ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.03
Theta: -0.04
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 | 29.04 | 62 | -28 | 500 | |||||||||
| 14 Sept | 413.75 | 0.15 | 0 | 21.99 | 31 | -9 | 608 | |||||||||
| 17 Aug | 411.45 | 0.5 | -0.1 | 16.45 | 28 | 3 | 97 | |||||||||
For Itc Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.01
Historical price for 460 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 29.04, the open interest changed by -28 which decreased total open position to 500
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 21.99, the open interest changed by -9 which decreased total open position to 608
On 17 Aug ITC was trading at 411.45. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 16.45, the open interest changed by 3 which increased total open position to 97
| ITC 30SEP2025 460 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 | 43.1 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 413.75 | 43.1 | 0 | - | 1 | 0 | 24 |
| 17 Aug | 411.45 | 39.85 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 PE is 0.00
Historical price for 460 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 43.1, 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 43.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 17 Aug ITC was trading at 411.45. The strike last trading price was 39.85, 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
