ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 425 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.13
Theta: -0.10
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 0.55 | -0.25 | 15.13 | 2,313 | 14 | 4,169 | |||||||||
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| 14 Sept | 413.75 | 1.45 | -0.3 | 12.76 | 2,689 | 54 | 3,184 | |||||||||
| 17 Aug | 411.45 | 3.85 | -1.45 | 12.09 | 52 | 29 | 135 | |||||||||
For Itc Ltd - strike price 425 expiring on 30SEP2025
Delta for 425 CE is 0.11
Historical price for 425 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 15.13, the open interest changed by 14 which increased total open position to 4169
On 14 Sept ITC was trading at 413.75. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 12.76, the open interest changed by 54 which increased total open position to 3184
On 17 Aug ITC was trading at 411.45. The strike last trading price was 3.85, which was -1.45 lower than the previous day. The implied volatity was 12.09, the open interest changed by 29 which increased total open position to 135
| ITC 30SEP2025 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.13
Theta: 0.01
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 14.3 | 2.25 | 15.35 | 130 | 18 | 387 |
| 14 Sept | 413.75 | 10.95 | 0.45 | 13.27 | 318 | -6 | 361 |
| 17 Aug | 411.45 | 14 | 2.1 | 15.79 | 6 | 6 | 26 |
For Itc Ltd - strike price 425 expiring on 30SEP2025
Delta for 425 PE is -0.89
Historical price for 425 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 14.3, which was 2.25 higher than the previous day. The implied volatity was 15.35, the open interest changed by 18 which increased total open position to 387
On 14 Sept ITC was trading at 413.75. The strike last trading price was 10.95, which was 0.45 higher than the previous day. The implied volatity was 13.27, the open interest changed by -6 which decreased total open position to 361
On 17 Aug ITC was trading at 411.45. The strike last trading price was 14, which was 2.1 higher than the previous day. The implied volatity was 15.79, the open interest changed by 6 which increased total open position to 26
