ITC
Itc Ltd
Historical option data for ITC
12 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 350 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 | 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 | |||||||||
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| 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
|
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| 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































































































































































































































