ITC
Itc Ltd
Historical option data for ITC
09 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 401.05 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 402.30 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 404.95 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 403.05 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 400.50 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 400.95 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 404.25 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 28 Nov | 404.25 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 404.30 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 402.30 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 400.80 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 365 expiring on 30DEC2025
Delta for 365 CE is -
Historical price for 365 CE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 44.75, 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 44.75, 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 44.75, 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 44.75, 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 44.75, 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 44.75, 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 44.75, 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 44.75, 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 44.75, 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 44.75, 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 44.75, 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 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.05
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 401.05 | 0.15 | 0.05 | 20.50 | 10 | 2 | 8 |
| 8 Dec | 402.30 | 0.1 | 0 | 19.35 | 25 | -7 | 11 |
| 5 Dec | 404.95 | 0.1 | -0.05 | 19.35 | 2 | 0 | 18 |
| 4 Dec | 403.05 | 0.15 | -0.05 | 19.56 | 3 | 1 | 19 |
| 3 Dec | 400.50 | 0.2 | -0.05 | 19.16 | 19 | 15 | 20 |
| 2 Dec | 400.95 | 0.25 | 0.1 | 19.95 | 8 | 1 | 3 |
| 1 Dec | 404.25 | 0.15 | -2.5 | 19.01 | 2 | 1 | 1 |
| 28 Nov | 404.25 | 2.65 | 0 | 10.26 | 0 | 0 | 0 |
| 27 Nov | 404.30 | 2.65 | 0 | 10.42 | 0 | 0 | 0 |
| 26 Nov | 402.30 | 2.65 | 0 | 9.68 | 0 | 0 | 0 |
| 25 Nov | 400.80 | 2.65 | 0 | 9.24 | 0 | 0 | 0 |
For Itc Ltd - strike price 365 expiring on 30DEC2025
Delta for 365 PE is -0.02
Historical price for 365 PE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 20.50, the open interest changed by 2 which increased total open position to 8
On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 19.35, the open interest changed by -7 which decreased total open position to 11
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 19.35, the open interest changed by 0 which decreased total open position to 18
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 19.56, the open interest changed by 1 which increased total open position to 19
On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 19.16, the open interest changed by 15 which increased total open position to 20
On 2 Dec ITC was trading at 400.95. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 19.95, the open interest changed by 1 which increased total open position to 3
On 1 Dec ITC was trading at 404.25. The strike last trading price was 0.15, which was -2.5 lower than the previous day. The implied volatity was 19.01, the open interest changed by 1 which increased total open position to 1
On 28 Nov ITC was trading at 404.25. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 10.26, 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 2.65, which was 0 lower than the previous day. The implied volatity was 10.42, 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 2.65, which was 0 lower than the previous day. The implied volatity was 9.68, 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 2.65, which was 0 lower than the previous day. The implied volatity was 9.24, the open interest changed by 0 which decreased total open position to 0































































































































































































































