ITC
Itc Ltd
Historical option data for ITC
09 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 401.05 | 23.3 | -0.45 | - | 5 | -3 | 274 | |||||||||
| 8 Dec | 402.30 | 23.8 | -2.45 | - | 13 | 2 | 276 | |||||||||
| 5 Dec | 404.95 | 26.25 | 1.35 | - | 11 | -10 | 275 | |||||||||
| 4 Dec | 403.05 | 24.9 | 1.8 | - | 16 | -8 | 286 | |||||||||
| 3 Dec | 400.50 | 23.15 | -0.25 | - | 27 | 7 | 294 | |||||||||
| 2 Dec | 400.95 | 23.4 | -3.25 | - | 160 | 15 | 286 | |||||||||
| 1 Dec | 404.25 | 26.65 | 0.05 | - | 102 | 30 | 272 | |||||||||
| 28 Nov | 404.25 | 26.6 | -0.1 | - | 4 | 0 | 241 | |||||||||
| 27 Nov | 404.30 | 26.7 | 0.8 | - | 4 | 1 | 242 | |||||||||
| 26 Nov | 402.30 | 25.9 | 1.3 | - | 9 | 5 | 240 | |||||||||
| 25 Nov | 400.80 | 24.6 | -3.15 | 13.96 | 102 | 94 | 234 | |||||||||
| 24 Nov | 403.55 | 27.1 | -4.15 | - | 14 | 6 | 139 | |||||||||
| 21 Nov | 407.85 | 31.25 | 2.8 | - | 22 | 6 | 137 | |||||||||
| 20 Nov | 405.45 | 28.45 | -0.05 | - | 8 | 0 | 137 | |||||||||
| 19 Nov | 403.55 | 28.5 | -1.5 | 14.33 | 70 | 65 | 137 | |||||||||
| 18 Nov | 405.85 | 30 | -2.3 | - | 21 | 10 | 62 | |||||||||
| 17 Nov | 407.10 | 32.3 | 1.2 | 14.04 | 4 | 1 | 53 | |||||||||
| 14 Nov | 408.15 | 31.1 | -1.85 | - | 52 | 32 | 32 | |||||||||
| 13 Nov | 405.70 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 407.00 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 406.85 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 405.55 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 404.05 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 407.50 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 408.90 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 413.95 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 416.80 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 415.95 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 413.05 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 412.15 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 405.15 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 399.90 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 396.80 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 399.25 | 32.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 380 expiring on 30DEC2025
Delta for 380 CE is -
Historical price for 380 CE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 23.3, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 274
On 8 Dec ITC was trading at 402.30. The strike last trading price was 23.8, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 276
On 5 Dec ITC was trading at 404.95. The strike last trading price was 26.25, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 275
On 4 Dec ITC was trading at 403.05. The strike last trading price was 24.9, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 286
On 3 Dec ITC was trading at 400.50. The strike last trading price was 23.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 294
On 2 Dec ITC was trading at 400.95. The strike last trading price was 23.4, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 286
On 1 Dec ITC was trading at 404.25. The strike last trading price was 26.65, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 272
On 28 Nov ITC was trading at 404.25. The strike last trading price was 26.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 241
On 27 Nov ITC was trading at 404.30. The strike last trading price was 26.7, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 242
On 26 Nov ITC was trading at 402.30. The strike last trading price was 25.9, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 240
On 25 Nov ITC was trading at 400.80. The strike last trading price was 24.6, which was -3.15 lower than the previous day. The implied volatity was 13.96, the open interest changed by 94 which increased total open position to 234
On 24 Nov ITC was trading at 403.55. The strike last trading price was 27.1, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 139
On 21 Nov ITC was trading at 407.85. The strike last trading price was 31.25, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 137
On 20 Nov ITC was trading at 405.45. The strike last trading price was 28.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 19 Nov ITC was trading at 403.55. The strike last trading price was 28.5, which was -1.5 lower than the previous day. The implied volatity was 14.33, the open interest changed by 65 which increased total open position to 137
On 18 Nov ITC was trading at 405.85. The strike last trading price was 30, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 62
On 17 Nov ITC was trading at 407.10. The strike last trading price was 32.3, which was 1.2 higher than the previous day. The implied volatity was 14.04, the open interest changed by 1 which increased total open position to 53
On 14 Nov ITC was trading at 408.15. The strike last trading price was 31.1, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 32
On 13 Nov ITC was trading at 405.70. The strike last trading price was 32.95, 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 12 Nov ITC was trading at 407.00. The strike last trading price was 32.95, 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 11 Nov ITC was trading at 406.85. The strike last trading price was 32.95, 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 10 Nov ITC was trading at 405.55. The strike last trading price was 32.95, 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 7 Nov ITC was trading at 404.05. The strike last trading price was 32.95, 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 6 Nov ITC was trading at 407.50. The strike last trading price was 32.95, 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 Nov ITC was trading at 408.90. The strike last trading price was 32.95, 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 Nov ITC was trading at 413.95. The strike last trading price was 32.95, 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 24 Oct ITC was trading at 416.80. The strike last trading price was 32.95, 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 23 Oct ITC was trading at 415.95. The strike last trading price was 32.95, 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 20 Oct ITC was trading at 413.05. The strike last trading price was 32.95, 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 17 Oct ITC was trading at 412.15. The strike last trading price was 32.95, 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 16 Oct ITC was trading at 405.15. The strike last trading price was 32.95, 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 15 Oct ITC was trading at 399.90. The strike last trading price was 32.95, 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 14 Oct ITC was trading at 396.80. The strike last trading price was 32.95, 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 13 Oct ITC was trading at 399.25. The strike last trading price was 32.95, 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
| ITC 30DEC2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.12
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 401.05 | 0.45 | 0.05 | 16.66 | 449 | -27 | 1,133 |
| 8 Dec | 402.30 | 0.45 | 0.15 | 16.72 | 345 | -17 | 1,159 |
| 5 Dec | 404.95 | 0.3 | -0.1 | 15.72 | 585 | -119 | 1,172 |
| 4 Dec | 403.05 | 0.4 | -0.25 | 15.77 | 647 | 114 | 1,291 |
| 3 Dec | 400.50 | 0.7 | -0.05 | 16.40 | 431 | 67 | 1,175 |
| 2 Dec | 400.95 | 0.75 | 0.15 | 16.94 | 348 | 50 | 1,091 |
| 1 Dec | 404.25 | 0.6 | 0.25 | 16.88 | 1,325 | 178 | 1,036 |
| 28 Nov | 404.25 | 0.4 | 0 | 14.93 | 278 | -83 | 859 |
| 27 Nov | 404.30 | 0.35 | -0.15 | 14.62 | 340 | 183 | 939 |
| 26 Nov | 402.30 | 0.55 | -0.25 | 14.89 | 369 | 122 | 756 |
| 25 Nov | 400.80 | 0.85 | 0.25 | 15.42 | 348 | 105 | 634 |
| 24 Nov | 403.55 | 0.65 | 0.15 | 15.75 | 205 | 113 | 528 |
| 21 Nov | 407.85 | 0.45 | -0.2 | 15.53 | 79 | 11 | 416 |
| 20 Nov | 405.45 | 0.65 | -0.2 | 15.74 | 238 | 94 | 403 |
| 19 Nov | 403.55 | 0.85 | 0.05 | 15.88 | 220 | 62 | 308 |
| 18 Nov | 405.85 | 0.8 | 0 | 16.27 | 144 | 20 | 246 |
| 17 Nov | 407.10 | 0.8 | 0 | 16.81 | 204 | 110 | 223 |
| 14 Nov | 408.15 | 0.8 | -0.15 | 16.65 | 53 | 1 | 114 |
| 13 Nov | 405.70 | 0.95 | 0.15 | 16.58 | 7 | 4 | 113 |
| 12 Nov | 407.00 | 0.8 | -0.05 | 16.08 | 13 | 6 | 109 |
| 11 Nov | 406.85 | 0.85 | -0.2 | 16.12 | 8 | 2 | 104 |
| 10 Nov | 405.55 | 1.05 | -0.2 | 16.44 | 66 | 41 | 101 |
| 7 Nov | 404.05 | 1.25 | 0.25 | 16.27 | 50 | 18 | 59 |
| 6 Nov | 407.50 | 1 | -0.05 | 16.65 | 32 | 26 | 39 |
| 4 Nov | 408.90 | 1.1 | 0.3 | 16.93 | 12 | 8 | 13 |
| 3 Nov | 413.95 | 0.8 | -0.4 | 17.20 | 1 | 0 | 6 |
| 24 Oct | 416.80 | 1.2 | 0 | 18.99 | 1 | 0 | 6 |
| 23 Oct | 415.95 | 1.2 | -0.3 | 18.43 | 2 | 1 | 6 |
| 20 Oct | 413.05 | 1.5 | -0.25 | 18.21 | 3 | -2 | 5 |
| 17 Oct | 412.15 | 1.75 | -0.4 | 18.36 | 3 | -2 | 7 |
| 16 Oct | 405.15 | 2.15 | -1.25 | 17.37 | 7 | 3 | 9 |
| 15 Oct | 399.90 | 3.4 | -0.1 | - | 1 | 0 | 6 |
| 14 Oct | 396.80 | 3.5 | 0.35 | 16.96 | 1 | 0 | 5 |
| 13 Oct | 399.25 | 3.15 | -2.45 | 17.28 | 5 | 4 | 4 |
For Itc Ltd - strike price 380 expiring on 30DEC2025
Delta for 380 PE is -0.06
Historical price for 380 PE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 16.66, the open interest changed by -27 which decreased total open position to 1133
On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 16.72, the open interest changed by -17 which decreased total open position to 1159
On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 15.72, the open interest changed by -119 which decreased total open position to 1172
On 4 Dec ITC was trading at 403.05. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 15.77, the open interest changed by 114 which increased total open position to 1291
On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 16.40, the open interest changed by 67 which increased total open position to 1175
On 2 Dec ITC was trading at 400.95. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 16.94, the open interest changed by 50 which increased total open position to 1091
On 1 Dec ITC was trading at 404.25. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 16.88, the open interest changed by 178 which increased total open position to 1036
On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 14.93, the open interest changed by -83 which decreased total open position to 859
On 27 Nov ITC was trading at 404.30. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 14.62, the open interest changed by 183 which increased total open position to 939
On 26 Nov ITC was trading at 402.30. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 14.89, the open interest changed by 122 which increased total open position to 756
On 25 Nov ITC was trading at 400.80. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 15.42, the open interest changed by 105 which increased total open position to 634
On 24 Nov ITC was trading at 403.55. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 15.75, the open interest changed by 113 which increased total open position to 528
On 21 Nov ITC was trading at 407.85. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 15.53, the open interest changed by 11 which increased total open position to 416
On 20 Nov ITC was trading at 405.45. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 15.74, the open interest changed by 94 which increased total open position to 403
On 19 Nov ITC was trading at 403.55. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 15.88, the open interest changed by 62 which increased total open position to 308
On 18 Nov ITC was trading at 405.85. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 16.27, the open interest changed by 20 which increased total open position to 246
On 17 Nov ITC was trading at 407.10. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 16.81, the open interest changed by 110 which increased total open position to 223
On 14 Nov ITC was trading at 408.15. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 16.65, the open interest changed by 1 which increased total open position to 114
On 13 Nov ITC was trading at 405.70. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 16.58, the open interest changed by 4 which increased total open position to 113
On 12 Nov ITC was trading at 407.00. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 16.08, the open interest changed by 6 which increased total open position to 109
On 11 Nov ITC was trading at 406.85. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 16.12, the open interest changed by 2 which increased total open position to 104
On 10 Nov ITC was trading at 405.55. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 16.44, the open interest changed by 41 which increased total open position to 101
On 7 Nov ITC was trading at 404.05. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 16.27, the open interest changed by 18 which increased total open position to 59
On 6 Nov ITC was trading at 407.50. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 16.65, the open interest changed by 26 which increased total open position to 39
On 4 Nov ITC was trading at 408.90. The strike last trading price was 1.1, which was 0.3 higher than the previous day. The implied volatity was 16.93, the open interest changed by 8 which increased total open position to 13
On 3 Nov ITC was trading at 413.95. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was 17.20, the open interest changed by 0 which decreased total open position to 6
On 24 Oct ITC was trading at 416.80. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 18.99, the open interest changed by 0 which decreased total open position to 6
On 23 Oct ITC was trading at 415.95. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 18.43, the open interest changed by 1 which increased total open position to 6
On 20 Oct ITC was trading at 413.05. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 18.21, the open interest changed by -2 which decreased total open position to 5
On 17 Oct ITC was trading at 412.15. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 18.36, the open interest changed by -2 which decreased total open position to 7
On 16 Oct ITC was trading at 405.15. The strike last trading price was 2.15, which was -1.25 lower than the previous day. The implied volatity was 17.37, the open interest changed by 3 which increased total open position to 9
On 15 Oct ITC was trading at 399.90. The strike last trading price was 3.4, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 14 Oct ITC was trading at 396.80. The strike last trading price was 3.5, which was 0.35 higher than the previous day. The implied volatity was 16.96, the open interest changed by 0 which decreased total open position to 5
On 13 Oct ITC was trading at 399.25. The strike last trading price was 3.15, which was -2.45 lower than the previous day. The implied volatity was 17.28, the open interest changed by 4 which increased total open position to 4































































































































































































































