ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.28
Theta: -0.21
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 4 | -1.95 | 11.81 | 5,776 | 604 | 5,297 | |||||||||
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| 14 Sept | 413.75 | 7.95 | -0.7 | 12.77 | 1,895 | -185 | 4,594 | |||||||||
| 17 Aug | 411.45 | 10.4 | -2.4 | 11.15 | 57 | 34 | 65 | |||||||||
For Itc Ltd - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.56
Historical price for 410 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 4, which was -1.95 lower than the previous day. The implied volatity was 11.81, the open interest changed by 604 which increased total open position to 5297
On 14 Sept ITC was trading at 413.75. The strike last trading price was 7.95, which was -0.7 lower than the previous day. The implied volatity was 12.77, the open interest changed by -185 which decreased total open position to 4594
On 17 Aug ITC was trading at 411.45. The strike last trading price was 10.4, which was -2.4 lower than the previous day. The implied volatity was 11.15, the open interest changed by 34 which increased total open position to 65
| ITC 30SEP2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.28
Theta: -0.11
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 2.95 | 0.8 | 12.46 | 5,339 | -179 | 2,976 |
| 14 Sept | 413.75 | 2.55 | 0 | 13.28 | 2,966 | 0 | 2,501 |
| 17 Aug | 411.45 | 5.8 | 1.3 | 14.97 | 166 | 93 | 437 |
For Itc Ltd - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.44
Historical price for 410 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 2.95, which was 0.8 higher than the previous day. The implied volatity was 12.46, the open interest changed by -179 which decreased total open position to 2976
On 14 Sept ITC was trading at 413.75. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 13.28, the open interest changed by 0 which decreased total open position to 2501
On 17 Aug ITC was trading at 411.45. The strike last trading price was 5.8, which was 1.3 higher than the previous day. The implied volatity was 14.97, the open interest changed by 93 which increased total open position to 437
