Historical option data for ITC
29 May 2026 04:10 PM IST
| ITC 30-Jun-2026 (31d) 297 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0
Theta: -0.11
Gamma: 0.02129
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 286.90 | 3.8 | -1.2 (-24.00%) | 20.12 | 2,923 | 139 | 3,683 | |||||||||
| 27 May | 291.95 | 4.85 | -1.15 (-19.17%) | 17.97 | 3,912 | 3,547 | 3,547 | |||||||||
| 26 May | 301.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 May | 303.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 May | 301.70 | - | - | - | 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 297 expiring on 30JUN2026
Delta for 297 CE is 0.34
Historical price for 297 CE is as follows
On 29 May ITC was trading at 286.90. The strike last trading price was 3.8, which was -1.2 lower than the previous day. The implied volatity was 20.12, the open interest changed by 139 which increased total open position to 3683
On 27 May ITC was trading at 291.95. The strike last trading price was 4.85, which was -1.15 lower than the previous day. The implied volatity was 17.97, the open interest changed by 3547 which increased total open position to 3547
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 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 (31d) 297 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.7
Vega: 0
Theta: -0.05
Gamma: 0.0251
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 286.90 | 10.25 | 2.35 (29.75%) | 16.2 | 509 | 42 | 2,653 |
| 27 May | 291.95 | 7.8 | 0.35 (4.70%) | 16.84 | 2,121 | 2,611 | 2,611 |
| 26 May | 301.65 | - | - | - | 0 | 0 | 0 |
| 25 May | 303.95 | - | - | - | 0 | 0 | 0 |
| 22 May | 301.70 | - | - | - | 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 297 expiring on 30JUN2026
Delta for 297 PE is -0.7
Historical price for 297 PE is as follows
On 29 May ITC was trading at 286.90. The strike last trading price was 10.25, which was 2.35 higher than the previous day. The implied volatity was 16.2, the open interest changed by 42 which increased total open position to 2653
On 27 May ITC was trading at 291.95. The strike last trading price was 7.8, which was 0.35 higher than the previous day. The implied volatity was 16.84, the open interest changed by 2611 which increased total open position to 2611
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 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
