ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 405 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 0.22
Theta: -0.21
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 7.5 | -2.3 | 12.63 | 922 | 26 | 832 | |||||||||
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| 14 Sept | 413.75 | 11.85 | -0.95 | 13.46 | 316 | -33 | 857 | |||||||||
| 17 Aug | 411.45 | 20.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 405 expiring on 30SEP2025
Delta for 405 CE is 0.76
Historical price for 405 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 7.5, which was -2.3 lower than the previous day. The implied volatity was 12.63, the open interest changed by 26 which increased total open position to 832
On 14 Sept ITC was trading at 413.75. The strike last trading price was 11.85, which was -0.95 lower than the previous day. The implied volatity was 13.46, the open interest changed by -33 which decreased total open position to 857
On 17 Aug ITC was trading at 411.45. The strike last trading price was 20.1, 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 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.23
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 1.5 | 0.4 | 13.60 | 1,923 | -3 | 2,520 |
| 14 Sept | 413.75 | 1.45 | -0.05 | 14.02 | 1,911 | -180 | 2,256 |
| 17 Aug | 411.45 | 3.65 | 0.55 | 14.10 | 53 | 39 | 57 |
For Itc Ltd - strike price 405 expiring on 30SEP2025
Delta for 405 PE is -0.25
Historical price for 405 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 1.5, which was 0.4 higher than the previous day. The implied volatity was 13.60, the open interest changed by -3 which decreased total open position to 2520
On 14 Sept ITC was trading at 413.75. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 14.02, the open interest changed by -180 which decreased total open position to 2256
On 17 Aug ITC was trading at 411.45. The strike last trading price was 3.65, which was 0.55 higher than the previous day. The implied volatity was 14.10, the open interest changed by 39 which increased total open position to 57
