[--[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 420 CE
Delta: 0.12
Vega: 0.19
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 0.75 -0.05 13.80 987 -18 3,458
8 Dec 402.30 0.75 -0.25 12.96 2,271 4 3,464
5 Dec 404.95 1 -0.1 11.49 1,673 -15 3,458
4 Dec 403.05 1.05 0.05 12.21 1,144 117 3,471
3 Dec 400.50 1.05 -0.15 13.41 1,379 94 3,354
2 Dec 400.95 1.2 -0.35 13.11 1,817 205 3,172
1 Dec 404.25 1.55 0.1 12.58 4,132 370 2,958
28 Nov 404.25 1.45 -0.1 11.33 1,038 191 2,582
27 Nov 404.30 1.55 0.05 10.98 963 161 2,389
26 Nov 402.30 1.55 -0.05 12.17 1,249 213 2,229
25 Nov 400.80 1.5 -0.55 12.98 1,654 162 2,014
24 Nov 403.55 2 -1.25 12.10 1,592 513 1,830
21 Nov 407.85 3.25 0.15 11.76 964 97 1,305
20 Nov 405.45 3.05 0.2 12.68 785 114 1,207
19 Nov 403.55 2.9 -0.95 13.30 831 160 1,093
18 Nov 405.85 3.75 -0.95 13.63 414 172 932
17 Nov 407.10 4.7 -0.05 14.07 503 138 759
14 Nov 408.15 4.7 0.2 12.88 574 91 620
13 Nov 405.70 4.5 -0.35 13.46 191 83 529
12 Nov 407.00 4.85 0.05 13.29 130 43 445
11 Nov 406.85 4.8 -0.15 13.13 67 5 400
10 Nov 405.55 4.9 0.05 13.87 184 94 396
7 Nov 404.05 4.8 -1.3 14.08 247 52 290
6 Nov 407.50 6.3 -0.55 13.80 105 17 238
4 Nov 408.90 6.8 -2.5 14.01 124 36 221
3 Nov 413.95 9.2 -4 13.71 127 31 183
31 Oct 420.35 13.25 0.85 - 94 1 153
30 Oct 418.75 12.4 -1.4 13.10 133 33 155
29 Oct 421.60 13.75 1.25 12.47 71 31 123
28 Oct 417.90 12.35 -1.15 13.98 9 1 93
27 Oct 420.65 13.5 1.4 12.54 26 8 92
24 Oct 416.80 12.1 0.1 12.86 9 0 84
23 Oct 415.95 12 0.85 13.84 17 5 84
21 Oct 412.85 11.15 1.05 - 0 45 0
20 Oct 413.05 11.15 1.05 14.89 77 44 78
17 Oct 412.15 9.9 2.85 13.48 39 -3 34
16 Oct 405.15 7 0.85 13.06 36 10 37
15 Oct 399.90 6.15 0.75 - 16 -3 26
14 Oct 396.80 5.4 -0.6 15.25 17 11 29
13 Oct 399.25 6 -1 14.55 4 2 18
10 Oct 402.80 7 0.8 13.81 1 0 16
9 Oct 399.90 6.2 -0.35 - 0 6 0
8 Oct 399.75 6.2 -0.35 14.08 7 4 14
7 Oct 399.80 6.55 -0.65 14.23 12 8 9
6 Oct 400.75 7.2 -3.85 - 1 0 0


For Itc Ltd - strike price 420 expiring on 30DEC2025

Delta for 420 CE is 0.12

Historical price for 420 CE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 13.80, the open interest changed by -18 which decreased total open position to 3458


On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 12.96, the open interest changed by 4 which increased total open position to 3464


On 5 Dec ITC was trading at 404.95. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 11.49, the open interest changed by -15 which decreased total open position to 3458


On 4 Dec ITC was trading at 403.05. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 12.21, the open interest changed by 117 which increased total open position to 3471


On 3 Dec ITC was trading at 400.50. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 13.41, the open interest changed by 94 which increased total open position to 3354


On 2 Dec ITC was trading at 400.95. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 13.11, the open interest changed by 205 which increased total open position to 3172


On 1 Dec ITC was trading at 404.25. The strike last trading price was 1.55, which was 0.1 higher than the previous day. The implied volatity was 12.58, the open interest changed by 370 which increased total open position to 2958


On 28 Nov ITC was trading at 404.25. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 11.33, the open interest changed by 191 which increased total open position to 2582


On 27 Nov ITC was trading at 404.30. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 10.98, the open interest changed by 161 which increased total open position to 2389


On 26 Nov ITC was trading at 402.30. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 12.17, the open interest changed by 213 which increased total open position to 2229


On 25 Nov ITC was trading at 400.80. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 12.98, the open interest changed by 162 which increased total open position to 2014


On 24 Nov ITC was trading at 403.55. The strike last trading price was 2, which was -1.25 lower than the previous day. The implied volatity was 12.10, the open interest changed by 513 which increased total open position to 1830


On 21 Nov ITC was trading at 407.85. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 11.76, the open interest changed by 97 which increased total open position to 1305


On 20 Nov ITC was trading at 405.45. The strike last trading price was 3.05, which was 0.2 higher than the previous day. The implied volatity was 12.68, the open interest changed by 114 which increased total open position to 1207


On 19 Nov ITC was trading at 403.55. The strike last trading price was 2.9, which was -0.95 lower than the previous day. The implied volatity was 13.30, the open interest changed by 160 which increased total open position to 1093


On 18 Nov ITC was trading at 405.85. The strike last trading price was 3.75, which was -0.95 lower than the previous day. The implied volatity was 13.63, the open interest changed by 172 which increased total open position to 932


On 17 Nov ITC was trading at 407.10. The strike last trading price was 4.7, which was -0.05 lower than the previous day. The implied volatity was 14.07, the open interest changed by 138 which increased total open position to 759


On 14 Nov ITC was trading at 408.15. The strike last trading price was 4.7, which was 0.2 higher than the previous day. The implied volatity was 12.88, the open interest changed by 91 which increased total open position to 620


On 13 Nov ITC was trading at 405.70. The strike last trading price was 4.5, which was -0.35 lower than the previous day. The implied volatity was 13.46, the open interest changed by 83 which increased total open position to 529


On 12 Nov ITC was trading at 407.00. The strike last trading price was 4.85, which was 0.05 higher than the previous day. The implied volatity was 13.29, the open interest changed by 43 which increased total open position to 445


On 11 Nov ITC was trading at 406.85. The strike last trading price was 4.8, which was -0.15 lower than the previous day. The implied volatity was 13.13, the open interest changed by 5 which increased total open position to 400


On 10 Nov ITC was trading at 405.55. The strike last trading price was 4.9, which was 0.05 higher than the previous day. The implied volatity was 13.87, the open interest changed by 94 which increased total open position to 396


On 7 Nov ITC was trading at 404.05. The strike last trading price was 4.8, which was -1.3 lower than the previous day. The implied volatity was 14.08, the open interest changed by 52 which increased total open position to 290


On 6 Nov ITC was trading at 407.50. The strike last trading price was 6.3, which was -0.55 lower than the previous day. The implied volatity was 13.80, the open interest changed by 17 which increased total open position to 238


On 4 Nov ITC was trading at 408.90. The strike last trading price was 6.8, which was -2.5 lower than the previous day. The implied volatity was 14.01, the open interest changed by 36 which increased total open position to 221


On 3 Nov ITC was trading at 413.95. The strike last trading price was 9.2, which was -4 lower than the previous day. The implied volatity was 13.71, the open interest changed by 31 which increased total open position to 183


On 31 Oct ITC was trading at 420.35. The strike last trading price was 13.25, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 153


On 30 Oct ITC was trading at 418.75. The strike last trading price was 12.4, which was -1.4 lower than the previous day. The implied volatity was 13.10, the open interest changed by 33 which increased total open position to 155


On 29 Oct ITC was trading at 421.60. The strike last trading price was 13.75, which was 1.25 higher than the previous day. The implied volatity was 12.47, the open interest changed by 31 which increased total open position to 123


On 28 Oct ITC was trading at 417.90. The strike last trading price was 12.35, which was -1.15 lower than the previous day. The implied volatity was 13.98, the open interest changed by 1 which increased total open position to 93


On 27 Oct ITC was trading at 420.65. The strike last trading price was 13.5, which was 1.4 higher than the previous day. The implied volatity was 12.54, the open interest changed by 8 which increased total open position to 92


On 24 Oct ITC was trading at 416.80. The strike last trading price was 12.1, which was 0.1 higher than the previous day. The implied volatity was 12.86, the open interest changed by 0 which decreased total open position to 84


On 23 Oct ITC was trading at 415.95. The strike last trading price was 12, which was 0.85 higher than the previous day. The implied volatity was 13.84, the open interest changed by 5 which increased total open position to 84


On 21 Oct ITC was trading at 412.85. The strike last trading price was 11.15, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 0


On 20 Oct ITC was trading at 413.05. The strike last trading price was 11.15, which was 1.05 higher than the previous day. The implied volatity was 14.89, the open interest changed by 44 which increased total open position to 78


On 17 Oct ITC was trading at 412.15. The strike last trading price was 9.9, which was 2.85 higher than the previous day. The implied volatity was 13.48, the open interest changed by -3 which decreased total open position to 34


On 16 Oct ITC was trading at 405.15. The strike last trading price was 7, which was 0.85 higher than the previous day. The implied volatity was 13.06, the open interest changed by 10 which increased total open position to 37


On 15 Oct ITC was trading at 399.90. The strike last trading price was 6.15, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 26


On 14 Oct ITC was trading at 396.80. The strike last trading price was 5.4, which was -0.6 lower than the previous day. The implied volatity was 15.25, the open interest changed by 11 which increased total open position to 29


On 13 Oct ITC was trading at 399.25. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 14.55, the open interest changed by 2 which increased total open position to 18


On 10 Oct ITC was trading at 402.80. The strike last trading price was 7, which was 0.8 higher than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 16


On 9 Oct ITC was trading at 399.90. The strike last trading price was 6.2, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 8 Oct ITC was trading at 399.75. The strike last trading price was 6.2, which was -0.35 lower than the previous day. The implied volatity was 14.08, the open interest changed by 4 which increased total open position to 14


On 7 Oct ITC was trading at 399.80. The strike last trading price was 6.55, which was -0.65 lower than the previous day. The implied volatity was 14.23, the open interest changed by 8 which increased total open position to 9


On 6 Oct ITC was trading at 400.75. The strike last trading price was 7.2, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ITC 30DEC2025 420 PE
Delta: -0.83
Vega: 0.25
Theta: -0.01
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 17.85 0.55 17.26 123 -59 1,070
8 Dec 402.30 17.4 2.85 17.82 179 -5 1,129
5 Dec 404.95 14.6 -1.45 15.15 175 -50 1,134
4 Dec 403.05 15.9 -2.8 15.92 56 2 1,185
3 Dec 400.50 18.55 0.45 17.94 84 28 1,184
2 Dec 400.95 18 2.45 18.54 69 -2 1,154
1 Dec 404.25 15.4 0.5 16.14 208 -5 1,156
28 Nov 404.25 14.9 0.15 15.21 37 -9 1,162
27 Nov 404.30 14.15 -1.95 14.60 64 -9 1,171
26 Nov 402.30 16.1 -1.2 14.93 76 24 1,179
25 Nov 400.80 17.8 2.95 15.05 368 232 1,154
24 Nov 403.55 15.05 3.05 14.99 512 361 916
21 Nov 407.85 11.95 -2.05 14.15 196 76 554
20 Nov 405.45 14.1 -1.35 15.27 198 99 477
19 Nov 403.55 15.4 1.15 15.24 165 73 336
18 Nov 405.85 14.45 1.2 16.04 70 33 260
17 Nov 407.10 13.25 0.1 15.90 104 55 226
14 Nov 408.15 13 -1.5 16.13 22 9 171
13 Nov 405.70 14.6 1.6 17.05 20 1 161
12 Nov 407.00 13 -0.15 15.14 38 22 161
11 Nov 406.85 13.15 -1.15 15.16 27 20 139
10 Nov 405.55 14.3 -1.45 15.84 9 3 119
7 Nov 404.05 15.55 2.65 16.19 18 3 112
6 Nov 407.50 12.85 0.3 15.79 38 -6 110
4 Nov 408.90 12.3 2.3 15.11 23 -3 116
3 Nov 413.95 10 2.95 15.72 61 36 119
31 Oct 420.35 7.05 -1.5 - 103 29 83
30 Oct 418.75 8.55 0.85 16.84 101 35 53
29 Oct 421.60 7.55 -1.45 16.68 26 17 18
28 Oct 417.90 9 -14.15 16.48 1 0 0
27 Oct 420.65 23.15 0 - 0 0 0
24 Oct 416.80 23.15 0 1.05 0 0 0
23 Oct 415.95 23.15 0 0.77 0 0 0
21 Oct 412.85 23.15 0 0.18 0 0 0
20 Oct 413.05 23.15 0 0.15 0 0 0
17 Oct 412.15 23.15 0 - 0 0 0
16 Oct 405.15 23.15 0 - 0 0 0
15 Oct 399.90 23.15 0 - 0 0 0
14 Oct 396.80 23.15 0 - 0 0 0
13 Oct 399.25 23.15 0 - 0 0 0
10 Oct 402.80 23.15 0 - 0 0 0
9 Oct 399.90 23.15 0 - 0 0 0
8 Oct 399.75 23.15 0 - 0 0 0
7 Oct 399.80 23.15 0 - 0 0 0
6 Oct 400.75 23.15 0 - 0 0 0


For Itc Ltd - strike price 420 expiring on 30DEC2025

Delta for 420 PE is -0.83

Historical price for 420 PE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 17.85, which was 0.55 higher than the previous day. The implied volatity was 17.26, the open interest changed by -59 which decreased total open position to 1070


On 8 Dec ITC was trading at 402.30. The strike last trading price was 17.4, which was 2.85 higher than the previous day. The implied volatity was 17.82, the open interest changed by -5 which decreased total open position to 1129


On 5 Dec ITC was trading at 404.95. The strike last trading price was 14.6, which was -1.45 lower than the previous day. The implied volatity was 15.15, the open interest changed by -50 which decreased total open position to 1134


On 4 Dec ITC was trading at 403.05. The strike last trading price was 15.9, which was -2.8 lower than the previous day. The implied volatity was 15.92, the open interest changed by 2 which increased total open position to 1185


On 3 Dec ITC was trading at 400.50. The strike last trading price was 18.55, which was 0.45 higher than the previous day. The implied volatity was 17.94, the open interest changed by 28 which increased total open position to 1184


On 2 Dec ITC was trading at 400.95. The strike last trading price was 18, which was 2.45 higher than the previous day. The implied volatity was 18.54, the open interest changed by -2 which decreased total open position to 1154


On 1 Dec ITC was trading at 404.25. The strike last trading price was 15.4, which was 0.5 higher than the previous day. The implied volatity was 16.14, the open interest changed by -5 which decreased total open position to 1156


On 28 Nov ITC was trading at 404.25. The strike last trading price was 14.9, which was 0.15 higher than the previous day. The implied volatity was 15.21, the open interest changed by -9 which decreased total open position to 1162


On 27 Nov ITC was trading at 404.30. The strike last trading price was 14.15, which was -1.95 lower than the previous day. The implied volatity was 14.60, the open interest changed by -9 which decreased total open position to 1171


On 26 Nov ITC was trading at 402.30. The strike last trading price was 16.1, which was -1.2 lower than the previous day. The implied volatity was 14.93, the open interest changed by 24 which increased total open position to 1179


On 25 Nov ITC was trading at 400.80. The strike last trading price was 17.8, which was 2.95 higher than the previous day. The implied volatity was 15.05, the open interest changed by 232 which increased total open position to 1154


On 24 Nov ITC was trading at 403.55. The strike last trading price was 15.05, which was 3.05 higher than the previous day. The implied volatity was 14.99, the open interest changed by 361 which increased total open position to 916


On 21 Nov ITC was trading at 407.85. The strike last trading price was 11.95, which was -2.05 lower than the previous day. The implied volatity was 14.15, the open interest changed by 76 which increased total open position to 554


On 20 Nov ITC was trading at 405.45. The strike last trading price was 14.1, which was -1.35 lower than the previous day. The implied volatity was 15.27, the open interest changed by 99 which increased total open position to 477


On 19 Nov ITC was trading at 403.55. The strike last trading price was 15.4, which was 1.15 higher than the previous day. The implied volatity was 15.24, the open interest changed by 73 which increased total open position to 336


On 18 Nov ITC was trading at 405.85. The strike last trading price was 14.45, which was 1.2 higher than the previous day. The implied volatity was 16.04, the open interest changed by 33 which increased total open position to 260


On 17 Nov ITC was trading at 407.10. The strike last trading price was 13.25, which was 0.1 higher than the previous day. The implied volatity was 15.90, the open interest changed by 55 which increased total open position to 226


On 14 Nov ITC was trading at 408.15. The strike last trading price was 13, which was -1.5 lower than the previous day. The implied volatity was 16.13, the open interest changed by 9 which increased total open position to 171


On 13 Nov ITC was trading at 405.70. The strike last trading price was 14.6, which was 1.6 higher than the previous day. The implied volatity was 17.05, the open interest changed by 1 which increased total open position to 161


On 12 Nov ITC was trading at 407.00. The strike last trading price was 13, which was -0.15 lower than the previous day. The implied volatity was 15.14, the open interest changed by 22 which increased total open position to 161


On 11 Nov ITC was trading at 406.85. The strike last trading price was 13.15, which was -1.15 lower than the previous day. The implied volatity was 15.16, the open interest changed by 20 which increased total open position to 139


On 10 Nov ITC was trading at 405.55. The strike last trading price was 14.3, which was -1.45 lower than the previous day. The implied volatity was 15.84, the open interest changed by 3 which increased total open position to 119


On 7 Nov ITC was trading at 404.05. The strike last trading price was 15.55, which was 2.65 higher than the previous day. The implied volatity was 16.19, the open interest changed by 3 which increased total open position to 112


On 6 Nov ITC was trading at 407.50. The strike last trading price was 12.85, which was 0.3 higher than the previous day. The implied volatity was 15.79, the open interest changed by -6 which decreased total open position to 110


On 4 Nov ITC was trading at 408.90. The strike last trading price was 12.3, which was 2.3 higher than the previous day. The implied volatity was 15.11, the open interest changed by -3 which decreased total open position to 116


On 3 Nov ITC was trading at 413.95. The strike last trading price was 10, which was 2.95 higher than the previous day. The implied volatity was 15.72, the open interest changed by 36 which increased total open position to 119


On 31 Oct ITC was trading at 420.35. The strike last trading price was 7.05, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 83


On 30 Oct ITC was trading at 418.75. The strike last trading price was 8.55, which was 0.85 higher than the previous day. The implied volatity was 16.84, the open interest changed by 35 which increased total open position to 53


On 29 Oct ITC was trading at 421.60. The strike last trading price was 7.55, which was -1.45 lower than the previous day. The implied volatity was 16.68, the open interest changed by 17 which increased total open position to 18


On 28 Oct ITC was trading at 417.90. The strike last trading price was 9, which was -14.15 lower than the previous day. The implied volatity was 16.48, 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 23.15, 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 23.15, which was 0 lower than the previous day. The implied volatity was 1.05, 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 23.15, which was 0 lower than the previous day. The implied volatity was 0.77, 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 23.15, which was 0 lower than the previous day. The implied volatity was 0.18, 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 23.15, which was 0 lower than the previous day. The implied volatity was 0.15, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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