ITC
Itc Ltd
Historical option data for ITC
12 Mar 2026 04:12 PM IST
| ITC 30-MAR-2026 316 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 0.21
Theta: -0.14
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 304.10 | 2 | -1.1 | 21.35 | 141 | -5 | 409 | |||||||||
| 11 Mar | 309.00 | 3.1 | -0.2 | 19.03 | 298 | 4 | 415 | |||||||||
| 10 Mar | 309.05 | 3.35 | 0.3 | 18.56 | 330 | -15 | 411 | |||||||||
| 9 Mar | 306.00 | 3 | -1.1 | 22.29 | 452 | 40 | 429 | |||||||||
| 6 Mar | 309.70 | 4.1 | -0.55 | 18.42 | 301 | 13 | 386 | |||||||||
| 5 Mar | 311.50 | 4.65 | -0.45 | 17.39 | 858 | -8 | 376 | |||||||||
| 4 Mar | 311.95 | 5.1 | -1.3 | 17.89 | 1,361 | 116 | 395 | |||||||||
| 2 Mar | 314.90 | 6.4 | 0.45 | 16.78 | 1,560 | -8 | 277 | |||||||||
| 27 Feb | 313.60 | 6.3 | -2.65 | 16.05 | 1,352 | 219 | 293 | |||||||||
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| 26 Feb | 318.30 | 8.95 | -1.25 | 16.05 | 86 | 21 | 74 | |||||||||
| 25 Feb | 319.75 | 10.15 | -4.45 | 17.66 | 33 | 1 | 54 | |||||||||
| 24 Feb | 323.50 | 14.6 | -1.1 | - | 0 | 0 | 53 | |||||||||
| 23 Feb | 325.40 | 14.6 | -1.1 | 16.12 | 3 | -1 | 54 | |||||||||
| 20 Feb | 327.00 | 15.7 | -5.35 | - | 0 | 0 | 55 | |||||||||
| 19 Feb | 326.00 | 15.7 | -5.35 | 17.57 | 4 | 2 | 54 | |||||||||
| 18 Feb | 332.45 | 20.95 | 5.45 | 15.28 | 12 | -3 | 53 | |||||||||
| 17 Feb | 325.45 | 15.5 | 4.45 | 17.08 | 16 | -5 | 57 | |||||||||
| 16 Feb | 317.95 | 11.05 | 1.35 | 18.44 | 52 | 0 | 62 | |||||||||
| 13 Feb | 313.75 | 9.7 | -2.3 | 20.42 | 23 | 6 | 62 | |||||||||
| 12 Feb | 317.45 | 12 | -1.5 | 20.21 | 9 | 1 | 55 | |||||||||
| 11 Feb | 318.25 | 13.5 | -1 | 22.48 | 2 | 0 | 53 | |||||||||
| 10 Feb | 321.40 | 14.5 | -0.4 | 19.76 | 47 | -11 | 54 | |||||||||
| 9 Feb | 322.80 | 14.9 | -3.1 | 17.97 | 3 | 0 | 68 | |||||||||
| 6 Feb | 325.80 | 18 | 9.7 | 18 | 190 | -9 | 70 | |||||||||
| 5 Feb | 310.20 | 8.25 | -1.85 | 18.85 | 43 | 13 | 78 | |||||||||
| 4 Feb | 313.85 | 10 | 0.9 | 18.14 | 77 | 58 | 64 | |||||||||
For Itc Ltd - strike price 316 expiring on 30MAR2026
Delta for 316 CE is 0.24
Historical price for 316 CE is as follows
On 12 Mar ITC was trading at 304.10. The strike last trading price was 2, which was -1.1 lower than the previous day. The implied volatity was 21.35, the open interest changed by -5 which decreased total open position to 409
On 11 Mar ITC was trading at 309.00. The strike last trading price was 3.1, which was -0.2 lower than the previous day. The implied volatity was 19.03, the open interest changed by 4 which increased total open position to 415
On 10 Mar ITC was trading at 309.05. The strike last trading price was 3.35, which was 0.3 higher than the previous day. The implied volatity was 18.56, the open interest changed by -15 which decreased total open position to 411
On 9 Mar ITC was trading at 306.00. The strike last trading price was 3, which was -1.1 lower than the previous day. The implied volatity was 22.29, the open interest changed by 40 which increased total open position to 429
On 6 Mar ITC was trading at 309.70. The strike last trading price was 4.1, which was -0.55 lower than the previous day. The implied volatity was 18.42, the open interest changed by 13 which increased total open position to 386
On 5 Mar ITC was trading at 311.50. The strike last trading price was 4.65, which was -0.45 lower than the previous day. The implied volatity was 17.39, the open interest changed by -8 which decreased total open position to 376
On 4 Mar ITC was trading at 311.95. The strike last trading price was 5.1, which was -1.3 lower than the previous day. The implied volatity was 17.89, the open interest changed by 116 which increased total open position to 395
On 2 Mar ITC was trading at 314.90. The strike last trading price was 6.4, which was 0.45 higher than the previous day. The implied volatity was 16.78, the open interest changed by -8 which decreased total open position to 277
On 27 Feb ITC was trading at 313.60. The strike last trading price was 6.3, which was -2.65 lower than the previous day. The implied volatity was 16.05, the open interest changed by 219 which increased total open position to 293
On 26 Feb ITC was trading at 318.30. The strike last trading price was 8.95, which was -1.25 lower than the previous day. The implied volatity was 16.05, the open interest changed by 21 which increased total open position to 74
On 25 Feb ITC was trading at 319.75. The strike last trading price was 10.15, which was -4.45 lower than the previous day. The implied volatity was 17.66, the open interest changed by 1 which increased total open position to 54
On 24 Feb ITC was trading at 323.50. The strike last trading price was 14.6, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 23 Feb ITC was trading at 325.40. The strike last trading price was 14.6, which was -1.1 lower than the previous day. The implied volatity was 16.12, the open interest changed by -1 which decreased total open position to 54
On 20 Feb ITC was trading at 327.00. The strike last trading price was 15.7, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 19 Feb ITC was trading at 326.00. The strike last trading price was 15.7, which was -5.35 lower than the previous day. The implied volatity was 17.57, the open interest changed by 2 which increased total open position to 54
On 18 Feb ITC was trading at 332.45. The strike last trading price was 20.95, which was 5.45 higher than the previous day. The implied volatity was 15.28, the open interest changed by -3 which decreased total open position to 53
On 17 Feb ITC was trading at 325.45. The strike last trading price was 15.5, which was 4.45 higher than the previous day. The implied volatity was 17.08, the open interest changed by -5 which decreased total open position to 57
On 16 Feb ITC was trading at 317.95. The strike last trading price was 11.05, which was 1.35 higher than the previous day. The implied volatity was 18.44, the open interest changed by 0 which decreased total open position to 62
On 13 Feb ITC was trading at 313.75. The strike last trading price was 9.7, which was -2.3 lower than the previous day. The implied volatity was 20.42, the open interest changed by 6 which increased total open position to 62
On 12 Feb ITC was trading at 317.45. The strike last trading price was 12, which was -1.5 lower than the previous day. The implied volatity was 20.21, the open interest changed by 1 which increased total open position to 55
On 11 Feb ITC was trading at 318.25. The strike last trading price was 13.5, which was -1 lower than the previous day. The implied volatity was 22.48, the open interest changed by 0 which decreased total open position to 53
On 10 Feb ITC was trading at 321.40. The strike last trading price was 14.5, which was -0.4 lower than the previous day. The implied volatity was 19.76, the open interest changed by -11 which decreased total open position to 54
On 9 Feb ITC was trading at 322.80. The strike last trading price was 14.9, which was -3.1 lower than the previous day. The implied volatity was 17.97, the open interest changed by 0 which decreased total open position to 68
On 6 Feb ITC was trading at 325.80. The strike last trading price was 18, which was 9.7 higher than the previous day. The implied volatity was 18, the open interest changed by -9 which decreased total open position to 70
On 5 Feb ITC was trading at 310.20. The strike last trading price was 8.25, which was -1.85 lower than the previous day. The implied volatity was 18.85, the open interest changed by 13 which increased total open position to 78
On 4 Feb ITC was trading at 313.85. The strike last trading price was 10, which was 0.9 higher than the previous day. The implied volatity was 18.14, the open interest changed by 58 which increased total open position to 64
| ITC 30MAR2026 316 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.22
Theta: -0.08
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 304.10 | 13.2 | 3.7 | 23.91 | 30 | 2 | 172 |
| 11 Mar | 309.00 | 9.5 | 1 | 22.58 | 8 | -3 | 170 |
| 10 Mar | 309.05 | 8.55 | -2.75 | 20.11 | 17 | -2 | 172 |
| 9 Mar | 306.00 | 11.3 | 2.25 | 18.69 | 71 | -38 | 173 |
| 6 Mar | 309.70 | 9 | 1.5 | 21.4 | 77 | -10 | 212 |
| 5 Mar | 311.50 | 7.5 | -0.8 | 19.43 | 144 | 2 | 218 |
| 4 Mar | 311.95 | 8.2 | 1.55 | 21.8 | 872 | 17 | 216 |
| 2 Mar | 314.90 | 6.55 | -0.3 | 20.44 | 1,385 | -60 | 206 |
| 27 Feb | 313.60 | 6.65 | 1.95 | 19.4 | 1,139 | 32 | 265 |
| 26 Feb | 318.30 | 4.6 | -0.15 | 18.48 | 282 | 14 | 233 |
| 25 Feb | 319.75 | 4.75 | 1.1 | 19.47 | 234 | 85 | 219 |
| 24 Feb | 323.50 | 3.55 | 0.4 | 20.37 | 34 | 8 | 133 |
| 23 Feb | 325.40 | 3.15 | -0.3 | 20.1 | 54 | 22 | 125 |
| 20 Feb | 327.00 | 3.45 | -0.35 | 21.55 | 27 | 7 | 102 |
| 19 Feb | 326.00 | 3.9 | 1.05 | 21.6 | 59 | 28 | 94 |
| 18 Feb | 332.45 | 2.8 | -1.65 | 22.82 | 64 | -3 | 68 |
| 17 Feb | 325.45 | 4.45 | -2.5 | 22.42 | 49 | 23 | 69 |
| 16 Feb | 317.95 | 6.9 | -2.1 | 22.24 | 24 | 6 | 48 |
| 13 Feb | 313.75 | 9 | 1.5 | 22.18 | 15 | 6 | 37 |
| 12 Feb | 317.45 | 7.5 | 2.95 | 22.42 | 31 | 29 | 31 |
| 11 Feb | 318.25 | 4.55 | -6.25 | - | 0 | 0 | 2 |
| 10 Feb | 321.40 | 4.55 | -6.25 | - | 0 | 0 | 2 |
| 9 Feb | 322.80 | 4.55 | -6.25 | 19.35 | 1 | 0 | 2 |
| 6 Feb | 325.80 | 10.8 | -1.7 | - | 0 | 0 | 2 |
| 5 Feb | 310.20 | 10.8 | -1.7 | - | 0 | 0 | 2 |
| 4 Feb | 313.85 | 10.8 | -1.7 | - | 0 | 0 | 2 |
For Itc Ltd - strike price 316 expiring on 30MAR2026
Delta for 316 PE is -0.73
Historical price for 316 PE is as follows
On 12 Mar ITC was trading at 304.10. The strike last trading price was 13.2, which was 3.7 higher than the previous day. The implied volatity was 23.91, the open interest changed by 2 which increased total open position to 172
On 11 Mar ITC was trading at 309.00. The strike last trading price was 9.5, which was 1 higher than the previous day. The implied volatity was 22.58, the open interest changed by -3 which decreased total open position to 170
On 10 Mar ITC was trading at 309.05. The strike last trading price was 8.55, which was -2.75 lower than the previous day. The implied volatity was 20.11, the open interest changed by -2 which decreased total open position to 172
On 9 Mar ITC was trading at 306.00. The strike last trading price was 11.3, which was 2.25 higher than the previous day. The implied volatity was 18.69, the open interest changed by -38 which decreased total open position to 173
On 6 Mar ITC was trading at 309.70. The strike last trading price was 9, which was 1.5 higher than the previous day. The implied volatity was 21.4, the open interest changed by -10 which decreased total open position to 212
On 5 Mar ITC was trading at 311.50. The strike last trading price was 7.5, which was -0.8 lower than the previous day. The implied volatity was 19.43, the open interest changed by 2 which increased total open position to 218
On 4 Mar ITC was trading at 311.95. The strike last trading price was 8.2, which was 1.55 higher than the previous day. The implied volatity was 21.8, the open interest changed by 17 which increased total open position to 216
On 2 Mar ITC was trading at 314.90. The strike last trading price was 6.55, which was -0.3 lower than the previous day. The implied volatity was 20.44, the open interest changed by -60 which decreased total open position to 206
On 27 Feb ITC was trading at 313.60. The strike last trading price was 6.65, which was 1.95 higher than the previous day. The implied volatity was 19.4, the open interest changed by 32 which increased total open position to 265
On 26 Feb ITC was trading at 318.30. The strike last trading price was 4.6, which was -0.15 lower than the previous day. The implied volatity was 18.48, the open interest changed by 14 which increased total open position to 233
On 25 Feb ITC was trading at 319.75. The strike last trading price was 4.75, which was 1.1 higher than the previous day. The implied volatity was 19.47, the open interest changed by 85 which increased total open position to 219
On 24 Feb ITC was trading at 323.50. The strike last trading price was 3.55, which was 0.4 higher than the previous day. The implied volatity was 20.37, the open interest changed by 8 which increased total open position to 133
On 23 Feb ITC was trading at 325.40. The strike last trading price was 3.15, which was -0.3 lower than the previous day. The implied volatity was 20.1, the open interest changed by 22 which increased total open position to 125
On 20 Feb ITC was trading at 327.00. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 21.55, the open interest changed by 7 which increased total open position to 102
On 19 Feb ITC was trading at 326.00. The strike last trading price was 3.9, which was 1.05 higher than the previous day. The implied volatity was 21.6, the open interest changed by 28 which increased total open position to 94
On 18 Feb ITC was trading at 332.45. The strike last trading price was 2.8, which was -1.65 lower than the previous day. The implied volatity was 22.82, the open interest changed by -3 which decreased total open position to 68
On 17 Feb ITC was trading at 325.45. The strike last trading price was 4.45, which was -2.5 lower than the previous day. The implied volatity was 22.42, the open interest changed by 23 which increased total open position to 69
On 16 Feb ITC was trading at 317.95. The strike last trading price was 6.9, which was -2.1 lower than the previous day. The implied volatity was 22.24, the open interest changed by 6 which increased total open position to 48
On 13 Feb ITC was trading at 313.75. The strike last trading price was 9, which was 1.5 higher than the previous day. The implied volatity was 22.18, the open interest changed by 6 which increased total open position to 37
On 12 Feb ITC was trading at 317.45. The strike last trading price was 7.5, which was 2.95 higher than the previous day. The implied volatity was 22.42, the open interest changed by 29 which increased total open position to 31
On 11 Feb ITC was trading at 318.25. The strike last trading price was 4.55, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb ITC was trading at 321.40. The strike last trading price was 4.55, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb ITC was trading at 322.80. The strike last trading price was 4.55, which was -6.25 lower than the previous day. The implied volatity was 19.35, the open interest changed by 0 which decreased total open position to 2
On 6 Feb ITC was trading at 325.80. The strike last trading price was 10.8, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb ITC was trading at 310.20. The strike last trading price was 10.8, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb ITC was trading at 313.85. The strike last trading price was 10.8, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
