Historical option data for ITC
29 Jun 2026 10:50 AM IST
| ITC 28-Jul-2026 (27d) 292 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0
Theta: -0.13
Gamma: 0.02328
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 291.15 | 6.95 | -0.05 (-0.71%) | 20.69 | 305 | 112 | 1,448 | |||||||||
| 25 Jun | 290.00 | 6.5 | -0.5 (-7.14%) | 19.33 | 987 | 416 | 1,336 | |||||||||
| 24 Jun | 290.35 | 6.8 | -0.2 (-2.86%) | 19.55 | 177 | 65 | 917 | |||||||||
| 23 Jun | 290.00 | 6.7 | -1.3 (-16.25%) | 19.08 | 131 | 9 | 852 | |||||||||
| 22 Jun | 291.25 | 7.3 | -0.7 (-8.75%) | 19.91 | 113 | 27 | 842 | |||||||||
| 19 Jun | 292.50 | 8.7 | 1.7 (24.29%) | 17.92 | 56 | -7 | 816 | |||||||||
| 18 Jun | 291.15 | 7.55 | 0.55 (7.86%) | 18.65 | 92 | 1 | 823 | |||||||||
| 17 Jun | 290.75 | 7.1 | -0.9 (-11.25%) | 17.28 | 157 | 70 | 822 | |||||||||
| 16 Jun | 291.65 | 8.7 | 1.7 (24.29%) | 19.78 | 97 | -16 | 752 | |||||||||
| 15 Jun | 287.90 | 6.5 | 0.5 (8.33%) | 18.89 | 307 | 174 | 766 | |||||||||
| 12 Jun | 285.10 | 5.6 | 0.6 (12.00%) | 19.07 | 50 | 41 | 591 | |||||||||
| 11 Jun | 282.40 | 5 | -1 (-16.67%) | 19.71 | 50 | 44 | 550 | |||||||||
| 10 Jun | 283.65 | 6.15 | 2.15 (53.75%) | 20.4 | 16 | 2 | 506 | |||||||||
| 9 Jun | 280.00 | 4.35 | -0.65 (-13.00%) | 21.1 | 2 | 0 | 504 | |||||||||
| 8 Jun | 279.45 | 5 | 0 (0.00%) | 21.94 | 34 | 26 | 504 | |||||||||
| 5 Jun | 280.70 | 5.3 | 0.3 (6.00%) | 20.77 | 94 | 83 | 477 | |||||||||
| 4 Jun | 280.30 | 5.1 | 0.1 (2.00%) | 20.53 | 63 | 46 | 394 | |||||||||
| 3 Jun | 277.00 | 4.75 | -1.7 (-26.36%) | 22.4 | 172 | 160 | 348 | |||||||||
| 2 Jun | 283.25 | 6.4 | 1.4 (28.00%) | 20.7 | 93 | 31 | 183 | |||||||||
| 1 Jun | 279.65 | 4.95 | -4.1 (-45.30%) | 20.41 | 123 | 51 | 151 | |||||||||
| 29 May | 286.90 | 9 | -2 (-18.18%) | 22.26 | 113 | 75 | 101 | |||||||||
| 27 May | 291.95 | 11.3 | -7.7 (-40.53%) | 20.32 | 26 | 26 | 26 | |||||||||
For Itc Ltd - strike price 292 expiring on 28JUL2026
Delta for 292 CE is 0.52
Historical price for 292 CE is as follows
On 29 Jun ITC was trading at 291.15. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was 20.69, the open interest changed by 112 which increased total open position to 1448
On 25 Jun ITC was trading at 290.00. The strike last trading price was 6.5, which was -0.5 lower than the previous day. The implied volatity was 19.33, the open interest changed by 416 which increased total open position to 1336
On 24 Jun ITC was trading at 290.35. The strike last trading price was 6.8, which was -0.2 lower than the previous day. The implied volatity was 19.55, the open interest changed by 65 which increased total open position to 917
On 23 Jun ITC was trading at 290.00. The strike last trading price was 6.7, which was -1.3 lower than the previous day. The implied volatity was 19.08, the open interest changed by 9 which increased total open position to 852
On 22 Jun ITC was trading at 291.25. The strike last trading price was 7.3, which was -0.7 lower than the previous day. The implied volatity was 19.91, the open interest changed by 27 which increased total open position to 842
On 19 Jun ITC was trading at 292.50. The strike last trading price was 8.7, which was 1.7 higher than the previous day. The implied volatity was 17.92, the open interest changed by -7 which decreased total open position to 816
On 18 Jun ITC was trading at 291.15. The strike last trading price was 7.55, which was 0.55 higher than the previous day. The implied volatity was 18.65, the open interest changed by 1 which increased total open position to 823
On 17 Jun ITC was trading at 290.75. The strike last trading price was 7.1, which was -0.9 lower than the previous day. The implied volatity was 17.28, the open interest changed by 70 which increased total open position to 822
On 16 Jun ITC was trading at 291.65. The strike last trading price was 8.7, which was 1.7 higher than the previous day. The implied volatity was 19.78, the open interest changed by -16 which decreased total open position to 752
On 15 Jun ITC was trading at 287.90. The strike last trading price was 6.5, which was 0.5 higher than the previous day. The implied volatity was 18.89, the open interest changed by 174 which increased total open position to 766
On 12 Jun ITC was trading at 285.10. The strike last trading price was 5.6, which was 0.6 higher than the previous day. The implied volatity was 19.07, the open interest changed by 41 which increased total open position to 591
On 11 Jun ITC was trading at 282.40. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 19.71, the open interest changed by 44 which increased total open position to 550
On 10 Jun ITC was trading at 283.65. The strike last trading price was 6.15, which was 2.15 higher than the previous day. The implied volatity was 20.4, the open interest changed by 2 which increased total open position to 506
On 9 Jun ITC was trading at 280.00. The strike last trading price was 4.35, which was -0.65 lower than the previous day. The implied volatity was 21.1, the open interest changed by 0 which decreased total open position to 504
On 8 Jun ITC was trading at 279.45. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 21.94, the open interest changed by 26 which increased total open position to 504
On 5 Jun ITC was trading at 280.70. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was 20.77, the open interest changed by 83 which increased total open position to 477
On 4 Jun ITC was trading at 280.30. The strike last trading price was 5.1, which was 0.1 higher than the previous day. The implied volatity was 20.53, the open interest changed by 46 which increased total open position to 394
On 3 Jun ITC was trading at 277.00. The strike last trading price was 4.75, which was -1.7 lower than the previous day. The implied volatity was 22.4, the open interest changed by 160 which increased total open position to 348
On 2 Jun ITC was trading at 283.25. The strike last trading price was 6.4, which was 1.4 higher than the previous day. The implied volatity was 20.7, the open interest changed by 31 which increased total open position to 183
On 1 Jun ITC was trading at 279.65. The strike last trading price was 4.95, which was -4.1 lower than the previous day. The implied volatity was 20.41, the open interest changed by 51 which increased total open position to 151
On 29 May ITC was trading at 286.90. The strike last trading price was 9, which was -2 lower than the previous day. The implied volatity was 22.26, the open interest changed by 75 which increased total open position to 101
On 27 May ITC was trading at 291.95. The strike last trading price was 11.3, which was -7.7 lower than the previous day. The implied volatity was 20.32, the open interest changed by 26 which increased total open position to 26
| ITC 28-Jul-2026 (27d) 292 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0
Theta: -0.07
Gamma: 0.02717
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 291.15 | 5.7 | -0.55 (-8.80%) | 17.72 | 200 | 29 | 544 |
| 25 Jun | 290.00 | 6.4 | 0.1 (1.59%) | 17.51 | 350 | 124 | 515 |
| 24 Jun | 290.35 | 6.5 | -0.05 (-0.76%) | 17.88 | 166 | 145 | 387 |
| 23 Jun | 290.00 | 6.55 | 0.4 (6.50%) | 17.69 | 17 | 11 | 242 |
| 22 Jun | 291.25 | 6.1 | 0.85 (16.19%) | 17.28 | 48 | 26 | 232 |
| 19 Jun | 292.50 | 4.95 | -1.2 (-19.51%) | 17.22 | 41 | -6 | 207 |
| 18 Jun | 291.15 | 6.1 | -0.4 (-6.15%) | 16.99 | 13 | 0 | 213 |
| 17 Jun | 290.75 | 6.45 | 0.3 (4.88%) | 17.19 | 24 | 13 | 212 |
| 16 Jun | 291.65 | 6 | -2 (-25.00%) | 17.37 | 39 | 11 | 199 |
| 15 Jun | 287.90 | 8 | -1.95 (-19.60%) | 17.23 | 29 | -5 | 188 |
| 12 Jun | 285.10 | 10 | -1.75 (-14.89%) | 17.43 | 13 | 6 | 192 |
| 11 Jun | 282.40 | 11.75 | 0.45 (3.98%) | 18.28 | 3 | 1 | 186 |
| 10 Jun | 283.65 | 11.3 | -2.25 (-16.61%) | 18.8 | 22 | 2 | 186 |
| 9 Jun | 280.00 | 13.55 | 1.5 (12.45%) | 17.64 | 14 | -10 | 187 |
| 8 Jun | 279.45 | 12.05 | -1.75 (-12.68%) | 18.24 | 4 | 0 | 197 |
| 5 Jun | 280.70 | 12.9 | -0.4 (-3.01%) | 17.97 | 15 | 13 | 197 |
| 4 Jun | 280.30 | 13.2 | -2.25 (-14.56%) | 17.54 | 77 | 64 | 183 |
| 3 Jun | 277.00 | 15.45 | 4.3 (38.57%) | 16.54 | 21 | 5 | 118 |
| 2 Jun | 283.25 | 11.2 | -2.4 (-17.65%) | 17.34 | 15 | 8 | 112 |
| 1 Jun | 279.65 | 13.9 | 4.9 (54.44%) | 16.19 | 39 | 11 | 103 |
| 29 May | 286.90 | 8.85 | 1.3 (17.22%) | 17.31 | 32 | 20 | 92 |
| 27 May | 291.95 | 7.5 | 0.7 (10.29%) | 18.6 | 51 | 72 | 72 |
For Itc Ltd - strike price 292 expiring on 28JUL2026
Delta for 292 PE is -0.48
Historical price for 292 PE is as follows
On 29 Jun ITC was trading at 291.15. The strike last trading price was 5.7, which was -0.55 lower than the previous day. The implied volatity was 17.72, the open interest changed by 29 which increased total open position to 544
On 25 Jun ITC was trading at 290.00. The strike last trading price was 6.4, which was 0.1 higher than the previous day. The implied volatity was 17.51, the open interest changed by 124 which increased total open position to 515
On 24 Jun ITC was trading at 290.35. The strike last trading price was 6.5, which was -0.05 lower than the previous day. The implied volatity was 17.88, the open interest changed by 145 which increased total open position to 387
On 23 Jun ITC was trading at 290.00. The strike last trading price was 6.55, which was 0.4 higher than the previous day. The implied volatity was 17.69, the open interest changed by 11 which increased total open position to 242
On 22 Jun ITC was trading at 291.25. The strike last trading price was 6.1, which was 0.85 higher than the previous day. The implied volatity was 17.28, the open interest changed by 26 which increased total open position to 232
On 19 Jun ITC was trading at 292.50. The strike last trading price was 4.95, which was -1.2 lower than the previous day. The implied volatity was 17.22, the open interest changed by -6 which decreased total open position to 207
On 18 Jun ITC was trading at 291.15. The strike last trading price was 6.1, which was -0.4 lower than the previous day. The implied volatity was 16.99, the open interest changed by 0 which decreased total open position to 213
On 17 Jun ITC was trading at 290.75. The strike last trading price was 6.45, which was 0.3 higher than the previous day. The implied volatity was 17.19, the open interest changed by 13 which increased total open position to 212
On 16 Jun ITC was trading at 291.65. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 17.37, the open interest changed by 11 which increased total open position to 199
On 15 Jun ITC was trading at 287.90. The strike last trading price was 8, which was -1.95 lower than the previous day. The implied volatity was 17.23, the open interest changed by -5 which decreased total open position to 188
On 12 Jun ITC was trading at 285.10. The strike last trading price was 10, which was -1.75 lower than the previous day. The implied volatity was 17.43, the open interest changed by 6 which increased total open position to 192
On 11 Jun ITC was trading at 282.40. The strike last trading price was 11.75, which was 0.45 higher than the previous day. The implied volatity was 18.28, the open interest changed by 1 which increased total open position to 186
On 10 Jun ITC was trading at 283.65. The strike last trading price was 11.3, which was -2.25 lower than the previous day. The implied volatity was 18.8, the open interest changed by 2 which increased total open position to 186
On 9 Jun ITC was trading at 280.00. The strike last trading price was 13.55, which was 1.5 higher than the previous day. The implied volatity was 17.64, the open interest changed by -10 which decreased total open position to 187
On 8 Jun ITC was trading at 279.45. The strike last trading price was 12.05, which was -1.75 lower than the previous day. The implied volatity was 18.24, the open interest changed by 0 which decreased total open position to 197
On 5 Jun ITC was trading at 280.70. The strike last trading price was 12.9, which was -0.4 lower than the previous day. The implied volatity was 17.97, the open interest changed by 13 which increased total open position to 197
On 4 Jun ITC was trading at 280.30. The strike last trading price was 13.2, which was -2.25 lower than the previous day. The implied volatity was 17.54, the open interest changed by 64 which increased total open position to 183
On 3 Jun ITC was trading at 277.00. The strike last trading price was 15.45, which was 4.3 higher than the previous day. The implied volatity was 16.54, the open interest changed by 5 which increased total open position to 118
On 2 Jun ITC was trading at 283.25. The strike last trading price was 11.2, which was -2.4 lower than the previous day. The implied volatity was 17.34, the open interest changed by 8 which increased total open position to 112
On 1 Jun ITC was trading at 279.65. The strike last trading price was 13.9, which was 4.9 higher than the previous day. The implied volatity was 16.19, the open interest changed by 11 which increased total open position to 103
On 29 May ITC was trading at 286.90. The strike last trading price was 8.85, which was 1.3 higher than the previous day. The implied volatity was 17.31, the open interest changed by 20 which increased total open position to 92
On 27 May ITC was trading at 291.95. The strike last trading price was 7.5, which was 0.7 higher than the previous day. The implied volatity was 18.6, the open interest changed by 72 which increased total open position to 72
