ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 445 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.05
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 410.65 | 0.2 | 0 | 24.01 | 39 | -12 | 265 | |||||||||
| 14 Sept | 413.75 | 0.25 | -0.05 | 17.21 | 57 | -31 | 319 | |||||||||
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| 17 Aug | 411.45 | 4.5 | 0 | 5.41 | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 445 expiring on 30SEP2025
Delta for 445 CE is 0.03
Historical price for 445 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 24.01, the open interest changed by -12 which decreased total open position to 265
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 17.21, the open interest changed by -31 which decreased total open position to 319
On 17 Aug ITC was trading at 411.45. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
| ITC 30SEP2025 445 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 | 30.9 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 413.75 | 37.95 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 411.45 | 33.05 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 445 expiring on 30SEP2025
Delta for 445 PE is 0.00
Historical price for 445 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 30.9, 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 37.95, 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 17 Aug ITC was trading at 411.45. The strike last trading price was 33.05, 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
