Historical option data for ITC
22 Jun 2026 01:17 PM IST
| ITC 28-Jul-2026 (36d) 290 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0
Theta: -0.12
Gamma: 0.02112
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 290.35 | 8.4 | -0.6 (-6.67%) | 20.42 | 550 | 319 | 850 | |||||||||
| 19 Jun | 292.50 | 10 | 1 (11.11%) | 17.92 | 978 | -133 | 531 | |||||||||
| 18 Jun | 291.15 | 8.65 | -0.35 (-3.89%) | 18.72 | 462 | -4 | 693 | |||||||||
| 17 Jun | 290.75 | 8.55 | -0.45 (-5.00%) | 18.54 | 621 | 240 | 698 | |||||||||
| 16 Jun | 291.65 | 9.05 | 1.05 (13.13%) | 17.74 | 287 | -80 | 458 | |||||||||
| 15 Jun | 287.90 | 7.6 | 1.6 (26.67%) | 19.27 | 446 | 239 | 537 | |||||||||
| 12 Jun | 285.10 | 6.45 | 0.45 (7.50%) | 19.06 | 139 | 20 | 316 | |||||||||
| 11 Jun | 282.40 | 5.7 | -0.3 (-5.00%) | 19.69 | 88 | 35 | 297 | |||||||||
| 10 Jun | 283.65 | 6.1 | 0.1 (1.67%) | 19.56 | 265 | -56 | 261 | |||||||||
| 9 Jun | 280.00 | 5.5 | -0.5 (-8.33%) | 21.38 | 68 | 17 | 317 | |||||||||
| 8 Jun | 279.45 | 5.6 | -0.4 (-6.67%) | 21.76 | 133 | 79 | 301 | |||||||||
| 5 Jun | 280.70 | 5.9 | -0.1 (-1.67%) | 20.63 | 78 | 29 | 224 | |||||||||
| 4 Jun | 280.30 | 5.8 | 0.8 (16.00%) | 20.64 | 104 | -3 | 195 | |||||||||
| 3 Jun | 277.00 | 5.4 | -1.8 (-25.00%) | 22.62 | 164 | 74 | 192 | |||||||||
| 2 Jun | 283.25 | 7.15 | 1.25 (21.19%) | 20.39 | 76 | 20 | 118 | |||||||||
| 1 Jun | 279.65 | 5.8 | -4.3 (-42.57%) | 21.02 | 99 | 84 | 96 | |||||||||
| 29 May | 286.90 | 10 | -4 (-28.57%) | 20.87 | 14 | 11 | 11 | |||||||||
| 27 May | 291.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 301.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 303.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 301.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 305.85 | 0 | 0 | - | 0 | 9.275 | 9.275 | |||||||||
| 4 May | 311.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 314.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 316.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 290 expiring on 28JUL2026
Delta for 290 CE is 0.55
Historical price for 290 CE is as follows
On 22 Jun ITC was trading at 290.35. The strike last trading price was 8.4, which was -0.6 lower than the previous day. The implied volatity was 20.42, the open interest changed by 319 which increased total open position to 850
On 19 Jun ITC was trading at 292.50. The strike last trading price was 10, which was 1 higher than the previous day. The implied volatity was 17.92, the open interest changed by -133 which decreased total open position to 531
On 18 Jun ITC was trading at 291.15. The strike last trading price was 8.65, which was -0.35 lower than the previous day. The implied volatity was 18.72, the open interest changed by -4 which decreased total open position to 693
On 17 Jun ITC was trading at 290.75. The strike last trading price was 8.55, which was -0.45 lower than the previous day. The implied volatity was 18.54, the open interest changed by 240 which increased total open position to 698
On 16 Jun ITC was trading at 291.65. The strike last trading price was 9.05, which was 1.05 higher than the previous day. The implied volatity was 17.74, the open interest changed by -80 which decreased total open position to 458
On 15 Jun ITC was trading at 287.90. The strike last trading price was 7.6, which was 1.6 higher than the previous day. The implied volatity was 19.27, the open interest changed by 239 which increased total open position to 537
On 12 Jun ITC was trading at 285.10. The strike last trading price was 6.45, which was 0.45 higher than the previous day. The implied volatity was 19.06, the open interest changed by 20 which increased total open position to 316
On 11 Jun ITC was trading at 282.40. The strike last trading price was 5.7, which was -0.3 lower than the previous day. The implied volatity was 19.69, the open interest changed by 35 which increased total open position to 297
On 10 Jun ITC was trading at 283.65. The strike last trading price was 6.1, which was 0.1 higher than the previous day. The implied volatity was 19.56, the open interest changed by -56 which decreased total open position to 261
On 9 Jun ITC was trading at 280.00. The strike last trading price was 5.5, which was -0.5 lower than the previous day. The implied volatity was 21.38, the open interest changed by 17 which increased total open position to 317
On 8 Jun ITC was trading at 279.45. The strike last trading price was 5.6, which was -0.4 lower than the previous day. The implied volatity was 21.76, the open interest changed by 79 which increased total open position to 301
On 5 Jun ITC was trading at 280.70. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was 20.63, the open interest changed by 29 which increased total open position to 224
On 4 Jun ITC was trading at 280.30. The strike last trading price was 5.8, which was 0.8 higher than the previous day. The implied volatity was 20.64, the open interest changed by -3 which decreased total open position to 195
On 3 Jun ITC was trading at 277.00. The strike last trading price was 5.4, which was -1.8 lower than the previous day. The implied volatity was 22.62, the open interest changed by 74 which increased total open position to 192
On 2 Jun ITC was trading at 283.25. The strike last trading price was 7.15, which was 1.25 higher than the previous day. The implied volatity was 20.39, the open interest changed by 20 which increased total open position to 118
On 1 Jun ITC was trading at 279.65. The strike last trading price was 5.8, which was -4.3 lower than the previous day. The implied volatity was 21.02, the open interest changed by 84 which increased total open position to 96
On 29 May ITC was trading at 286.90. The strike last trading price was 10, which was -4 lower than the previous day. The implied volatity was 20.87, the open interest changed by 11 which increased total open position to 11
On 27 May ITC was trading at 291.95. The strike last trading price was 0, 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 May ITC was trading at 301.65. The strike last trading price was 0, 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 May ITC was trading at 303.95. The strike last trading price was 0, 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 22 May ITC was trading at 301.70. The strike last trading price was 0, 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 11 May ITC was trading at 305.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 4 May ITC was trading at 311.10. The strike last trading price was 0, 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 Apr ITC was trading at 314.90. The strike last trading price was 0, 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 29 Apr ITC was trading at 316.25. The strike last trading price was 0, 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 28-Jul-2026 (36d) 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0
Theta: -0.06
Gamma: 0.02491
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 290.35 | 5.4 | 1.05 (24.14%) | 17.28 | 248 | 81 | 532 |
| 19 Jun | 292.50 | 3.9 | -1.25 (-24.27%) | 16.57 | 322 | 139 | 449 |
| 18 Jun | 291.15 | 5.2 | -0.25 (-4.59%) | 16.89 | 252 | 152 | 310 |
| 17 Jun | 290.75 | 5.4 | 0.3 (5.88%) | 16.98 | 230 | 66 | 159 |
| 16 Jun | 291.65 | 5 | -1.95 (-28.06%) | 17.07 | 100 | 51 | 93 |
| 15 Jun | 287.90 | 7 | -1.75 (-20.00%) | 17.6 | 42 | 5 | 42 |
| 12 Jun | 285.10 | 8.65 | -2.05 (-19.16%) | 17.68 | 16 | 9 | 37 |
| 11 Jun | 282.40 | 10.7 | 1.5 (16.30%) | 18.81 | 5 | -2 | 28 |
| 10 Jun | 283.65 | 9.2 | -3.2 (-25.81%) | 18.02 | 17 | 4 | 29 |
| 9 Jun | 280.00 | 12.4 | -0.15 (-1.20%) | 18.76 | 1 | 0 | 25 |
| 8 Jun | 279.45 | 12.65 | 0.05 (0.40%) | 18.14 | 10 | 0 | 25 |
| 5 Jun | 280.70 | 12.6 | -1.4 (-10.00%) | 17.54 | 6 | 3 | 25 |
| 4 Jun | 280.30 | 14 | 0.6 (4.48%) | 19.73 | 2 | 2 | 22 |
| 3 Jun | 277.00 | 13.4 | 2.3 (20.72%) | 17.28 | 12 | 1 | 20 |
| 2 Jun | 283.25 | 11.1 | 11.1 (35.37%) | 17.67 | 8 | 0 | 19 |
| 1 Jun | 279.65 | 11.1 | 2.9 (35.37%) | 17.67 | 8 | 3 | 17 |
| 29 May | 286.90 | 8.25 | -0.95 (-10.33%) | 18.09 | 15 | 1 | 3 |
| 27 May | 291.95 | 3.6 | 0 (0.00%) | - | 2 | 0 | 2 |
| 26 May | 301.65 | 3.6 | 0 (0.00%) | - | 2 | 0 | 2 |
| 25 May | 303.95 | 3.6 | 0 (0.00%) | 19.1 | 2 | 0 | 2 |
| 22 May | 301.70 | 3.6 | -3.3 (-47.83%) | 19.1 | 2 | 1 | 2 |
| 11 May | 305.85 | 0 | 0 | - | 0 | 9.275 | 9.275 |
| 4 May | 311.10 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 314.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 316.25 | 0 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 290 expiring on 28JUL2026
Delta for 290 PE is -0.44
Historical price for 290 PE is as follows
On 22 Jun ITC was trading at 290.35. The strike last trading price was 5.4, which was 1.05 higher than the previous day. The implied volatity was 17.28, the open interest changed by 81 which increased total open position to 532
On 19 Jun ITC was trading at 292.50. The strike last trading price was 3.9, which was -1.25 lower than the previous day. The implied volatity was 16.57, the open interest changed by 139 which increased total open position to 449
On 18 Jun ITC was trading at 291.15. The strike last trading price was 5.2, which was -0.25 lower than the previous day. The implied volatity was 16.89, the open interest changed by 152 which increased total open position to 310
On 17 Jun ITC was trading at 290.75. The strike last trading price was 5.4, which was 0.3 higher than the previous day. The implied volatity was 16.98, the open interest changed by 66 which increased total open position to 159
On 16 Jun ITC was trading at 291.65. The strike last trading price was 5, which was -1.95 lower than the previous day. The implied volatity was 17.07, the open interest changed by 51 which increased total open position to 93
On 15 Jun ITC was trading at 287.90. The strike last trading price was 7, which was -1.75 lower than the previous day. The implied volatity was 17.6, the open interest changed by 5 which increased total open position to 42
On 12 Jun ITC was trading at 285.10. The strike last trading price was 8.65, which was -2.05 lower than the previous day. The implied volatity was 17.68, the open interest changed by 9 which increased total open position to 37
On 11 Jun ITC was trading at 282.40. The strike last trading price was 10.7, which was 1.5 higher than the previous day. The implied volatity was 18.81, the open interest changed by -2 which decreased total open position to 28
On 10 Jun ITC was trading at 283.65. The strike last trading price was 9.2, which was -3.2 lower than the previous day. The implied volatity was 18.02, the open interest changed by 4 which increased total open position to 29
On 9 Jun ITC was trading at 280.00. The strike last trading price was 12.4, which was -0.15 lower than the previous day. The implied volatity was 18.76, the open interest changed by 0 which decreased total open position to 25
On 8 Jun ITC was trading at 279.45. The strike last trading price was 12.65, which was 0.05 higher than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 25
On 5 Jun ITC was trading at 280.70. The strike last trading price was 12.6, which was -1.4 lower than the previous day. The implied volatity was 17.54, the open interest changed by 3 which increased total open position to 25
On 4 Jun ITC was trading at 280.30. The strike last trading price was 14, which was 0.6 higher than the previous day. The implied volatity was 19.73, the open interest changed by 2 which increased total open position to 22
On 3 Jun ITC was trading at 277.00. The strike last trading price was 13.4, which was 2.3 higher than the previous day. The implied volatity was 17.28, the open interest changed by 1 which increased total open position to 20
On 2 Jun ITC was trading at 283.25. The strike last trading price was 11.1, which was 11.1 higher than the previous day. The implied volatity was 17.67, the open interest changed by 0 which decreased total open position to 19
On 1 Jun ITC was trading at 279.65. The strike last trading price was 11.1, which was 2.9 higher than the previous day. The implied volatity was 17.67, the open interest changed by 3 which increased total open position to 17
On 29 May ITC was trading at 286.90. The strike last trading price was 8.25, which was -0.95 lower than the previous day. The implied volatity was 18.09, the open interest changed by 1 which increased total open position to 3
On 27 May ITC was trading at 291.95. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 May ITC was trading at 301.65. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 May ITC was trading at 303.95. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 19.1, the open interest changed by 0 which decreased total open position to 2
On 22 May ITC was trading at 301.70. The strike last trading price was 3.6, which was -3.3 lower than the previous day. The implied volatity was 19.1, the open interest changed by 1 which increased total open position to 2
On 11 May ITC was trading at 305.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 4 May ITC was trading at 311.10. The strike last trading price was 0, 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 Apr ITC was trading at 314.90. The strike last trading price was 0, 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 29 Apr ITC was trading at 316.25. The strike last trading price was 0, 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
