ITC
Itc Ltd
Historical option data for ITC
09 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 401.05 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 402.30 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Dec | 404.95 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 403.05 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 400.50 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 400.95 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 404.25 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 404.25 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 404.30 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 402.30 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 400.80 | 49 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 360 expiring on 30DEC2025
Delta for 360 CE is -
Historical price for 360 CE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 49, 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 49, 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 49, 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 49, 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 49, 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 49, 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 49, 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 49, 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 49, 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 49, 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 49, 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 360 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 |
| 9 Dec | 401.05 | 0.1 | 0.05 | 21.77 | 1 | 0 | 60 |
| 8 Dec | 402.30 | 0.05 | -0.05 | 19.76 | 15 | 8 | 63 |
| 5 Dec | 404.95 | 0.1 | -0.05 | 21.47 | 7 | 0 | 60 |
| 4 Dec | 403.05 | 0.15 | -0.05 | 21.71 | 9 | 0 | 60 |
| 3 Dec | 400.50 | 0.2 | 0 | 21.35 | 14 | -1 | 60 |
| 2 Dec | 400.95 | 0.2 | 0 | 21.41 | 6 | 0 | 59 |
| 1 Dec | 404.25 | 0.2 | 0.05 | 22.10 | 44 | 12 | 60 |
| 28 Nov | 404.25 | 0.15 | -0.05 | - | 0 | 3 | 0 |
| 27 Nov | 404.30 | 0.15 | -0.05 | 20.12 | 13 | 3 | 48 |
| 26 Nov | 402.30 | 0.2 | -0.1 | 19.91 | 2 | 0 | 43 |
| 25 Nov | 400.80 | 0.3 | -1.7 | 20.30 | 44 | 33 | 33 |
For Itc Ltd - strike price 360 expiring on 30DEC2025
Delta for 360 PE is -0.01
Historical price for 360 PE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 21.77, the open interest changed by 0 which decreased total open position to 60
On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 19.76, the open interest changed by 8 which increased total open position to 63
On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 60
On 4 Dec ITC was trading at 403.05. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 21.71, the open interest changed by 0 which decreased total open position to 60
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 21.35, the open interest changed by -1 which decreased total open position to 60
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 21.41, the open interest changed by 0 which decreased total open position to 59
On 1 Dec ITC was trading at 404.25. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 22.10, the open interest changed by 12 which increased total open position to 60
On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Nov ITC was trading at 404.30. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 20.12, the open interest changed by 3 which increased total open position to 48
On 26 Nov ITC was trading at 402.30. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 19.91, the open interest changed by 0 which decreased total open position to 43
On 25 Nov ITC was trading at 400.80. The strike last trading price was 0.3, which was -1.7 lower than the previous day. The implied volatity was 20.30, the open interest changed by 33 which increased total open position to 33































































































































































































































