ITC
Itc Ltd
Historical option data for ITC
27 Oct 2025 08:26 PM IST
| ITC 28-OCT-2025 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Oct | 420.65 | 6.6 | 3.15 | - | 2,958 | -457 | 673 | |||||||||
| 26 Oct | 416.80 | 3.75 | 0.7 | - | 5,985 | -121 | 1,130 | |||||||||
| 25 Oct | 416.80 | 3.75 | 0.7 | - | 5,985 | -121 | 1,130 | |||||||||
| 18 Oct | 412.15 | 2.25 | 0.9 | - | 13,279 | -396 | 1,604 | |||||||||
| 15 Oct | 396.80 | 0.9 | -0.25 | - | 1,659 | -8 | 2,053 | |||||||||
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| 28 Sept | 405.10 | 3.9 | 0.75 | 13.70 | 988 | 71 | 1,075 | |||||||||
| 21 Sept | 410.65 | 7 | -1.2 | 13.63 | 283 | 129 | 338 | |||||||||
| 14 Sept | 413.75 | 9.5 | -0.55 | 12.83 | 38 | -20 | 54 | |||||||||
For Itc Ltd - strike price 415 expiring on 28OCT2025
Delta for 415 CE is -
Historical price for 415 CE is as follows
On 27 Oct ITC was trading at 420.65. The strike last trading price was 6.6, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by -457 which decreased total open position to 673
On 26 Oct ITC was trading at 416.80. The strike last trading price was 3.75, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by -121 which decreased total open position to 1130
On 25 Oct ITC was trading at 416.80. The strike last trading price was 3.75, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by -121 which decreased total open position to 1130
On 18 Oct ITC was trading at 412.15. The strike last trading price was 2.25, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by -396 which decreased total open position to 1604
On 15 Oct ITC was trading at 396.80. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 2053
On 28 Sept ITC was trading at 405.10. The strike last trading price was 3.9, which was 0.75 higher than the previous day. The implied volatity was 13.70, the open interest changed by 71 which increased total open position to 1075
On 21 Sept ITC was trading at 410.65. The strike last trading price was 7, which was -1.2 lower than the previous day. The implied volatity was 13.63, the open interest changed by 129 which increased total open position to 338
On 14 Sept ITC was trading at 413.75. The strike last trading price was 9.5, which was -0.55 lower than the previous day. The implied volatity was 12.83, the open interest changed by -20 which decreased total open position to 54
| ITC 28OCT2025 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Oct | 420.65 | 0.15 | -1 | - | 4,718 | 402 | 1,229 |
| 26 Oct | 416.80 | 0.9 | -0.85 | - | 5,855 | -229 | 827 |
| 25 Oct | 416.80 | 0.9 | -0.85 | - | 5,855 | -229 | 827 |
| 18 Oct | 412.15 | 4.5 | -5.1 | - | 3,803 | 246 | 753 |
| 15 Oct | 396.80 | 17.6 | 2.8 | - | 63 | -6 | 533 |
| 28 Sept | 405.10 | 11.5 | -3 | 16.40 | 141 | 10 | 394 |
| 21 Sept | 410.65 | 8.75 | 1.7 | 15.80 | 138 | 64 | 219 |
| 14 Sept | 413.75 | 7 | 0.3 | 15.00 | 25 | 14 | 47 |
For Itc Ltd - strike price 415 expiring on 28OCT2025
Delta for 415 PE is -
Historical price for 415 PE is as follows
On 27 Oct ITC was trading at 420.65. The strike last trading price was 0.15, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 402 which increased total open position to 1229
On 26 Oct ITC was trading at 416.80. The strike last trading price was 0.9, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -229 which decreased total open position to 827
On 25 Oct ITC was trading at 416.80. The strike last trading price was 0.9, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -229 which decreased total open position to 827
On 18 Oct ITC was trading at 412.15. The strike last trading price was 4.5, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 246 which increased total open position to 753
On 15 Oct ITC was trading at 396.80. The strike last trading price was 17.6, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 533
On 28 Sept ITC was trading at 405.10. The strike last trading price was 11.5, which was -3 lower than the previous day. The implied volatity was 16.40, the open interest changed by 10 which increased total open position to 394
On 21 Sept ITC was trading at 410.65. The strike last trading price was 8.75, which was 1.7 higher than the previous day. The implied volatity was 15.80, the open interest changed by 64 which increased total open position to 219
On 14 Sept ITC was trading at 413.75. The strike last trading price was 7, which was 0.3 higher than the previous day. The implied volatity was 15.00, the open interest changed by 14 which increased total open position to 47

































































































































































































































