ITC
Itc Ltd
Historical option data for ITC
12 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 432.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.07
Theta: -0.04
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 400.10 | 0.2 | -0.05 | 17.36 | 6 | 1 | 182 | |||||||||
| 11 Dec | 402.90 | 0.25 | -0.25 | 16.37 | 38 | 0 | 182 | |||||||||
| 10 Dec | 403.15 | 0.5 | 0.2 | 18.30 | 6 | 0 | 176 | |||||||||
| 9 Dec | 401.05 | 0.3 | 0 | 16.88 | 17 | -2 | 179 | |||||||||
| 8 Dec | 402.30 | 0.3 | -0.05 | 16.08 | 57 | -3 | 175 | |||||||||
| 5 Dec | 404.95 | 0.35 | -0.05 | - | 0 | -11 | 0 | |||||||||
| 4 Dec | 403.05 | 0.35 | -0.05 | 14.48 | 34 | -11 | 178 | |||||||||
| 3 Dec | 400.50 | 0.4 | -0.05 | - | 0 | 9 | 0 | |||||||||
| 2 Dec | 400.95 | 0.4 | -0.05 | 14.95 | 29 | 8 | 188 | |||||||||
| 1 Dec | 404.25 | 0.45 | 0 | 13.95 | 125 | 70 | 181 | |||||||||
| 28 Nov | 404.25 | 0.45 | -0.05 | 13.04 | 38 | 1 | 116 | |||||||||
| 27 Nov | 404.30 | 0.45 | -0.05 | 12.49 | 16 | -1 | 116 | |||||||||
| 26 Nov | 402.30 | 0.5 | -0.25 | 13.60 | 87 | 63 | 115 | |||||||||
| 25 Nov | 400.80 | 0.75 | -0.1 | 15.67 | 16 | 3 | 51 | |||||||||
| 24 Nov | 403.55 | 0.8 | -0.45 | 13.97 | 69 | -24 | 48 | |||||||||
| 21 Nov | 407.85 | 1.25 | 0 | 13.28 | 16 | 13 | 72 | |||||||||
| 20 Nov | 405.45 | 1.25 | -0.05 | 14.17 | 44 | 22 | 59 | |||||||||
| 19 Nov | 403.55 | 1.3 | -0.35 | 14.99 | 17 | 1 | 36 | |||||||||
| 18 Nov | 405.85 | 1.65 | -0.5 | 14.96 | 26 | 16 | 32 | |||||||||
| 17 Nov | 407.10 | 2.15 | 0 | 15.27 | 4 | 3 | 16 | |||||||||
| 14 Nov | 408.15 | 2.15 | -0.65 | 14.24 | 12 | 9 | 11 | |||||||||
| 13 Nov | 405.70 | 2.8 | -1.2 | - | 0 | 0 | 0 | |||||||||
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| 12 Nov | 407.00 | 2.8 | -1.2 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 406.85 | 2.8 | -1.2 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 405.55 | 2.8 | -1.2 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 404.05 | 2.8 | -1.2 | 16.38 | 1 | 0 | 2 | |||||||||
| 6 Nov | 407.50 | 4 | -1.45 | - | 0 | 1 | 0 | |||||||||
| 4 Nov | 408.90 | 4 | -1.45 | 15.94 | 1 | 0 | 1 | |||||||||
| 3 Nov | 413.95 | 5.45 | -3.95 | - | 0 | 1 | 0 | |||||||||
| 31 Oct | 420.35 | 5.45 | -3.95 | - | 2 | 1 | 1 | |||||||||
| 30 Oct | 418.75 | 9.4 | 0 | 1.14 | 0 | 0 | 0 | |||||||||
| 29 Oct | 421.60 | 9.4 | 0 | 0.66 | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 432.5 expiring on 30DEC2025
Delta for 432.5 CE is 0.03
Historical price for 432.5 CE is as follows
On 12 Dec ITC was trading at 400.10. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 17.36, the open interest changed by 1 which increased total open position to 182
On 11 Dec ITC was trading at 402.90. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 16.37, the open interest changed by 0 which decreased total open position to 182
On 10 Dec ITC was trading at 403.15. The strike last trading price was 0.5, which was 0.2 higher than the previous day. The implied volatity was 18.30, the open interest changed by 0 which decreased total open position to 176
On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 16.88, the open interest changed by -2 which decreased total open position to 179
On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 16.08, the open interest changed by -3 which decreased total open position to 175
On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 0
On 4 Dec ITC was trading at 403.05. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 14.48, the open interest changed by -11 which decreased total open position to 178
On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 2 Dec ITC was trading at 400.95. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 14.95, the open interest changed by 8 which increased total open position to 188
On 1 Dec ITC was trading at 404.25. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 13.95, the open interest changed by 70 which increased total open position to 181
On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 13.04, the open interest changed by 1 which increased total open position to 116
On 27 Nov ITC was trading at 404.30. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 12.49, the open interest changed by -1 which decreased total open position to 116
On 26 Nov ITC was trading at 402.30. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 13.60, the open interest changed by 63 which increased total open position to 115
On 25 Nov ITC was trading at 400.80. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 15.67, the open interest changed by 3 which increased total open position to 51
On 24 Nov ITC was trading at 403.55. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 13.97, the open interest changed by -24 which decreased total open position to 48
On 21 Nov ITC was trading at 407.85. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 13.28, the open interest changed by 13 which increased total open position to 72
On 20 Nov ITC was trading at 405.45. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 14.17, the open interest changed by 22 which increased total open position to 59
On 19 Nov ITC was trading at 403.55. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 14.99, the open interest changed by 1 which increased total open position to 36
On 18 Nov ITC was trading at 405.85. The strike last trading price was 1.65, which was -0.5 lower than the previous day. The implied volatity was 14.96, the open interest changed by 16 which increased total open position to 32
On 17 Nov ITC was trading at 407.10. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 15.27, the open interest changed by 3 which increased total open position to 16
On 14 Nov ITC was trading at 408.15. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 14.24, the open interest changed by 9 which increased total open position to 11
On 13 Nov ITC was trading at 405.70. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ITC was trading at 407.00. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ITC was trading at 406.85. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ITC was trading at 405.55. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ITC was trading at 404.05. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 16.38, the open interest changed by 0 which decreased total open position to 2
On 6 Nov ITC was trading at 407.50. The strike last trading price was 4, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov ITC was trading at 408.90. The strike last trading price was 4, which was -1.45 lower than the previous day. The implied volatity was 15.94, the open interest changed by 0 which decreased total open position to 1
On 3 Nov ITC was trading at 413.95. The strike last trading price was 5.45, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 31 Oct ITC was trading at 420.35. The strike last trading price was 5.45, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 30 Oct ITC was trading at 418.75. The strike last trading price was 9.4, which was 0 lower than the previous day. The implied volatity was 1.14, 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 9.4, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
| ITC 30DEC2025 432.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 400.10 | 25.75 | 2.5 | - | 0 | 0 | 6 |
| 11 Dec | 402.90 | 25.75 | 2.5 | - | 0 | 0 | 6 |
| 10 Dec | 403.15 | 25.75 | 2.5 | - | 0 | 0 | 6 |
| 9 Dec | 401.05 | 25.75 | 2.5 | - | 0 | 0 | 0 |
| 8 Dec | 402.30 | 25.75 | 2.5 | - | 0 | 0 | 6 |
| 5 Dec | 404.95 | 25.75 | 2.5 | - | 0 | 0 | 0 |
| 4 Dec | 403.05 | 25.75 | 2.5 | - | 0 | 0 | 0 |
| 3 Dec | 400.50 | 25.75 | 2.5 | - | 0 | 0 | 0 |
| 2 Dec | 400.95 | 25.75 | 2.5 | - | 0 | 0 | 0 |
| 1 Dec | 404.25 | 25.75 | 2.5 | - | 0 | 0 | 0 |
| 28 Nov | 404.25 | 25.75 | 2.5 | - | 0 | 0 | 0 |
| 27 Nov | 404.30 | 25.75 | 2.5 | - | 0 | 0 | 0 |
| 26 Nov | 402.30 | 25.75 | 2.5 | - | 0 | 5 | 0 |
| 25 Nov | 400.80 | 25.75 | 2.5 | - | 5 | 3 | 4 |
| 24 Nov | 403.55 | 23.25 | 3.75 | - | 0 | 0 | 0 |
| 21 Nov | 407.85 | 23.25 | 3.75 | - | 0 | 0 | 0 |
| 20 Nov | 405.45 | 23.25 | 3.75 | - | 0 | 0 | 0 |
| 19 Nov | 403.55 | 23.25 | 3.75 | - | 0 | 0 | 0 |
| 18 Nov | 405.85 | 23.25 | 3.75 | - | 0 | 1 | 0 |
| 17 Nov | 407.10 | 23.25 | 3.75 | 18.16 | 1 | 0 | 0 |
| 14 Nov | 408.15 | 19.5 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 405.70 | 19.5 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 407.00 | 19.5 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 406.85 | 19.5 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 405.55 | 19.5 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 404.05 | 19.5 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 407.50 | 19.5 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 408.90 | 19.5 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 413.95 | 19.5 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 420.35 | 19.5 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 418.75 | 19.5 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 421.60 | 19.5 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 432.5 expiring on 30DEC2025
Delta for 432.5 PE is -
Historical price for 432.5 PE is as follows
On 12 Dec ITC was trading at 400.10. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Dec ITC was trading at 402.90. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Dec ITC was trading at 403.15. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Dec ITC was trading at 401.05. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec ITC was trading at 402.30. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Dec ITC was trading at 404.95. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ITC was trading at 403.05. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ITC was trading at 400.50. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ITC was trading at 400.95. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ITC was trading at 404.25. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ITC was trading at 404.25. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ITC was trading at 404.30. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ITC was trading at 402.30. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 25 Nov ITC was trading at 400.80. The strike last trading price was 25.75, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 24 Nov ITC was trading at 403.55. The strike last trading price was 23.25, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ITC was trading at 407.85. The strike last trading price was 23.25, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ITC was trading at 405.45. The strike last trading price was 23.25, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ITC was trading at 403.55. The strike last trading price was 23.25, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ITC was trading at 405.85. The strike last trading price was 23.25, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov ITC was trading at 407.10. The strike last trading price was 23.25, which was 3.75 higher than the previous day. The implied volatity was 18.16, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ITC was trading at 408.15. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ITC was trading at 405.70. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ITC was trading at 407.00. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ITC was trading at 406.85. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ITC was trading at 405.55. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ITC was trading at 404.05. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ITC was trading at 407.50. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ITC was trading at 408.90. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ITC was trading at 413.95. The strike last trading price was 19.5, 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 19.5, 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 19.5, 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 19.5, 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































































































































































































































