ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 28OCT2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.52
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 9.45 | -1.65 | 13.27 | 347 | 166 | 519 | |||||||||
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| 14 Sept | 413.75 | 12.8 | -0.6 | 12.94 | 25 | 2 | 147 | |||||||||
For Itc Ltd - strike price 410 expiring on 28OCT2025
Delta for 410 CE is 0.61
Historical price for 410 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 9.45, which was -1.65 lower than the previous day. The implied volatity was 13.27, the open interest changed by 166 which increased total open position to 519
On 14 Sept ITC was trading at 413.75. The strike last trading price was 12.8, which was -0.6 lower than the previous day. The implied volatity was 12.94, the open interest changed by 2 which increased total open position to 147
| ITC 28OCT2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.52
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 6.1 | 1.1 | 15.22 | 321 | 62 | 708 |
| 14 Sept | 413.75 | 5 | 0.2 | 15.10 | 176 | 17 | 391 |
For Itc Ltd - strike price 410 expiring on 28OCT2025
Delta for 410 PE is -0.41
Historical price for 410 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 6.1, which was 1.1 higher than the previous day. The implied volatity was 15.22, the open interest changed by 62 which increased total open position to 708
On 14 Sept ITC was trading at 413.75. The strike last trading price was 5, which was 0.2 higher than the previous day. The implied volatity was 15.10, the open interest changed by 17 which increased total open position to 391
