ITC
Itc Ltd
Historical option data for ITC
09 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 375 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| 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 | |||||||||
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| 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
|
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| 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































































































































































































































