Historical option data for ITC
01 Jun 2026 04:10 PM IST
| ITC 30-Jun-2026 (28d) 292 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 0
Theta: -0.09
Gamma: 0.02039
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 279.65 | 2.1 | -2.9 (-58.00%) | 19.26 | 3,805 | 211 | 3,611 | |||||||||
| 29 May | 286.90 | 5.65 | -1.35 (-19.29%) | 20.12 | 3,681 | 234 | 3,400 | |||||||||
| 27 May | 291.95 | 7.35 | -1.65 (-18.33%) | 18.51 | 3,767 | 3,164 | 3,164 | |||||||||
| 26 May | 301.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 May | 303.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 May | 301.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 May | 308.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 May | 307.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 May | 310.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 May | 309.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 14 May | 307.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 May | 304.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 May | 300.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 May | 305.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 May | 307.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 May | 307.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 May | 310.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 May | 311.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 May | 311.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 314.90 | - | - | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 292 expiring on 30JUN2026
Delta for 292 CE is 0.24
Historical price for 292 CE is as follows
On 1 Jun ITC was trading at 279.65. The strike last trading price was 2.1, which was -2.9 lower than the previous day. The implied volatity was 19.26, the open interest changed by 211 which increased total open position to 3611
On 29 May ITC was trading at 286.90. The strike last trading price was 5.65, which was -1.35 lower than the previous day. The implied volatity was 20.12, the open interest changed by 234 which increased total open position to 3400
On 27 May ITC was trading at 291.95. The strike last trading price was 7.35, which was -1.65 lower than the previous day. The implied volatity was 18.51, the open interest changed by 3164 which increased total open position to 3164
On 26 May ITC was trading at 301.65. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May ITC was trading at 308.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 May ITC was trading at 307.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May ITC was trading at 310.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ITC was trading at 309.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ITC was trading at 307.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May ITC was trading at 304.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 May ITC was trading at 300.70. The strike last trading price was -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 May ITC was trading at 307.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May ITC was trading at 307.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May ITC was trading at 310.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May ITC was trading at 311.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May ITC was trading at 311.10. The strike last trading price was -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ITC 30-Jun-2026 (28d) 292 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.8
Vega: 0
Theta: -0.03
Gamma: 0.02161
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 279.65 | 12.85 | 5.55 (76.03%) | 16.45 | 694 | -217 | 2,534 |
| 29 May | 286.90 | 7.2 | 1.85 (34.58%) | 16.77 | 2,230 | 124 | 2,748 |
| 27 May | 291.95 | 5.3 | 0.1 (1.92%) | 17.22 | 4,399 | 2,625 | 2,625 |
| 26 May | 301.65 | - | - | - | 0 | 0 | 0 |
| 25 May | 303.95 | - | - | - | 0 | 0 | 0 |
| 22 May | 301.70 | - | - | - | 0 | 0 | 0 |
| 21 May | 308.05 | - | - | - | 0 | 0 | 0 |
| 20 May | 307.55 | - | - | - | 0 | 0 | 0 |
| 18 May | 310.15 | - | - | - | 0 | 0 | 0 |
| 15 May | 309.45 | - | - | - | 0 | 0 | 0 |
| 14 May | 307.20 | - | - | - | 0 | 0 | 0 |
| 13 May | 304.45 | - | - | - | 0 | 0 | 0 |
| 12 May | 300.70 | - | - | - | 0 | 0 | 0 |
| 11 May | 305.85 | - | - | - | 0 | 0 | 0 |
| 8 May | 307.45 | - | - | - | 0 | 0 | 0 |
| 7 May | 307.40 | - | - | - | 0 | 0 | 0 |
| 6 May | 310.70 | - | - | - | 0 | 0 | 0 |
| 5 May | 311.45 | - | - | - | 0 | 0 | 0 |
| 4 May | 311.10 | - | - | - | 0 | 0 | 0 |
| 30 Apr | 314.90 | - | - | - | 0 | 0 | 0 |
For Itc Ltd - strike price 292 expiring on 30JUN2026
Delta for 292 PE is -0.8
Historical price for 292 PE is as follows
On 1 Jun ITC was trading at 279.65. The strike last trading price was 12.85, which was 5.55 higher than the previous day. The implied volatity was 16.45, the open interest changed by -217 which decreased total open position to 2534
On 29 May ITC was trading at 286.90. The strike last trading price was 7.2, which was 1.85 higher than the previous day. The implied volatity was 16.77, the open interest changed by 124 which increased total open position to 2748
On 27 May ITC was trading at 291.95. The strike last trading price was 5.3, which was 0.1 higher than the previous day. The implied volatity was 17.22, the open interest changed by 2625 which increased total open position to 2625
On 26 May ITC was trading at 301.65. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May ITC was trading at 308.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 May ITC was trading at 307.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May ITC was trading at 310.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ITC was trading at 309.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ITC was trading at 307.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May ITC was trading at 304.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 May ITC was trading at 300.70. The strike last trading price was -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 May ITC was trading at 307.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May ITC was trading at 307.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May ITC was trading at 310.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May ITC was trading at 311.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May ITC was trading at 311.10. The strike last trading price was -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
