[--[65.84.65.76]--]

ITC

Itc Ltd
401.05 -1.25 (-0.31%)
L: 400 H: 404.5

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Historical option data for ITC

09 Dec 2025 04:12 PM IST
ITC 30-DEC-2025 360 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
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