ITC
Itc Ltd
Historical option data for ITC
09 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 455 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.04
Theta: -0.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 401.05 | 0.15 | 0.05 | 23.82 | 1 | 0 | 17 | |||||||||
| 8 Dec | 402.30 | 0.1 | -0.05 | 21.49 | 6 | 0 | 17 | |||||||||
| 5 Dec | 404.95 | 0.15 | 0 | 20.13 | 1 | 0 | 16 | |||||||||
| 4 Dec | 403.05 | 0.15 | 0 | - | 0 | 7 | 0 | |||||||||
| 3 Dec | 400.50 | 0.15 | 0 | 20.82 | 12 | 0 | 9 | |||||||||
| 2 Dec | 400.95 | 0.15 | 0.05 | 20.26 | 9 | 0 | 5 | |||||||||
| 1 Dec | 404.25 | 0.1 | -0.05 | - | 0 | 1 | 0 | |||||||||
| 28 Nov | 404.25 | 0.1 | -0.05 | 16.65 | 2 | 0 | 4 | |||||||||
| 27 Nov | 404.30 | 0.15 | -2.85 | 17.16 | 4 | 0 | 0 | |||||||||
| 26 Nov | 402.30 | 3 | 0 | 10.23 | 0 | 0 | 0 | |||||||||
| 25 Nov | 400.80 | 3 | 0 | 10.42 | 0 | 0 | 0 | |||||||||
| 24 Nov | 403.55 | 3 | 0 | 9.63 | 0 | 0 | 0 | |||||||||
| 21 Nov | 407.85 | 3 | 0 | 8.51 | 0 | 0 | 0 | |||||||||
| 20 Nov | 405.45 | 3 | 0 | 8.85 | 0 | 0 | 0 | |||||||||
| 19 Nov | 403.55 | 3 | 0 | 9.06 | 0 | 0 | 0 | |||||||||
| 18 Nov | 405.85 | 3 | 0 | 8.59 | 0 | 0 | 0 | |||||||||
| 17 Nov | 407.10 | 3 | 0 | 8.16 | 0 | 0 | 0 | |||||||||
| 14 Nov | 408.15 | 3 | 0 | 7.73 | 0 | 0 | 0 | |||||||||
| 13 Nov | 405.70 | 3 | 0 | 7.95 | 0 | 0 | 0 | |||||||||
| 12 Nov | 407.00 | 3 | 0 | 7.70 | 0 | 0 | 0 | |||||||||
| 11 Nov | 406.85 | 3 | 0 | 7.64 | 0 | 0 | 0 | |||||||||
| 10 Nov | 405.55 | 3 | 0 | 7.76 | 0 | 0 | 0 | |||||||||
| 7 Nov | 404.05 | 3 | 0 | 7.79 | 0 | 0 | 0 | |||||||||
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| 6 Nov | 407.50 | 3 | 0 | 6.96 | 0 | 0 | 0 | |||||||||
| 4 Nov | 408.90 | 3 | 0 | 6.81 | 0 | 0 | 0 | |||||||||
| 3 Nov | 413.95 | 3 | 0 | 5.87 | 0 | 0 | 0 | |||||||||
| 31 Oct | 420.35 | 3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 418.75 | 3 | 0 | 4.80 | 0 | 0 | 0 | |||||||||
| 29 Oct | 421.60 | 3 | 0 | 4.29 | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 455 expiring on 30DEC2025
Delta for 455 CE is 0.02
Historical price for 455 CE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 23.82, the open interest changed by 0 which decreased total open position to 17
On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 21.49, the open interest changed by 0 which decreased total open position to 17
On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 20.13, the open interest changed by 0 which decreased total open position to 16
On 4 Dec ITC was trading at 403.05. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 9
On 2 Dec ITC was trading at 400.95. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 20.26, the open interest changed by 0 which decreased total open position to 5
On 1 Dec ITC was trading at 404.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 16.65, the open interest changed by 0 which decreased total open position to 4
On 27 Nov ITC was trading at 404.30. The strike last trading price was 0.15, which was -2.85 lower than the previous day. The implied volatity was 17.16, 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 3, which was 0 lower than the previous day. The implied volatity was 10.23, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ITC was trading at 400.80. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 10.42, the open interest changed by 0 which decreased total open position to 0
On 24 Nov ITC was trading at 403.55. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 9.63, 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 3, which was 0 lower than the previous day. The implied volatity was 8.51, 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 3, which was 0 lower than the previous day. The implied volatity was 8.85, 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 3, which was 0 lower than the previous day. The implied volatity was 9.06, 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 3, which was 0 lower than the previous day. The implied volatity was 8.59, the open interest changed by 0 which decreased total open position to 0
On 17 Nov ITC was trading at 407.10. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 8.16, 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 3, which was 0 lower than the previous day. The implied volatity was 7.73, 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 3, which was 0 lower than the previous day. The implied volatity was 7.95, 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 3, which was 0 lower than the previous day. The implied volatity was 7.70, 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 3, which was 0 lower than the previous day. The implied volatity was 7.64, 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 3, which was 0 lower than the previous day. The implied volatity was 7.76, 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 3, which was 0 lower than the previous day. The implied volatity was 7.79, 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 3, which was 0 lower than the previous day. The implied volatity was 6.96, 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 3, which was 0 lower than the previous day. The implied volatity was 6.81, 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 3, which was 0 lower than the previous day. The implied volatity was 5.87, 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 3, 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 3, which was 0 lower than the previous day. The implied volatity was 4.80, 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 3, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
| ITC 30DEC2025 455 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 401.05 | 47 | -2.6 | - | 0 | 0 | 0 |
| 8 Dec | 402.30 | 47 | -2.6 | - | 0 | 0 | 4 |
| 5 Dec | 404.95 | 47 | -2.6 | - | 0 | 0 | 0 |
| 4 Dec | 403.05 | 47 | -2.6 | - | 0 | 0 | 0 |
| 3 Dec | 400.50 | 47 | -2.6 | - | 0 | 0 | 0 |
| 2 Dec | 400.95 | 47 | -2.6 | - | 0 | 0 | 0 |
| 1 Dec | 404.25 | 47 | -2.6 | - | 0 | 0 | 0 |
| 28 Nov | 404.25 | 47 | -2.6 | - | 0 | 0 | 0 |
| 27 Nov | 404.30 | 47 | -2.6 | - | 0 | 0 | 0 |
| 26 Nov | 402.30 | 47 | -2.6 | - | 0 | 4 | 0 |
| 25 Nov | 400.80 | 47 | -2.6 | - | 4 | 0 | 0 |
| 24 Nov | 403.55 | 49.6 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 407.85 | 49.6 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 405.45 | 49.6 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 403.55 | 49.6 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 405.85 | 49.6 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 407.10 | 49.6 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 408.15 | 49.6 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 405.70 | 49.6 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 407.00 | 49.6 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 406.85 | 49.6 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 405.55 | 49.6 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 404.05 | 49.6 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 407.50 | 49.6 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 408.90 | 49.6 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 413.95 | 49.6 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 420.35 | 49.6 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 418.75 | 49.6 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 421.60 | 49.6 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 455 expiring on 30DEC2025
Delta for 455 PE is -
Historical price for 455 PE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 47, which was -2.6 lower 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 47, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec ITC was trading at 404.95. The strike last trading price was 47, which was -2.6 lower 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 47, which was -2.6 lower 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 47, which was -2.6 lower 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 47, which was -2.6 lower 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 47, which was -2.6 lower 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 47, which was -2.6 lower 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 47, which was -2.6 lower 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 47, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov ITC was trading at 400.80. The strike last trading price was 47, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov ITC was trading at 403.55. The strike last trading price was 49.6, 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 Nov ITC was trading at 407.85. The strike last trading price was 49.6, 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 Nov ITC was trading at 405.45. The strike last trading price was 49.6, 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 19 Nov ITC was trading at 403.55. The strike last trading price was 49.6, 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 18 Nov ITC was trading at 405.85. The strike last trading price was 49.6, 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 Nov ITC was trading at 407.10. The strike last trading price was 49.6, 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 Nov ITC was trading at 408.15. The strike last trading price was 49.6, 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 49.6, 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 49.6, 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 49.6, 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 49.6, 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 49.6, 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 49.6, 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 49.6, 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 49.6, 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 49.6, 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 49.6, 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 49.6, 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































































































































































































































