[--[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 375 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 30.95 0 - 0 0 0
8 Dec 402.30 30.95 0 - 0 0 5
5 Dec 404.95 30.95 0 - 0 0 0
4 Dec 403.05 30.95 0 - 0 0 0
3 Dec 400.50 30.95 0 - 0 0 0
2 Dec 400.95 30.95 0 - 0 0 0
1 Dec 404.25 30.95 0 - 0 1 0
28 Nov 404.25 30.95 0 - 1 0 4
27 Nov 404.30 30.95 -2.55 - 0 1 0
26 Nov 402.30 30.95 -2.55 - 2 1 4
25 Nov 400.80 33.5 -3.15 - 0 0 0
24 Nov 403.55 33.5 -3.15 - 0 0 0
21 Nov 407.85 33.5 -3.15 - 0 0 0
20 Nov 405.45 33.5 -3.15 - 0 3 0
19 Nov 403.55 33.5 -3.15 16.72 3 0 0
18 Nov 405.85 36.65 0 - 0 0 0


For Itc Ltd - strike price 375 expiring on 30DEC2025

Delta for 375 CE is -

Historical price for 375 CE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 30.95, 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 30.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec ITC was trading at 404.95. The strike last trading price was 30.95, 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 30.95, 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 30.95, 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 30.95, 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 30.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Nov ITC was trading at 404.25. The strike last trading price was 30.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 27 Nov ITC was trading at 404.30. The strike last trading price was 30.95, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 26 Nov ITC was trading at 402.30. The strike last trading price was 30.95, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 25 Nov ITC was trading at 400.80. The strike last trading price was 33.5, which was -3.15 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 33.5, which was -3.15 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 33.5, which was -3.15 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 33.5, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 19 Nov ITC was trading at 403.55. The strike last trading price was 33.5, which was -3.15 lower than the previous day. The implied volatity was 16.72, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ITC was trading at 405.85. The strike last trading price was 36.65, 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 375 PE
Delta: -0.03
Vega: 0.07
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 0.2 0 16.65 121 1 1,273
8 Dec 402.30 0.2 0 16.65 210 -12 1,272
5 Dec 404.95 0.2 0 16.95 94 -46 1,285
4 Dec 403.05 0.2 -0.2 16.02 178 -6 1,331
3 Dec 400.50 0.4 -0.05 16.82 124 45 1,337
2 Dec 400.95 0.45 0.1 17.42 259 53 1,293
1 Dec 404.25 0.35 0.15 17.28 414 128 1,240
28 Nov 404.25 0.2 0 15.09 32 -2 1,112
27 Nov 404.30 0.2 -0.1 15.13 95 70 1,114
26 Nov 402.30 0.3 -0.3 15.15 1,035 982 1,026
25 Nov 400.80 0.65 0.2 16.70 31 5 41
24 Nov 403.55 0.4 0.15 16.21 20 2 34
21 Nov 407.85 0.25 -0.2 15.68 8 2 32
20 Nov 405.45 0.45 -0.1 16.49 16 4 30
19 Nov 403.55 0.55 -0.05 16.33 27 18 20
18 Nov 405.85 0.6 -3.85 17.22 2 1 1


For Itc Ltd - strike price 375 expiring on 30DEC2025

Delta for 375 PE is -0.03

Historical price for 375 PE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 16.65, the open interest changed by 1 which increased total open position to 1273


On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 16.65, the open interest changed by -12 which decreased total open position to 1272


On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 16.95, the open interest changed by -46 which decreased total open position to 1285


On 4 Dec ITC was trading at 403.05. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 16.02, the open interest changed by -6 which decreased total open position to 1331


On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 16.82, the open interest changed by 45 which increased total open position to 1337


On 2 Dec ITC was trading at 400.95. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 17.42, the open interest changed by 53 which increased total open position to 1293


On 1 Dec ITC was trading at 404.25. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 17.28, the open interest changed by 128 which increased total open position to 1240


On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 15.09, the open interest changed by -2 which decreased total open position to 1112


On 27 Nov ITC was trading at 404.30. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 15.13, the open interest changed by 70 which increased total open position to 1114


On 26 Nov ITC was trading at 402.30. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 15.15, the open interest changed by 982 which increased total open position to 1026


On 25 Nov ITC was trading at 400.80. The strike last trading price was 0.65, which was 0.2 higher than the previous day. The implied volatity was 16.70, the open interest changed by 5 which increased total open position to 41


On 24 Nov ITC was trading at 403.55. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 16.21, the open interest changed by 2 which increased total open position to 34


On 21 Nov ITC was trading at 407.85. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 15.68, the open interest changed by 2 which increased total open position to 32


On 20 Nov ITC was trading at 405.45. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 16.49, the open interest changed by 4 which increased total open position to 30


On 19 Nov ITC was trading at 403.55. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 16.33, the open interest changed by 18 which increased total open position to 20


On 18 Nov ITC was trading at 405.85. The strike last trading price was 0.6, which was -3.85 lower than the previous day. The implied volatity was 17.22, the open interest changed by 1 which increased total open position to 1