ITC
Itc Ltd
Historical option data for ITC
21 Dec 2025 04:14 PM IST
| ITC 30-DEC-2025 405 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Dec | 401.05 | 1.6 | -0.25 | - | 4,582 | 6 | 5,823 | |||||||||
| 20 Dec | 401.05 | 1.6 | -0.25 | - | 4,582 | 6 | 5,823 | |||||||||
| 14 Dec | 400.10 | 2.9 | -1.05 | - | 5,706 | 1,136 | 5,384 | |||||||||
| 13 Dec | 400.10 | 2.9 | -1.05 | - | 5,706 | 1,136 | 5,384 | |||||||||
| 7 Dec | 404.95 | 5.5 | 0.3 | - | 4,738 | -361 | 2,988 | |||||||||
| 5 Dec | 404.95 | 5.5 | 0.3 | 10.00 | 4,738 | -353 | 2,988 | |||||||||
| 30 Nov | 404.25 | 6.25 | -0.2 | - | 1,889 | 77 | 2,240 | |||||||||
| 29 Nov | 404.25 | 6.25 | -0.2 | - | 1,889 | 77 | 2,240 | |||||||||
| 23 Nov | 407.85 | 10.1 | 0.95 | - | 606 | 19 | 505 | |||||||||
| 22 Nov | 407.85 | 10.1 | 0.95 | - | 606 | 19 | 505 | |||||||||
| 16 Nov | 408.15 | 11.7 | 0.75 | - | 83 | 36 | 99 | |||||||||
| 15 Nov | 408.15 | 11.7 | 0.75 | - | 83 | 36 | 99 | |||||||||
| 14 Nov | 408.15 | 11.7 | 0.75 | - | 83 | 37 | 99 | |||||||||
| 13 Nov | 405.70 | 11 | -0.65 | - | 61 | 21 | 52 | |||||||||
| 9 Nov | 404.40 | 11.1 | -3.4 | - | 17 | 13 | 16 | |||||||||
| 8 Nov | 404.40 | 11.1 | -3.4 | - | 17 | 13 | 16 | |||||||||
| 2 Nov | 420.35 | 17.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Nov | 420.35 | 17.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 420.65 | 17.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Oct | 416.80 | 17.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Oct | 416.80 | 17.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Oct | 412.15 | 17.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 396.80 | 17.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 405 expiring on 30DEC2025
Delta for 405 CE is -
Historical price for 405 CE is as follows
On 21 Dec ITC was trading at 401.05. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 5823
On 20 Dec ITC was trading at 401.05. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 5823
On 14 Dec ITC was trading at 400.10. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 1136 which increased total open position to 5384
On 13 Dec ITC was trading at 400.10. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 1136 which increased total open position to 5384
On 7 Dec ITC was trading at 404.95. The strike last trading price was 5.5, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -361 which decreased total open position to 2988
On 5 Dec ITC was trading at 404.95. The strike last trading price was 5.5, which was 0.3 higher than the previous day. The implied volatity was 10.00, the open interest changed by -353 which decreased total open position to 2988
On 30 Nov ITC was trading at 404.25. The strike last trading price was 6.25, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 2240
On 29 Nov ITC was trading at 404.25. The strike last trading price was 6.25, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 2240
On 23 Nov ITC was trading at 407.85. The strike last trading price was 10.1, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 505
On 22 Nov ITC was trading at 407.85. The strike last trading price was 10.1, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 505
On 16 Nov ITC was trading at 408.15. The strike last trading price was 11.7, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 99
On 15 Nov ITC was trading at 408.15. The strike last trading price was 11.7, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 99
On 14 Nov ITC was trading at 408.15. The strike last trading price was 11.7, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 99
On 13 Nov ITC was trading at 405.70. The strike last trading price was 11, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 52
On 9 Nov ITC was trading at 404.40. The strike last trading price was 11.1, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 16
On 8 Nov ITC was trading at 404.40. The strike last trading price was 11.1, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 16
On 2 Nov ITC was trading at 420.35. The strike last trading price was 17.45, 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 Nov ITC was trading at 420.35. The strike last trading price was 17.45, 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 27 Oct ITC was trading at 420.65. The strike last trading price was 17.45, 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 26 Oct ITC was trading at 416.80. The strike last trading price was 17.45, 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 25 Oct ITC was trading at 416.80. The strike last trading price was 17.45, 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 Oct ITC was trading at 412.15. The strike last trading price was 17.45, 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 15 Oct ITC was trading at 396.80. The strike last trading price was 17.45, 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 30DEC2025 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 401.05 | 4.75 | -0.65 | - | 670 | -17 | 1,848 |
| 20 Dec | 401.05 | 4.75 | -0.65 | - | 670 | -17 | 1,848 |
| 14 Dec | 400.10 | 5.75 | 1.15 | - | 1,030 | 9 | 1,844 |
| 13 Dec | 400.10 | 5.75 | 1.15 | - | 1,030 | 9 | 1,844 |
| 7 Dec | 404.95 | 4.15 | -1.3 | - | 2,038 | 5 | 2,047 |
| 5 Dec | 404.95 | 4.15 | -1.3 | 12.46 | 2,038 | 10 | 2,047 |
| 30 Nov | 404.25 | 5.1 | 0.3 | - | 1,251 | -20 | 1,677 |
| 29 Nov | 404.25 | 5.1 | 0.3 | - | 1,251 | -20 | 1,677 |
| 23 Nov | 407.85 | 3.95 | -1.35 | - | 422 | 55 | 611 |
| 22 Nov | 407.85 | 3.95 | -1.35 | - | 422 | 55 | 611 |
| 16 Nov | 408.15 | 5.3 | -0.55 | - | 42 | 20 | 121 |
| 15 Nov | 408.15 | 5.3 | -0.55 | - | 42 | 20 | 121 |
| 14 Nov | 408.15 | 5.3 | -0.55 | - | 42 | 20 | 121 |
| 13 Nov | 405.70 | 5.85 | 0.8 | - | 14 | 1 | 100 |
| 9 Nov | 404.40 | 7.2 | 1.7 | - | 70 | 50 | 97 |
| 8 Nov | 404.40 | 7.2 | 1.7 | - | 70 | 50 | 97 |
| 2 Nov | 420.35 | 14.8 | 0 | - | 0 | 0 | 0 |
| 1 Nov | 420.35 | 14.8 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 420.65 | 14.8 | 0 | - | 0 | 0 | 0 |
| 26 Oct | 416.80 | 14.8 | 0 | - | 0 | 0 | 0 |
| 25 Oct | 416.80 | 14.8 | 0 | - | 0 | 0 | 0 |
| 18 Oct | 412.15 | 14.8 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 396.80 | 14.8 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 405 expiring on 30DEC2025
Delta for 405 PE is -
Historical price for 405 PE is as follows
On 21 Dec ITC was trading at 401.05. The strike last trading price was 4.75, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 1848
On 20 Dec ITC was trading at 401.05. The strike last trading price was 4.75, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 1848
On 14 Dec ITC was trading at 400.10. The strike last trading price was 5.75, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 1844
On 13 Dec ITC was trading at 400.10. The strike last trading price was 5.75, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 1844
On 7 Dec ITC was trading at 404.95. The strike last trading price was 4.15, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 2047
On 5 Dec ITC was trading at 404.95. The strike last trading price was 4.15, which was -1.3 lower than the previous day. The implied volatity was 12.46, the open interest changed by 10 which increased total open position to 2047
On 30 Nov ITC was trading at 404.25. The strike last trading price was 5.1, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 1677
On 29 Nov ITC was trading at 404.25. The strike last trading price was 5.1, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 1677
On 23 Nov ITC was trading at 407.85. The strike last trading price was 3.95, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 611
On 22 Nov ITC was trading at 407.85. The strike last trading price was 3.95, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 611
On 16 Nov ITC was trading at 408.15. The strike last trading price was 5.3, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 121
On 15 Nov ITC was trading at 408.15. The strike last trading price was 5.3, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 121
On 14 Nov ITC was trading at 408.15. The strike last trading price was 5.3, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 121
On 13 Nov ITC was trading at 405.70. The strike last trading price was 5.85, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 100
On 9 Nov ITC was trading at 404.40. The strike last trading price was 7.2, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 97
On 8 Nov ITC was trading at 404.40. The strike last trading price was 7.2, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 97
On 2 Nov ITC was trading at 420.35. The strike last trading price was 14.8, 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 Nov ITC was trading at 420.35. The strike last trading price was 14.8, 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 27 Oct ITC was trading at 420.65. The strike last trading price was 14.8, 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 26 Oct ITC was trading at 416.80. The strike last trading price was 14.8, 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 25 Oct ITC was trading at 416.80. The strike last trading price was 14.8, 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 Oct ITC was trading at 412.15. The strike last trading price was 14.8, 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 15 Oct ITC was trading at 396.80. The strike last trading price was 14.8, 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































































































































































































































