ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 0.20
Theta: -0.15
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 1.05 | -0.6 | 13.88 | 3,552 | 335 | 5,780 | |||||||||
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| 14 Sept | 413.75 | 2.8 | -0.4 | 12.68 | 4,533 | 136 | 4,554 | |||||||||
| 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 0.19
Historical price for 420 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 1.05, which was -0.6 lower than the previous day. The implied volatity was 13.88, the open interest changed by 335 which increased total open position to 5780
On 14 Sept ITC was trading at 413.75. The strike last trading price was 2.8, which was -0.4 lower than the previous day. The implied volatity was 12.68, the open interest changed by 136 which increased total open position to 4554
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: -0.78
Vega: 0.21
Theta: -0.05
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 10.05 | 2.15 | 15.19 | 405 | -68 | 1,433 |
| 14 Sept | 413.75 | 7.4 | 0.45 | 13.30 | 1,086 | -54 | 1,350 |
| 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 -0.78
Historical price for 420 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 10.05, which was 2.15 higher than the previous day. The implied volatity was 15.19, the open interest changed by -68 which decreased total open position to 1433
On 14 Sept ITC was trading at 413.75. The strike last trading price was 7.4, which was 0.45 higher than the previous day. The implied volatity was 13.30, the open interest changed by -54 which decreased total open position to 1350
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
