ITC 27 Feb 2025 Put 445ITC 27 Feb 2025 Put 445ITC 27 Feb 2025 Put 445

ITC 27 Feb 2025 Put 445

No trades
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Expected P&L on expiry



Greeks



Key terms


Underlying price
Strike
445.00
Volume
Point value
1600INR
Lot size
1600
Implied volatility
35.46%
Expiration date
Feb 27, 2025
Time to expiration
6 days

Pricing model


Delta
−0.98
Gamma
0.0027
Rho
−0.09
Theta
−0.07
Vega
0.031
Theor price
43.16INR

About ITC250227P445


Underlying
Option style
European
Sector
Consumer Non-Durables
Industry
Tobacco
ITC Ltd. is a holding company, which engages in the manufacture and trade of consumer products. It operates through the following segments: Fast Moving Consumer Goods (FMCG) Cigarettes; FMCG Others; Hotels; Paperboards, Paper and Packaging, and Agri Business. The FMCG Cigarettes segment markets and sells tobacco and cigars. The FMCG Others segment distributes packaged foods, clothes, school and office supplies, safety matched, agarbattis, and personal care products. The Hotels segment manages and operates hotel and restaurant chains. The Paperboards, Paper and Packaging segment produces and supplies specialty boards, graphic boards, and printing papers. The Agri Business segment exports feed ingredients, food grains, processed fruits, coffee, and seafood. The company was founded on August 24, 1910 and is headquartered in Kolkata, India.