ITC
Itc Ltd
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
|
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| 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 | |||||||||
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| 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
|
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| 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































































































































































































































