ITC
Itc Ltd
Historical option data for ITC
24 Dec 2025 04:12 PM IST
| ITC 27-JAN-2026 405 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.46
Theta: -0.15
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.65
Historical price for 405 CE is as follows
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: -0.37
Vega: 0.47
Theta: -0.05
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.37
Historical price for 405 PE is as follows
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































































































































































































































