ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.05
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 0.15 | -0.1 | 20.14 | 152 | -55 | 956 | |||||||||
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| 14 Sept | 413.75 | 0.35 | -0.05 | 15.90 | 609 | -36 | 995 | |||||||||
| 17 Aug | 411.45 | 1.3 | -0.45 | 13.34 | 88 | 6 | 352 | |||||||||
For Itc Ltd - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.03
Historical price for 440 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 20.14, the open interest changed by -55 which decreased total open position to 956
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 15.90, the open interest changed by -36 which decreased total open position to 995
On 17 Aug ITC was trading at 411.45. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 13.34, the open interest changed by 6 which increased total open position to 352
| ITC 30SEP2025 440 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 | 27.25 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 413.75 | 25.05 | 0.75 | 19.23 | 24 | -1 | 200 |
| 17 Aug | 411.45 | 26.1 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 440 expiring on 30SEP2025
Delta for 440 PE is 0.00
Historical price for 440 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 27.25, 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
On 14 Sept ITC was trading at 413.75. The strike last trading price was 25.05, which was 0.75 higher than the previous day. The implied volatity was 19.23, the open interest changed by -1 which decreased total open position to 200
On 17 Aug ITC was trading at 411.45. The strike last trading price was 26.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
