[--[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 390 CE
Delta: 0.89
Vega: 0.18
Theta: -0.14
Gamma: 0.02
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
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
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