[--[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 430 CE
Delta: 0.06
Vega: 0.11
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 0.4 0 16.70 1,262 33 1,869
8 Dec 402.30 0.35 -0.1 15.44 818 51 1,832
5 Dec 404.95 0.45 0 13.84 647 35 1,782
4 Dec 403.05 0.4 -0.05 13.81 994 60 1,759
3 Dec 400.50 0.45 -0.05 15.06 301 39 1,699
2 Dec 400.95 0.45 -0.2 14.28 910 63 1,657
1 Dec 404.25 0.65 0.05 14.09 2,836 231 1,581
28 Nov 404.25 0.55 -0.05 12.62 521 6 1,351
27 Nov 404.30 0.6 -0.05 12.33 506 81 1,351
26 Nov 402.30 0.65 -0.1 13.44 504 200 1,274
25 Nov 400.80 0.75 -0.2 14.66 503 117 1,073
24 Nov 403.55 0.95 -0.5 13.66 425 117 956
21 Nov 407.85 1.45 -0.05 12.79 295 67 839
20 Nov 405.45 1.45 0.05 13.75 231 60 771
19 Nov 403.55 1.4 -0.55 14.27 414 137 714
18 Nov 405.85 1.9 -0.55 14.57 382 88 572
17 Nov 407.10 2.45 -0.05 15.07 411 97 478
14 Nov 408.15 2.45 0.05 13.82 182 66 380
13 Nov 405.70 2.35 -0.15 14.26 102 33 312
12 Nov 407.00 2.5 -0.05 13.96 63 29 279
11 Nov 406.85 2.5 -0.15 13.86 65 33 249
10 Nov 405.55 2.65 -0.05 14.60 80 22 216
7 Nov 404.05 2.8 -0.6 15.12 92 34 199
6 Nov 407.50 3.55 -0.25 14.45 124 44 164
4 Nov 408.90 3.85 -1.55 14.49 89 24 119
3 Nov 413.95 5.4 -2.6 14.15 35 5 94
31 Oct 420.35 8 0.3 - 55 11 88
30 Oct 418.75 7.7 -0.8 13.63 86 26 68
29 Oct 421.60 8.5 0.3 12.92 10 3 42
28 Oct 417.90 8 -1.4 14.67 6 3 40
27 Oct 420.65 9.4 1.85 14.40 13 7 37
24 Oct 416.80 7.55 -0.25 13.35 11 0 21
23 Oct 415.95 7.8 0.8 14.48 12 5 21
21 Oct 412.85 7 2 - 0 15 0
20 Oct 413.05 7 2 14.94 23 15 16
17 Oct 412.15 5 -2.85 - 1 0 0
16 Oct 405.15 7.85 0 2.57 0 0 0
15 Oct 399.90 7.85 0 - 0 0 0
14 Oct 396.80 7.85 0 - 0 0 0
13 Oct 399.25 7.85 0 - 0 0 0
10 Oct 402.80 7.85 0 - 0 0 0
9 Oct 399.90 7.85 0 3.22 0 0 0
8 Oct 399.75 7.85 0 3.17 0 0 0
7 Oct 399.80 7.85 0 - 0 0 0
6 Oct 400.75 7.85 0 - 0 0 0


For Itc Ltd - strike price 430 expiring on 30DEC2025

Delta for 430 CE is 0.06

Historical price for 430 CE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 16.70, the open interest changed by 33 which increased total open position to 1869


On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 15.44, the open interest changed by 51 which increased total open position to 1832


On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 13.84, the open interest changed by 35 which increased total open position to 1782


On 4 Dec ITC was trading at 403.05. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 13.81, the open interest changed by 60 which increased total open position to 1759


On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 15.06, the open interest changed by 39 which increased total open position to 1699


On 2 Dec ITC was trading at 400.95. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 14.28, the open interest changed by 63 which increased total open position to 1657


On 1 Dec ITC was trading at 404.25. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 14.09, the open interest changed by 231 which increased total open position to 1581


On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 12.62, the open interest changed by 6 which increased total open position to 1351


On 27 Nov ITC was trading at 404.30. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 12.33, the open interest changed by 81 which increased total open position to 1351


On 26 Nov ITC was trading at 402.30. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 13.44, the open interest changed by 200 which increased total open position to 1274


On 25 Nov ITC was trading at 400.80. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 14.66, the open interest changed by 117 which increased total open position to 1073


On 24 Nov ITC was trading at 403.55. The strike last trading price was 0.95, which was -0.5 lower than the previous day. The implied volatity was 13.66, the open interest changed by 117 which increased total open position to 956


On 21 Nov ITC was trading at 407.85. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 12.79, the open interest changed by 67 which increased total open position to 839


On 20 Nov ITC was trading at 405.45. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 13.75, the open interest changed by 60 which increased total open position to 771


On 19 Nov ITC was trading at 403.55. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 14.27, the open interest changed by 137 which increased total open position to 714


On 18 Nov ITC was trading at 405.85. The strike last trading price was 1.9, which was -0.55 lower than the previous day. The implied volatity was 14.57, the open interest changed by 88 which increased total open position to 572


On 17 Nov ITC was trading at 407.10. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 15.07, the open interest changed by 97 which increased total open position to 478


On 14 Nov ITC was trading at 408.15. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 13.82, the open interest changed by 66 which increased total open position to 380


On 13 Nov ITC was trading at 405.70. The strike last trading price was 2.35, which was -0.15 lower than the previous day. The implied volatity was 14.26, the open interest changed by 33 which increased total open position to 312


On 12 Nov ITC was trading at 407.00. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was 13.96, the open interest changed by 29 which increased total open position to 279


On 11 Nov ITC was trading at 406.85. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 13.86, the open interest changed by 33 which increased total open position to 249


On 10 Nov ITC was trading at 405.55. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was 14.60, the open interest changed by 22 which increased total open position to 216


On 7 Nov ITC was trading at 404.05. The strike last trading price was 2.8, which was -0.6 lower than the previous day. The implied volatity was 15.12, the open interest changed by 34 which increased total open position to 199


On 6 Nov ITC was trading at 407.50. The strike last trading price was 3.55, which was -0.25 lower than the previous day. The implied volatity was 14.45, the open interest changed by 44 which increased total open position to 164


On 4 Nov ITC was trading at 408.90. The strike last trading price was 3.85, which was -1.55 lower than the previous day. The implied volatity was 14.49, the open interest changed by 24 which increased total open position to 119


On 3 Nov ITC was trading at 413.95. The strike last trading price was 5.4, which was -2.6 lower than the previous day. The implied volatity was 14.15, the open interest changed by 5 which increased total open position to 94


On 31 Oct ITC was trading at 420.35. The strike last trading price was 8, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 88


On 30 Oct ITC was trading at 418.75. The strike last trading price was 7.7, which was -0.8 lower than the previous day. The implied volatity was 13.63, the open interest changed by 26 which increased total open position to 68


On 29 Oct ITC was trading at 421.60. The strike last trading price was 8.5, which was 0.3 higher than the previous day. The implied volatity was 12.92, the open interest changed by 3 which increased total open position to 42


On 28 Oct ITC was trading at 417.90. The strike last trading price was 8, which was -1.4 lower than the previous day. The implied volatity was 14.67, the open interest changed by 3 which increased total open position to 40


On 27 Oct ITC was trading at 420.65. The strike last trading price was 9.4, which was 1.85 higher than the previous day. The implied volatity was 14.40, the open interest changed by 7 which increased total open position to 37


On 24 Oct ITC was trading at 416.80. The strike last trading price was 7.55, which was -0.25 lower than the previous day. The implied volatity was 13.35, the open interest changed by 0 which decreased total open position to 21


On 23 Oct ITC was trading at 415.95. The strike last trading price was 7.8, which was 0.8 higher than the previous day. The implied volatity was 14.48, the open interest changed by 5 which increased total open position to 21


On 21 Oct ITC was trading at 412.85. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 20 Oct ITC was trading at 413.05. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was 14.94, the open interest changed by 15 which increased total open position to 16


On 17 Oct ITC was trading at 412.15. The strike last trading price was 5, which was -2.85 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 7.85, which was 0 lower than the previous day. The implied volatity was 2.57, 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 7.85, 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 7.85, 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 7.85, 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 7.85, 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 7.85, which was 0 lower than the previous day. The implied volatity was 3.22, 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 7.85, which was 0 lower than the previous day. The implied volatity was 3.17, 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 7.85, 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 7.85, 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 430 PE
Delta: -0.91
Vega: 0.15
Theta: 0.04
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 401.05 27 2.6 19.09 7 -2 293
8 Dec 402.30 24.4 0.6 - 4 1 295
5 Dec 404.95 23.8 -1.7 18.49 20 -2 294
4 Dec 403.05 25.35 -2.7 20.16 21 -15 297
3 Dec 400.50 27.65 0.3 20.66 24 -5 312
2 Dec 400.95 27.25 2.9 22.36 23 -2 318
1 Dec 404.25 24.4 0.4 19.18 37 -3 319
28 Nov 404.25 24 -0.15 18.60 24 -1 323
27 Nov 404.30 24.2 -0.65 20.85 19 12 324
26 Nov 402.30 24.95 -1.75 16.96 85 53 312
25 Nov 400.80 26.95 2.95 17.63 126 109 259
24 Nov 403.55 23.85 3.55 17.51 39 32 149
21 Nov 407.85 20.15 -2.1 16.25 62 36 121
20 Nov 405.45 22.25 -1.6 16.83 19 5 82
19 Nov 403.55 23.85 2.45 17.08 19 9 76
18 Nov 405.85 21.4 0.8 14.90 22 9 67
17 Nov 407.10 20.6 -1.65 16.49 9 -4 56
14 Nov 408.15 22.25 1.45 21.01 5 4 59
13 Nov 405.70 20.8 -0.5 13.99 4 0 51
12 Nov 407.00 21.3 0.75 - 0 0 0
11 Nov 406.85 21.3 0.75 - 0 1 0
10 Nov 405.55 21.3 0.75 15.71 1 0 50
7 Nov 404.05 19.75 1.15 - 0 3 0
6 Nov 407.50 19.75 1.15 16.37 10 1 48
4 Nov 408.90 18.6 2.55 14.67 11 7 46
3 Nov 413.95 16 3.95 16.20 8 5 38
31 Oct 420.35 12.05 -1.65 - 27 7 32
30 Oct 418.75 13.7 -16.1 17.27 99 25 25
29 Oct 421.60 29.8 0 - 0 0 0
28 Oct 417.90 29.8 0 - 0 0 0
27 Oct 420.65 29.8 0 - 0 0 0
24 Oct 416.80 29.8 0 - 0 0 0
23 Oct 415.95 29.8 0 - 0 0 0
21 Oct 412.85 29.8 0 - 0 0 0
20 Oct 413.05 29.8 0 - 0 0 0
17 Oct 412.15 29.8 0 - 0 0 0
16 Oct 405.15 29.8 0 - 0 0 0
15 Oct 399.90 29.8 0 - 0 0 0
14 Oct 396.80 29.8 0 - 0 0 0
13 Oct 399.25 29.8 0 - 0 0 0
10 Oct 402.80 29.8 0 - 0 0 0
9 Oct 399.90 29.8 0 - 0 0 0
8 Oct 399.75 29.8 0 - 0 0 0
7 Oct 399.80 29.8 0 - 0 0 0
6 Oct 400.75 29.8 0 - 0 0 0


For Itc Ltd - strike price 430 expiring on 30DEC2025

Delta for 430 PE is -0.91

Historical price for 430 PE is as follows

On 9 Dec ITC was trading at 401.05. The strike last trading price was 27, which was 2.6 higher than the previous day. The implied volatity was 19.09, the open interest changed by -2 which decreased total open position to 293


On 8 Dec ITC was trading at 402.30. The strike last trading price was 24.4, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 295


On 5 Dec ITC was trading at 404.95. The strike last trading price was 23.8, which was -1.7 lower than the previous day. The implied volatity was 18.49, the open interest changed by -2 which decreased total open position to 294


On 4 Dec ITC was trading at 403.05. The strike last trading price was 25.35, which was -2.7 lower than the previous day. The implied volatity was 20.16, the open interest changed by -15 which decreased total open position to 297


On 3 Dec ITC was trading at 400.50. The strike last trading price was 27.65, which was 0.3 higher than the previous day. The implied volatity was 20.66, the open interest changed by -5 which decreased total open position to 312


On 2 Dec ITC was trading at 400.95. The strike last trading price was 27.25, which was 2.9 higher than the previous day. The implied volatity was 22.36, the open interest changed by -2 which decreased total open position to 318


On 1 Dec ITC was trading at 404.25. The strike last trading price was 24.4, which was 0.4 higher than the previous day. The implied volatity was 19.18, the open interest changed by -3 which decreased total open position to 319


On 28 Nov ITC was trading at 404.25. The strike last trading price was 24, which was -0.15 lower than the previous day. The implied volatity was 18.60, the open interest changed by -1 which decreased total open position to 323


On 27 Nov ITC was trading at 404.30. The strike last trading price was 24.2, which was -0.65 lower than the previous day. The implied volatity was 20.85, the open interest changed by 12 which increased total open position to 324


On 26 Nov ITC was trading at 402.30. The strike last trading price was 24.95, which was -1.75 lower than the previous day. The implied volatity was 16.96, the open interest changed by 53 which increased total open position to 312


On 25 Nov ITC was trading at 400.80. The strike last trading price was 26.95, which was 2.95 higher than the previous day. The implied volatity was 17.63, the open interest changed by 109 which increased total open position to 259


On 24 Nov ITC was trading at 403.55. The strike last trading price was 23.85, which was 3.55 higher than the previous day. The implied volatity was 17.51, the open interest changed by 32 which increased total open position to 149


On 21 Nov ITC was trading at 407.85. The strike last trading price was 20.15, which was -2.1 lower than the previous day. The implied volatity was 16.25, the open interest changed by 36 which increased total open position to 121


On 20 Nov ITC was trading at 405.45. The strike last trading price was 22.25, which was -1.6 lower than the previous day. The implied volatity was 16.83, the open interest changed by 5 which increased total open position to 82


On 19 Nov ITC was trading at 403.55. The strike last trading price was 23.85, which was 2.45 higher than the previous day. The implied volatity was 17.08, the open interest changed by 9 which increased total open position to 76


On 18 Nov ITC was trading at 405.85. The strike last trading price was 21.4, which was 0.8 higher than the previous day. The implied volatity was 14.90, the open interest changed by 9 which increased total open position to 67


On 17 Nov ITC was trading at 407.10. The strike last trading price was 20.6, which was -1.65 lower than the previous day. The implied volatity was 16.49, the open interest changed by -4 which decreased total open position to 56


On 14 Nov ITC was trading at 408.15. The strike last trading price was 22.25, which was 1.45 higher than the previous day. The implied volatity was 21.01, the open interest changed by 4 which increased total open position to 59


On 13 Nov ITC was trading at 405.70. The strike last trading price was 20.8, which was -0.5 lower than the previous day. The implied volatity was 13.99, the open interest changed by 0 which decreased total open position to 51


On 12 Nov ITC was trading at 407.00. The strike last trading price was 21.3, which was 0.75 higher 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 21.3, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov ITC was trading at 405.55. The strike last trading price was 21.3, which was 0.75 higher than the previous day. The implied volatity was 15.71, the open interest changed by 0 which decreased total open position to 50


On 7 Nov ITC was trading at 404.05. The strike last trading price was 19.75, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 6 Nov ITC was trading at 407.50. The strike last trading price was 19.75, which was 1.15 higher than the previous day. The implied volatity was 16.37, the open interest changed by 1 which increased total open position to 48


On 4 Nov ITC was trading at 408.90. The strike last trading price was 18.6, which was 2.55 higher than the previous day. The implied volatity was 14.67, the open interest changed by 7 which increased total open position to 46


On 3 Nov ITC was trading at 413.95. The strike last trading price was 16, which was 3.95 higher than the previous day. The implied volatity was 16.20, the open interest changed by 5 which increased total open position to 38


On 31 Oct ITC was trading at 420.35. The strike last trading price was 12.05, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 32


On 30 Oct ITC was trading at 418.75. The strike last trading price was 13.7, which was -16.1 lower than the previous day. The implied volatity was 17.27, the open interest changed by 25 which increased total open position to 25


On 29 Oct ITC was trading at 421.60. The strike last trading price was 29.8, 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 28 Oct ITC was trading at 417.90. The strike last trading price was 29.8, 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 27 Oct ITC was trading at 420.65. The strike last trading price was 29.8, 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 24 Oct ITC was trading at 416.80. The strike last trading price was 29.8, 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 23 Oct ITC was trading at 415.95. The strike last trading price was 29.8, 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 21 Oct ITC was trading at 412.85. The strike last trading price was 29.8, 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 29.8, 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 17 Oct ITC was trading at 412.15. The strike last trading price was 29.8, 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 29.8, 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 15 Oct ITC was trading at 399.90. The strike last trading price was 29.8, 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 29.8, 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 29.8, 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 10 Oct ITC was trading at 402.80. The strike last trading price was 29.8, 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 29.8, 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 8 Oct ITC was trading at 399.75. The strike last trading price was 29.8, 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 29.8, 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 29.8, 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