ITC
Itc Ltd
Historical option data for ITC
09 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.18
Theta: -0.14
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 401.05 | 14.05 | -0.7 | 11.50 | 51 | 10 | 330 | |||||||||
| 8 Dec | 402.30 | 14.55 | -2.5 | 9.23 | 74 | 6 | 319 | |||||||||
| 5 Dec | 404.95 | 17.05 | 1.1 | - | 75 | -32 | 312 | |||||||||
| 4 Dec | 403.05 | 16 | 1.95 | - | 103 | 8 | 351 | |||||||||
| 3 Dec | 400.50 | 14.2 | -0.7 | 10.52 | 95 | -5 | 342 | |||||||||
| 2 Dec | 400.95 | 15 | -2.3 | 9.19 | 343 | 53 | 357 | |||||||||
| 1 Dec | 404.25 | 17.6 | 0.15 | 11.07 | 190 | 12 | 304 | |||||||||
| 28 Nov | 404.25 | 17.5 | -0.35 | - | 59 | 31 | 291 | |||||||||
| 27 Nov | 404.30 | 18.15 | 1.4 | - | 61 | 11 | 263 | |||||||||
| 26 Nov | 402.30 | 16.7 | 0.95 | 10.17 | 77 | 43 | 252 | |||||||||
| 25 Nov | 400.80 | 15.3 | -2.7 | 11.60 | 112 | 70 | 203 | |||||||||
| 24 Nov | 403.55 | 18 | -4.2 | 8.29 | 18 | 11 | 131 | |||||||||
| 21 Nov | 407.85 | 22.2 | 2.3 | 7.89 | 17 | 7 | 119 | |||||||||
| 20 Nov | 405.45 | 19.9 | 1 | 7.01 | 21 | 2 | 111 | |||||||||
| 19 Nov | 403.55 | 19.05 | -2.3 | 11.94 | 44 | 33 | 106 | |||||||||
| 18 Nov | 405.85 | 21.35 | -1.6 | 13.42 | 97 | 32 | 39 | |||||||||
| 17 Nov | 407.10 | 22.95 | -3.1 | 12.93 | 7 | 6 | 6 | |||||||||
| 14 Nov | 408.15 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 405.70 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 407.00 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 406.85 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 405.55 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 404.05 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 407.50 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 408.90 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 413.95 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 420.35 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
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| 30 Oct | 418.75 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 421.60 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 416.80 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 415.95 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 412.85 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 413.05 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 412.15 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 405.15 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 399.90 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 396.80 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 399.25 | 26.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 390 expiring on 30DEC2025
Delta for 390 CE is 0.89
Historical price for 390 CE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 14.05, which was -0.7 lower than the previous day. The implied volatity was 11.50, the open interest changed by 10 which increased total open position to 330
On 8 Dec ITC was trading at 402.30. The strike last trading price was 14.55, which was -2.5 lower than the previous day. The implied volatity was 9.23, the open interest changed by 6 which increased total open position to 319
On 5 Dec ITC was trading at 404.95. The strike last trading price was 17.05, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 312
On 4 Dec ITC was trading at 403.05. The strike last trading price was 16, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 351
On 3 Dec ITC was trading at 400.50. The strike last trading price was 14.2, which was -0.7 lower than the previous day. The implied volatity was 10.52, the open interest changed by -5 which decreased total open position to 342
On 2 Dec ITC was trading at 400.95. The strike last trading price was 15, which was -2.3 lower than the previous day. The implied volatity was 9.19, the open interest changed by 53 which increased total open position to 357
On 1 Dec ITC was trading at 404.25. The strike last trading price was 17.6, which was 0.15 higher than the previous day. The implied volatity was 11.07, the open interest changed by 12 which increased total open position to 304
On 28 Nov ITC was trading at 404.25. The strike last trading price was 17.5, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 291
On 27 Nov ITC was trading at 404.30. The strike last trading price was 18.15, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 263
On 26 Nov ITC was trading at 402.30. The strike last trading price was 16.7, which was 0.95 higher than the previous day. The implied volatity was 10.17, the open interest changed by 43 which increased total open position to 252
On 25 Nov ITC was trading at 400.80. The strike last trading price was 15.3, which was -2.7 lower than the previous day. The implied volatity was 11.60, the open interest changed by 70 which increased total open position to 203
On 24 Nov ITC was trading at 403.55. The strike last trading price was 18, which was -4.2 lower than the previous day. The implied volatity was 8.29, the open interest changed by 11 which increased total open position to 131
On 21 Nov ITC was trading at 407.85. The strike last trading price was 22.2, which was 2.3 higher than the previous day. The implied volatity was 7.89, the open interest changed by 7 which increased total open position to 119
On 20 Nov ITC was trading at 405.45. The strike last trading price was 19.9, which was 1 higher than the previous day. The implied volatity was 7.01, the open interest changed by 2 which increased total open position to 111
On 19 Nov ITC was trading at 403.55. The strike last trading price was 19.05, which was -2.3 lower than the previous day. The implied volatity was 11.94, the open interest changed by 33 which increased total open position to 106
On 18 Nov ITC was trading at 405.85. The strike last trading price was 21.35, which was -1.6 lower than the previous day. The implied volatity was 13.42, the open interest changed by 32 which increased total open position to 39
On 17 Nov ITC was trading at 407.10. The strike last trading price was 22.95, which was -3.1 lower than the previous day. The implied volatity was 12.93, the open interest changed by 6 which increased total open position to 6
On 14 Nov ITC was trading at 408.15. The strike last trading price was 26.05, 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 Nov ITC was trading at 405.70. The strike last trading price was 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 31 Oct ITC was trading at 420.35. The strike last trading price was 26.05, 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 30 Oct ITC was trading at 418.75. The strike last trading price was 26.05, 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 29 Oct ITC was trading at 421.60. The strike last trading price was 26.05, 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 26.05, 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 26.05, 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 Oct ITC was trading at 412.85. The strike last trading price was 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 26.05, 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 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.24
Theta: -0.07
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 401.05 | 1.3 | 0 | 15.01 | 638 | -59 | 5,767 |
| 8 Dec | 402.30 | 1.3 | 0.45 | 15.24 | 577 | -99 | 5,826 |
| 5 Dec | 404.95 | 0.8 | -0.45 | 13.85 | 1,018 | 241 | 5,926 |
| 4 Dec | 403.05 | 1.15 | -0.7 | 14.45 | 672 | -58 | 5,669 |
| 3 Dec | 400.50 | 1.8 | -0.2 | 15.06 | 1,563 | 46 | 5,602 |
| 2 Dec | 400.95 | 1.9 | 0.4 | 15.82 | 2,627 | 974 | 5,567 |
| 1 Dec | 404.25 | 1.5 | 0.4 | 15.64 | 8,412 | 3,050 | 4,591 |
| 28 Nov | 404.25 | 1.05 | 0 | 13.53 | 300 | 78 | 1,548 |
| 27 Nov | 404.30 | 0.95 | -0.4 | 13.33 | 373 | 78 | 1,471 |
| 26 Nov | 402.30 | 1.4 | -0.55 | 13.61 | 860 | 258 | 1,393 |
| 25 Nov | 400.80 | 2 | 0.65 | 14.15 | 942 | 435 | 1,100 |
| 24 Nov | 403.55 | 1.45 | 0.4 | 14.25 | 398 | 146 | 665 |
| 21 Nov | 407.85 | 1.05 | -0.45 | 14.29 | 273 | 1 | 519 |
| 20 Nov | 405.45 | 1.5 | -0.3 | 14.67 | 333 | 114 | 517 |
| 19 Nov | 403.55 | 1.8 | 0 | 14.55 | 225 | 69 | 401 |
| 18 Nov | 405.85 | 1.85 | 0.2 | 15.54 | 185 | 64 | 332 |
| 17 Nov | 407.10 | 1.65 | -0.1 | 15.64 | 212 | 82 | 266 |
| 14 Nov | 408.15 | 1.65 | -0.35 | 15.60 | 94 | 16 | 180 |
| 13 Nov | 405.70 | 1.9 | 0.15 | 15.45 | 30 | 12 | 165 |
| 12 Nov | 407.00 | 1.75 | -0.1 | 15.30 | 60 | -8 | 151 |
| 11 Nov | 406.85 | 1.85 | -0.15 | 15.40 | 16 | 10 | 160 |
| 10 Nov | 405.55 | 1.95 | -0.55 | 15.05 | 62 | 41 | 146 |
| 7 Nov | 404.05 | 2.4 | 0.45 | 15.22 | 30 | 16 | 99 |
| 6 Nov | 407.50 | 1.95 | -0.05 | 15.71 | 37 | 25 | 83 |
| 4 Nov | 408.90 | 2 | 0.5 | 15.78 | 16 | 8 | 57 |
| 3 Nov | 413.95 | 1.5 | 0.4 | 16.20 | 24 | 12 | 46 |
| 31 Oct | 420.35 | 1.1 | -0.35 | - | 60 | 14 | 33 |
| 30 Oct | 418.75 | 1.45 | -0.1 | 17.36 | 14 | 6 | 18 |
| 29 Oct | 421.60 | 1.55 | -0.75 | 18.51 | 10 | -1 | 9 |
| 24 Oct | 416.80 | 2.3 | -0.3 | - | 0 | 0 | 0 |
| 23 Oct | 415.95 | 2.3 | -0.3 | 18.31 | 4 | 0 | 10 |
| 21 Oct | 412.85 | 2.6 | 0.15 | 17.52 | 4 | 0 | 6 |
| 20 Oct | 413.05 | 2.45 | -0.55 | 17.05 | 4 | 2 | 4 |
| 17 Oct | 412.15 | 3 | -2 | 17.90 | 1 | 0 | 1 |
| 16 Oct | 405.15 | 5 | -1 | - | 0 | -5 | 0 |
| 15 Oct | 399.90 | 5 | -1 | - | 6 | 0 | 6 |
| 14 Oct | 396.80 | 6.1 | -2.5 | 16.97 | 6 | 5 | 5 |
| 13 Oct | 399.25 | 8.6 | 0 | 2.98 | 0 | 0 | 0 |
For Itc Ltd - strike price 390 expiring on 30DEC2025
Delta for 390 PE is -0.17
Historical price for 390 PE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 15.01, the open interest changed by -59 which decreased total open position to 5767
On 8 Dec ITC was trading at 402.30. The strike last trading price was 1.3, which was 0.45 higher than the previous day. The implied volatity was 15.24, the open interest changed by -99 which decreased total open position to 5826
On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 13.85, the open interest changed by 241 which increased total open position to 5926
On 4 Dec ITC was trading at 403.05. The strike last trading price was 1.15, which was -0.7 lower than the previous day. The implied volatity was 14.45, the open interest changed by -58 which decreased total open position to 5669
On 3 Dec ITC was trading at 400.50. The strike last trading price was 1.8, which was -0.2 lower than the previous day. The implied volatity was 15.06, the open interest changed by 46 which increased total open position to 5602
On 2 Dec ITC was trading at 400.95. The strike last trading price was 1.9, which was 0.4 higher than the previous day. The implied volatity was 15.82, the open interest changed by 974 which increased total open position to 5567
On 1 Dec ITC was trading at 404.25. The strike last trading price was 1.5, which was 0.4 higher than the previous day. The implied volatity was 15.64, the open interest changed by 3050 which increased total open position to 4591
On 28 Nov ITC was trading at 404.25. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 13.53, the open interest changed by 78 which increased total open position to 1548
On 27 Nov ITC was trading at 404.30. The strike last trading price was 0.95, which was -0.4 lower than the previous day. The implied volatity was 13.33, the open interest changed by 78 which increased total open position to 1471
On 26 Nov ITC was trading at 402.30. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 13.61, the open interest changed by 258 which increased total open position to 1393
On 25 Nov ITC was trading at 400.80. The strike last trading price was 2, which was 0.65 higher than the previous day. The implied volatity was 14.15, the open interest changed by 435 which increased total open position to 1100
On 24 Nov ITC was trading at 403.55. The strike last trading price was 1.45, which was 0.4 higher than the previous day. The implied volatity was 14.25, the open interest changed by 146 which increased total open position to 665
On 21 Nov ITC was trading at 407.85. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 14.29, the open interest changed by 1 which increased total open position to 519
On 20 Nov ITC was trading at 405.45. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 14.67, the open interest changed by 114 which increased total open position to 517
On 19 Nov ITC was trading at 403.55. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 14.55, the open interest changed by 69 which increased total open position to 401
On 18 Nov ITC was trading at 405.85. The strike last trading price was 1.85, which was 0.2 higher than the previous day. The implied volatity was 15.54, the open interest changed by 64 which increased total open position to 332
On 17 Nov ITC was trading at 407.10. The strike last trading price was 1.65, which was -0.1 lower than the previous day. The implied volatity was 15.64, the open interest changed by 82 which increased total open position to 266
On 14 Nov ITC was trading at 408.15. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 15.60, the open interest changed by 16 which increased total open position to 180
On 13 Nov ITC was trading at 405.70. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 15.45, the open interest changed by 12 which increased total open position to 165
On 12 Nov ITC was trading at 407.00. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 15.30, the open interest changed by -8 which decreased total open position to 151
On 11 Nov ITC was trading at 406.85. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 15.40, the open interest changed by 10 which increased total open position to 160
On 10 Nov ITC was trading at 405.55. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 15.05, the open interest changed by 41 which increased total open position to 146
On 7 Nov ITC was trading at 404.05. The strike last trading price was 2.4, which was 0.45 higher than the previous day. The implied volatity was 15.22, the open interest changed by 16 which increased total open position to 99
On 6 Nov ITC was trading at 407.50. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 15.71, the open interest changed by 25 which increased total open position to 83
On 4 Nov ITC was trading at 408.90. The strike last trading price was 2, which was 0.5 higher than the previous day. The implied volatity was 15.78, the open interest changed by 8 which increased total open position to 57
On 3 Nov ITC was trading at 413.95. The strike last trading price was 1.5, which was 0.4 higher than the previous day. The implied volatity was 16.20, the open interest changed by 12 which increased total open position to 46
On 31 Oct ITC was trading at 420.35. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 33
On 30 Oct ITC was trading at 418.75. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 17.36, the open interest changed by 6 which increased total open position to 18
On 29 Oct ITC was trading at 421.60. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 18.51, the open interest changed by -1 which decreased total open position to 9
On 24 Oct ITC was trading at 416.80. The strike last trading price was 2.3, which was -0.3 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 2.3, which was -0.3 lower than the previous day. The implied volatity was 18.31, the open interest changed by 0 which decreased total open position to 10
On 21 Oct ITC was trading at 412.85. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 17.52, the open interest changed by 0 which decreased total open position to 6
On 20 Oct ITC was trading at 413.05. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 17.05, the open interest changed by 2 which increased total open position to 4
On 17 Oct ITC was trading at 412.15. The strike last trading price was 3, which was -2 lower than the previous day. The implied volatity was 17.90, the open interest changed by 0 which decreased total open position to 1
On 16 Oct ITC was trading at 405.15. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 15 Oct ITC was trading at 399.90. The strike last trading price was 5, which was -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 6.1, which was -2.5 lower than the previous day. The implied volatity was 16.97, the open interest changed by 5 which increased total open position to 5
On 13 Oct ITC was trading at 399.25. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0































































































































































































































