[--[65.84.65.76]--]

ITC

Itc Ltd
350.05 -13.80 (-3.79%)
L: 345.25 H: 360

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Historical option data for ITC

02 Jan 2026 04:02 PM IST
ITC 27-JAN-2026 405 CE
Delta: 0.04
Vega: 0.09
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 350.05 0.5 -0.55 30.53 6,613 -249 5,382
1 Jan 363.85 1.05 -4.4 27.03 21,897 3,261 7,617
31 Dec 403.00 5.3 -0.2 11.34 5,306 1,923 4,357
30 Dec 400.60 5.55 -1.1 13.40 3,133 899 2,433
29 Dec 402.60 6.7 -1 13.49 1,180 417 1,527
26 Dec 404.15 7.65 -1.1 12.12 871 359 1,109
24 Dec 406.60 9.05 -1 11.91 646 120 748
23 Dec 407.35 11.05 4.05 12.94 1,222 98 628
22 Dec 402.70 7.05 0.5 12.10 350 112 529
19 Dec 401.05 6.55 -0.1 12.34 230 119 412
18 Dec 400.40 6.7 0.05 12.80 90 42 291
17 Dec 399.80 6.8 -0.85 12.91 175 36 249
16 Dec 401.70 7.85 -0.2 12.90 321 48 214
15 Dec 402.30 8.25 0.8 13.37 72 32 162
12 Dec 400.10 7.45 -1.25 12.45 75 44 130
11 Dec 402.90 8.7 0.25 12.17 19 14 85
10 Dec 403.15 8.4 0 11.36 62 16 79
9 Dec 401.05 8.4 -0.1 12.89 65 1 45
8 Dec 402.30 8.5 -1.2 12.13 17 6 42
5 Dec 404.95 9.7 0.25 10.23 9 2 35
4 Dec 403.05 9.45 1.1 11.63 12 4 33
3 Dec 400.50 8.35 -0.4 12.01 13 11 28
2 Dec 400.95 8.75 -2.35 11.55 12 5 16
1 Dec 404.25 11.1 0 12.65 3 1 10
28 Nov 404.25 11.1 -0.25 - 0 2 0
27 Nov 404.30 11.1 -0.25 11.08 3 2 9
26 Nov 402.30 11.35 0.6 13.67 5 4 6
25 Nov 400.80 10.75 -16.6 14.38 3 2 2
24 Nov 403.55 27.35 0 - 0 0 0
21 Nov 407.85 27.35 0 - 0 0 0
20 Nov 405.45 27.35 0 - 0 0 0
19 Nov 403.55 27.35 0 - 0 0 0
18 Nov 405.85 27.35 0 - 0 0 0
17 Nov 407.10 27.35 0 - 0 0 0
14 Nov 408.15 27.35 0 - 0 0 0
13 Nov 405.70 27.35 0 - 0 0 0
12 Nov 407.00 27.35 0 - 0 0 0
11 Nov 406.85 27.35 0 - 0 0 0
10 Nov 405.55 27.35 0 - 0 0 0
7 Nov 404.05 27.35 0 - 0 0 0
6 Nov 407.50 27.35 0 - 0 0 0
4 Nov 408.90 27.35 0 - 0 0 0
3 Nov 413.95 27.35 0 - 0 0 0


For Itc Ltd - strike price 405 expiring on 27JAN2026

Delta for 405 CE is 0.04

Historical price for 405 CE is as follows

On 2 Jan ITC was trading at 350.05. The strike last trading price was 0.5, which was -0.55 lower than the previous day. The implied volatity was 30.53, the open interest changed by -249 which decreased total open position to 5382


On 1 Jan ITC was trading at 363.85. The strike last trading price was 1.05, which was -4.4 lower than the previous day. The implied volatity was 27.03, the open interest changed by 3261 which increased total open position to 7617


On 31 Dec ITC was trading at 403.00. The strike last trading price was 5.3, which was -0.2 lower than the previous day. The implied volatity was 11.34, the open interest changed by 1923 which increased total open position to 4357


On 30 Dec ITC was trading at 400.60. The strike last trading price was 5.55, which was -1.1 lower than the previous day. The implied volatity was 13.40, the open interest changed by 899 which increased total open position to 2433


On 29 Dec ITC was trading at 402.60. The strike last trading price was 6.7, which was -1 lower than the previous day. The implied volatity was 13.49, the open interest changed by 417 which increased total open position to 1527


On 26 Dec ITC was trading at 404.15. The strike last trading price was 7.65, which was -1.1 lower than the previous day. The implied volatity was 12.12, the open interest changed by 359 which increased total open position to 1109


On 24 Dec ITC was trading at 406.60. The strike last trading price was 9.05, which was -1 lower than the previous day. The implied volatity was 11.91, the open interest changed by 120 which increased total open position to 748


On 23 Dec ITC was trading at 407.35. The strike last trading price was 11.05, which was 4.05 higher than the previous day. The implied volatity was 12.94, the open interest changed by 98 which increased total open position to 628


On 22 Dec ITC was trading at 402.70. The strike last trading price was 7.05, which was 0.5 higher than the previous day. The implied volatity was 12.10, the open interest changed by 112 which increased total open position to 529


On 19 Dec ITC was trading at 401.05. The strike last trading price was 6.55, which was -0.1 lower than the previous day. The implied volatity was 12.34, the open interest changed by 119 which increased total open position to 412


On 18 Dec ITC was trading at 400.40. The strike last trading price was 6.7, which was 0.05 higher than the previous day. The implied volatity was 12.80, the open interest changed by 42 which increased total open position to 291


On 17 Dec ITC was trading at 399.80. The strike last trading price was 6.8, which was -0.85 lower than the previous day. The implied volatity was 12.91, the open interest changed by 36 which increased total open position to 249


On 16 Dec ITC was trading at 401.70. The strike last trading price was 7.85, which was -0.2 lower than the previous day. The implied volatity was 12.90, the open interest changed by 48 which increased total open position to 214


On 15 Dec ITC was trading at 402.30. The strike last trading price was 8.25, which was 0.8 higher than the previous day. The implied volatity was 13.37, the open interest changed by 32 which increased total open position to 162


On 12 Dec ITC was trading at 400.10. The strike last trading price was 7.45, which was -1.25 lower than the previous day. The implied volatity was 12.45, the open interest changed by 44 which increased total open position to 130


On 11 Dec ITC was trading at 402.90. The strike last trading price was 8.7, which was 0.25 higher than the previous day. The implied volatity was 12.17, the open interest changed by 14 which increased total open position to 85


On 10 Dec ITC was trading at 403.15. The strike last trading price was 8.4, which was 0 lower than the previous day. The implied volatity was 11.36, the open interest changed by 16 which increased total open position to 79


On 9 Dec ITC was trading at 401.05. The strike last trading price was 8.4, which was -0.1 lower than the previous day. The implied volatity was 12.89, the open interest changed by 1 which increased total open position to 45


On 8 Dec ITC was trading at 402.30. The strike last trading price was 8.5, which was -1.2 lower than the previous day. The implied volatity was 12.13, the open interest changed by 6 which increased total open position to 42


On 5 Dec ITC was trading at 404.95. The strike last trading price was 9.7, which was 0.25 higher than the previous day. The implied volatity was 10.23, the open interest changed by 2 which increased total open position to 35


On 4 Dec ITC was trading at 403.05. The strike last trading price was 9.45, which was 1.1 higher than the previous day. The implied volatity was 11.63, the open interest changed by 4 which increased total open position to 33


On 3 Dec ITC was trading at 400.50. The strike last trading price was 8.35, which was -0.4 lower than the previous day. The implied volatity was 12.01, the open interest changed by 11 which increased total open position to 28


On 2 Dec ITC was trading at 400.95. The strike last trading price was 8.75, which was -2.35 lower than the previous day. The implied volatity was 11.55, the open interest changed by 5 which increased total open position to 16


On 1 Dec ITC was trading at 404.25. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 12.65, the open interest changed by 1 which increased total open position to 10


On 28 Nov ITC was trading at 404.25. The strike last trading price was 11.1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Nov ITC was trading at 404.30. The strike last trading price was 11.1, which was -0.25 lower than the previous day. The implied volatity was 11.08, the open interest changed by 2 which increased total open position to 9


On 26 Nov ITC was trading at 402.30. The strike last trading price was 11.35, which was 0.6 higher than the previous day. The implied volatity was 13.67, the open interest changed by 4 which increased total open position to 6


On 25 Nov ITC was trading at 400.80. The strike last trading price was 10.75, which was -16.6 lower than the previous day. The implied volatity was 14.38, the open interest changed by 2 which increased total open position to 2


On 24 Nov ITC was trading at 403.55. The strike last trading price was 27.35, 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 Nov ITC was trading at 407.85. The strike last trading price was 27.35, 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 Nov ITC was trading at 405.45. The strike last trading price was 27.35, 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 19 Nov ITC was trading at 403.55. The strike last trading price was 27.35, 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 18 Nov ITC was trading at 405.85. The strike last trading price was 27.35, 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 Nov ITC was trading at 407.10. The strike last trading price was 27.35, 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 Nov ITC was trading at 408.15. The strike last trading price was 27.35, 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 27.35, 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 27.35, 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 27.35, 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 27.35, 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 27.35, 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 27.35, 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 27.35, 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 27.35, 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 405 PE
Delta: -0.90
Vega: 0.16
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 350.05 53.7 13.9 39.22 118 -51 1,562
1 Jan 363.85 39.2 34.2 26.86 1,576 -189 1,613
31 Dec 403.00 5.1 -1.6 12.45 1,945 -66 1,801
30 Dec 400.60 6.55 0.55 13.84 2,008 427 1,871
29 Dec 402.60 5.9 0.65 14.28 852 282 1,439
26 Dec 404.15 5.25 0.45 14.34 662 161 1,160
24 Dec 406.60 4.5 0.4 14.08 1,145 192 1,001
23 Dec 407.35 3.7 -2.55 13.75 979 450 809
22 Dec 402.70 6.25 -0.4 14.15 153 102 359
19 Dec 401.05 6.6 -0.65 12.82 177 135 257
18 Dec 400.40 7.35 -0.3 13.77 35 14 122
17 Dec 399.80 7.5 0.55 13.80 27 15 108
16 Dec 401.70 7.05 0.55 14.44 28 12 87
15 Dec 402.30 6.5 -1.25 13.36 27 12 75
12 Dec 400.10 7.75 0.95 14.34 40 27 62
11 Dec 402.90 6.8 -0.15 14.66 23 18 33
10 Dec 403.15 6.95 -0.65 14.71 6 3 14
9 Dec 401.05 7.6 -0.45 14.35 4 3 10
8 Dec 402.30 8.05 0.85 15.64 5 0 7
5 Dec 404.95 7.2 -0.2 - 0 3 0
4 Dec 403.05 7.2 -0.2 14.86 4 3 7
3 Dec 400.50 7.4 -0.95 - 0 0 0
2 Dec 400.95 7.4 -0.95 - 0 4 0
1 Dec 404.25 7.4 -0.95 15.71 6 4 4
28 Nov 404.25 8.35 0 1.24 0 0 0
27 Nov 404.30 8.35 0 1.27 0 0 0
26 Nov 402.30 8.35 0 0.91 0 0 0
25 Nov 400.80 8.35 0 0.48 0 0 0
24 Nov 403.55 8.35 0 1.11 0 0 0
21 Nov 407.85 8.35 0 1.86 0 0 0
20 Nov 405.45 8.35 0 - 0 0 0
19 Nov 403.55 8.35 0 1.08 0 0 0
18 Nov 405.85 8.35 0 - 0 0 0
17 Nov 407.10 8.35 0 1.79 0 0 0
14 Nov 408.15 8.35 0 1.95 0 0 0
13 Nov 405.70 8.35 0 1.50 0 0 0
12 Nov 407.00 8.35 0 1.80 0 0 0
11 Nov 406.85 8.35 0 1.75 0 0 0
10 Nov 405.55 8.35 0 1.60 0 0 0
7 Nov 404.05 8.35 0 1.30 0 0 0
6 Nov 407.50 8.35 0 - 0 0 0
4 Nov 408.90 8.35 0 2.12 0 0 0
3 Nov 413.95 8.35 0 2.87 0 0 0


For Itc Ltd - strike price 405 expiring on 27JAN2026

Delta for 405 PE is -0.90

Historical price for 405 PE is as follows

On 2 Jan ITC was trading at 350.05. The strike last trading price was 53.7, which was 13.9 higher than the previous day. The implied volatity was 39.22, the open interest changed by -51 which decreased total open position to 1562


On 1 Jan ITC was trading at 363.85. The strike last trading price was 39.2, which was 34.2 higher than the previous day. The implied volatity was 26.86, the open interest changed by -189 which decreased total open position to 1613


On 31 Dec ITC was trading at 403.00. The strike last trading price was 5.1, which was -1.6 lower than the previous day. The implied volatity was 12.45, the open interest changed by -66 which decreased total open position to 1801


On 30 Dec ITC was trading at 400.60. The strike last trading price was 6.55, which was 0.55 higher than the previous day. The implied volatity was 13.84, the open interest changed by 427 which increased total open position to 1871


On 29 Dec ITC was trading at 402.60. The strike last trading price was 5.9, which was 0.65 higher than the previous day. The implied volatity was 14.28, the open interest changed by 282 which increased total open position to 1439


On 26 Dec ITC was trading at 404.15. The strike last trading price was 5.25, which was 0.45 higher than the previous day. The implied volatity was 14.34, the open interest changed by 161 which increased total open position to 1160


On 24 Dec ITC was trading at 406.60. The strike last trading price was 4.5, which was 0.4 higher than the previous day. The implied volatity was 14.08, the open interest changed by 192 which increased total open position to 1001


On 23 Dec ITC was trading at 407.35. The strike last trading price was 3.7, which was -2.55 lower than the previous day. The implied volatity was 13.75, the open interest changed by 450 which increased total open position to 809


On 22 Dec ITC was trading at 402.70. The strike last trading price was 6.25, which was -0.4 lower than the previous day. The implied volatity was 14.15, the open interest changed by 102 which increased total open position to 359


On 19 Dec ITC was trading at 401.05. The strike last trading price was 6.6, which was -0.65 lower than the previous day. The implied volatity was 12.82, the open interest changed by 135 which increased total open position to 257


On 18 Dec ITC was trading at 400.40. The strike last trading price was 7.35, which was -0.3 lower than the previous day. The implied volatity was 13.77, the open interest changed by 14 which increased total open position to 122


On 17 Dec ITC was trading at 399.80. The strike last trading price was 7.5, which was 0.55 higher than the previous day. The implied volatity was 13.80, the open interest changed by 15 which increased total open position to 108


On 16 Dec ITC was trading at 401.70. The strike last trading price was 7.05, which was 0.55 higher than the previous day. The implied volatity was 14.44, the open interest changed by 12 which increased total open position to 87


On 15 Dec ITC was trading at 402.30. The strike last trading price was 6.5, which was -1.25 lower than the previous day. The implied volatity was 13.36, the open interest changed by 12 which increased total open position to 75


On 12 Dec ITC was trading at 400.10. The strike last trading price was 7.75, which was 0.95 higher than the previous day. The implied volatity was 14.34, the open interest changed by 27 which increased total open position to 62


On 11 Dec ITC was trading at 402.90. The strike last trading price was 6.8, which was -0.15 lower than the previous day. The implied volatity was 14.66, the open interest changed by 18 which increased total open position to 33


On 10 Dec ITC was trading at 403.15. The strike last trading price was 6.95, which was -0.65 lower than the previous day. The implied volatity was 14.71, the open interest changed by 3 which increased total open position to 14


On 9 Dec ITC was trading at 401.05. The strike last trading price was 7.6, which was -0.45 lower than the previous day. The implied volatity was 14.35, the open interest changed by 3 which increased total open position to 10


On 8 Dec ITC was trading at 402.30. The strike last trading price was 8.05, which was 0.85 higher than the previous day. The implied volatity was 15.64, the open interest changed by 0 which decreased total open position to 7


On 5 Dec ITC was trading at 404.95. The strike last trading price was 7.2, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 4 Dec ITC was trading at 403.05. The strike last trading price was 7.2, which was -0.2 lower than the previous day. The implied volatity was 14.86, the open interest changed by 3 which increased total open position to 7


On 3 Dec ITC was trading at 400.50. The strike last trading price was 7.4, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec ITC was trading at 400.95. The strike last trading price was 7.4, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 1 Dec ITC was trading at 404.25. The strike last trading price was 7.4, which was -0.95 lower than the previous day. The implied volatity was 15.71, the open interest changed by 4 which increased total open position to 4


On 28 Nov ITC was trading at 404.25. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0


On 27 Nov ITC was trading at 404.30. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 26 Nov ITC was trading at 402.30. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 25 Nov ITC was trading at 400.80. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0


On 24 Nov ITC was trading at 403.55. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ITC was trading at 407.85. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 20 Nov ITC was trading at 405.45. The strike last trading price was 8.35, 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 19 Nov ITC was trading at 403.55. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ITC was trading at 405.85. The strike last trading price was 8.35, 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 Nov ITC was trading at 407.10. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ITC was trading at 408.15. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 1.95, 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 8.35, which was 0 lower than the previous day. The implied volatity was 1.50, 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 8.35, which was 0 lower than the previous day. The implied volatity was 1.80, 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 8.35, which was 0 lower than the previous day. The implied volatity was 1.75, 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 8.35, which was 0 lower than the previous day. The implied volatity was 1.60, 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 8.35, which was 0 lower than the previous day. The implied volatity was 1.30, 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 8.35, 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 8.35, which was 0 lower than the previous day. The implied volatity was 2.12, 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 8.35, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0