ITC
Itc Ltd
Historical option data for ITC
09 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.03
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 401.05 | 0.1 | -0.05 | 24.09 | 1 | 0 | 241 | |||||||||
| 8 Dec | 402.30 | 0.15 | 0.05 | 24.53 | 9 | 1 | 243 | |||||||||
| 5 Dec | 404.95 | 0.1 | 0 | 20.50 | 4 | 0 | 242 | |||||||||
| 4 Dec | 403.05 | 0.1 | -0.05 | 20.73 | 14 | -4 | 242 | |||||||||
| 3 Dec | 400.50 | 0.15 | 0 | 22.44 | 8 | -5 | 246 | |||||||||
| 2 Dec | 400.95 | 0.15 | 0 | 21.59 | 2 | 0 | 252 | |||||||||
| 1 Dec | 404.25 | 0.15 | 0 | 20.18 | 48 | -13 | 253 | |||||||||
| 28 Nov | 404.25 | 0.15 | 0 | 19.17 | 10 | 7 | 265 | |||||||||
| 27 Nov | 404.30 | 0.15 | 0 | 18.62 | 17 | 7 | 258 | |||||||||
| 26 Nov | 402.30 | 0.15 | 0 | 19.12 | 73 | 27 | 251 | |||||||||
| 25 Nov | 400.80 | 0.15 | -0.1 | 19.49 | 47 | -1 | 224 | |||||||||
| 24 Nov | 403.55 | 0.25 | -0.05 | 19.51 | 21 | 12 | 224 | |||||||||
| 21 Nov | 407.85 | 0.3 | -0.05 | 17.87 | 27 | 7 | 211 | |||||||||
| 20 Nov | 405.45 | 0.35 | 0 | 18.90 | 70 | -11 | 202 | |||||||||
| 19 Nov | 403.55 | 0.35 | -0.1 | 19.25 | 8 | 2 | 213 | |||||||||
| 18 Nov | 405.85 | 0.45 | -0.1 | 19.20 | 30 | 5 | 211 | |||||||||
| 17 Nov | 407.10 | 0.55 | -0.1 | 19.20 | 10 | 7 | 206 | |||||||||
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| 14 Nov | 408.15 | 0.65 | 0.05 | 18.69 | 15 | 7 | 199 | |||||||||
| 13 Nov | 405.70 | 0.6 | 0.05 | 18.98 | 1 | 0 | 191 | |||||||||
| 12 Nov | 407.00 | 0.55 | -0.1 | 17.89 | 19 | 5 | 193 | |||||||||
| 11 Nov | 406.85 | 0.65 | -0.1 | 18.35 | 12 | 1 | 187 | |||||||||
| 10 Nov | 405.55 | 0.75 | -0.05 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 404.05 | 0.75 | -0.05 | 18.96 | 9 | 0 | 186 | |||||||||
| 6 Nov | 407.50 | 0.8 | -0.1 | 17.66 | 27 | 7 | 187 | |||||||||
| 4 Nov | 408.90 | 0.9 | -0.25 | 17.64 | 38 | 10 | 180 | |||||||||
| 3 Nov | 413.95 | 1.15 | -0.6 | 16.73 | 38 | 2 | 169 | |||||||||
| 31 Oct | 420.35 | 1.75 | -0.15 | - | 302 | 90 | 166 | |||||||||
| 30 Oct | 418.75 | 1.9 | -0.2 | 16.44 | 72 | 34 | 74 | |||||||||
| 29 Oct | 421.60 | 2.1 | -0.35 | 15.88 | 43 | 39 | 39 | |||||||||
For Itc Ltd - strike price 460 expiring on 30DEC2025
Delta for 460 CE is 0.01
Historical price for 460 CE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 24.09, the open interest changed by 0 which decreased total open position to 241
On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 24.53, the open interest changed by 1 which increased total open position to 243
On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 20.50, the open interest changed by 0 which decreased total open position to 242
On 4 Dec ITC was trading at 403.05. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 20.73, the open interest changed by -4 which decreased total open position to 242
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 22.44, the open interest changed by -5 which decreased total open position to 246
On 2 Dec ITC was trading at 400.95. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 21.59, the open interest changed by 0 which decreased total open position to 252
On 1 Dec ITC was trading at 404.25. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 20.18, the open interest changed by -13 which decreased total open position to 253
On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 19.17, the open interest changed by 7 which increased total open position to 265
On 27 Nov ITC was trading at 404.30. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 18.62, the open interest changed by 7 which increased total open position to 258
On 26 Nov ITC was trading at 402.30. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 19.12, the open interest changed by 27 which increased total open position to 251
On 25 Nov ITC was trading at 400.80. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 19.49, the open interest changed by -1 which decreased total open position to 224
On 24 Nov ITC was trading at 403.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 19.51, the open interest changed by 12 which increased total open position to 224
On 21 Nov ITC was trading at 407.85. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 17.87, the open interest changed by 7 which increased total open position to 211
On 20 Nov ITC was trading at 405.45. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 18.90, the open interest changed by -11 which decreased total open position to 202
On 19 Nov ITC was trading at 403.55. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 19.25, the open interest changed by 2 which increased total open position to 213
On 18 Nov ITC was trading at 405.85. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 19.20, the open interest changed by 5 which increased total open position to 211
On 17 Nov ITC was trading at 407.10. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 19.20, the open interest changed by 7 which increased total open position to 206
On 14 Nov ITC was trading at 408.15. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 18.69, the open interest changed by 7 which increased total open position to 199
On 13 Nov ITC was trading at 405.70. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 18.98, the open interest changed by 0 which decreased total open position to 191
On 12 Nov ITC was trading at 407.00. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 17.89, the open interest changed by 5 which increased total open position to 193
On 11 Nov ITC was trading at 406.85. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 18.35, the open interest changed by 1 which increased total open position to 187
On 10 Nov ITC was trading at 405.55. The strike last trading price was 0.75, which was -0.05 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 0.75, which was -0.05 lower than the previous day. The implied volatity was 18.96, the open interest changed by 0 which decreased total open position to 186
On 6 Nov ITC was trading at 407.50. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 17.66, the open interest changed by 7 which increased total open position to 187
On 4 Nov ITC was trading at 408.90. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 17.64, the open interest changed by 10 which increased total open position to 180
On 3 Nov ITC was trading at 413.95. The strike last trading price was 1.15, which was -0.6 lower than the previous day. The implied volatity was 16.73, the open interest changed by 2 which increased total open position to 169
On 31 Oct ITC was trading at 420.35. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 166
On 30 Oct ITC was trading at 418.75. The strike last trading price was 1.9, which was -0.2 lower than the previous day. The implied volatity was 16.44, the open interest changed by 34 which increased total open position to 74
On 29 Oct ITC was trading at 421.60. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 15.88, the open interest changed by 39 which increased total open position to 39
| ITC 30DEC2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 401.05 | 53.9 | 1.9 | - | 0 | 0 | 0 |
| 8 Dec | 402.30 | 53.9 | 1.9 | - | 0 | 0 | 30 |
| 5 Dec | 404.95 | 53.9 | 1.9 | - | 0 | 0 | 0 |
| 4 Dec | 403.05 | 53.9 | 1.9 | - | 0 | 0 | 0 |
| 3 Dec | 400.50 | 53.9 | 1.9 | - | 0 | 0 | 0 |
| 2 Dec | 400.95 | 53.9 | 1.9 | - | 0 | 0 | 0 |
| 1 Dec | 404.25 | 53.9 | 1.9 | - | 0 | 0 | 0 |
| 28 Nov | 404.25 | 53.9 | 1.9 | - | 0 | 0 | 0 |
| 27 Nov | 404.30 | 53.9 | 1.9 | - | 0 | 0 | 0 |
| 26 Nov | 402.30 | 53.9 | 1.9 | - | 0 | 9 | 0 |
| 25 Nov | 400.80 | 53.9 | 1.9 | - | 11 | 8 | 29 |
| 24 Nov | 403.55 | 52 | -0.15 | 22.16 | 4 | 2 | 20 |
| 21 Nov | 407.85 | 52.15 | 1.15 | - | 0 | 0 | 0 |
| 20 Nov | 405.45 | 52.15 | 1.15 | - | 0 | 1 | 0 |
| 19 Nov | 403.55 | 52.15 | 1.15 | 23.68 | 1 | 0 | 17 |
| 18 Nov | 405.85 | 51 | -2.95 | 26.84 | 17 | 16 | 16 |
| 17 Nov | 407.10 | 53.95 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 408.15 | 53.95 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 405.70 | 53.95 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 407.00 | 53.95 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 406.85 | 53.95 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 405.55 | 53.95 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 404.05 | 53.95 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 407.50 | 53.95 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 408.90 | 53.95 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 413.95 | 53.95 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 420.35 | 53.95 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 418.75 | 53.95 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 421.60 | 53.95 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 460 expiring on 30DEC2025
Delta for 460 PE is -
Historical price for 460 PE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 53.9, which was 1.9 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 53.9, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 5 Dec ITC was trading at 404.95. The strike last trading price was 53.9, which was 1.9 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 53.9, which was 1.9 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 53.9, which was 1.9 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 53.9, which was 1.9 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 53.9, which was 1.9 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 53.9, which was 1.9 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 53.9, which was 1.9 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 53.9, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 25 Nov ITC was trading at 400.80. The strike last trading price was 53.9, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 29
On 24 Nov ITC was trading at 403.55. The strike last trading price was 52, which was -0.15 lower than the previous day. The implied volatity was 22.16, the open interest changed by 2 which increased total open position to 20
On 21 Nov ITC was trading at 407.85. The strike last trading price was 52.15, which was 1.15 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 52.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov ITC was trading at 403.55. The strike last trading price was 52.15, which was 1.15 higher than the previous day. The implied volatity was 23.68, the open interest changed by 0 which decreased total open position to 17
On 18 Nov ITC was trading at 405.85. The strike last trading price was 51, which was -2.95 lower than the previous day. The implied volatity was 26.84, the open interest changed by 16 which increased total open position to 16
On 17 Nov ITC was trading at 407.10. The strike last trading price was 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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































































































































































































































