ITC
Itc Ltd
Historical option data for ITC
02 Nov 2025 04:13 PM IST
| ITC 25-NOV-2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Nov | 420.35 | 7.4 | 0.1 | - | 12,510 | -765 | 2,862 | |||||||||
| 1 Nov | 420.35 | 7.4 | 0.1 | - | 12,510 | -765 | 2,862 | |||||||||
| 27 Oct | 420.65 | 9.95 | 1.95 | - | 3,341 | 245 | 2,007 | |||||||||
| 26 Oct | 416.80 | 8.05 | 0.65 | - | 1,834 | 314 | 1,764 | |||||||||
| 25 Oct | 416.80 | 8.05 | 0.65 | - | 1,834 | 314 | 1,764 | |||||||||
| 18 Oct | 412.15 | 5.7 | 1.6 | - | 1,125 | 220 | 649 | |||||||||
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| 15 Oct | 396.80 | 2.6 | -0.65 | - | 146 | 28 | 323 | |||||||||
| 28 Sept | 405.10 | 6.25 | 0.85 | 14.80 | 3 | 1 | 23 | |||||||||
| 21 Sept | 410.65 | 9.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 413.75 | 11.35 | 0.35 | 13.76 | 5 | 5 | 8 | |||||||||
For Itc Ltd - strike price 420 expiring on 25NOV2025
Delta for 420 CE is -
Historical price for 420 CE is as follows
On 2 Nov ITC was trading at 420.35. The strike last trading price was 7.4, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -765 which decreased total open position to 2862
On 1 Nov ITC was trading at 420.35. The strike last trading price was 7.4, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -765 which decreased total open position to 2862
On 27 Oct ITC was trading at 420.65. The strike last trading price was 9.95, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 245 which increased total open position to 2007
On 26 Oct ITC was trading at 416.80. The strike last trading price was 8.05, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 314 which increased total open position to 1764
On 25 Oct ITC was trading at 416.80. The strike last trading price was 8.05, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 314 which increased total open position to 1764
On 18 Oct ITC was trading at 412.15. The strike last trading price was 5.7, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 220 which increased total open position to 649
On 15 Oct ITC was trading at 396.80. The strike last trading price was 2.6, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 323
On 28 Sept ITC was trading at 405.10. The strike last trading price was 6.25, which was 0.85 higher than the previous day. The implied volatity was 14.80, the open interest changed by 1 which increased total open position to 23
On 21 Sept ITC was trading at 410.65. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept ITC was trading at 413.75. The strike last trading price was 11.35, which was 0.35 higher than the previous day. The implied volatity was 13.76, the open interest changed by 5 which increased total open position to 8
| ITC 25NOV2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Nov | 420.35 | 4.4 | -1.9 | - | 8,895 | -201 | 2,109 |
| 1 Nov | 420.35 | 4.4 | -1.9 | - | 8,895 | -201 | 2,109 |
| 27 Oct | 420.65 | 5.75 | -2.05 | - | 2,313 | 784 | 1,681 |
| 26 Oct | 416.80 | 7.6 | -0.9 | - | 553 | 193 | 897 |
| 25 Oct | 416.80 | 7.6 | -0.9 | - | 553 | 193 | 897 |
| 18 Oct | 412.15 | 10.4 | -4.45 | - | 276 | 154 | 218 |
| 15 Oct | 396.80 | 21.3 | 1.3 | - | 9 | 3 | 28 |
| 28 Sept | 405.10 | 23.65 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 410.65 | 23.65 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 413.75 | 23.65 | 0 | 0.41 | 0 | 0 | 0 |
For Itc Ltd - strike price 420 expiring on 25NOV2025
Delta for 420 PE is -
Historical price for 420 PE is as follows
On 2 Nov ITC was trading at 420.35. The strike last trading price was 4.4, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by -201 which decreased total open position to 2109
On 1 Nov ITC was trading at 420.35. The strike last trading price was 4.4, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by -201 which decreased total open position to 2109
On 27 Oct ITC was trading at 420.65. The strike last trading price was 5.75, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 784 which increased total open position to 1681
On 26 Oct ITC was trading at 416.80. The strike last trading price was 7.6, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 193 which increased total open position to 897
On 25 Oct ITC was trading at 416.80. The strike last trading price was 7.6, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 193 which increased total open position to 897
On 18 Oct ITC was trading at 412.15. The strike last trading price was 10.4, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 154 which increased total open position to 218
On 15 Oct ITC was trading at 396.80. The strike last trading price was 21.3, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 28
On 28 Sept ITC was trading at 405.10. The strike last trading price was 23.65, 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 21 Sept ITC was trading at 410.65. The strike last trading price was 23.65, 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 Sept ITC was trading at 413.75. The strike last trading price was 23.65, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
































































































































































































































