[--[65.84.65.76]--]

ITC

Itc Ltd
401.05 -1.25 (-0.31%)
L: 400 H: 404.5

Back to Option Chain


Historical option data for ITC

09 Dec 2025 04:12 PM IST
ITC 30-DEC-2025 380 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
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