[--[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 350 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 400.10 57.95 0 - 0 0 0
11 Dec 402.90 57.95 0 - 0 0 0
10 Dec 403.15 57.95 0 - 0 0 0
9 Dec 401.05 57.95 0 - 0 0 0
8 Dec 402.30 57.95 0 - 0 0 0
5 Dec 404.95 57.95 0 - 0 0 0
4 Dec 403.05 57.95 0 - 0 0 0
3 Dec 400.50 57.95 0 - 0 0 0
2 Dec 400.95 57.95 0 - 0 0 0
1 Dec 404.25 57.95 0 - 0 0 0
28 Nov 404.25 57.95 0 - 0 0 0
27 Nov 404.30 57.95 0 - 0 0 0
26 Nov 402.30 57.95 0 - 0 0 0
25 Nov 400.80 57.95 0 - 0 0 0


For Itc Ltd - strike price 350 expiring on 30DEC2025

Delta for 350 CE is -

Historical price for 350 CE is as follows

On 12 Dec ITC was trading at 400.10. The strike last trading price was 57.95, 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 57.95, 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 57.95, 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 9 Dec ITC was trading at 401.05. The strike last trading price was 57.95, 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 57.95, 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 5 Dec ITC was trading at 404.95. The strike last trading price was 57.95, 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 4 Dec ITC was trading at 403.05. The strike last trading price was 57.95, 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 57.95, 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 2 Dec ITC was trading at 400.95. The strike last trading price was 57.95, 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 1 Dec ITC was trading at 404.25. The strike last trading price was 57.95, 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 28 Nov ITC was trading at 404.25. The strike last trading price was 57.95, 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 27 Nov ITC was trading at 404.30. The strike last trading price was 57.95, 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 26 Nov ITC was trading at 402.30. The strike last trading price was 57.95, 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 25 Nov ITC was trading at 400.80. The strike last trading price was 57.95, 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 350 PE
Delta: -0.01
Vega: 0.03
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 400.10 0.1 0 28.12 12 -9 49
11 Dec 402.90 0.1 0 - 0 0 58
10 Dec 403.15 0.1 0 - 0 0 58
9 Dec 401.05 0.1 0 26.22 6 3 58
8 Dec 402.30 0.1 -0.05 26.05 13 4 60
5 Dec 404.95 0.15 0.05 27.12 1 0 56
4 Dec 403.05 0.1 -0.1 24.62 7 1 54
3 Dec 400.50 0.2 0 25.74 4 1 50
2 Dec 400.95 0.2 0 25.48 15 3 50
1 Dec 404.25 0.2 0.1 26.30 40 5 48
28 Nov 404.25 0.1 0 22.70 10 9 42
27 Nov 404.30 0.1 0 22.67 9 5 31
26 Nov 402.30 0.1 -0.05 21.59 16 11 23
25 Nov 400.80 0.15 -0.95 21.88 15 11 11


For Itc Ltd - strike price 350 expiring on 30DEC2025

Delta for 350 PE is -0.01

Historical price for 350 PE is as follows

On 12 Dec ITC was trading at 400.10. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 28.12, the open interest changed by -9 which decreased total open position to 49


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 58


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 58


On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 26.22, the open interest changed by 3 which increased total open position to 58


On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 26.05, the open interest changed by 4 which increased total open position to 60


On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 56


On 4 Dec ITC was trading at 403.05. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 24.62, the open interest changed by 1 which increased total open position to 54


On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 25.74, the open interest changed by 1 which increased total open position to 50


On 2 Dec ITC was trading at 400.95. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 25.48, the open interest changed by 3 which increased total open position to 50


On 1 Dec ITC was trading at 404.25. The strike last trading price was 0.2, which was 0.1 higher than the previous day. The implied volatity was 26.30, the open interest changed by 5 which increased total open position to 48


On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 22.70, the open interest changed by 9 which increased total open position to 42


On 27 Nov ITC was trading at 404.30. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 22.67, the open interest changed by 5 which increased total open position to 31


On 26 Nov ITC was trading at 402.30. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 21.59, the open interest changed by 11 which increased total open position to 23


On 25 Nov ITC was trading at 400.80. The strike last trading price was 0.15, which was -0.95 lower than the previous day. The implied volatity was 21.88, the open interest changed by 11 which increased total open position to 11