[--[65.84.65.76]--]

ITC

Itc Ltd
400.1 -2.80 (-0.69%)
L: 399.85 H: 404

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Historical option data for ITC

12 Dec 2025 04:12 PM IST
ITC 30-DEC-2025 480 CE
Delta: 0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 400.10 0.05 -0.05 30.91 9 -7 263
11 Dec 402.90 0.1 0 31.65 46 0 271
10 Dec 403.15 0.1 0 - 0 0 271
8 Dec 402.30 0.1 0 29.67 1 0 271
5 Dec 404.95 0.1 -0.05 26.60 8 -4 271
4 Dec 403.05 0.15 0 28.15 48 0 235
3 Dec 400.50 0.15 0.1 28.39 151 83 196
1 Dec 404.25 0.05 -0.05 22.88 2 0 115
28 Nov 404.25 0.1 0 23.53 1 0 116
27 Nov 404.30 0.1 0 22.92 104 70 115
26 Nov 402.30 0.1 -0.05 23.32 1 0 44
25 Nov 400.80 0.15 -0.05 24.78 1 0 43
24 Nov 403.55 0.2 0 - 0 4 0
21 Nov 407.85 0.2 0 22.03 5 3 42
20 Nov 405.45 0.2 -0.05 22.55 7 4 38
19 Nov 403.55 0.25 0 23.48 9 0 34
18 Nov 405.85 0.25 -0.05 22.66 2 0 34
17 Nov 407.10 0.3 0 22.35 10 0 34
14 Nov 408.15 0.3 -0.1 21.28 3 1 35
10 Nov 405.55 0.4 -0.05 21.94 1 0 35
4 Nov 408.90 0.45 -0.1 20.17 22 -10 35
3 Nov 413.95 0.5 -0.25 18.86 49 2 44
31 Oct 420.35 0.75 -0.05 - 61 29 41
30 Oct 418.75 0.8 -0.2 18.37 12 11 11


For Itc Ltd - strike price 480 expiring on 30DEC2025

Delta for 480 CE is 0.01

Historical price for 480 CE is as follows

On 12 Dec ITC was trading at 400.10. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 30.91, the open interest changed by -7 which decreased total open position to 263


On 11 Dec ITC was trading at 402.90. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 31.65, the open interest changed by 0 which decreased total open position to 271


On 10 Dec ITC was trading at 403.15. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 271


On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 271


On 5 Dec ITC was trading at 404.95. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 26.60, the open interest changed by -4 which decreased total open position to 271


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 28.15, the open interest changed by 0 which decreased total open position to 235


On 3 Dec ITC was trading at 400.50. The strike last trading price was 0.15, which was 0.1 higher than the previous day. The implied volatity was 28.39, the open interest changed by 83 which increased total open position to 196


On 1 Dec 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 22.88, the open interest changed by 0 which decreased total open position to 115


On 28 Nov ITC was trading at 404.25. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 23.53, the open interest changed by 0 which decreased total open position to 116


On 27 Nov ITC was trading at 404.30. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 22.92, the open interest changed by 70 which increased total open position to 115


On 26 Nov 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 23.32, the open interest changed by 0 which decreased total open position to 44


On 25 Nov ITC was trading at 400.80. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 24.78, the open interest changed by 0 which decreased total open position to 43


On 24 Nov ITC was trading at 403.55. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 21 Nov ITC was trading at 407.85. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 22.03, the open interest changed by 3 which increased total open position to 42


On 20 Nov ITC was trading at 405.45. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 22.55, the open interest changed by 4 which increased total open position to 38


On 19 Nov ITC was trading at 403.55. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 34


On 18 Nov ITC was trading at 405.85. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 22.66, the open interest changed by 0 which decreased total open position to 34


On 17 Nov ITC was trading at 407.10. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 22.35, the open interest changed by 0 which decreased total open position to 34


On 14 Nov ITC was trading at 408.15. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 21.28, the open interest changed by 1 which increased total open position to 35


On 10 Nov ITC was trading at 405.55. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 21.94, the open interest changed by 0 which decreased total open position to 35


On 4 Nov ITC was trading at 408.90. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 20.17, the open interest changed by -10 which decreased total open position to 35


On 3 Nov ITC was trading at 413.95. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 18.86, the open interest changed by 2 which increased total open position to 44


On 31 Oct ITC was trading at 420.35. 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 29 which increased total open position to 41


On 30 Oct ITC was trading at 418.75. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 18.37, the open interest changed by 11 which increased total open position to 11


ITC 30DEC2025 480 PE
Delta: -0.88
Vega: 0.18
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 400.10 80 8 63.03 1 0 8
11 Dec 402.90 72 -1.4 - 0 0 8
10 Dec 403.15 72 -1.4 - 0 0 8
8 Dec 402.30 72 -1.4 - 0 0 8
5 Dec 404.95 72 -1.4 - 0 0 0
4 Dec 403.05 72 -1.4 - 0 0 0
3 Dec 400.50 72 -1.4 - 0 0 0
1 Dec 404.25 72 -1.4 - 0 0 0
28 Nov 404.25 72 -1.4 - 0 0 0
27 Nov 404.30 72 -1.4 - 0 0 0
26 Nov 402.30 72 -1.4 - 0 2 0
25 Nov 400.80 72 -1.4 - 2 1 7
24 Nov 403.55 73.4 1.2 38.13 8 7 7
21 Nov 407.85 72.2 0 - 0 0 0
20 Nov 405.45 72.2 0 - 0 0 0
19 Nov 403.55 72.2 0 - 0 0 0
18 Nov 405.85 72.2 0 - 0 0 0
17 Nov 407.10 72.2 0 - 0 0 0
14 Nov 408.15 72.2 0 - 0 0 0
10 Nov 405.55 72.2 0 - 0 0 0
4 Nov 408.90 72.2 0 - 0 0 0
3 Nov 413.95 72.2 0 - 0 0 0
31 Oct 420.35 72.2 0 - 0 0 0
30 Oct 418.75 72.2 0 - 0 0 0


For Itc Ltd - strike price 480 expiring on 30DEC2025

Delta for 480 PE is -0.88

Historical price for 480 PE is as follows

On 12 Dec ITC was trading at 400.10. The strike last trading price was 80, which was 8 higher than the previous day. The implied volatity was 63.03, the open interest changed by 0 which decreased total open position to 8


On 11 Dec ITC was trading at 402.90. The strike last trading price was 72, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 10 Dec ITC was trading at 403.15. The strike last trading price was 72, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 8 Dec ITC was trading at 402.30. The strike last trading price was 72, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 5 Dec ITC was trading at 404.95. The strike last trading price was 72, which was -1.4 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 72, which was -1.4 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 72, which was -1.4 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 72, which was -1.4 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 72, which was -1.4 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 72, which was -1.4 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 72, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 25 Nov ITC was trading at 400.80. The strike last trading price was 72, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7


On 24 Nov ITC was trading at 403.55. The strike last trading price was 73.4, which was 1.2 higher than the previous day. The implied volatity was 38.13, the open interest changed by 7 which increased total open position to 7


On 21 Nov ITC was trading at 407.85. The strike last trading price was 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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