ITC
Itc Ltd
Historical option data for ITC
21 Dec 2025 04:14 PM IST
| ITC 27-JAN-2026 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Dec | 401.05 | 9.25 | 0.15 | - | 220 | 55 | 989 | |||||||||
| 20 Dec | 401.05 | 9.25 | 0.15 | - | 220 | 55 | 989 | |||||||||
| 14 Dec | 400.10 | 10.1 | -1.55 | - | 271 | 165 | 620 | |||||||||
| 13 Dec | 400.10 | 10.1 | -1.55 | - | 271 | 165 | 620 | |||||||||
| 7 Dec | 404.95 | 13 | 0.75 | - | 20 | -8 | 189 | |||||||||
| 5 Dec | 404.95 | 13 | 0.75 | 9.93 | 20 | -8 | 189 | |||||||||
| 30 Nov | 404.25 | 13.25 | -0.6 | - | 6 | 0 | 127 | |||||||||
|
|
||||||||||||||||
| 29 Nov | 404.25 | 13.25 | -0.6 | - | 6 | 0 | 127 | |||||||||
| 23 Nov | 407.85 | 18.8 | 1.7 | - | 10 | 7 | 52 | |||||||||
| 22 Nov | 407.85 | 18.8 | 1.7 | - | 10 | 7 | 52 | |||||||||
| 16 Nov | 408.15 | 18.4 | -0.1 | - | 19 | 15 | 21 | |||||||||
| 15 Nov | 408.15 | 18.4 | -0.1 | - | 19 | 15 | 21 | |||||||||
| 14 Nov | 408.15 | 18.4 | -0.1 | - | 19 | 15 | 21 | |||||||||
| 13 Nov | 405.70 | 18.5 | -1 | - | 4 | 1 | 3 | |||||||||
| 9 Nov | 404.40 | 30.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Nov | 404.40 | 30.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 400 expiring on 27JAN2026
Delta for 400 CE is -
Historical price for 400 CE is as follows
On 21 Dec ITC was trading at 401.05. The strike last trading price was 9.25, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 989
On 20 Dec ITC was trading at 401.05. The strike last trading price was 9.25, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 989
On 14 Dec ITC was trading at 400.10. The strike last trading price was 10.1, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 165 which increased total open position to 620
On 13 Dec ITC was trading at 400.10. The strike last trading price was 10.1, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 165 which increased total open position to 620
On 7 Dec ITC was trading at 404.95. The strike last trading price was 13, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 189
On 5 Dec ITC was trading at 404.95. The strike last trading price was 13, which was 0.75 higher than the previous day. The implied volatity was 9.93, the open interest changed by -8 which decreased total open position to 189
On 30 Nov ITC was trading at 404.25. The strike last trading price was 13.25, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 127
On 29 Nov ITC was trading at 404.25. The strike last trading price was 13.25, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 127
On 23 Nov ITC was trading at 407.85. The strike last trading price was 18.8, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 52
On 22 Nov ITC was trading at 407.85. The strike last trading price was 18.8, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 52
On 16 Nov ITC was trading at 408.15. The strike last trading price was 18.4, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 21
On 15 Nov ITC was trading at 408.15. The strike last trading price was 18.4, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 21
On 14 Nov ITC was trading at 408.15. The strike last trading price was 18.4, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 21
On 13 Nov ITC was trading at 405.70. The strike last trading price was 18.5, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 9 Nov ITC was trading at 404.40. The strike last trading price was 30.75, 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 8 Nov ITC was trading at 404.40. The strike last trading price was 30.75, 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
| ITC 27JAN2026 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 401.05 | 4.5 | -0.55 | - | 227 | 63 | 896 |
| 20 Dec | 401.05 | 4.5 | -0.55 | - | 227 | 63 | 896 |
| 14 Dec | 400.10 | 5.5 | 0.75 | - | 156 | 71 | 556 |
| 13 Dec | 400.10 | 5.5 | 0.75 | - | 156 | 71 | 556 |
| 7 Dec | 404.95 | 4.5 | -0.7 | - | 149 | -19 | 464 |
| 5 Dec | 404.95 | 4.5 | -0.7 | 14.68 | 149 | -18 | 464 |
| 30 Nov | 404.25 | 4.75 | 0 | - | 77 | 33 | 341 |
| 29 Nov | 404.25 | 4.75 | 0 | - | 77 | 33 | 341 |
| 23 Nov | 407.85 | 4.55 | -1.05 | - | 39 | -12 | 195 |
| 22 Nov | 407.85 | 4.55 | -1.05 | - | 39 | -12 | 195 |
| 16 Nov | 408.15 | 5.1 | -1.35 | - | 41 | 23 | 139 |
| 15 Nov | 408.15 | 5.1 | -1.35 | - | 41 | 23 | 139 |
| 14 Nov | 408.15 | 5.1 | -1.35 | - | 41 | 22 | 139 |
| 13 Nov | 405.70 | 6.45 | 0.65 | - | 3 | 0 | 117 |
| 9 Nov | 404.40 | 6.5 | 0.85 | - | 45 | 44 | 110 |
| 8 Nov | 404.40 | 6.5 | 0.85 | - | 45 | 44 | 110 |
For Itc Ltd - strike price 400 expiring on 27JAN2026
Delta for 400 PE is -
Historical price for 400 PE is as follows
On 21 Dec ITC was trading at 401.05. The strike last trading price was 4.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 896
On 20 Dec ITC was trading at 401.05. The strike last trading price was 4.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 896
On 14 Dec ITC was trading at 400.10. The strike last trading price was 5.5, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 556
On 13 Dec ITC was trading at 400.10. The strike last trading price was 5.5, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 556
On 7 Dec ITC was trading at 404.95. The strike last trading price was 4.5, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 464
On 5 Dec ITC was trading at 404.95. The strike last trading price was 4.5, which was -0.7 lower than the previous day. The implied volatity was 14.68, the open interest changed by -18 which decreased total open position to 464
On 30 Nov ITC was trading at 404.25. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 341
On 29 Nov ITC was trading at 404.25. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 341
On 23 Nov ITC was trading at 407.85. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 195
On 22 Nov ITC was trading at 407.85. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 195
On 16 Nov ITC was trading at 408.15. The strike last trading price was 5.1, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 139
On 15 Nov ITC was trading at 408.15. The strike last trading price was 5.1, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 139
On 14 Nov ITC was trading at 408.15. The strike last trading price was 5.1, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 139
On 13 Nov ITC was trading at 405.70. The strike last trading price was 6.45, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 9 Nov ITC was trading at 404.40. The strike last trading price was 6.5, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 110
On 8 Nov ITC was trading at 404.40. The strike last trading price was 6.5, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 110































































































































































































































