[--[65.84.65.76]--]

ITC

Itc Ltd
420.35 +1.60 (0.38%)
L: 418.2 H: 426.4

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Historical option data for ITC

02 Nov 2025 04:13 PM IST
ITC 25-NOV-2025 420 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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