ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.09
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 0.35 | -0.15 | 16.98 | 942 | -97 | 3,179 | |||||||||
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| 14 Sept | 413.75 | 0.75 | -0.2 | 13.22 | 2,039 | 62 | 3,248 | |||||||||
| 17 Aug | 411.45 | 2.6 | -0.95 | 12.29 | 264 | 84 | 379 | |||||||||
For Itc Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.07
Historical price for 430 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 16.98, the open interest changed by -97 which decreased total open position to 3179
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 13.22, the open interest changed by 62 which increased total open position to 3248
On 17 Aug ITC was trading at 411.45. The strike last trading price was 2.6, which was -0.95 lower than the previous day. The implied volatity was 12.29, the open interest changed by 84 which increased total open position to 379
| ITC 30SEP2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.09
Theta: 0.04
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 19.05 | 2.5 | 16.91 | 88 | 1 | 403 |
| 14 Sept | 413.75 | 15.3 | 0.55 | 14.29 | 214 | 3 | 397 |
| 17 Aug | 411.45 | 17.25 | 2.1 | 15.56 | 24 | 21 | 98 |
For Itc Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.93
Historical price for 430 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 19.05, which was 2.5 higher than the previous day. The implied volatity was 16.91, the open interest changed by 1 which increased total open position to 403
On 14 Sept ITC was trading at 413.75. The strike last trading price was 15.3, which was 0.55 higher than the previous day. The implied volatity was 14.29, the open interest changed by 3 which increased total open position to 397
On 17 Aug ITC was trading at 411.45. The strike last trading price was 17.25, which was 2.1 higher than the previous day. The implied volatity was 15.56, the open interest changed by 21 which increased total open position to 98
