[--[65.84.65.76]--]

ITC

Itc Ltd
406.6 -0.75 (-0.18%)
L: 405.65 H: 409.5

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Historical option data for ITC

24 Dec 2025 04:12 PM IST
ITC 27-JAN-2026 400 CE
Delta: 0.78
Vega: 0.36
Theta: -0.14
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 406.60 12.25 -1.55 11.17 489 50 1,485
23 Dec 407.35 14.75 4.8 13.20 1,297 105 1,435
22 Dec 402.70 9.85 0.6 11.69 679 343 1,331
19 Dec 401.05 9.25 0.15 12.22 220 56 989
18 Dec 400.40 9.1 -0.25 12.19 216 65 934
17 Dec 399.80 9.35 -1.3 12.65 183 111 866
16 Dec 401.70 10.5 -0.25 12.43 369 112 753
15 Dec 402.30 10.8 0.7 12.74 272 23 641
12 Dec 400.10 10.1 -1.55 12.20 271 167 620
11 Dec 402.90 11.65 0.3 11.98 402 198 453
10 Dec 403.15 11.35 0.2 11.05 26 -16 256
9 Dec 401.05 11.3 -0.25 12.99 98 62 270
8 Dec 402.30 11.35 -1.65 11.92 51 20 209
5 Dec 404.95 13 0.75 9.93 20 -8 189
4 Dec 403.05 12.3 1.25 11.09 27 -7 198
3 Dec 400.50 11 -0.8 11.65 74 25 204
2 Dec 400.95 11.95 -1.4 11.93 48 22 175
1 Dec 404.25 13.35 0.1 11.25 146 28 154
28 Nov 404.25 13.25 -0.6 9.99 6 1 127
27 Nov 404.30 14.3 0.65 10.76 16 1 126
26 Nov 402.30 13.65 0.45 12.51 34 20 124
25 Nov 400.80 13.2 -3.05 13.88 58 33 104
24 Nov 403.55 16.25 -2.55 14.52 21 18 70
21 Nov 407.85 18.8 1.7 13.47 10 7 52
20 Nov 405.45 17.1 1.15 13.37 12 -8 44
19 Nov 403.55 15.9 -2.25 13.39 25 22 51
18 Nov 405.85 18.15 -0.2 14.55 8 7 28
17 Nov 407.10 18.4 -0.1 - 0 15 0
14 Nov 408.15 18.4 -0.1 10.98 19 15 21
13 Nov 405.70 18.5 -1 13.91 4 1 3
12 Nov 407.00 19.5 -11.25 13.47 2 1 1
11 Nov 406.85 30.75 0 - 0 0 0
10 Nov 405.55 30.75 0 - 0 0 0
7 Nov 404.05 30.75 0 - 0 0 0
6 Nov 407.50 30.75 0 - 0 0 0
4 Nov 408.90 30.75 0 - 0 0 0
3 Nov 413.95 30.75 0 - 0 0 0


For Itc Ltd - strike price 400 expiring on 27JAN2026

Delta for 400 CE is 0.78

Historical price for 400 CE is as follows

On 24 Dec ITC was trading at 406.60. The strike last trading price was 12.25, which was -1.55 lower than the previous day. The implied volatity was 11.17, the open interest changed by 50 which increased total open position to 1485


On 23 Dec ITC was trading at 407.35. The strike last trading price was 14.75, which was 4.8 higher than the previous day. The implied volatity was 13.20, the open interest changed by 105 which increased total open position to 1435


On 22 Dec ITC was trading at 402.70. The strike last trading price was 9.85, which was 0.6 higher than the previous day. The implied volatity was 11.69, the open interest changed by 343 which increased total open position to 1331


On 19 Dec ITC was trading at 401.05. The strike last trading price was 9.25, which was 0.15 higher than the previous day. The implied volatity was 12.22, the open interest changed by 56 which increased total open position to 989


On 18 Dec ITC was trading at 400.40. The strike last trading price was 9.1, which was -0.25 lower than the previous day. The implied volatity was 12.19, the open interest changed by 65 which increased total open position to 934


On 17 Dec ITC was trading at 399.80. The strike last trading price was 9.35, which was -1.3 lower than the previous day. The implied volatity was 12.65, the open interest changed by 111 which increased total open position to 866


On 16 Dec ITC was trading at 401.70. The strike last trading price was 10.5, which was -0.25 lower than the previous day. The implied volatity was 12.43, the open interest changed by 112 which increased total open position to 753


On 15 Dec ITC was trading at 402.30. The strike last trading price was 10.8, which was 0.7 higher than the previous day. The implied volatity was 12.74, the open interest changed by 23 which increased total open position to 641


On 12 Dec ITC was trading at 400.10. The strike last trading price was 10.1, which was -1.55 lower than the previous day. The implied volatity was 12.20, the open interest changed by 167 which increased total open position to 620


On 11 Dec ITC was trading at 402.90. The strike last trading price was 11.65, which was 0.3 higher than the previous day. The implied volatity was 11.98, the open interest changed by 198 which increased total open position to 453


On 10 Dec ITC was trading at 403.15. The strike last trading price was 11.35, which was 0.2 higher than the previous day. The implied volatity was 11.05, the open interest changed by -16 which decreased total open position to 256


On 9 Dec ITC was trading at 401.05. The strike last trading price was 11.3, which was -0.25 lower than the previous day. The implied volatity was 12.99, the open interest changed by 62 which increased total open position to 270


On 8 Dec ITC was trading at 402.30. The strike last trading price was 11.35, which was -1.65 lower than the previous day. The implied volatity was 11.92, the open interest changed by 20 which increased total open position to 209


On 5 Dec ITC was trading at 404.95. The strike last trading price was 13, which was 0.75 higher than the previous day. The implied volatity was 9.93, the open interest changed by -8 which decreased total open position to 189


On 4 Dec ITC was trading at 403.05. The strike last trading price was 12.3, which was 1.25 higher than the previous day. The implied volatity was 11.09, the open interest changed by -7 which decreased total open position to 198


On 3 Dec ITC was trading at 400.50. The strike last trading price was 11, which was -0.8 lower than the previous day. The implied volatity was 11.65, the open interest changed by 25 which increased total open position to 204


On 2 Dec ITC was trading at 400.95. The strike last trading price was 11.95, which was -1.4 lower than the previous day. The implied volatity was 11.93, the open interest changed by 22 which increased total open position to 175


On 1 Dec ITC was trading at 404.25. The strike last trading price was 13.35, which was 0.1 higher than the previous day. The implied volatity was 11.25, the open interest changed by 28 which increased total open position to 154


On 28 Nov ITC was trading at 404.25. The strike last trading price was 13.25, which was -0.6 lower than the previous day. The implied volatity was 9.99, the open interest changed by 1 which increased total open position to 127


On 27 Nov ITC was trading at 404.30. The strike last trading price was 14.3, which was 0.65 higher than the previous day. The implied volatity was 10.76, the open interest changed by 1 which increased total open position to 126


On 26 Nov ITC was trading at 402.30. The strike last trading price was 13.65, which was 0.45 higher than the previous day. The implied volatity was 12.51, the open interest changed by 20 which increased total open position to 124


On 25 Nov ITC was trading at 400.80. The strike last trading price was 13.2, which was -3.05 lower than the previous day. The implied volatity was 13.88, the open interest changed by 33 which increased total open position to 104


On 24 Nov ITC was trading at 403.55. The strike last trading price was 16.25, which was -2.55 lower than the previous day. The implied volatity was 14.52, the open interest changed by 18 which increased total open position to 70


On 21 Nov ITC was trading at 407.85. The strike last trading price was 18.8, which was 1.7 higher than the previous day. The implied volatity was 13.47, the open interest changed by 7 which increased total open position to 52


On 20 Nov ITC was trading at 405.45. The strike last trading price was 17.1, which was 1.15 higher than the previous day. The implied volatity was 13.37, the open interest changed by -8 which decreased total open position to 44


On 19 Nov ITC was trading at 403.55. The strike last trading price was 15.9, which was -2.25 lower than the previous day. The implied volatity was 13.39, the open interest changed by 22 which increased total open position to 51


On 18 Nov ITC was trading at 405.85. The strike last trading price was 18.15, which was -0.2 lower than the previous day. The implied volatity was 14.55, the open interest changed by 7 which increased total open position to 28


On 17 Nov ITC was trading at 407.10. The strike last trading price was 18.4, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 14 Nov ITC was trading at 408.15. The strike last trading price was 18.4, which was -0.1 lower than the previous day. The implied volatity was 10.98, the open interest changed by 15 which increased total open position to 21


On 13 Nov ITC was trading at 405.70. The strike last trading price was 18.5, which was -1 lower than the previous day. The implied volatity was 13.91, the open interest changed by 1 which increased total open position to 3


On 12 Nov ITC was trading at 407.00. The strike last trading price was 19.5, which was -11.25 lower than the previous day. The implied volatity was 13.47, the open interest changed by 1 which increased total open position to 1


On 11 Nov ITC was trading at 406.85. The strike last trading price was 30.75, 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 30.75, 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 30.75, 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 30.75, 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 30.75, 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 30.75, 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 27JAN2026 400 PE
Delta: -0.27
Vega: 0.41
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 406.60 3 0.35 14.41 647 29 1,079
23 Dec 407.35 2.4 -1.8 14.04 1,095 39 1,060
22 Dec 402.70 4.15 -0.35 14.04 302 108 1,019
19 Dec 401.05 4.5 -0.55 13.03 227 48 896
18 Dec 400.40 4.95 -0.45 13.50 158 70 848
17 Dec 399.80 5.25 0.55 13.85 150 63 777
16 Dec 401.70 4.8 0.2 14.17 326 115 714
15 Dec 402.30 4.65 -0.8 13.79 95 43 599
12 Dec 400.10 5.5 0.75 14.26 156 71 556
11 Dec 402.90 4.8 -0.1 14.41 76 -9 486
10 Dec 403.15 4.8 -0.75 14.37 55 -5 496
9 Dec 401.05 5.5 0 14.41 68 3 501
8 Dec 402.30 5.6 1.15 15.01 66 33 496
5 Dec 404.95 4.5 -0.7 14.68 149 -18 464
4 Dec 403.05 5.2 -1 14.78 60 -5 482
3 Dec 400.50 6.25 -0.15 14.97 74 27 487
2 Dec 400.95 6.35 1.2 15.69 172 59 459
1 Dec 404.25 5.05 0.25 14.77 205 58 400
28 Nov 404.25 4.75 0 14.20 77 32 341
27 Nov 404.30 4.65 -0.85 14.34 63 33 310
26 Nov 402.30 5.5 -0.85 14.41 41 24 276
25 Nov 400.80 6.55 0.9 14.85 74 52 252
24 Nov 403.55 5.65 1.05 15.44 28 13 199
21 Nov 407.85 4.55 -1.05 15.29 39 -3 195
20 Nov 405.45 5.6 -0.4 15.84 6 -1 197
19 Nov 403.55 6 0.4 15.46 29 18 196
18 Nov 405.85 5.6 0 15.77 12 8 177
17 Nov 407.10 5.6 0.2 16.58 36 26 166
14 Nov 408.15 5.1 -1.35 15.93 41 22 139
13 Nov 405.70 6.45 0.65 16.88 3 0 117
12 Nov 407.00 5.8 0.3 16.56 10 2 117
11 Nov 406.85 5.5 -0.6 15.85 3 2 114
10 Nov 405.55 6.1 -0.1 16.28 2 1 113
7 Nov 404.05 6.5 0.85 15.99 45 42 110
6 Nov 407.50 5.65 0.65 16.49 76 62 68
4 Nov 408.90 5 1 15.61 3 2 5
3 Nov 413.95 4 -2.8 15.84 3 2 2


For Itc Ltd - strike price 400 expiring on 27JAN2026

Delta for 400 PE is -0.27

Historical price for 400 PE is as follows

On 24 Dec ITC was trading at 406.60. The strike last trading price was 3, which was 0.35 higher than the previous day. The implied volatity was 14.41, the open interest changed by 29 which increased total open position to 1079


On 23 Dec ITC was trading at 407.35. The strike last trading price was 2.4, which was -1.8 lower than the previous day. The implied volatity was 14.04, the open interest changed by 39 which increased total open position to 1060


On 22 Dec ITC was trading at 402.70. The strike last trading price was 4.15, which was -0.35 lower than the previous day. The implied volatity was 14.04, the open interest changed by 108 which increased total open position to 1019


On 19 Dec ITC was trading at 401.05. The strike last trading price was 4.5, which was -0.55 lower than the previous day. The implied volatity was 13.03, the open interest changed by 48 which increased total open position to 896


On 18 Dec ITC was trading at 400.40. The strike last trading price was 4.95, which was -0.45 lower than the previous day. The implied volatity was 13.50, the open interest changed by 70 which increased total open position to 848


On 17 Dec ITC was trading at 399.80. The strike last trading price was 5.25, which was 0.55 higher than the previous day. The implied volatity was 13.85, the open interest changed by 63 which increased total open position to 777


On 16 Dec ITC was trading at 401.70. The strike last trading price was 4.8, which was 0.2 higher than the previous day. The implied volatity was 14.17, the open interest changed by 115 which increased total open position to 714


On 15 Dec ITC was trading at 402.30. The strike last trading price was 4.65, which was -0.8 lower than the previous day. The implied volatity was 13.79, the open interest changed by 43 which increased total open position to 599


On 12 Dec ITC was trading at 400.10. The strike last trading price was 5.5, which was 0.75 higher than the previous day. The implied volatity was 14.26, the open interest changed by 71 which increased total open position to 556


On 11 Dec ITC was trading at 402.90. The strike last trading price was 4.8, which was -0.1 lower than the previous day. The implied volatity was 14.41, the open interest changed by -9 which decreased total open position to 486


On 10 Dec ITC was trading at 403.15. The strike last trading price was 4.8, which was -0.75 lower than the previous day. The implied volatity was 14.37, the open interest changed by -5 which decreased total open position to 496


On 9 Dec ITC was trading at 401.05. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 14.41, the open interest changed by 3 which increased total open position to 501


On 8 Dec ITC was trading at 402.30. The strike last trading price was 5.6, which was 1.15 higher than the previous day. The implied volatity was 15.01, the open interest changed by 33 which increased total open position to 496


On 5 Dec ITC was trading at 404.95. The strike last trading price was 4.5, which was -0.7 lower than the previous day. The implied volatity was 14.68, the open interest changed by -18 which decreased total open position to 464


On 4 Dec ITC was trading at 403.05. The strike last trading price was 5.2, which was -1 lower than the previous day. The implied volatity was 14.78, the open interest changed by -5 which decreased total open position to 482


On 3 Dec ITC was trading at 400.50. The strike last trading price was 6.25, which was -0.15 lower than the previous day. The implied volatity was 14.97, the open interest changed by 27 which increased total open position to 487


On 2 Dec ITC was trading at 400.95. The strike last trading price was 6.35, which was 1.2 higher than the previous day. The implied volatity was 15.69, the open interest changed by 59 which increased total open position to 459


On 1 Dec ITC was trading at 404.25. The strike last trading price was 5.05, which was 0.25 higher than the previous day. The implied volatity was 14.77, the open interest changed by 58 which increased total open position to 400


On 28 Nov ITC was trading at 404.25. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 14.20, the open interest changed by 32 which increased total open position to 341


On 27 Nov ITC was trading at 404.30. The strike last trading price was 4.65, which was -0.85 lower than the previous day. The implied volatity was 14.34, the open interest changed by 33 which increased total open position to 310


On 26 Nov ITC was trading at 402.30. The strike last trading price was 5.5, which was -0.85 lower than the previous day. The implied volatity was 14.41, the open interest changed by 24 which increased total open position to 276


On 25 Nov ITC was trading at 400.80. The strike last trading price was 6.55, which was 0.9 higher than the previous day. The implied volatity was 14.85, the open interest changed by 52 which increased total open position to 252


On 24 Nov ITC was trading at 403.55. The strike last trading price was 5.65, which was 1.05 higher than the previous day. The implied volatity was 15.44, the open interest changed by 13 which increased total open position to 199


On 21 Nov ITC was trading at 407.85. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was 15.29, the open interest changed by -3 which decreased total open position to 195


On 20 Nov ITC was trading at 405.45. The strike last trading price was 5.6, which was -0.4 lower than the previous day. The implied volatity was 15.84, the open interest changed by -1 which decreased total open position to 197


On 19 Nov ITC was trading at 403.55. The strike last trading price was 6, which was 0.4 higher than the previous day. The implied volatity was 15.46, the open interest changed by 18 which increased total open position to 196


On 18 Nov ITC was trading at 405.85. The strike last trading price was 5.6, which was 0 lower than the previous day. The implied volatity was 15.77, the open interest changed by 8 which increased total open position to 177


On 17 Nov ITC was trading at 407.10. The strike last trading price was 5.6, which was 0.2 higher than the previous day. The implied volatity was 16.58, the open interest changed by 26 which increased total open position to 166


On 14 Nov ITC was trading at 408.15. The strike last trading price was 5.1, which was -1.35 lower than the previous day. The implied volatity was 15.93, the open interest changed by 22 which increased total open position to 139


On 13 Nov ITC was trading at 405.70. The strike last trading price was 6.45, which was 0.65 higher than the previous day. The implied volatity was 16.88, the open interest changed by 0 which decreased total open position to 117


On 12 Nov ITC was trading at 407.00. The strike last trading price was 5.8, which was 0.3 higher than the previous day. The implied volatity was 16.56, the open interest changed by 2 which increased total open position to 117


On 11 Nov ITC was trading at 406.85. The strike last trading price was 5.5, which was -0.6 lower than the previous day. The implied volatity was 15.85, the open interest changed by 2 which increased total open position to 114


On 10 Nov ITC was trading at 405.55. The strike last trading price was 6.1, which was -0.1 lower than the previous day. The implied volatity was 16.28, the open interest changed by 1 which increased total open position to 113


On 7 Nov ITC was trading at 404.05. The strike last trading price was 6.5, which was 0.85 higher than the previous day. The implied volatity was 15.99, the open interest changed by 42 which increased total open position to 110


On 6 Nov ITC was trading at 407.50. The strike last trading price was 5.65, which was 0.65 higher than the previous day. The implied volatity was 16.49, the open interest changed by 62 which increased total open position to 68


On 4 Nov ITC was trading at 408.90. The strike last trading price was 5, which was 1 higher than the previous day. The implied volatity was 15.61, the open interest changed by 2 which increased total open position to 5


On 3 Nov ITC was trading at 413.95. The strike last trading price was 4, which was -2.8 lower than the previous day. The implied volatity was 15.84, the open interest changed by 2 which increased total open position to 2