[--[65.84.65.76]--]

ITC

Itc Ltd
400.1 -2.80 (-0.69%)
L: 399.85 H: 404

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Historical option data for ITC

12 Dec 2025 04:12 PM IST
ITC 30-DEC-2025 340 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 400.10 67.25 0 - 0 0 0
11 Dec 402.90 67.25 0 - 0 0 0
10 Dec 403.15 67.25 0 - 0 0 0
8 Dec 402.30 67.25 0 - 0 0 0
3 Dec 400.50 67.25 0 - 0 0 0


For Itc Ltd - strike price 340 expiring on 30DEC2025

Delta for 340 CE is -

Historical price for 340 CE is as follows

On 12 Dec ITC was trading at 400.10. The strike last trading price was 67.25, 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


On 11 Dec ITC was trading at 402.90. The strike last trading price was 67.25, 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


On 10 Dec ITC was trading at 403.15. The strike last trading price was 67.25, 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


On 8 Dec ITC was trading at 402.30. The strike last trading price was 67.25, 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


On 3 Dec ITC was trading at 400.50. The strike last trading price was 67.25, 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


ITC 30DEC2025 340 PE
Delta: -0.01
Vega: 0.03
Theta: -0.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 400.10 0.15 0.05 35.04 2 0 1
11 Dec 402.90 0.1 0 - 0 0 1
10 Dec 403.15 0.1 0 - 0 0 1
8 Dec 402.30 0.1 0 - 0 0 1
3 Dec 400.50 0.1 0 27.36 1 0 1


For Itc Ltd - strike price 340 expiring on 30DEC2025

Delta for 340 PE is -0.01

Historical price for 340 PE is as follows

On 12 Dec ITC was trading at 400.10. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 35.04, the open interest changed by 0 which decreased total open position to 1


On 11 Dec ITC was trading at 402.90. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec ITC was trading at 403.15. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 27.36, the open interest changed by 0 which decreased total open position to 1