ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 410.65 | 0.05 | 0 | 35.25 | 4 | 2 | 146 | |||||||||
| 14 Sept | 413.75 | 0.05 | 0 | 25.78 | 11 | -9 | 152 | |||||||||
For Itc Ltd - strike price 480 expiring on 30SEP2025
Delta for 480 CE is 0.01
Historical price for 480 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 35.25, the open interest changed by 2 which increased total open position to 146
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 25.78, the open interest changed by -9 which decreased total open position to 152
| ITC 30SEP2025 480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 68.1 | 2.8 | - | 4 | 0 | 132 |
| 14 Sept | 413.75 | 64.45 | 0.85 | 37.18 | 2 | 2 | 131 |
For Itc Ltd - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -
Historical price for 480 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 68.1, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 14 Sept ITC was trading at 413.75. The strike last trading price was 64.45, which was 0.85 higher than the previous day. The implied volatity was 37.18, the open interest changed by 2 which increased total open position to 131
