ITC
Itc Ltd
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































































































































































































































