ITC
Itc Ltd
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
|
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| 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 | |||||||||
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| 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
|
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| 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































































































































































































































