ITC

Itc Ltd

318.6 -2.55 (-0.79%)

L: 318.05 H: 322.6

Back to Option Chain

Historical option data for ITC
29 Jan 2026 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ITC 24-FEB-2026 330 CE
Delta: 0.36 Vega: 0.32 Theta: -0.18 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	318.60	5 ₹ 8,000	-0.75 -1200.00	25.35	6,145 98,32,000	1,049 16,78,400	6,588 1,05,40,800
28 Jan	321.15	5.9 ₹ 9,440	0.4 640.00	24.53	8,037 1,28,59,200	1,758 28,12,800	5,539 88,62,400
27 Jan	318.65	5.65 ₹ 9,040	-1.6 -2560.00	25.09	5,109 81,74,400	1,055 16,88,000	3,776 60,41,600
23 Jan	323.40	7.25 ₹ 11,600	-1.2 -1920.00	23.87	1,624 25,98,400	318 5,08,800	2,699 43,18,400
22 Jan	324.85	8.75 ₹ 14,000	0.5 800.00	24.21	2,273 36,36,800	572 9,15,200	2,382 38,11,200
21 Jan	324.75	8.4 ₹ 13,440	-0.65 -1040.00	23.47	1,283 20,52,800	396 6,33,600	1,811 28,97,600
20 Jan	326.30	9 ₹ 14,400	-3.25 -5200.00	23.18	967 15,47,200	310 4,96,000	1,375 22,00,000
19 Jan	333.20	11.95 ₹ 19,120	1.25 2000.00	20.81	981 15,69,600	139 2,22,400	1,064 17,02,400
16 Jan	329.20	10.75 ₹ 17,200	-2.9 -4640.00	22.1	1,206 19,29,600	733 11,72,800	917 14,67,200
14 Jan	334.75	13.45 ₹ 21,520	-0.9 -1440.00	19.26	51 81,600	16 25,600	184 2,94,400
13 Jan	334.70	14.55 ₹ 23,280	-2.5 -4000.00	22.38	88 1,40,800	17 27,200	162 2,59,200
12 Jan	338.40	17.05 ₹ 27,280	0.6 960.00	22.04	11 17,600	3 4,800	145 2,32,000
9 Jan	337.15	16.9 ₹ 27,040	-2.6 -4160.00	20.09	58 92,800	19 30,400	143 2,28,800
8 Jan	340.90	19 ₹ 30,400	-0.45 -720.00	20.88	67 1,07,200	49 78,400	126 2,01,600
7 Jan	341.25	19.45 ₹ 31,120	-1.1 -1760.00	19.26	18 28,800	3 4,800	76 1,21,600
6 Jan	342.45	20.95 ₹ 33,520	-3.35 -5360.00	19.79	81 1,29,600	37 59,200	72 1,15,200
5 Jan	349.70	24.3 ₹ 38,880	-2.8 -4480.00	10.91	27 43,200	18 28,800	34 54,400

2 Jan	350.05	27.1 ₹ 43,360	-48.85 -78160.00	19.88	20 32,000	14 22,400	14 22,400
1 Jan	363.85	75.95 ₹ 1,21,520	0 0.00	-	0 0	0 0	0 0

For Itc Ltd - strike price 330 expiring on 24FEB2026

Delta for 330 CE is 0.36

Historical price for 330 CE is as follows

On 29 Jan ITC was trading at 318.60. The strike last trading price was 5, which was -0.75 lower than the previous day. The implied volatity was 25.35, the open interest changed by 1049 which increased total open position to 6588

On 28 Jan ITC was trading at 321.15. The strike last trading price was 5.9, which was 0.4 higher than the previous day. The implied volatity was 24.53, the open interest changed by 1758 which increased total open position to 5539

On 27 Jan ITC was trading at 318.65. The strike last trading price was 5.65, which was -1.6 lower than the previous day. The implied volatity was 25.09, the open interest changed by 1055 which increased total open position to 3776

On 23 Jan ITC was trading at 323.40. The strike last trading price was 7.25, which was -1.2 lower than the previous day. The implied volatity was 23.87, the open interest changed by 318 which increased total open position to 2699

On 22 Jan ITC was trading at 324.85. The strike last trading price was 8.75, which was 0.5 higher than the previous day. The implied volatity was 24.21, the open interest changed by 572 which increased total open position to 2382

On 21 Jan ITC was trading at 324.75. The strike last trading price was 8.4, which was -0.65 lower than the previous day. The implied volatity was 23.47, the open interest changed by 396 which increased total open position to 1811

On 20 Jan ITC was trading at 326.30. The strike last trading price was 9, which was -3.25 lower than the previous day. The implied volatity was 23.18, the open interest changed by 310 which increased total open position to 1375

On 19 Jan ITC was trading at 333.20. The strike last trading price was 11.95, which was 1.25 higher than the previous day. The implied volatity was 20.81, the open interest changed by 139 which increased total open position to 1064

On 16 Jan ITC was trading at 329.20. The strike last trading price was 10.75, which was -2.9 lower than the previous day. The implied volatity was 22.1, the open interest changed by 733 which increased total open position to 917

On 14 Jan ITC was trading at 334.75. The strike last trading price was 13.45, which was -0.9 lower than the previous day. The implied volatity was 19.26, the open interest changed by 16 which increased total open position to 184

On 13 Jan ITC was trading at 334.70. The strike last trading price was 14.55, which was -2.5 lower than the previous day. The implied volatity was 22.38, the open interest changed by 17 which increased total open position to 162

On 12 Jan ITC was trading at 338.40. The strike last trading price was 17.05, which was 0.6 higher than the previous day. The implied volatity was 22.04, the open interest changed by 3 which increased total open position to 145

On 9 Jan ITC was trading at 337.15. The strike last trading price was 16.9, which was -2.6 lower than the previous day. The implied volatity was 20.09, the open interest changed by 19 which increased total open position to 143

On 8 Jan ITC was trading at 340.90. The strike last trading price was 19, which was -0.45 lower than the previous day. The implied volatity was 20.88, the open interest changed by 49 which increased total open position to 126

On 7 Jan ITC was trading at 341.25. The strike last trading price was 19.45, which was -1.1 lower than the previous day. The implied volatity was 19.26, the open interest changed by 3 which increased total open position to 76

On 6 Jan ITC was trading at 342.45. The strike last trading price was 20.95, which was -3.35 lower than the previous day. The implied volatity was 19.79, the open interest changed by 37 which increased total open position to 72

On 5 Jan ITC was trading at 349.70. The strike last trading price was 24.3, which was -2.8 lower than the previous day. The implied volatity was 10.91, the open interest changed by 18 which increased total open position to 34

On 2 Jan ITC was trading at 350.05. The strike last trading price was 27.1, which was -48.85 lower than the previous day. The implied volatity was 19.88, the open interest changed by 14 which increased total open position to 14

On 1 Jan ITC was trading at 363.85. The strike last trading price was 75.95, 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 24FEB2026 330 PE
Delta: -0.63 Vega: 0.32 Theta: -0.11 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	318.60	14.65 ₹ 23,440	1.75 2800.00	27.83	447 7,15,200	-58 -92,800	3,062 48,99,200
28 Jan	321.15	12.95 ₹ 20,720	-1.5 -2400.00	27.13	671 10,73,600	-138 -2,20,800	3,119 49,90,400
27 Jan	318.65	13.9 ₹ 22,240	1.1 1760.00	26.78	1,508 24,12,800	74 1,18,400	3,253 52,04,800
23 Jan	323.40	12.95 ₹ 20,720	1 1600.00	28.05	1,061 16,97,600	487 7,79,200	3,097 49,55,200
22 Jan	324.85	11.5 ₹ 18,400	-0.7 -1120.00	27.46	1,518 24,28,800	505 8,08,000	2,609 41,74,400
21 Jan	324.75	12.05 ₹ 19,280	0.8 1280.00	27.92	672 10,75,200	260 4,16,000	2,103 33,64,800
20 Jan	326.30	11.4 ₹ 18,240	3.3 5280.00	27.39	822 13,15,200	284 4,54,400	1,832 29,31,200
19 Jan	333.20	8.25 ₹ 13,200	-1.9 -3040.00	26.65	927 14,83,200	318 5,08,800	1,546 24,73,600
16 Jan	329.20	10 ₹ 16,000	2.55 4080.00	26.24	1,204 19,26,400	481 7,69,600	1,227 19,63,200
14 Jan	334.75	7.4 ₹ 11,840	-0.45 -720.00	25.24	139 2,22,400	51 81,600	744 11,90,400
13 Jan	334.70	7.9 ₹ 12,640	1.15 1840.00	25.72	358 5,72,800	54 86,400	693 11,08,800
12 Jan	338.40	6.85 ₹ 10,960	-0.8 -1280.00	26.07	219 3,50,400	75 1,20,000	639 10,22,400
9 Jan	337.15	7.5 ₹ 12,000	0.9 1440.00	27.12	228 3,64,800	56 89,600	563 9,00,800
8 Jan	340.90	6.7 ₹ 10,720	0.9 1440.00	26.71	201 3,21,600	18 28,800	499 7,98,400
7 Jan	341.25	5.7 ₹ 9,120	0.35 560.00	25.01	161 2,57,600	61 97,600	476 7,61,600
6 Jan	342.45	5.15 ₹ 8,240	0.9 1440.00	24.48	634 10,14,400	128 2,04,800	425 6,80,000
5 Jan	349.70	4.25 ₹ 6,800	-0.8 -1280.00	25.83	189 3,02,400	1 1,600	293 4,68,800
2 Jan	350.05	5 ₹ 8,000	1.8 2880.00	27.44	565 9,04,000	145 2,32,000	294 4,70,400
1 Jan	363.85	3.3 ₹ 5,280	3.1 4960.00	29.53	274 4,38,400	147 2,35,200	147 2,35,200

For Itc Ltd - strike price 330 expiring on 24FEB2026

Delta for 330 PE is -0.63

Historical price for 330 PE is as follows

On 29 Jan ITC was trading at 318.60. The strike last trading price was 14.65, which was 1.75 higher than the previous day. The implied volatity was 27.83, the open interest changed by -58 which decreased total open position to 3062

On 28 Jan ITC was trading at 321.15. The strike last trading price was 12.95, which was -1.5 lower than the previous day. The implied volatity was 27.13, the open interest changed by -138 which decreased total open position to 3119

On 27 Jan ITC was trading at 318.65. The strike last trading price was 13.9, which was 1.1 higher than the previous day. The implied volatity was 26.78, the open interest changed by 74 which increased total open position to 3253

On 23 Jan ITC was trading at 323.40. The strike last trading price was 12.95, which was 1 higher than the previous day. The implied volatity was 28.05, the open interest changed by 487 which increased total open position to 3097

On 22 Jan ITC was trading at 324.85. The strike last trading price was 11.5, which was -0.7 lower than the previous day. The implied volatity was 27.46, the open interest changed by 505 which increased total open position to 2609

On 21 Jan ITC was trading at 324.75. The strike last trading price was 12.05, which was 0.8 higher than the previous day. The implied volatity was 27.92, the open interest changed by 260 which increased total open position to 2103

On 20 Jan ITC was trading at 326.30. The strike last trading price was 11.4, which was 3.3 higher than the previous day. The implied volatity was 27.39, the open interest changed by 284 which increased total open position to 1832

On 19 Jan ITC was trading at 333.20. The strike last trading price was 8.25, which was -1.9 lower than the previous day. The implied volatity was 26.65, the open interest changed by 318 which increased total open position to 1546

On 16 Jan ITC was trading at 329.20. The strike last trading price was 10, which was 2.55 higher than the previous day. The implied volatity was 26.24, the open interest changed by 481 which increased total open position to 1227

On 14 Jan ITC was trading at 334.75. The strike last trading price was 7.4, which was -0.45 lower than the previous day. The implied volatity was 25.24, the open interest changed by 51 which increased total open position to 744

On 13 Jan ITC was trading at 334.70. The strike last trading price was 7.9, which was 1.15 higher than the previous day. The implied volatity was 25.72, the open interest changed by 54 which increased total open position to 693

On 12 Jan ITC was trading at 338.40. The strike last trading price was 6.85, which was -0.8 lower than the previous day. The implied volatity was 26.07, the open interest changed by 75 which increased total open position to 639

On 9 Jan ITC was trading at 337.15. The strike last trading price was 7.5, which was 0.9 higher than the previous day. The implied volatity was 27.12, the open interest changed by 56 which increased total open position to 563

On 8 Jan ITC was trading at 340.90. The strike last trading price was 6.7, which was 0.9 higher than the previous day. The implied volatity was 26.71, the open interest changed by 18 which increased total open position to 499

On 7 Jan ITC was trading at 341.25. The strike last trading price was 5.7, which was 0.35 higher than the previous day. The implied volatity was 25.01, the open interest changed by 61 which increased total open position to 476

On 6 Jan ITC was trading at 342.45. The strike last trading price was 5.15, which was 0.9 higher than the previous day. The implied volatity was 24.48, the open interest changed by 128 which increased total open position to 425

On 5 Jan ITC was trading at 349.70. The strike last trading price was 4.25, which was -0.8 lower than the previous day. The implied volatity was 25.83, the open interest changed by 1 which increased total open position to 293

On 2 Jan ITC was trading at 350.05. The strike last trading price was 5, which was 1.8 higher than the previous day. The implied volatity was 27.44, the open interest changed by 145 which increased total open position to 294

On 1 Jan ITC was trading at 363.85. The strike last trading price was 3.3, which was 3.1 higher than the previous day. The implied volatity was 29.53, the open interest changed by 147 which increased total open position to 147

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