ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.03
Theta: -0.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
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| 21 Sept | 410.65 | 0.1 | -0.05 | 24.10 | 110 | -88 | 1,135 | |||||||||
| 14 Sept | 413.75 | 0.2 | 0 | 18.75 | 140 | -35 | 1,190 | |||||||||
| 17 Aug | 411.45 | 0.75 | -0.15 | 14.78 | 47 | -5 | 266 | |||||||||
For Itc Ltd - strike price 450 expiring on 30SEP2025
Delta for 450 CE is 0.02
Historical price for 450 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 24.10, the open interest changed by -88 which decreased total open position to 1135
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 18.75, the open interest changed by -35 which decreased total open position to 1190
On 17 Aug ITC was trading at 411.45. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 14.78, the open interest changed by -5 which decreased total open position to 266
| ITC 30SEP2025 450 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 | 37.1 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 413.75 | 34.45 | 0.7 | 19.08 | 6 | -2 | 446 |
| 17 Aug | 411.45 | 35.4 | 2.4 | 21.04 | 10 | 0 | 9 |
For Itc Ltd - strike price 450 expiring on 30SEP2025
Delta for 450 PE is 0.00
Historical price for 450 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 37.1, 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 34.45, which was 0.7 higher than the previous day. The implied volatity was 19.08, the open interest changed by -2 which decreased total open position to 446
On 17 Aug ITC was trading at 411.45. The strike last trading price was 35.4, which was 2.4 higher than the previous day. The implied volatity was 21.04, the open interest changed by 0 which decreased total open position to 9
