ITC
Itc Ltd
Historical option data for ITC
09 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 401.05 | 32.5 | -2.3 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 402.30 | 32.5 | -2.3 | - | 1 | 0 | 4 | |||||||||
| 5 Dec | 404.95 | 34.8 | 2.1 | - | 0 | 1 | 0 | |||||||||
| 4 Dec | 403.05 | 34.8 | 2.1 | 2795470.00 | 2 | 0 | 3 | |||||||||
| 3 Dec | 400.50 | 32.7 | -0.15 | - | 1 | 0 | 2 | |||||||||
| 2 Dec | 400.95 | 32.85 | 0.85 | - | 5 | -3 | 0 | |||||||||
| 1 Dec | 404.25 | 32 | -8.6 | - | 3 | 0 | 0 | |||||||||
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| 28 Nov | 404.25 | 40.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 404.30 | 40.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 402.30 | 40.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 400.80 | 40.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 403.55 | 40.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 407.85 | 40.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 405.45 | 40.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 403.55 | 40.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 370 expiring on 30DEC2025
Delta for 370 CE is -
Historical price for 370 CE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 32.5, which was -2.3 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 32.5, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec ITC was trading at 404.95. The strike last trading price was 34.8, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec ITC was trading at 403.05. The strike last trading price was 34.8, which was 2.1 higher than the previous day. The implied volatity was 2795470.00, the open interest changed by 0 which decreased total open position to 3
On 3 Dec ITC was trading at 400.50. The strike last trading price was 32.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Dec ITC was trading at 400.95. The strike last trading price was 32.85, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 1 Dec ITC was trading at 404.25. The strike last trading price was 32, which was -8.6 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 40.6, 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 40.6, 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 40.6, 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 40.6, 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 24 Nov ITC was trading at 403.55. The strike last trading price was 40.6, 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 21 Nov ITC was trading at 407.85. The strike last trading price was 40.6, 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 20 Nov ITC was trading at 405.45. The strike last trading price was 40.6, 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 19 Nov ITC was trading at 403.55. The strike last trading price was 40.6, 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 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.06
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 401.05 | 0.2 | 0.05 | 19.15 | 22 | 0 | 355 |
| 8 Dec | 402.30 | 0.15 | 0 | 18.19 | 127 | -5 | 355 |
| 5 Dec | 404.95 | 0.1 | -0.05 | 17.28 | 53 | -7 | 360 |
| 4 Dec | 403.05 | 0.15 | -0.15 | 17.42 | 169 | 0 | 363 |
| 3 Dec | 400.50 | 0.3 | -0.05 | 18.20 | 142 | 3 | 363 |
| 2 Dec | 400.95 | 0.35 | 0.1 | 18.87 | 88 | 42 | 360 |
| 1 Dec | 404.25 | 0.25 | 0.1 | 18.39 | 308 | 135 | 316 |
| 28 Nov | 404.25 | 0.15 | 0 | 16.32 | 96 | 10 | 181 |
| 27 Nov | 404.30 | 0.15 | -0.05 | 16.33 | 64 | 30 | 169 |
| 26 Nov | 402.30 | 0.2 | -0.2 | 16.03 | 101 | 44 | 134 |
| 25 Nov | 400.80 | 0.4 | 0.1 | 17.13 | 71 | 33 | 92 |
| 24 Nov | 403.55 | 0.3 | 0 | 17.19 | 51 | 25 | 54 |
| 21 Nov | 407.85 | 0.3 | -0.1 | 18.08 | 19 | 13 | 29 |
| 20 Nov | 405.45 | 0.4 | -0.05 | 18.05 | 17 | 10 | 13 |
| 19 Nov | 403.55 | 0.45 | -3 | 17.62 | 4 | 3 | 3 |
For Itc Ltd - strike price 370 expiring on 30DEC2025
Delta for 370 PE is -0.03
Historical price for 370 PE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 19.15, the open interest changed by 0 which decreased total open position to 355
On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 18.19, the open interest changed by -5 which decreased total open position to 355
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 17.28, the open interest changed by -7 which decreased total open position to 360
On 4 Dec ITC was trading at 403.05. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 17.42, the open interest changed by 0 which decreased total open position to 363
On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 18.20, the open interest changed by 3 which increased total open position to 363
On 2 Dec ITC was trading at 400.95. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 18.87, the open interest changed by 42 which increased total open position to 360
On 1 Dec ITC was trading at 404.25. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 18.39, the open interest changed by 135 which increased total open position to 316
On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 16.32, the open interest changed by 10 which increased total open position to 181
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 16.33, the open interest changed by 30 which increased total open position to 169
On 26 Nov ITC was trading at 402.30. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 16.03, the open interest changed by 44 which increased total open position to 134
On 25 Nov ITC was trading at 400.80. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 17.13, the open interest changed by 33 which increased total open position to 92
On 24 Nov ITC was trading at 403.55. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 17.19, the open interest changed by 25 which increased total open position to 54
On 21 Nov ITC was trading at 407.85. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 18.08, the open interest changed by 13 which increased total open position to 29
On 20 Nov ITC was trading at 405.45. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 18.05, the open interest changed by 10 which increased total open position to 13
On 19 Nov ITC was trading at 403.55. The strike last trading price was 0.45, which was -3 lower than the previous day. The implied volatity was 17.62, the open interest changed by 3 which increased total open position to 3































































































































































































































