ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.26
Theta: -0.18
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 1.95 | -1.25 | 12.31 | 6,087 | 594 | 3,532 | |||||||||
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| 14 Sept | 413.75 | 4.9 | -0.6 | 12.56 | 4,069 | -7 | 1,750 | |||||||||
| 17 Aug | 411.45 | 7.8 | -6.8 | 11.71 | 19 | 18 | 14 | |||||||||
For Itc Ltd - strike price 415 expiring on 30SEP2025
Delta for 415 CE is 0.34
Historical price for 415 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 1.95, which was -1.25 lower than the previous day. The implied volatity was 12.31, the open interest changed by 594 which increased total open position to 3532
On 14 Sept ITC was trading at 413.75. The strike last trading price was 4.9, which was -0.6 lower than the previous day. The implied volatity was 12.56, the open interest changed by -7 which decreased total open position to 1750
On 17 Aug ITC was trading at 411.45. The strike last trading price was 7.8, which was -6.8 lower than the previous day. The implied volatity was 11.71, the open interest changed by 18 which increased total open position to 14
| ITC 30SEP2025 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.26
Theta: -0.08
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 5.9 | 1.35 | 13.07 | 2,039 | -102 | 1,792 |
| 14 Sept | 413.75 | 4.45 | 0.15 | 12.95 | 4,112 | -152 | 1,588 |
| 17 Aug | 411.45 | 8.1 | 1.65 | 15.23 | 45 | 36 | 332 |
For Itc Ltd - strike price 415 expiring on 30SEP2025
Delta for 415 PE is -0.65
Historical price for 415 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 5.9, which was 1.35 higher than the previous day. The implied volatity was 13.07, the open interest changed by -102 which decreased total open position to 1792
On 14 Sept ITC was trading at 413.75. The strike last trading price was 4.45, which was 0.15 higher than the previous day. The implied volatity was 12.95, the open interest changed by -152 which decreased total open position to 1588
On 17 Aug ITC was trading at 411.45. The strike last trading price was 8.1, which was 1.65 higher than the previous day. The implied volatity was 15.23, the open interest changed by 36 which increased total open position to 332
