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