ITC
Itc Ltd
Historical option data for ITC
17 Aug 2025 12:57 AM IST
| ITC 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.58
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 411.45 | 5.5 | -1.65 | 11.79 | 249 | 95 | 400 | |||||||||
For Itc Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.44
Historical price for 420 CE is as follows
On 17 Aug ITC was trading at 411.45. The strike last trading price was 5.5, which was -1.65 lower than the previous day. The implied volatity was 11.79, the open interest changed by 95 which increased total open position to 400
| ITC 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.59
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 411.45 | 10.9 | 2.05 | 15.60 | 52 | 25 | 148 |
For Itc Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.54
Historical price for 420 PE is as follows
On 17 Aug ITC was trading at 411.45. The strike last trading price was 10.9, which was 2.05 higher than the previous day. The implied volatity was 15.60, the open interest changed by 25 which increased total open position to 148
