by 218 which increased total open position to 1237
On 21 Sept ITC was trading at 410.65. The strike last trading price was 13.05, which was -1.3 lower than the previous day. The implied volatity was 14.19, the open interest changed by 3 which increased total open position to 33
On 14 Sept ITC was trading at 413.75. The strike last trading price was 16.6, which was 0.6 higher than the previous day. The implied volatity was 13.91, the open interest changed by -2 which decreased total open position to 13
| ITC 28OCT2025 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Oct | 396.80 | 9.45 | 2.25 | - | 983 | -148 | 2,047 |
| 28 Sept | 405.10 | 6 | -1.65 | 16.04 | 920 | 136 | 739 |
| 21 Sept | 410.65 | 4 | 0.5 | 14.73 | 51 | 16 | 178 |
| 14 Sept | 413.75 | 3.45 | 0 | 14.93 | 31 | 11 | 114 |
For Itc Ltd - strike price 405 expiring on 28OCT2025
Delta for 405 PE is -
Historical price for 405 PE is as follows
On 15 Oct ITC was trading at 396.80. The strike last trading price was 9.45, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by -148 which decreased total open position to 2047
On 28 Sept ITC was trading at 405.10. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was 16.04, the open interest changed by 136 which increased total open position to 739
On 21 Sept ITC was trading at 410.65. The strike last trading price was 4, which was 0.5 higher than the previous day. The implied volatity was 14.73, the open interest changed by 16 which increased total open position to 178
On 14 Sept ITC was trading at 413.75. The strike last trading price was 3.45, which was 0 lower than the previous day. The implied volatity was 14.93, the open interest changed by 11 which increased total open position to 114
