ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 435 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.06
Theta: -0.05
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 0.2 | -0.1 | 18.18 | 206 | 14 | 1,234 | |||||||||
| 14 Sept | 413.75 | 0.45 | -0.15 | 14.27 | 553 | 35 | 1,323 | |||||||||
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| 17 Aug | 411.45 | 2.2 | -0.3 | 13.72 | 23 | 16 | 21 | |||||||||
For Itc Ltd - strike price 435 expiring on 30SEP2025
Delta for 435 CE is 0.04
Historical price for 435 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 18.18, the open interest changed by 14 which increased total open position to 1234
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 14.27, the open interest changed by 35 which increased total open position to 1323
On 17 Aug ITC was trading at 411.45. The strike last trading price was 2.2, which was -0.3 lower than the previous day. The implied volatity was 13.72, the open interest changed by 16 which increased total open position to 21
| ITC 30SEP2025 435 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 20.15 | -0.3 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 413.75 | 19.85 | 0.5 | 14.92 | 29 | 4 | 80 |
| 17 Aug | 411.45 | 17.45 | 0 | 0.00 | 0 | 0 | 0 |
For Itc Ltd - strike price 435 expiring on 30SEP2025
Delta for 435 PE is 0.00
Historical price for 435 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 20.15, which was -0.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept ITC was trading at 413.75. The strike last trading price was 19.85, which was 0.5 higher than the previous day. The implied volatity was 14.92, the open interest changed by 4 which increased total open position to 80
On 17 Aug ITC was trading at 411.45. The strike last trading price was 17.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
