ITC
Itc Ltd
Historical option data for ITC
12 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 400.10 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Dec | 402.90 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 403.15 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 402.30 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 400.50 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 345 expiring on 30DEC2025
Delta for 345 CE is -
Historical price for 345 CE is as follows
On 12 Dec ITC was trading at 400.10. The strike last trading price was 62.55, 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 62.55, 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 62.55, 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 62.55, 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 62.55, 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 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 400.10 | 0.05 | 0 | 28.13 | 1 | 0 | 3 |
| 11 Dec | 402.90 | 0.05 | 0 | - | 0 | 0 | 3 |
| 10 Dec | 403.15 | 0.05 | 0 | - | 0 | 0 | 3 |
| 8 Dec | 402.30 | 0.05 | 0 | 26.01 | 2 | 1 | 2 |
| 3 Dec | 400.50 | 0.75 | 0 | 16.45 | 0 | 0 | 0 |
For Itc Ltd - strike price 345 expiring on 30DEC2025
Delta for 345 PE is -0.01
Historical price for 345 PE is as follows
On 12 Dec ITC was trading at 400.10. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 3
On 11 Dec ITC was trading at 402.90. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec ITC was trading at 403.15. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 26.01, the open interest changed by 1 which increased total open position to 2
On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 16.45, the open interest changed by 0 which decreased total open position to 0































































































































































































































