[--[65.84.65.76]--]

ITC

Itc Ltd
311.95 -2.95 (-0.94%)
L: 310.5 H: 315.5

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Historical option data for ITC

04 Mar 2026 04:12 PM IST
ITC 30-MAR-2026 320 CE
Delta: 0.36
Vega: 0.31
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 311.95 3.55 -1.05 17.91 10,798 2,496 9,291
2 Mar 314.90 4.5 0.2 16.65 8,956 1,260 6,508
27 Feb 313.60 4.45 -2.35 15.99 7,469 2,045 5,248
26 Feb 318.30 6.7 -1.1 16.14 4,319 577 3,205
25 Feb 319.75 7.7 -2.95 17.32 3,323 627 2,631
24 Feb 323.50 10.85 -1.25 17.07 1,393 437 2,002
23 Feb 325.40 12.05 -1.1 17.22 365 61 1,566
20 Feb 327.00 12.95 0.05 15.34 420 9 1,505
19 Feb 326.00 12.75 -5.05 17.29 445 15 1,492
18 Feb 332.45 17.85 4.85 16.38 1,036 -47 1,481
17 Feb 325.45 13 3.85 17.94 1,683 -24 1,521
16 Feb 317.95 9.1 1.5 19.08 627 155 1,539
13 Feb 313.75 7.55 -2.45 19.81 984 114 1,386
12 Feb 317.45 9.9 -0.25 20.35 972 203 1,271
11 Feb 318.25 9.95 -1.65 19.42 669 233 1,068
10 Feb 321.40 11.1 -1.35 17.57 507 247 836
9 Feb 322.80 12.35 -2.1 18.03 152 30 589
6 Feb 325.80 14.55 7.85 16.47 1,202 533 559
5 Feb 310.20 6.6 -3.45 18.93 31 26 26
4 Feb 313.85 - - - 0 0 0
3 Feb 316.65 9.8 1.4 18.2 474 20 344
2 Feb 314.70 8.4 -1 17.66 609 150 329
1 Feb 309.45 8.9 -6.6 24.51 220 96 176
30 Jan 322.15 15.5 1.25 22.32 98 -8 79
29 Jan 318.60 14.2 -1.15 23.59 73 48 86
28 Jan 321.15 15.3 0.9 22.45 39 27 36
27 Jan 318.65 14.6 -1.4 22.68 11 8 9
23 Jan 323.40 16 -69.4 20.52 1 0 0
22 Jan 324.85 85.4 0 - 0 0 0
21 Jan 324.75 85.4 0 - 0 0 0
20 Jan 326.30 85.4 0 - 0 0 0
19 Jan 333.20 85.4 0 - 0 0 0
16 Jan 329.20 85.4 0 - 0 0 0
14 Jan 334.75 85.4 0 - 0 0 0
13 Jan 334.70 85.4 0 - 0 0 0
12 Jan 338.40 85.4 0 - 0 0 0
9 Jan 337.15 85.4 0 - 0 0 0
8 Jan 340.90 85.4 0 - 0 0 0
7 Jan 341.25 85.4 0 - 0 0 0
6 Jan 342.45 85.4 0 - 0 0 0
5 Jan 349.70 85.4 0 - 0 0 0
2 Jan 350.05 85.4 0 - 0 0 0


For Itc Ltd - strike price 320 expiring on 30MAR2026

Delta for 320 CE is 0.36

Historical price for 320 CE is as follows

On 4 Mar ITC was trading at 311.95. The strike last trading price was 3.55, which was -1.05 lower than the previous day. The implied volatity was 17.91, the open interest changed by 2496 which increased total open position to 9291


On 2 Mar ITC was trading at 314.90. The strike last trading price was 4.5, which was 0.2 higher than the previous day. The implied volatity was 16.65, the open interest changed by 1260 which increased total open position to 6508


On 27 Feb ITC was trading at 313.60. The strike last trading price was 4.45, which was -2.35 lower than the previous day. The implied volatity was 15.99, the open interest changed by 2045 which increased total open position to 5248


On 26 Feb ITC was trading at 318.30. The strike last trading price was 6.7, which was -1.1 lower than the previous day. The implied volatity was 16.14, the open interest changed by 577 which increased total open position to 3205


On 25 Feb ITC was trading at 319.75. The strike last trading price was 7.7, which was -2.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 627 which increased total open position to 2631


On 24 Feb ITC was trading at 323.50. The strike last trading price was 10.85, which was -1.25 lower than the previous day. The implied volatity was 17.07, the open interest changed by 437 which increased total open position to 2002


On 23 Feb ITC was trading at 325.40. The strike last trading price was 12.05, which was -1.1 lower than the previous day. The implied volatity was 17.22, the open interest changed by 61 which increased total open position to 1566


On 20 Feb ITC was trading at 327.00. The strike last trading price was 12.95, which was 0.05 higher than the previous day. The implied volatity was 15.34, the open interest changed by 9 which increased total open position to 1505


On 19 Feb ITC was trading at 326.00. The strike last trading price was 12.75, which was -5.05 lower than the previous day. The implied volatity was 17.29, the open interest changed by 15 which increased total open position to 1492


On 18 Feb ITC was trading at 332.45. The strike last trading price was 17.85, which was 4.85 higher than the previous day. The implied volatity was 16.38, the open interest changed by -47 which decreased total open position to 1481


On 17 Feb ITC was trading at 325.45. The strike last trading price was 13, which was 3.85 higher than the previous day. The implied volatity was 17.94, the open interest changed by -24 which decreased total open position to 1521


On 16 Feb ITC was trading at 317.95. The strike last trading price was 9.1, which was 1.5 higher than the previous day. The implied volatity was 19.08, the open interest changed by 155 which increased total open position to 1539


On 13 Feb ITC was trading at 313.75. The strike last trading price was 7.55, which was -2.45 lower than the previous day. The implied volatity was 19.81, the open interest changed by 114 which increased total open position to 1386


On 12 Feb ITC was trading at 317.45. The strike last trading price was 9.9, which was -0.25 lower than the previous day. The implied volatity was 20.35, the open interest changed by 203 which increased total open position to 1271


On 11 Feb ITC was trading at 318.25. The strike last trading price was 9.95, which was -1.65 lower than the previous day. The implied volatity was 19.42, the open interest changed by 233 which increased total open position to 1068


On 10 Feb ITC was trading at 321.40. The strike last trading price was 11.1, which was -1.35 lower than the previous day. The implied volatity was 17.57, the open interest changed by 247 which increased total open position to 836


On 9 Feb ITC was trading at 322.80. The strike last trading price was 12.35, which was -2.1 lower than the previous day. The implied volatity was 18.03, the open interest changed by 30 which increased total open position to 589


On 6 Feb ITC was trading at 325.80. The strike last trading price was 14.55, which was 7.85 higher than the previous day. The implied volatity was 16.47, the open interest changed by 533 which increased total open position to 559


On 5 Feb ITC was trading at 310.20. The strike last trading price was 6.6, which was -3.45 lower than the previous day. The implied volatity was 18.93, the open interest changed by 26 which increased total open position to 26


On 4 Feb ITC was trading at 313.85. 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 3 Feb ITC was trading at 316.65. The strike last trading price was 9.8, which was 1.4 higher than the previous day. The implied volatity was 18.2, the open interest changed by 20 which increased total open position to 344


On 2 Feb ITC was trading at 314.70. The strike last trading price was 8.4, which was -1 lower than the previous day. The implied volatity was 17.66, the open interest changed by 150 which increased total open position to 329


On 1 Feb ITC was trading at 309.45. The strike last trading price was 8.9, which was -6.6 lower than the previous day. The implied volatity was 24.51, the open interest changed by 96 which increased total open position to 176


On 30 Jan ITC was trading at 322.15. The strike last trading price was 15.5, which was 1.25 higher than the previous day. The implied volatity was 22.32, the open interest changed by -8 which decreased total open position to 79


On 29 Jan ITC was trading at 318.60. The strike last trading price was 14.2, which was -1.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by 48 which increased total open position to 86


On 28 Jan ITC was trading at 321.15. The strike last trading price was 15.3, which was 0.9 higher than the previous day. The implied volatity was 22.45, the open interest changed by 27 which increased total open position to 36


On 27 Jan ITC was trading at 318.65. The strike last trading price was 14.6, which was -1.4 lower than the previous day. The implied volatity was 22.68, the open interest changed by 8 which increased total open position to 9


On 23 Jan ITC was trading at 323.40. The strike last trading price was 16, which was -69.4 lower than the previous day. The implied volatity was 20.52, the open interest changed by 0 which decreased total open position to 0


On 22 Jan ITC was trading at 324.85. The strike last trading price was 85.4, 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 21 Jan ITC was trading at 324.75. The strike last trading price was 85.4, 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 20 Jan ITC was trading at 326.30. The strike last trading price was 85.4, 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 19 Jan ITC was trading at 333.20. The strike last trading price was 85.4, 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 16 Jan ITC was trading at 329.20. The strike last trading price was 85.4, 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 14 Jan ITC was trading at 334.75. The strike last trading price was 85.4, 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 13 Jan ITC was trading at 334.70. The strike last trading price was 85.4, 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 12 Jan ITC was trading at 338.40. The strike last trading price was 85.4, 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 9 Jan ITC was trading at 337.15. The strike last trading price was 85.4, 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 8 Jan ITC was trading at 340.90. The strike last trading price was 85.4, 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 7 Jan ITC was trading at 341.25. The strike last trading price was 85.4, 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 6 Jan ITC was trading at 342.45. The strike last trading price was 85.4, 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 5 Jan ITC was trading at 349.70. The strike last trading price was 85.4, 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 2 Jan ITC was trading at 350.05. The strike last trading price was 85.4, 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 30MAR2026 320 PE
Delta: -0.61
Vega: 0.32
Theta: -0.08
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 311.95 10.8 2 22.56 627 -56 2,632
2 Mar 314.90 8.7 -0.3 20.57 788 -135 2,687
27 Feb 313.60 8.75 2.35 19.33 1,720 -50 2,822
26 Feb 318.30 6.35 0 18.52 2,759 378 2,872
25 Feb 319.75 6.35 1.6 19.24 3,823 385 2,488
24 Feb 323.50 4.8 0.4 20.16 2,028 284 2,125
23 Feb 325.40 4.4 -0.25 20.19 766 176 1,839
20 Feb 327.00 4.7 -0.45 21.72 526 100 1,663
19 Feb 326.00 5.15 1.5 21.52 935 62 1,566
18 Feb 332.45 3.6 -2.15 22.37 1,482 408 1,520
17 Feb 325.45 5.8 -2.9 22.45 1,149 316 1,111
16 Feb 317.95 8.8 -2.4 22.5 158 65 794
13 Feb 313.75 11.45 2.25 23.05 234 49 730
12 Feb 317.45 9.5 0.95 22.82 290 143 680
11 Feb 318.25 8.55 1.4 21.18 239 96 537
10 Feb 321.40 7.25 0.4 21.11 312 91 439
9 Feb 322.80 6.95 1.5 21.55 277 77 349
6 Feb 325.80 5.65 -6.8 21.07 644 259 263
5 Feb 310.20 12.45 -0.75 20.15 4 3 3
4 Feb 313.85 - - - 0 0 0
3 Feb 316.65 9.3 -1.1 20.73 95 29 244
2 Feb 314.70 10.15 -6.45 20.04 156 22 217
1 Feb 309.45 17.3 7.65 27.65 71 19 195
30 Jan 322.15 9.45 -2.15 25.11 97 7 180
29 Jan 318.60 11.6 1.4 26.39 89 20 172
28 Jan 321.15 10.15 -1.45 25.52 48 13 151
27 Jan 318.65 11.7 2.25 27.13 38 11 137
23 Jan 323.40 9.45 0.75 24.74 11 3 126
22 Jan 324.85 8.4 -0.95 24.38 48 10 122
21 Jan 324.75 9.1 0.8 25.23 11 5 111
20 Jan 326.30 8.5 2.55 24.74 11 8 107
19 Jan 333.20 5.95 -1.05 23.53 14 2 99
16 Jan 329.20 7 1.6 23.19 20 19 97
14 Jan 334.75 5.4 -1.1 22.95 2 1 78
13 Jan 334.70 6.5 0.55 - 0 0 0
12 Jan 338.40 6.5 0.55 26.87 2 0 75
9 Jan 337.15 5.95 1.45 - 16 9 70
8 Jan 340.90 4.5 -0.15 23.3 2 0 60
7 Jan 341.25 4.65 0.4 23.97 27 15 60
6 Jan 342.45 4.25 0.75 23.64 35 27 46
5 Jan 349.70 3.5 -0.5 24.34 2 1 19
2 Jan 350.05 4 3.95 25.43 31 17 17


For Itc Ltd - strike price 320 expiring on 30MAR2026

Delta for 320 PE is -0.61

Historical price for 320 PE is as follows

On 4 Mar ITC was trading at 311.95. The strike last trading price was 10.8, which was 2 higher than the previous day. The implied volatity was 22.56, the open interest changed by -56 which decreased total open position to 2632


On 2 Mar ITC was trading at 314.90. The strike last trading price was 8.7, which was -0.3 lower than the previous day. The implied volatity was 20.57, the open interest changed by -135 which decreased total open position to 2687


On 27 Feb ITC was trading at 313.60. The strike last trading price was 8.75, which was 2.35 higher than the previous day. The implied volatity was 19.33, the open interest changed by -50 which decreased total open position to 2822


On 26 Feb ITC was trading at 318.30. The strike last trading price was 6.35, which was 0 lower than the previous day. The implied volatity was 18.52, the open interest changed by 378 which increased total open position to 2872


On 25 Feb ITC was trading at 319.75. The strike last trading price was 6.35, which was 1.6 higher than the previous day. The implied volatity was 19.24, the open interest changed by 385 which increased total open position to 2488


On 24 Feb ITC was trading at 323.50. The strike last trading price was 4.8, which was 0.4 higher than the previous day. The implied volatity was 20.16, the open interest changed by 284 which increased total open position to 2125


On 23 Feb ITC was trading at 325.40. The strike last trading price was 4.4, which was -0.25 lower than the previous day. The implied volatity was 20.19, the open interest changed by 176 which increased total open position to 1839


On 20 Feb ITC was trading at 327.00. The strike last trading price was 4.7, which was -0.45 lower than the previous day. The implied volatity was 21.72, the open interest changed by 100 which increased total open position to 1663


On 19 Feb ITC was trading at 326.00. The strike last trading price was 5.15, which was 1.5 higher than the previous day. The implied volatity was 21.52, the open interest changed by 62 which increased total open position to 1566


On 18 Feb ITC was trading at 332.45. The strike last trading price was 3.6, which was -2.15 lower than the previous day. The implied volatity was 22.37, the open interest changed by 408 which increased total open position to 1520


On 17 Feb ITC was trading at 325.45. The strike last trading price was 5.8, which was -2.9 lower than the previous day. The implied volatity was 22.45, the open interest changed by 316 which increased total open position to 1111


On 16 Feb ITC was trading at 317.95. The strike last trading price was 8.8, which was -2.4 lower than the previous day. The implied volatity was 22.5, the open interest changed by 65 which increased total open position to 794


On 13 Feb ITC was trading at 313.75. The strike last trading price was 11.45, which was 2.25 higher than the previous day. The implied volatity was 23.05, the open interest changed by 49 which increased total open position to 730


On 12 Feb ITC was trading at 317.45. The strike last trading price was 9.5, which was 0.95 higher than the previous day. The implied volatity was 22.82, the open interest changed by 143 which increased total open position to 680


On 11 Feb ITC was trading at 318.25. The strike last trading price was 8.55, which was 1.4 higher than the previous day. The implied volatity was 21.18, the open interest changed by 96 which increased total open position to 537


On 10 Feb ITC was trading at 321.40. The strike last trading price was 7.25, which was 0.4 higher than the previous day. The implied volatity was 21.11, the open interest changed by 91 which increased total open position to 439


On 9 Feb ITC was trading at 322.80. The strike last trading price was 6.95, which was 1.5 higher than the previous day. The implied volatity was 21.55, the open interest changed by 77 which increased total open position to 349


On 6 Feb ITC was trading at 325.80. The strike last trading price was 5.65, which was -6.8 lower than the previous day. The implied volatity was 21.07, the open interest changed by 259 which increased total open position to 263


On 5 Feb ITC was trading at 310.20. The strike last trading price was 12.45, which was -0.75 lower than the previous day. The implied volatity was 20.15, the open interest changed by 3 which increased total open position to 3


On 4 Feb ITC was trading at 313.85. 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 3 Feb ITC was trading at 316.65. The strike last trading price was 9.3, which was -1.1 lower than the previous day. The implied volatity was 20.73, the open interest changed by 29 which increased total open position to 244


On 2 Feb ITC was trading at 314.70. The strike last trading price was 10.15, which was -6.45 lower than the previous day. The implied volatity was 20.04, the open interest changed by 22 which increased total open position to 217


On 1 Feb ITC was trading at 309.45. The strike last trading price was 17.3, which was 7.65 higher than the previous day. The implied volatity was 27.65, the open interest changed by 19 which increased total open position to 195


On 30 Jan ITC was trading at 322.15. The strike last trading price was 9.45, which was -2.15 lower than the previous day. The implied volatity was 25.11, the open interest changed by 7 which increased total open position to 180


On 29 Jan ITC was trading at 318.60. The strike last trading price was 11.6, which was 1.4 higher than the previous day. The implied volatity was 26.39, the open interest changed by 20 which increased total open position to 172


On 28 Jan ITC was trading at 321.15. The strike last trading price was 10.15, which was -1.45 lower than the previous day. The implied volatity was 25.52, the open interest changed by 13 which increased total open position to 151


On 27 Jan ITC was trading at 318.65. The strike last trading price was 11.7, which was 2.25 higher than the previous day. The implied volatity was 27.13, the open interest changed by 11 which increased total open position to 137


On 23 Jan ITC was trading at 323.40. The strike last trading price was 9.45, which was 0.75 higher than the previous day. The implied volatity was 24.74, the open interest changed by 3 which increased total open position to 126


On 22 Jan ITC was trading at 324.85. The strike last trading price was 8.4, which was -0.95 lower than the previous day. The implied volatity was 24.38, the open interest changed by 10 which increased total open position to 122


On 21 Jan ITC was trading at 324.75. The strike last trading price was 9.1, which was 0.8 higher than the previous day. The implied volatity was 25.23, the open interest changed by 5 which increased total open position to 111


On 20 Jan ITC was trading at 326.30. The strike last trading price was 8.5, which was 2.55 higher than the previous day. The implied volatity was 24.74, the open interest changed by 8 which increased total open position to 107


On 19 Jan ITC was trading at 333.20. The strike last trading price was 5.95, which was -1.05 lower than the previous day. The implied volatity was 23.53, the open interest changed by 2 which increased total open position to 99


On 16 Jan ITC was trading at 329.20. The strike last trading price was 7, which was 1.6 higher than the previous day. The implied volatity was 23.19, the open interest changed by 19 which increased total open position to 97


On 14 Jan ITC was trading at 334.75. The strike last trading price was 5.4, which was -1.1 lower than the previous day. The implied volatity was 22.95, the open interest changed by 1 which increased total open position to 78


On 13 Jan ITC was trading at 334.70. The strike last trading price was 6.5, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan ITC was trading at 338.40. The strike last trading price was 6.5, which was 0.55 higher than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 75


On 9 Jan ITC was trading at 337.15. The strike last trading price was 5.95, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 70


On 8 Jan ITC was trading at 340.90. The strike last trading price was 4.5, which was -0.15 lower than the previous day. The implied volatity was 23.3, the open interest changed by 0 which decreased total open position to 60


On 7 Jan ITC was trading at 341.25. The strike last trading price was 4.65, which was 0.4 higher than the previous day. The implied volatity was 23.97, the open interest changed by 15 which increased total open position to 60


On 6 Jan ITC was trading at 342.45. The strike last trading price was 4.25, which was 0.75 higher than the previous day. The implied volatity was 23.64, the open interest changed by 27 which increased total open position to 46


On 5 Jan ITC was trading at 349.70. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 24.34, the open interest changed by 1 which increased total open position to 19


On 2 Jan ITC was trading at 350.05. The strike last trading price was 4, which was 3.95 higher than the previous day. The implied volatity was 25.43, the open interest changed by 17 which increased total open position to 17