[--[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 345 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 400.10 62.55 0 - 0 0 0
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
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