ITC
Itc Ltd
Historical option data for ITC
09 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.02
Theta: -0.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
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| 9 Dec | 401.05 | 0.05 | -0.05 | 25.39 | 2 | 0 | 75 | |||||||||
| 8 Dec | 402.30 | 0.1 | 0.05 | - | 0 | 0 | 75 | |||||||||
| 5 Dec | 404.95 | 0.1 | 0.05 | 23.80 | 57 | 22 | 59 | |||||||||
| 4 Dec | 403.05 | 0.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 400.50 | 0.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 404.25 | 0.05 | 0 | 20.28 | 9 | 0 | 37 | |||||||||
| 28 Nov | 404.25 | 0.05 | -0.05 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 404.30 | 0.05 | -0.05 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 402.30 | 0.05 | -0.05 | 19.08 | 10 | 0 | 37 | |||||||||
| 25 Nov | 400.80 | 0.1 | -0.05 | 21.03 | 18 | 4 | 36 | |||||||||
| 24 Nov | 403.55 | 0.15 | -0.05 | 20.94 | 19 | 16 | 31 | |||||||||
| 21 Nov | 407.85 | 0.2 | -0.05 | 19.43 | 10 | 8 | 13 | |||||||||
| 20 Nov | 405.45 | 0.25 | 0 | 20.59 | 1 | 0 | 4 | |||||||||
| 19 Nov | 403.55 | 0.25 | -1.35 | 20.90 | 4 | 1 | 1 | |||||||||
| 18 Nov | 405.85 | 1.6 | 0 | 10.85 | 0 | 0 | 0 | |||||||||
| 17 Nov | 407.10 | 1.6 | 0 | 10.43 | 0 | 0 | 0 | |||||||||
| 14 Nov | 408.15 | 1.6 | 0 | 9.97 | 0 | 0 | 0 | |||||||||
| 10 Nov | 405.55 | 1.6 | 0 | 9.90 | 0 | 0 | 0 | |||||||||
| 4 Nov | 408.90 | 1.6 | 0 | 8.91 | 0 | 0 | 0 | |||||||||
| 3 Nov | 413.95 | 1.6 | 0 | 8.03 | 0 | 0 | 0 | |||||||||
| 31 Oct | 420.35 | 1.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 418.75 | 1.6 | 0 | 6.96 | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 470 expiring on 30DEC2025
Delta for 470 CE is 0.01
Historical price for 470 CE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 75
On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 23.80, the open interest changed by 22 which increased total open position to 59
On 4 Dec ITC was trading at 403.05. The strike last trading price was 0.05, 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 Dec ITC was trading at 400.50. The strike last trading price was 0.05, 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 1 Dec ITC was trading at 404.25. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 37
On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.05, 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 27 Nov ITC was trading at 404.30. The strike last trading price was 0.05, 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 26 Nov ITC was trading at 402.30. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 19.08, the open interest changed by 0 which decreased total open position to 37
On 25 Nov ITC was trading at 400.80. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 21.03, the open interest changed by 4 which increased total open position to 36
On 24 Nov ITC was trading at 403.55. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 20.94, the open interest changed by 16 which increased total open position to 31
On 21 Nov ITC was trading at 407.85. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 19.43, the open interest changed by 8 which increased total open position to 13
On 20 Nov ITC was trading at 405.45. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 20.59, the open interest changed by 0 which decreased total open position to 4
On 19 Nov ITC was trading at 403.55. The strike last trading price was 0.25, which was -1.35 lower than the previous day. The implied volatity was 20.90, the open interest changed by 1 which increased total open position to 1
On 18 Nov ITC was trading at 405.85. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 10.85, 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 1.6, which was 0 lower than the previous day. The implied volatity was 10.43, 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 1.6, which was 0 lower than the previous day. The implied volatity was 9.97, 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 1.6, which was 0 lower than the previous day. The implied volatity was 9.90, 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 1.6, which was 0 lower than the previous day. The implied volatity was 8.91, 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 1.6, which was 0 lower than the previous day. The implied volatity was 8.03, 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 1.6, 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 1.6, 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
| ITC 30DEC2025 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 401.05 | 63.4 | -1.25 | - | 0 | 0 | 0 |
| 8 Dec | 402.30 | 63.4 | -1.25 | - | 0 | 0 | 69 |
| 5 Dec | 404.95 | 63.4 | -1.25 | - | 0 | 0 | 0 |
| 4 Dec | 403.05 | 63.4 | -1.25 | - | 0 | 0 | 0 |
| 3 Dec | 400.50 | 63.4 | -1.25 | - | 0 | 0 | 0 |
| 1 Dec | 404.25 | 63.4 | -1.25 | 34.74 | 2 | 1 | 69 |
| 28 Nov | 404.25 | 64.65 | 1.65 | - | 0 | 0 | 0 |
| 27 Nov | 404.30 | 64.65 | 1.65 | - | 0 | 0 | 0 |
| 26 Nov | 402.30 | 64.65 | 1.65 | - | 0 | 13 | 0 |
| 25 Nov | 400.80 | 64.65 | 1.65 | - | 19 | 12 | 67 |
| 24 Nov | 403.55 | 63 | 4.75 | 32.21 | 30 | 18 | 45 |
| 21 Nov | 407.85 | 58.25 | -3.75 | 27.38 | 10 | 7 | 26 |
| 20 Nov | 405.45 | 62 | 1.85 | - | 0 | 12 | 0 |
| 19 Nov | 403.55 | 62 | 1.85 | 26.65 | 14 | 10 | 17 |
| 18 Nov | 405.85 | 60.15 | -2.75 | 27.06 | 7 | 6 | 6 |
| 17 Nov | 407.10 | 62.9 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 408.15 | 62.9 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 405.55 | 62.9 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 408.90 | 62.9 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 413.95 | 62.9 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 420.35 | 62.9 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 418.75 | 62.9 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 470 expiring on 30DEC2025
Delta for 470 PE is -
Historical price for 470 PE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 63.4, which was -1.25 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 63.4, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 5 Dec ITC was trading at 404.95. The strike last trading price was 63.4, which was -1.25 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 63.4, which was -1.25 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 63.4, which was -1.25 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 63.4, which was -1.25 lower than the previous day. The implied volatity was 34.74, the open interest changed by 1 which increased total open position to 69
On 28 Nov ITC was trading at 404.25. The strike last trading price was 64.65, which was 1.65 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 64.65, which was 1.65 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 64.65, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0
On 25 Nov ITC was trading at 400.80. The strike last trading price was 64.65, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 67
On 24 Nov ITC was trading at 403.55. The strike last trading price was 63, which was 4.75 higher than the previous day. The implied volatity was 32.21, the open interest changed by 18 which increased total open position to 45
On 21 Nov ITC was trading at 407.85. The strike last trading price was 58.25, which was -3.75 lower than the previous day. The implied volatity was 27.38, the open interest changed by 7 which increased total open position to 26
On 20 Nov ITC was trading at 405.45. The strike last trading price was 62, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0
On 19 Nov ITC was trading at 403.55. The strike last trading price was 62, which was 1.85 higher than the previous day. The implied volatity was 26.65, the open interest changed by 10 which increased total open position to 17
On 18 Nov ITC was trading at 405.85. The strike last trading price was 60.15, which was -2.75 lower than the previous day. The implied volatity was 27.06, the open interest changed by 6 which increased total open position to 6
On 17 Nov ITC was trading at 407.10. The strike last trading price was 62.9, 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 62.9, 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 62.9, 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 62.9, 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 62.9, 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 62.9, 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 62.9, 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































































































































































































































