[--[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 455 CE
Delta: 0.02
Vega: 0.04
Theta: -0.03
Gamma: 0.00
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
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: -
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