[--[65.84.65.76]--]

ITC

Itc Ltd
404.7 +1.65 (0.41%)
L: 402 H: 405.35

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Historical option data for ITC

05 Dec 2025 02:47 PM IST
ITC 30-DEC-2025 405 CE
Delta: 0.61
Vega: 0.41
Theta: -0.14
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 404.90 5.5 0.3 9.40 4,266 -315 3,026
4 Dec 403.05 5.2 0.7 10.77 3,540 10 3,341
3 Dec 400.50 4.6 -0.35 12.01 3,085 350 3,347
2 Dec 400.95 5.05 -1.3 11.60 3,566 620 3,002
1 Dec 404.25 6.4 0.05 11.47 6,667 168 2,407
28 Nov 404.25 6.25 -0.2 9.87 1,889 78 2,240
27 Nov 404.30 6.7 0.55 9.62 2,481 288 2,162
26 Nov 402.30 6.25 0.45 11.39 2,102 362 1,874
25 Nov 400.80 5.75 -1.7 12.34 2,383 664 1,492
24 Nov 403.55 7.5 -2.55 11.69 889 319 821
21 Nov 407.85 10.1 0.95 10.85 606 22 505
20 Nov 405.45 9.1 0.75 11.79 647 -2 483
19 Nov 403.55 8.4 -1.7 12.40 681 310 477
18 Nov 405.85 9.9 -1.6 12.67 182 44 165
17 Nov 407.10 11.45 -0.05 13.13 52 23 121
14 Nov 408.15 11.7 0.75 11.77 83 37 99
13 Nov 405.70 11 -0.65 12.42 61 21 52
12 Nov 407.00 11.65 -0.35 12.26 14 10 32
11 Nov 406.85 12 0.7 12.90 12 1 22
10 Nov 405.55 11.3 0.25 12.79 21 5 21
7 Nov 404.05 11.1 -3.4 13.45 17 13 16
6 Nov 407.50 14.5 -2.95 - 0 3 0
4 Nov 408.90 14.5 -2.95 13.66 3 2 2
3 Nov 413.95 17.45 0 - 0 0 0
31 Oct 420.35 17.45 0 - 0 0 0
30 Oct 418.75 17.45 0 - 0 0 0
29 Oct 421.60 17.45 0 - 0 0 0
28 Oct 417.90 17.45 0 - 0 0 0
27 Oct 420.65 17.45 0 - 0 0 0
24 Oct 416.80 17.45 0 - 0 0 0
23 Oct 415.95 17.45 0 - 0 0 0
21 Oct 412.85 17.45 0 - 0 0 0
20 Oct 413.05 17.45 0 - 0 0 0
17 Oct 412.15 17.45 0 - 0 0 0
16 Oct 405.15 17.45 0 - 0 0 0
15 Oct 399.90 17.45 0 - 0 0 0
14 Oct 396.80 17.45 0 0.02 0 0 0
13 Oct 399.25 17.45 0 - 0 0 0
10 Oct 402.80 17.45 0 - 0 0 0
9 Oct 399.90 17.45 0 - 0 0 0
8 Oct 399.75 17.45 0 - 0 0 0
7 Oct 399.80 17.45 0 - 0 0 0
6 Oct 400.75 17.45 0 - 0 0 0


For Itc Ltd - strike price 405 expiring on 30DEC2025

Delta for 405 CE is 0.61

Historical price for 405 CE is as follows

On 5 Dec ITC was trading at 404.90. The strike last trading price was 5.5, which was 0.3 higher than the previous day. The implied volatity was 9.40, the open interest changed by -315 which decreased total open position to 3026


On 4 Dec ITC was trading at 403.05. The strike last trading price was 5.2, which was 0.7 higher than the previous day. The implied volatity was 10.77, the open interest changed by 10 which increased total open position to 3341


On 3 Dec ITC was trading at 400.50. The strike last trading price was 4.6, which was -0.35 lower than the previous day. The implied volatity was 12.01, the open interest changed by 350 which increased total open position to 3347


On 2 Dec ITC was trading at 400.95. The strike last trading price was 5.05, which was -1.3 lower than the previous day. The implied volatity was 11.60, the open interest changed by 620 which increased total open position to 3002


On 1 Dec ITC was trading at 404.25. The strike last trading price was 6.4, which was 0.05 higher than the previous day. The implied volatity was 11.47, the open interest changed by 168 which increased total open position to 2407


On 28 Nov ITC was trading at 404.25. The strike last trading price was 6.25, which was -0.2 lower than the previous day. The implied volatity was 9.87, the open interest changed by 78 which increased total open position to 2240


On 27 Nov ITC was trading at 404.30. The strike last trading price was 6.7, which was 0.55 higher than the previous day. The implied volatity was 9.62, the open interest changed by 288 which increased total open position to 2162


On 26 Nov ITC was trading at 402.30. The strike last trading price was 6.25, which was 0.45 higher than the previous day. The implied volatity was 11.39, the open interest changed by 362 which increased total open position to 1874


On 25 Nov ITC was trading at 400.80. The strike last trading price was 5.75, which was -1.7 lower than the previous day. The implied volatity was 12.34, the open interest changed by 664 which increased total open position to 1492


On 24 Nov ITC was trading at 403.55. The strike last trading price was 7.5, which was -2.55 lower than the previous day. The implied volatity was 11.69, the open interest changed by 319 which increased total open position to 821


On 21 Nov ITC was trading at 407.85. The strike last trading price was 10.1, which was 0.95 higher than the previous day. The implied volatity was 10.85, the open interest changed by 22 which increased total open position to 505


On 20 Nov ITC was trading at 405.45. The strike last trading price was 9.1, which was 0.75 higher than the previous day. The implied volatity was 11.79, the open interest changed by -2 which decreased total open position to 483


On 19 Nov ITC was trading at 403.55. The strike last trading price was 8.4, which was -1.7 lower than the previous day. The implied volatity was 12.40, the open interest changed by 310 which increased total open position to 477


On 18 Nov ITC was trading at 405.85. The strike last trading price was 9.9, which was -1.6 lower than the previous day. The implied volatity was 12.67, the open interest changed by 44 which increased total open position to 165


On 17 Nov ITC was trading at 407.10. The strike last trading price was 11.45, which was -0.05 lower than the previous day. The implied volatity was 13.13, the open interest changed by 23 which increased total open position to 121


On 14 Nov ITC was trading at 408.15. The strike last trading price was 11.7, which was 0.75 higher than the previous day. The implied volatity was 11.77, the open interest changed by 37 which increased total open position to 99


On 13 Nov ITC was trading at 405.70. The strike last trading price was 11, which was -0.65 lower than the previous day. The implied volatity was 12.42, the open interest changed by 21 which increased total open position to 52


On 12 Nov ITC was trading at 407.00. The strike last trading price was 11.65, which was -0.35 lower than the previous day. The implied volatity was 12.26, the open interest changed by 10 which increased total open position to 32


On 11 Nov ITC was trading at 406.85. The strike last trading price was 12, which was 0.7 higher than the previous day. The implied volatity was 12.90, the open interest changed by 1 which increased total open position to 22


On 10 Nov ITC was trading at 405.55. The strike last trading price was 11.3, which was 0.25 higher than the previous day. The implied volatity was 12.79, the open interest changed by 5 which increased total open position to 21


On 7 Nov ITC was trading at 404.05. The strike last trading price was 11.1, which was -3.4 lower than the previous day. The implied volatity was 13.45, the open interest changed by 13 which increased total open position to 16


On 6 Nov ITC was trading at 407.50. The strike last trading price was 14.5, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 4 Nov ITC was trading at 408.90. The strike last trading price was 14.5, which was -2.95 lower than the previous day. The implied volatity was 13.66, the open interest changed by 2 which increased total open position to 2


On 3 Nov ITC was trading at 413.95. The strike last trading price was 17.45, 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 31 Oct ITC was trading at 420.35. The strike last trading price was 17.45, 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 30 Oct ITC was trading at 418.75. The strike last trading price was 17.45, 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 29 Oct ITC was trading at 421.60. The strike last trading price was 17.45, 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 28 Oct ITC was trading at 417.90. The strike last trading price was 17.45, 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 27 Oct ITC was trading at 420.65. The strike last trading price was 17.45, 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 24 Oct ITC was trading at 416.80. The strike last trading price was 17.45, 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 23 Oct ITC was trading at 415.95. The strike last trading price was 17.45, 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 Oct ITC was trading at 412.85. The strike last trading price was 17.45, 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 Oct ITC was trading at 413.05. The strike last trading price was 17.45, 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 Oct ITC was trading at 412.15. The strike last trading price was 17.45, 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 16 Oct ITC was trading at 405.15. The strike last trading price was 17.45, 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 15 Oct ITC was trading at 399.90. The strike last trading price was 17.45, 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 Oct ITC was trading at 396.80. The strike last trading price was 17.45, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


On 13 Oct ITC was trading at 399.25. The strike last trading price was 17.45, 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 Oct ITC was trading at 402.80. The strike last trading price was 17.45, 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 9 Oct ITC was trading at 399.90. The strike last trading price was 17.45, 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 8 Oct ITC was trading at 399.75. The strike last trading price was 17.45, 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 17.45, 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 17.45, 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 405 PE
Delta: -0.42
Vega: 0.41
Theta: -0.06
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 404.90 4.3 -1.15 13.12 1,798 59 2,096
4 Dec 403.05 5.3 -1.9 13.63 885 26 2,021
3 Dec 400.50 6.95 -0.2 14.40 1,142 119 1,994
2 Dec 400.95 7 1.45 15.54 1,834 -157 1,875
1 Dec 404.25 5.55 0.55 14.60 3,666 369 2,048
28 Nov 404.25 5.1 0.3 13.49 1,251 -22 1,677
27 Nov 404.30 4.45 -1.2 12.61 1,376 86 1,695
26 Nov 402.30 5.7 -1.1 12.94 1,642 205 1,599
25 Nov 400.80 7.2 1.75 13.79 1,952 580 1,389
24 Nov 403.55 5.4 1.45 13.62 1,029 186 800
21 Nov 407.85 3.95 -1.35 13.29 422 52 611
20 Nov 405.45 5.3 -0.85 14.17 395 93 558
19 Nov 403.55 6.15 0.35 14.24 470 210 459
18 Nov 405.85 5.8 0.5 15.02 195 98 250
17 Nov 407.10 5.25 -0.05 15.15 62 32 153
14 Nov 408.15 5.3 -0.55 15.46 42 20 121
13 Nov 405.70 5.85 0.8 15.23 14 1 100
12 Nov 407.00 5.05 -0.45 14.28 24 -9 99
11 Nov 406.85 5.5 -0.7 14.90 18 6 107
10 Nov 405.55 6.2 -0.75 15.28 9 4 102
7 Nov 404.05 7.2 1.7 15.71 70 49 97
6 Nov 407.50 5.35 -0.05 15.05 44 25 46
4 Nov 408.90 5.4 1.3 15.17 28 4 21
3 Nov 413.95 4.1 -10.7 15.49 19 16 16
31 Oct 420.35 14.8 0 - 0 0 0
30 Oct 418.75 14.8 0 3.75 0 0 0
29 Oct 421.60 14.8 0 4.21 0 0 0
28 Oct 417.90 14.8 0 3.52 0 0 0
27 Oct 420.65 14.8 0 4.05 0 0 0
24 Oct 416.80 14.8 0 3.52 0 0 0
23 Oct 415.95 14.8 0 3.25 0 0 0
21 Oct 412.85 14.8 0 - 0 0 0
20 Oct 413.05 14.8 0 2.71 0 0 0
17 Oct 412.15 14.8 0 - 0 0 0
16 Oct 405.15 14.8 0 1.50 0 0 0
15 Oct 399.90 14.8 0 - 0 0 0
14 Oct 396.80 14.8 0 - 0 0 0
13 Oct 399.25 14.8 0 0.54 0 0 0
10 Oct 402.80 14.8 0 - 0 0 0
9 Oct 399.90 14.8 0 0.69 0 0 0
8 Oct 399.75 14.8 0 - 0 0 0
7 Oct 399.80 14.8 0 - 0 0 0
6 Oct 400.75 14.8 0 - 0 0 0


For Itc Ltd - strike price 405 expiring on 30DEC2025

Delta for 405 PE is -0.42

Historical price for 405 PE is as follows

On 5 Dec ITC was trading at 404.90. The strike last trading price was 4.3, which was -1.15 lower than the previous day. The implied volatity was 13.12, the open interest changed by 59 which increased total open position to 2096


On 4 Dec ITC was trading at 403.05. The strike last trading price was 5.3, which was -1.9 lower than the previous day. The implied volatity was 13.63, the open interest changed by 26 which increased total open position to 2021


On 3 Dec ITC was trading at 400.50. The strike last trading price was 6.95, which was -0.2 lower than the previous day. The implied volatity was 14.40, the open interest changed by 119 which increased total open position to 1994


On 2 Dec ITC was trading at 400.95. The strike last trading price was 7, which was 1.45 higher than the previous day. The implied volatity was 15.54, the open interest changed by -157 which decreased total open position to 1875


On 1 Dec ITC was trading at 404.25. The strike last trading price was 5.55, which was 0.55 higher than the previous day. The implied volatity was 14.60, the open interest changed by 369 which increased total open position to 2048


On 28 Nov ITC was trading at 404.25. The strike last trading price was 5.1, which was 0.3 higher than the previous day. The implied volatity was 13.49, the open interest changed by -22 which decreased total open position to 1677


On 27 Nov ITC was trading at 404.30. The strike last trading price was 4.45, which was -1.2 lower than the previous day. The implied volatity was 12.61, the open interest changed by 86 which increased total open position to 1695


On 26 Nov ITC was trading at 402.30. The strike last trading price was 5.7, which was -1.1 lower than the previous day. The implied volatity was 12.94, the open interest changed by 205 which increased total open position to 1599


On 25 Nov ITC was trading at 400.80. The strike last trading price was 7.2, which was 1.75 higher than the previous day. The implied volatity was 13.79, the open interest changed by 580 which increased total open position to 1389


On 24 Nov ITC was trading at 403.55. The strike last trading price was 5.4, which was 1.45 higher than the previous day. The implied volatity was 13.62, the open interest changed by 186 which increased total open position to 800


On 21 Nov ITC was trading at 407.85. The strike last trading price was 3.95, which was -1.35 lower than the previous day. The implied volatity was 13.29, the open interest changed by 52 which increased total open position to 611


On 20 Nov ITC was trading at 405.45. The strike last trading price was 5.3, which was -0.85 lower than the previous day. The implied volatity was 14.17, the open interest changed by 93 which increased total open position to 558


On 19 Nov ITC was trading at 403.55. The strike last trading price was 6.15, which was 0.35 higher than the previous day. The implied volatity was 14.24, the open interest changed by 210 which increased total open position to 459


On 18 Nov ITC was trading at 405.85. The strike last trading price was 5.8, which was 0.5 higher than the previous day. The implied volatity was 15.02, the open interest changed by 98 which increased total open position to 250


On 17 Nov ITC was trading at 407.10. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was 15.15, the open interest changed by 32 which increased total open position to 153


On 14 Nov ITC was trading at 408.15. The strike last trading price was 5.3, which was -0.55 lower than the previous day. The implied volatity was 15.46, the open interest changed by 20 which increased total open position to 121


On 13 Nov ITC was trading at 405.70. The strike last trading price was 5.85, which was 0.8 higher than the previous day. The implied volatity was 15.23, the open interest changed by 1 which increased total open position to 100


On 12 Nov ITC was trading at 407.00. The strike last trading price was 5.05, which was -0.45 lower than the previous day. The implied volatity was 14.28, the open interest changed by -9 which decreased total open position to 99


On 11 Nov ITC was trading at 406.85. The strike last trading price was 5.5, which was -0.7 lower than the previous day. The implied volatity was 14.90, the open interest changed by 6 which increased total open position to 107


On 10 Nov ITC was trading at 405.55. The strike last trading price was 6.2, which was -0.75 lower than the previous day. The implied volatity was 15.28, the open interest changed by 4 which increased total open position to 102


On 7 Nov ITC was trading at 404.05. The strike last trading price was 7.2, which was 1.7 higher than the previous day. The implied volatity was 15.71, the open interest changed by 49 which increased total open position to 97


On 6 Nov ITC was trading at 407.50. The strike last trading price was 5.35, which was -0.05 lower than the previous day. The implied volatity was 15.05, the open interest changed by 25 which increased total open position to 46


On 4 Nov ITC was trading at 408.90. The strike last trading price was 5.4, which was 1.3 higher than the previous day. The implied volatity was 15.17, the open interest changed by 4 which increased total open position to 21


On 3 Nov ITC was trading at 413.95. The strike last trading price was 4.1, which was -10.7 lower than the previous day. The implied volatity was 15.49, the open interest changed by 16 which increased total open position to 16


On 31 Oct ITC was trading at 420.35. The strike last trading price was 14.8, 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 30 Oct ITC was trading at 418.75. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0


On 29 Oct ITC was trading at 421.60. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0


On 28 Oct ITC was trading at 417.90. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0


On 27 Oct ITC was trading at 420.65. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ITC was trading at 416.80. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0


On 23 Oct ITC was trading at 415.95. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0


On 21 Oct ITC was trading at 412.85. The strike last trading price was 14.8, 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 Oct ITC was trading at 413.05. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0


On 17 Oct ITC was trading at 412.15. The strike last trading price was 14.8, 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 16 Oct ITC was trading at 405.15. The strike last trading price was 14.8, 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 15 Oct ITC was trading at 399.90. The strike last trading price was 14.8, 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 Oct ITC was trading at 396.80. The strike last trading price was 14.8, 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 Oct ITC was trading at 399.25. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0


On 10 Oct ITC was trading at 402.80. The strike last trading price was 14.8, 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 9 Oct ITC was trading at 399.90. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0


On 8 Oct ITC was trading at 399.75. The strike last trading price was 14.8, 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 14.8, 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 14.8, 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