[--[65.84.65.76]--]

ITC

Itc Ltd
401.05 -1.25 (-0.31%)
L: 400 H: 404.5

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Historical option data for ITC

09 Dec 2025 04:12 PM IST
ITC 30-DEC-2025 415 CE
Delta: 0.19
Vega: 0.26
Theta: -0.10
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 1.25 -0.15 12.87 706 5 1,839
8 Dec 402.30 1.35 -0.4 12.33 1,201 77 1,832
5 Dec 404.95 1.8 -0.05 10.87 1,181 -57 1,751
4 Dec 403.05 1.8 0.15 11.57 697 92 1,805
3 Dec 400.50 1.75 -0.1 12.91 1,142 -153 1,712
2 Dec 400.95 1.95 -0.6 12.51 1,002 -127 1,872
1 Dec 404.25 2.55 0.1 12.13 2,423 68 1,998
28 Nov 404.25 2.4 -0.15 10.77 1,003 97 1,935
27 Nov 404.30 2.65 0.2 10.61 1,649 670 1,836
26 Nov 402.30 2.5 0.05 11.74 808 185 1,166
25 Nov 400.80 2.45 -0.8 12.80 1,393 208 983
24 Nov 403.55 3.2 -1.7 11.84 894 212 773
21 Nov 407.85 4.9 0.4 11.44 640 106 558
20 Nov 405.45 4.45 0.35 12.26 364 112 451
19 Nov 403.55 4.1 -1.3 12.73 269 151 339
18 Nov 405.85 5.3 -1.15 13.32 86 34 185
17 Nov 407.10 6.45 -0.1 13.75 167 51 152
14 Nov 408.15 6.7 0.6 12.86 60 26 101
13 Nov 405.70 6 -0.65 12.82 34 10 74
12 Nov 407.00 6.65 0.35 13.01 24 13 64
11 Nov 406.85 6.3 -0.35 12.36 7 -1 51
10 Nov 405.55 6.65 0 13.65 10 0 52
7 Nov 404.05 6.4 -1.4 13.77 55 13 50
6 Nov 407.50 7.8 -1.1 12.76 22 11 36
4 Nov 408.90 8.75 -3.1 13.61 29 24 25
3 Nov 413.95 11.85 -3.95 13.68 1 0 1
31 Oct 420.35 15.8 2.85 - 0 1 0
30 Oct 418.75 15.8 2.85 13.50 1 0 0
29 Oct 421.60 12.95 0 - 0 0 0
28 Oct 417.90 12.95 0 - 0 0 0
27 Oct 420.65 12.95 0 - 0 0 0
24 Oct 416.80 12.95 0 - 0 0 0
23 Oct 415.95 12.95 0 - 0 0 0
21 Oct 412.85 12.95 0 - 0 0 0
20 Oct 413.05 12.95 0 - 0 0 0
17 Oct 412.15 12.95 0 - 0 0 0
16 Oct 405.15 12.95 0 0.21 0 0 0
15 Oct 399.90 12.95 0 - 0 0 0
14 Oct 396.80 12.95 0 - 0 0 0
13 Oct 399.25 12.95 0 - 0 0 0
10 Oct 402.80 12.95 0 - 0 0 0
9 Oct 399.90 12.95 0 0.97 0 0 0
8 Oct 399.75 12.95 0 1.02 0 0 0
7 Oct 399.80 12.95 0 - 0 0 0
6 Oct 400.75 12.95 0 - 0 0 0


For Itc Ltd - strike price 415 expiring on 30DEC2025

Delta for 415 CE is 0.19

Historical price for 415 CE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 12.87, the open interest changed by 5 which increased total open position to 1839


On 8 Dec ITC was trading at 402.30. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 12.33, the open interest changed by 77 which increased total open position to 1832


On 5 Dec ITC was trading at 404.95. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 10.87, the open interest changed by -57 which decreased total open position to 1751


On 4 Dec ITC was trading at 403.05. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 11.57, the open interest changed by 92 which increased total open position to 1805


On 3 Dec ITC was trading at 400.50. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 12.91, the open interest changed by -153 which decreased total open position to 1712


On 2 Dec ITC was trading at 400.95. The strike last trading price was 1.95, which was -0.6 lower than the previous day. The implied volatity was 12.51, the open interest changed by -127 which decreased total open position to 1872


On 1 Dec ITC was trading at 404.25. The strike last trading price was 2.55, which was 0.1 higher than the previous day. The implied volatity was 12.13, the open interest changed by 68 which increased total open position to 1998


On 28 Nov ITC was trading at 404.25. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 10.77, the open interest changed by 97 which increased total open position to 1935


On 27 Nov ITC was trading at 404.30. The strike last trading price was 2.65, which was 0.2 higher than the previous day. The implied volatity was 10.61, the open interest changed by 670 which increased total open position to 1836


On 26 Nov ITC was trading at 402.30. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 11.74, the open interest changed by 185 which increased total open position to 1166


On 25 Nov ITC was trading at 400.80. The strike last trading price was 2.45, which was -0.8 lower than the previous day. The implied volatity was 12.80, the open interest changed by 208 which increased total open position to 983


On 24 Nov ITC was trading at 403.55. The strike last trading price was 3.2, which was -1.7 lower than the previous day. The implied volatity was 11.84, the open interest changed by 212 which increased total open position to 773


On 21 Nov ITC was trading at 407.85. The strike last trading price was 4.9, which was 0.4 higher than the previous day. The implied volatity was 11.44, the open interest changed by 106 which increased total open position to 558


On 20 Nov ITC was trading at 405.45. The strike last trading price was 4.45, which was 0.35 higher than the previous day. The implied volatity was 12.26, the open interest changed by 112 which increased total open position to 451


On 19 Nov ITC was trading at 403.55. The strike last trading price was 4.1, which was -1.3 lower than the previous day. The implied volatity was 12.73, the open interest changed by 151 which increased total open position to 339


On 18 Nov ITC was trading at 405.85. The strike last trading price was 5.3, which was -1.15 lower than the previous day. The implied volatity was 13.32, the open interest changed by 34 which increased total open position to 185


On 17 Nov ITC was trading at 407.10. The strike last trading price was 6.45, which was -0.1 lower than the previous day. The implied volatity was 13.75, the open interest changed by 51 which increased total open position to 152


On 14 Nov ITC was trading at 408.15. The strike last trading price was 6.7, which was 0.6 higher than the previous day. The implied volatity was 12.86, the open interest changed by 26 which increased total open position to 101


On 13 Nov ITC was trading at 405.70. The strike last trading price was 6, which was -0.65 lower than the previous day. The implied volatity was 12.82, the open interest changed by 10 which increased total open position to 74


On 12 Nov ITC was trading at 407.00. The strike last trading price was 6.65, which was 0.35 higher than the previous day. The implied volatity was 13.01, the open interest changed by 13 which increased total open position to 64


On 11 Nov ITC was trading at 406.85. The strike last trading price was 6.3, which was -0.35 lower than the previous day. The implied volatity was 12.36, the open interest changed by -1 which decreased total open position to 51


On 10 Nov ITC was trading at 405.55. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 13.65, the open interest changed by 0 which decreased total open position to 52


On 7 Nov ITC was trading at 404.05. The strike last trading price was 6.4, which was -1.4 lower than the previous day. The implied volatity was 13.77, the open interest changed by 13 which increased total open position to 50


On 6 Nov ITC was trading at 407.50. The strike last trading price was 7.8, which was -1.1 lower than the previous day. The implied volatity was 12.76, the open interest changed by 11 which increased total open position to 36


On 4 Nov ITC was trading at 408.90. The strike last trading price was 8.75, which was -3.1 lower than the previous day. The implied volatity was 13.61, the open interest changed by 24 which increased total open position to 25


On 3 Nov ITC was trading at 413.95. The strike last trading price was 11.85, which was -3.95 lower than the previous day. The implied volatity was 13.68, the open interest changed by 0 which decreased total open position to 1


On 31 Oct ITC was trading at 420.35. The strike last trading price was 15.8, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct ITC was trading at 418.75. The strike last trading price was 15.8, which was 2.85 higher than the previous day. The implied volatity was 13.50, 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 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, which was 0 lower than the previous day. The implied volatity was 0.21, 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 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, which was 0 lower than the previous day. The implied volatity was 0.97, 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 12.95, which was 0 lower than the previous day. The implied volatity was 1.02, 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 12.95, 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 12.95, 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 415 PE
Delta: -0.77
Vega: 0.29
Theta: -0.02
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 13.25 0.5 15.16 16 -2 487
8 Dec 402.30 12.75 2.4 15.33 97 -14 489
5 Dec 404.95 10.35 -1.55 13.60 14 -3 504
4 Dec 403.05 11.8 -2.4 14.90 29 2 508
3 Dec 400.50 14.2 0.55 16.41 30 4 506
2 Dec 400.95 13.4 1.95 16.10 20 9 503
1 Dec 404.25 11.05 0.1 14.20 144 27 493
28 Nov 404.25 10.95 0.15 14.19 6 -2 466
27 Nov 404.30 10.2 -1.8 13.48 27 -2 468
26 Nov 402.30 11.95 -1.4 13.73 82 -17 470
25 Nov 400.80 13.65 2.35 14.16 114 97 487
24 Nov 403.55 11.2 2.5 14.13 201 102 391
21 Nov 407.85 8.55 -2.1 13.46 147 97 286
20 Nov 405.45 10.6 -1.2 14.71 71 32 188
19 Nov 403.55 11.8 1 14.76 65 9 155
18 Nov 405.85 11 1 15.45 126 67 145
17 Nov 407.10 10 -1.35 15.39 47 36 77
14 Nov 408.15 11.35 1.65 18.22 5 1 40
13 Nov 405.70 9.7 -1 - 0 10 0
12 Nov 407.00 9.7 -1 14.50 19 10 39
11 Nov 406.85 10.7 -0.25 15.96 3 0 29
10 Nov 405.55 10.95 -0.55 15.25 1 0 29
7 Nov 404.05 11.5 2.05 14.56 3 0 29
6 Nov 407.50 9.45 -0.2 14.74 4 -1 27
4 Nov 408.90 9.65 1.8 15.20 21 14 23
3 Nov 413.95 7.85 2.6 15.95 7 2 9
31 Oct 420.35 5.25 -14.85 - 10 7 7
30 Oct 418.75 20.1 0 1.99 0 0 0
29 Oct 421.60 20.1 0 2.48 0 0 0
28 Oct 417.90 20.1 0 1.80 0 0 0
27 Oct 420.65 20.1 0 - 0 0 0
24 Oct 416.80 20.1 0 1.83 0 0 0
23 Oct 415.95 20.1 0 - 0 0 0
21 Oct 412.85 20.1 0 - 0 0 0
20 Oct 413.05 20.1 0 1.03 0 0 0
17 Oct 412.15 20.1 0 0.88 0 0 0
16 Oct 405.15 20.1 0 - 0 0 0
15 Oct 399.90 20.1 0 - 0 0 0
14 Oct 396.80 20.1 0 - 0 0 0
13 Oct 399.25 20.1 0 - 0 0 0
10 Oct 402.80 20.1 0 - 0 0 0
9 Oct 399.90 20.1 0 - 0 0 0
8 Oct 399.75 20.1 0 - 0 0 0
7 Oct 399.80 20.1 0 - 0 0 0
6 Oct 400.75 20.1 0 - 0 0 0


For Itc Ltd - strike price 415 expiring on 30DEC2025

Delta for 415 PE is -0.77

Historical price for 415 PE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 13.25, which was 0.5 higher than the previous day. The implied volatity was 15.16, the open interest changed by -2 which decreased total open position to 487


On 8 Dec ITC was trading at 402.30. The strike last trading price was 12.75, which was 2.4 higher than the previous day. The implied volatity was 15.33, the open interest changed by -14 which decreased total open position to 489


On 5 Dec ITC was trading at 404.95. The strike last trading price was 10.35, which was -1.55 lower than the previous day. The implied volatity was 13.60, the open interest changed by -3 which decreased total open position to 504


On 4 Dec ITC was trading at 403.05. The strike last trading price was 11.8, which was -2.4 lower than the previous day. The implied volatity was 14.90, the open interest changed by 2 which increased total open position to 508


On 3 Dec ITC was trading at 400.50. The strike last trading price was 14.2, which was 0.55 higher than the previous day. The implied volatity was 16.41, the open interest changed by 4 which increased total open position to 506


On 2 Dec ITC was trading at 400.95. The strike last trading price was 13.4, which was 1.95 higher than the previous day. The implied volatity was 16.10, the open interest changed by 9 which increased total open position to 503


On 1 Dec ITC was trading at 404.25. The strike last trading price was 11.05, which was 0.1 higher than the previous day. The implied volatity was 14.20, the open interest changed by 27 which increased total open position to 493


On 28 Nov ITC was trading at 404.25. The strike last trading price was 10.95, which was 0.15 higher than the previous day. The implied volatity was 14.19, the open interest changed by -2 which decreased total open position to 466


On 27 Nov ITC was trading at 404.30. The strike last trading price was 10.2, which was -1.8 lower than the previous day. The implied volatity was 13.48, the open interest changed by -2 which decreased total open position to 468


On 26 Nov ITC was trading at 402.30. The strike last trading price was 11.95, which was -1.4 lower than the previous day. The implied volatity was 13.73, the open interest changed by -17 which decreased total open position to 470


On 25 Nov ITC was trading at 400.80. The strike last trading price was 13.65, which was 2.35 higher than the previous day. The implied volatity was 14.16, the open interest changed by 97 which increased total open position to 487


On 24 Nov ITC was trading at 403.55. The strike last trading price was 11.2, which was 2.5 higher than the previous day. The implied volatity was 14.13, the open interest changed by 102 which increased total open position to 391


On 21 Nov ITC was trading at 407.85. The strike last trading price was 8.55, which was -2.1 lower than the previous day. The implied volatity was 13.46, the open interest changed by 97 which increased total open position to 286


On 20 Nov ITC was trading at 405.45. The strike last trading price was 10.6, which was -1.2 lower than the previous day. The implied volatity was 14.71, the open interest changed by 32 which increased total open position to 188


On 19 Nov ITC was trading at 403.55. The strike last trading price was 11.8, which was 1 higher than the previous day. The implied volatity was 14.76, the open interest changed by 9 which increased total open position to 155


On 18 Nov ITC was trading at 405.85. The strike last trading price was 11, which was 1 higher than the previous day. The implied volatity was 15.45, the open interest changed by 67 which increased total open position to 145


On 17 Nov ITC was trading at 407.10. The strike last trading price was 10, which was -1.35 lower than the previous day. The implied volatity was 15.39, the open interest changed by 36 which increased total open position to 77


On 14 Nov ITC was trading at 408.15. The strike last trading price was 11.35, which was 1.65 higher than the previous day. The implied volatity was 18.22, the open interest changed by 1 which increased total open position to 40


On 13 Nov ITC was trading at 405.70. The strike last trading price was 9.7, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 12 Nov ITC was trading at 407.00. The strike last trading price was 9.7, which was -1 lower than the previous day. The implied volatity was 14.50, the open interest changed by 10 which increased total open position to 39


On 11 Nov ITC was trading at 406.85. The strike last trading price was 10.7, which was -0.25 lower than the previous day. The implied volatity was 15.96, the open interest changed by 0 which decreased total open position to 29


On 10 Nov ITC was trading at 405.55. The strike last trading price was 10.95, which was -0.55 lower than the previous day. The implied volatity was 15.25, the open interest changed by 0 which decreased total open position to 29


On 7 Nov ITC was trading at 404.05. The strike last trading price was 11.5, which was 2.05 higher than the previous day. The implied volatity was 14.56, the open interest changed by 0 which decreased total open position to 29


On 6 Nov ITC was trading at 407.50. The strike last trading price was 9.45, which was -0.2 lower than the previous day. The implied volatity was 14.74, the open interest changed by -1 which decreased total open position to 27


On 4 Nov ITC was trading at 408.90. The strike last trading price was 9.65, which was 1.8 higher than the previous day. The implied volatity was 15.20, the open interest changed by 14 which increased total open position to 23


On 3 Nov ITC was trading at 413.95. The strike last trading price was 7.85, which was 2.6 higher than the previous day. The implied volatity was 15.95, the open interest changed by 2 which increased total open position to 9


On 31 Oct ITC was trading at 420.35. The strike last trading price was 5.25, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7


On 30 Oct ITC was trading at 418.75. The strike last trading price was 20.1, which was 0 lower than the previous day. The implied volatity was 1.99, 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 20.1, which was 0 lower than the previous day. The implied volatity was 2.48, 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 20.1, 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 27 Oct ITC was trading at 420.65. The strike last trading price was 20.1, 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 20.1, which was 0 lower than the previous day. The implied volatity was 1.83, 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 20.1, 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 20.1, 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 20.1, which was 0 lower than the previous day. The implied volatity was 1.03, 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 20.1, which was 0 lower than the previous day. The implied volatity was 0.88, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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