[--[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 400 CE
Delta: 0.63
Vega: 0.36
Theta: -0.17
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 6.6 -0.4 12.07 2,569 144 2,235
8 Dec 402.30 6.75 -1.95 10.69 2,411 62 2,101
5 Dec 404.95 8.75 0.65 9.75 2,492 -303 2,046
4 Dec 403.05 8.15 1.15 10.47 2,276 -281 2,356
3 Dec 400.50 7.2 -0.35 11.95 3,384 263 2,635
2 Dec 400.95 7.7 -1.75 11.25 2,480 298 2,378
1 Dec 404.25 9.55 0.1 11.46 6,101 137 2,097
28 Nov 404.25 9.3 -0.25 9.17 1,260 4 1,954
27 Nov 404.30 10 0.9 9.23 1,810 89 1,952
26 Nov 402.30 9.2 0.7 11.34 1,759 368 1,863
25 Nov 400.80 8.3 -2.2 12.10 1,808 559 1,460
24 Nov 403.55 10.65 -3.05 11.68 390 97 892
21 Nov 407.85 13.65 1.4 10.45 424 7 812
20 Nov 405.45 12.05 0.7 10.87 537 -47 812
19 Nov 403.55 11.3 -1.95 11.99 514 255 859
18 Nov 405.85 13.1 -1.7 12.46 235 55 603
17 Nov 407.10 14.9 -0.15 13.16 292 131 545
14 Nov 408.15 15.3 1.25 11.74 287 110 414
13 Nov 405.70 14.5 -0.6 12.66 60 32 304
12 Nov 407.00 15.1 0.35 12.18 53 21 272
11 Nov 406.85 14.75 -0.15 11.43 39 2 232
10 Nov 405.55 14.9 0.85 13.36 34 13 228
7 Nov 404.05 14.05 -3.15 13.11 168 112 215
6 Nov 407.50 17.35 -0.35 13.39 102 10 118
4 Nov 408.90 17.7 -4.8 13.06 57 44 104
3 Nov 413.95 22.5 -5.4 14.18 11 7 60
31 Oct 420.35 27.9 2.55 - 26 -4 53
30 Oct 418.75 25.35 -2.1 - 6 5 58
29 Oct 421.60 27.45 1.75 - 6 -2 53
28 Oct 417.90 25.7 -2.55 11.75 29 17 54
27 Oct 420.65 28.25 2.4 9.64 3 0 37
24 Oct 416.80 25.9 1.85 10.93 3 1 37
23 Oct 415.95 24.05 1.5 8.83 26 -5 35
21 Oct 412.85 22.55 0.65 - 0 6 0
20 Oct 413.05 22.55 0.65 12.67 19 6 40
17 Oct 412.15 21.9 3.45 12.56 24 -3 34
16 Oct 405.15 18.5 3.1 14.20 14 -5 33
15 Oct 399.90 15.4 1.45 - 3 -1 37
14 Oct 396.80 13.95 -1.05 15.78 24 15 38
13 Oct 399.25 15 -1 14.55 18 17 22
10 Oct 402.80 16 -4.1 - 0 5 0
9 Oct 399.90 16 -4.1 14.92 5 3 3
8 Oct 399.75 20.1 0 - 0 0 0
7 Oct 399.80 20.1 0 - 0 0 0
6 Oct 400.75 20.1 0 - 0 0 0


For Itc Ltd - strike price 400 expiring on 30DEC2025

Delta for 400 CE is 0.63

Historical price for 400 CE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 6.6, which was -0.4 lower than the previous day. The implied volatity was 12.07, the open interest changed by 144 which increased total open position to 2235


On 8 Dec ITC was trading at 402.30. The strike last trading price was 6.75, which was -1.95 lower than the previous day. The implied volatity was 10.69, the open interest changed by 62 which increased total open position to 2101


On 5 Dec ITC was trading at 404.95. The strike last trading price was 8.75, which was 0.65 higher than the previous day. The implied volatity was 9.75, the open interest changed by -303 which decreased total open position to 2046


On 4 Dec ITC was trading at 403.05. The strike last trading price was 8.15, which was 1.15 higher than the previous day. The implied volatity was 10.47, the open interest changed by -281 which decreased total open position to 2356


On 3 Dec ITC was trading at 400.50. The strike last trading price was 7.2, which was -0.35 lower than the previous day. The implied volatity was 11.95, the open interest changed by 263 which increased total open position to 2635


On 2 Dec ITC was trading at 400.95. The strike last trading price was 7.7, which was -1.75 lower than the previous day. The implied volatity was 11.25, the open interest changed by 298 which increased total open position to 2378


On 1 Dec ITC was trading at 404.25. The strike last trading price was 9.55, which was 0.1 higher than the previous day. The implied volatity was 11.46, the open interest changed by 137 which increased total open position to 2097


On 28 Nov ITC was trading at 404.25. The strike last trading price was 9.3, which was -0.25 lower than the previous day. The implied volatity was 9.17, the open interest changed by 4 which increased total open position to 1954


On 27 Nov ITC was trading at 404.30. The strike last trading price was 10, which was 0.9 higher than the previous day. The implied volatity was 9.23, the open interest changed by 89 which increased total open position to 1952


On 26 Nov ITC was trading at 402.30. The strike last trading price was 9.2, which was 0.7 higher than the previous day. The implied volatity was 11.34, the open interest changed by 368 which increased total open position to 1863


On 25 Nov ITC was trading at 400.80. The strike last trading price was 8.3, which was -2.2 lower than the previous day. The implied volatity was 12.10, the open interest changed by 559 which increased total open position to 1460


On 24 Nov ITC was trading at 403.55. The strike last trading price was 10.65, which was -3.05 lower than the previous day. The implied volatity was 11.68, the open interest changed by 97 which increased total open position to 892


On 21 Nov ITC was trading at 407.85. The strike last trading price was 13.65, which was 1.4 higher than the previous day. The implied volatity was 10.45, the open interest changed by 7 which increased total open position to 812


On 20 Nov ITC was trading at 405.45. The strike last trading price was 12.05, which was 0.7 higher than the previous day. The implied volatity was 10.87, the open interest changed by -47 which decreased total open position to 812


On 19 Nov ITC was trading at 403.55. The strike last trading price was 11.3, which was -1.95 lower than the previous day. The implied volatity was 11.99, the open interest changed by 255 which increased total open position to 859


On 18 Nov ITC was trading at 405.85. The strike last trading price was 13.1, which was -1.7 lower than the previous day. The implied volatity was 12.46, the open interest changed by 55 which increased total open position to 603


On 17 Nov ITC was trading at 407.10. The strike last trading price was 14.9, which was -0.15 lower than the previous day. The implied volatity was 13.16, the open interest changed by 131 which increased total open position to 545


On 14 Nov ITC was trading at 408.15. The strike last trading price was 15.3, which was 1.25 higher than the previous day. The implied volatity was 11.74, the open interest changed by 110 which increased total open position to 414


On 13 Nov ITC was trading at 405.70. The strike last trading price was 14.5, which was -0.6 lower than the previous day. The implied volatity was 12.66, the open interest changed by 32 which increased total open position to 304


On 12 Nov ITC was trading at 407.00. The strike last trading price was 15.1, which was 0.35 higher than the previous day. The implied volatity was 12.18, the open interest changed by 21 which increased total open position to 272


On 11 Nov ITC was trading at 406.85. The strike last trading price was 14.75, which was -0.15 lower than the previous day. The implied volatity was 11.43, the open interest changed by 2 which increased total open position to 232


On 10 Nov ITC was trading at 405.55. The strike last trading price was 14.9, which was 0.85 higher than the previous day. The implied volatity was 13.36, the open interest changed by 13 which increased total open position to 228


On 7 Nov ITC was trading at 404.05. The strike last trading price was 14.05, which was -3.15 lower than the previous day. The implied volatity was 13.11, the open interest changed by 112 which increased total open position to 215


On 6 Nov ITC was trading at 407.50. The strike last trading price was 17.35, which was -0.35 lower than the previous day. The implied volatity was 13.39, the open interest changed by 10 which increased total open position to 118


On 4 Nov ITC was trading at 408.90. The strike last trading price was 17.7, which was -4.8 lower than the previous day. The implied volatity was 13.06, the open interest changed by 44 which increased total open position to 104


On 3 Nov ITC was trading at 413.95. The strike last trading price was 22.5, which was -5.4 lower than the previous day. The implied volatity was 14.18, the open interest changed by 7 which increased total open position to 60


On 31 Oct ITC was trading at 420.35. The strike last trading price was 27.9, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 53


On 30 Oct ITC was trading at 418.75. The strike last trading price was 25.35, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 58


On 29 Oct ITC was trading at 421.60. The strike last trading price was 27.45, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 53


On 28 Oct ITC was trading at 417.90. The strike last trading price was 25.7, which was -2.55 lower than the previous day. The implied volatity was 11.75, the open interest changed by 17 which increased total open position to 54


On 27 Oct ITC was trading at 420.65. The strike last trading price was 28.25, which was 2.4 higher than the previous day. The implied volatity was 9.64, the open interest changed by 0 which decreased total open position to 37


On 24 Oct ITC was trading at 416.80. The strike last trading price was 25.9, which was 1.85 higher than the previous day. The implied volatity was 10.93, the open interest changed by 1 which increased total open position to 37


On 23 Oct ITC was trading at 415.95. The strike last trading price was 24.05, which was 1.5 higher than the previous day. The implied volatity was 8.83, the open interest changed by -5 which decreased total open position to 35


On 21 Oct ITC was trading at 412.85. The strike last trading price was 22.55, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 20 Oct ITC was trading at 413.05. The strike last trading price was 22.55, which was 0.65 higher than the previous day. The implied volatity was 12.67, the open interest changed by 6 which increased total open position to 40


On 17 Oct ITC was trading at 412.15. The strike last trading price was 21.9, which was 3.45 higher than the previous day. The implied volatity was 12.56, the open interest changed by -3 which decreased total open position to 34


On 16 Oct ITC was trading at 405.15. The strike last trading price was 18.5, which was 3.1 higher than the previous day. The implied volatity was 14.20, the open interest changed by -5 which decreased total open position to 33


On 15 Oct ITC was trading at 399.90. The strike last trading price was 15.4, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 37


On 14 Oct ITC was trading at 396.80. The strike last trading price was 13.95, which was -1.05 lower than the previous day. The implied volatity was 15.78, the open interest changed by 15 which increased total open position to 38


On 13 Oct ITC was trading at 399.25. The strike last trading price was 15, which was -1 lower than the previous day. The implied volatity was 14.55, the open interest changed by 17 which increased total open position to 22


On 10 Oct ITC was trading at 402.80. The strike last trading price was 16, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 9 Oct ITC was trading at 399.90. The strike last trading price was 16, which was -4.1 lower than the previous day. The implied volatity was 14.92, the open interest changed by 3 which increased total open position to 3


On 8 Oct ITC was trading at 399.75. The strike last trading price was 20.1, 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 Oct ITC was trading at 399.80. The strike last trading price was 20.1, 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 Oct ITC was trading at 400.75. The strike last trading price was 20.1, 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 400 PE
Delta: -0.39
Vega: 0.37
Theta: -0.08
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 3.7 0.15 13.82 3,148 -31 3,303
8 Dec 402.30 3.7 1.2 14.38 3,500 -234 3,346
5 Dec 404.95 2.4 -1 12.60 2,877 -124 3,589
4 Dec 403.05 3.25 -1.45 13.60 2,138 43 3,712
3 Dec 400.50 4.55 -0.2 14.34 3,589 334 3,669
2 Dec 400.95 4.6 1 15.21 4,313 -110 3,331
1 Dec 404.25 3.5 0.45 14.39 11,349 860 3,459
28 Nov 404.25 3.1 0.1 13.19 1,618 618 2,598
27 Nov 404.30 2.7 -0.95 12.59 1,528 71 1,978
26 Nov 402.30 3.65 -0.9 12.94 1,463 132 1,912
25 Nov 400.80 4.8 1.2 13.61 2,398 537 1,764
24 Nov 403.55 3.55 1.05 13.55 661 164 1,221
21 Nov 407.85 2.55 -1 13.45 417 -55 1,058
20 Nov 405.45 3.55 -0.6 14.18 354 69 1,113
19 Nov 403.55 4.1 0.15 14.01 547 145 1,048
18 Nov 405.85 3.9 0.25 14.78 252 105 903
17 Nov 407.10 3.6 -0.1 15.12 372 157 797
14 Nov 408.15 3.7 -0.5 15.45 350 84 640
13 Nov 405.70 4.05 0.55 15.07 153 31 555
12 Nov 407.00 3.5 -0.3 14.37 197 77 525
11 Nov 406.85 3.8 -0.5 14.78 47 8 446
10 Nov 405.55 4.3 -0.8 15.02 26 7 437
7 Nov 404.05 5.15 1.05 15.44 137 29 430
6 Nov 407.50 3.85 0 15.15 161 92 401
4 Nov 408.90 3.8 0.9 15.05 118 50 309
3 Nov 413.95 2.85 0.8 15.42 116 67 258
31 Oct 420.35 2.05 -0.6 - 62 9 192
30 Oct 418.75 2.75 0.35 17.05 113 2 176
29 Oct 421.60 2.3 -0.5 16.81 75 -19 173
28 Oct 417.90 2.8 0 16.39 25 14 191
27 Oct 420.65 2.8 -0.3 17.52 20 10 176
24 Oct 416.80 3.1 -0.6 16.70 9 6 166
23 Oct 415.95 3.7 -0.4 17.22 50 19 160
21 Oct 412.85 4.2 0.05 16.47 11 3 139
20 Oct 413.05 4.15 0.5 16.36 43 30 133
17 Oct 412.15 3.85 -2.5 15.15 57 38 104
16 Oct 405.15 6.2 -2.25 16.40 19 -11 65
15 Oct 399.90 8.45 -1.45 - 11 -2 76
14 Oct 396.80 10 1.7 16.97 16 14 77
13 Oct 399.25 8.25 0.65 16.13 8 4 61
10 Oct 402.80 7.6 -0.9 16.78 12 -4 59
9 Oct 399.90 8.5 -1.3 16.27 1 0 63
8 Oct 399.75 9.8 0.85 18.13 20 1 61
7 Oct 399.80 8.95 0.15 17.13 43 22 61
6 Oct 400.75 8.8 -3.7 17.54 40 39 39


For Itc Ltd - strike price 400 expiring on 30DEC2025

Delta for 400 PE is -0.39

Historical price for 400 PE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 3.7, which was 0.15 higher than the previous day. The implied volatity was 13.82, the open interest changed by -31 which decreased total open position to 3303


On 8 Dec ITC was trading at 402.30. The strike last trading price was 3.7, which was 1.2 higher than the previous day. The implied volatity was 14.38, the open interest changed by -234 which decreased total open position to 3346


On 5 Dec ITC was trading at 404.95. The strike last trading price was 2.4, which was -1 lower than the previous day. The implied volatity was 12.60, the open interest changed by -124 which decreased total open position to 3589


On 4 Dec ITC was trading at 403.05. The strike last trading price was 3.25, which was -1.45 lower than the previous day. The implied volatity was 13.60, the open interest changed by 43 which increased total open position to 3712


On 3 Dec ITC was trading at 400.50. The strike last trading price was 4.55, which was -0.2 lower than the previous day. The implied volatity was 14.34, the open interest changed by 334 which increased total open position to 3669


On 2 Dec ITC was trading at 400.95. The strike last trading price was 4.6, which was 1 higher than the previous day. The implied volatity was 15.21, the open interest changed by -110 which decreased total open position to 3331


On 1 Dec ITC was trading at 404.25. The strike last trading price was 3.5, which was 0.45 higher than the previous day. The implied volatity was 14.39, the open interest changed by 860 which increased total open position to 3459


On 28 Nov ITC was trading at 404.25. The strike last trading price was 3.1, which was 0.1 higher than the previous day. The implied volatity was 13.19, the open interest changed by 618 which increased total open position to 2598


On 27 Nov ITC was trading at 404.30. The strike last trading price was 2.7, which was -0.95 lower than the previous day. The implied volatity was 12.59, the open interest changed by 71 which increased total open position to 1978


On 26 Nov ITC was trading at 402.30. The strike last trading price was 3.65, which was -0.9 lower than the previous day. The implied volatity was 12.94, the open interest changed by 132 which increased total open position to 1912


On 25 Nov ITC was trading at 400.80. The strike last trading price was 4.8, which was 1.2 higher than the previous day. The implied volatity was 13.61, the open interest changed by 537 which increased total open position to 1764


On 24 Nov ITC was trading at 403.55. The strike last trading price was 3.55, which was 1.05 higher than the previous day. The implied volatity was 13.55, the open interest changed by 164 which increased total open position to 1221


On 21 Nov ITC was trading at 407.85. The strike last trading price was 2.55, which was -1 lower than the previous day. The implied volatity was 13.45, the open interest changed by -55 which decreased total open position to 1058


On 20 Nov ITC was trading at 405.45. The strike last trading price was 3.55, which was -0.6 lower than the previous day. The implied volatity was 14.18, the open interest changed by 69 which increased total open position to 1113


On 19 Nov ITC was trading at 403.55. The strike last trading price was 4.1, which was 0.15 higher than the previous day. The implied volatity was 14.01, the open interest changed by 145 which increased total open position to 1048


On 18 Nov ITC was trading at 405.85. The strike last trading price was 3.9, which was 0.25 higher than the previous day. The implied volatity was 14.78, the open interest changed by 105 which increased total open position to 903


On 17 Nov ITC was trading at 407.10. The strike last trading price was 3.6, which was -0.1 lower than the previous day. The implied volatity was 15.12, the open interest changed by 157 which increased total open position to 797


On 14 Nov ITC was trading at 408.15. The strike last trading price was 3.7, which was -0.5 lower than the previous day. The implied volatity was 15.45, the open interest changed by 84 which increased total open position to 640


On 13 Nov ITC was trading at 405.70. The strike last trading price was 4.05, which was 0.55 higher than the previous day. The implied volatity was 15.07, the open interest changed by 31 which increased total open position to 555


On 12 Nov ITC was trading at 407.00. The strike last trading price was 3.5, which was -0.3 lower than the previous day. The implied volatity was 14.37, the open interest changed by 77 which increased total open position to 525


On 11 Nov ITC was trading at 406.85. The strike last trading price was 3.8, which was -0.5 lower than the previous day. The implied volatity was 14.78, the open interest changed by 8 which increased total open position to 446


On 10 Nov ITC was trading at 405.55. The strike last trading price was 4.3, which was -0.8 lower than the previous day. The implied volatity was 15.02, the open interest changed by 7 which increased total open position to 437


On 7 Nov ITC was trading at 404.05. The strike last trading price was 5.15, which was 1.05 higher than the previous day. The implied volatity was 15.44, the open interest changed by 29 which increased total open position to 430


On 6 Nov ITC was trading at 407.50. The strike last trading price was 3.85, which was 0 lower than the previous day. The implied volatity was 15.15, the open interest changed by 92 which increased total open position to 401


On 4 Nov ITC was trading at 408.90. The strike last trading price was 3.8, which was 0.9 higher than the previous day. The implied volatity was 15.05, the open interest changed by 50 which increased total open position to 309


On 3 Nov ITC was trading at 413.95. The strike last trading price was 2.85, which was 0.8 higher than the previous day. The implied volatity was 15.42, the open interest changed by 67 which increased total open position to 258


On 31 Oct ITC was trading at 420.35. The strike last trading price was 2.05, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 192


On 30 Oct ITC was trading at 418.75. The strike last trading price was 2.75, which was 0.35 higher than the previous day. The implied volatity was 17.05, the open interest changed by 2 which increased total open position to 176


On 29 Oct ITC was trading at 421.60. The strike last trading price was 2.3, which was -0.5 lower than the previous day. The implied volatity was 16.81, the open interest changed by -19 which decreased total open position to 173


On 28 Oct ITC was trading at 417.90. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 16.39, the open interest changed by 14 which increased total open position to 191


On 27 Oct ITC was trading at 420.65. The strike last trading price was 2.8, which was -0.3 lower than the previous day. The implied volatity was 17.52, the open interest changed by 10 which increased total open position to 176


On 24 Oct ITC was trading at 416.80. The strike last trading price was 3.1, which was -0.6 lower than the previous day. The implied volatity was 16.70, the open interest changed by 6 which increased total open position to 166


On 23 Oct ITC was trading at 415.95. The strike last trading price was 3.7, which was -0.4 lower than the previous day. The implied volatity was 17.22, the open interest changed by 19 which increased total open position to 160


On 21 Oct ITC was trading at 412.85. The strike last trading price was 4.2, which was 0.05 higher than the previous day. The implied volatity was 16.47, the open interest changed by 3 which increased total open position to 139


On 20 Oct ITC was trading at 413.05. The strike last trading price was 4.15, which was 0.5 higher than the previous day. The implied volatity was 16.36, the open interest changed by 30 which increased total open position to 133


On 17 Oct ITC was trading at 412.15. The strike last trading price was 3.85, which was -2.5 lower than the previous day. The implied volatity was 15.15, the open interest changed by 38 which increased total open position to 104


On 16 Oct ITC was trading at 405.15. The strike last trading price was 6.2, which was -2.25 lower than the previous day. The implied volatity was 16.40, the open interest changed by -11 which decreased total open position to 65


On 15 Oct ITC was trading at 399.90. The strike last trading price was 8.45, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 76


On 14 Oct ITC was trading at 396.80. The strike last trading price was 10, which was 1.7 higher than the previous day. The implied volatity was 16.97, the open interest changed by 14 which increased total open position to 77


On 13 Oct ITC was trading at 399.25. The strike last trading price was 8.25, which was 0.65 higher than the previous day. The implied volatity was 16.13, the open interest changed by 4 which increased total open position to 61


On 10 Oct ITC was trading at 402.80. The strike last trading price was 7.6, which was -0.9 lower than the previous day. The implied volatity was 16.78, the open interest changed by -4 which decreased total open position to 59


On 9 Oct ITC was trading at 399.90. The strike last trading price was 8.5, which was -1.3 lower than the previous day. The implied volatity was 16.27, the open interest changed by 0 which decreased total open position to 63


On 8 Oct ITC was trading at 399.75. The strike last trading price was 9.8, which was 0.85 higher than the previous day. The implied volatity was 18.13, the open interest changed by 1 which increased total open position to 61


On 7 Oct ITC was trading at 399.80. The strike last trading price was 8.95, which was 0.15 higher than the previous day. The implied volatity was 17.13, the open interest changed by 22 which increased total open position to 61


On 6 Oct ITC was trading at 400.75. The strike last trading price was 8.8, which was -3.7 lower than the previous day. The implied volatity was 17.54, the open interest changed by 39 which increased total open position to 39