ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 455 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.03
Theta: -0.03
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 410.65 | 0.1 | 0 | 26.60 | 3 | -2 | 136 | |||||||||
| 14 Sept | 413.75 | 0.15 | 0 | 19.96 | 18 | -10 | 150 | |||||||||
| 17 Aug | 411.45 | 2.85 | 0 | 7.08 | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 455 expiring on 30SEP2025
Delta for 455 CE is 0.02
Historical price for 455 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 26.60, the open interest changed by -2 which decreased total open position to 136
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 19.96, the open interest changed by -10 which decreased total open position to 150
On 17 Aug ITC was trading at 411.45. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 7.08, the open interest changed by 0 which decreased total open position to 0
| ITC 30SEP2025 455 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 39.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 413.75 | 39.55 | 1.95 | 25.54 | 11 | -2 | 23 |
| 17 Aug | 411.45 | 41.25 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 455 expiring on 30SEP2025
Delta for 455 PE is 0.00
Historical price for 455 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 39.55, 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 39.55, which was 1.95 higher than the previous day. The implied volatity was 25.54, the open interest changed by -2 which decreased total open position to 23
On 17 Aug ITC was trading at 411.45. The strike last trading price was 41.25, 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
