[--[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 365 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
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