ITC

Itc Ltd

337.15 -3.75 (-1.10%)

L: 336.1 H: 341

Back to Option Chain

Historical option data for ITC
09 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 27-JAN-2026 350 CE
Delta: 0.27 Vega: 0.25 Theta: -0.17 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Jan	337.15	2.5 ₹ 4,000	-1.15 -1840.00	20.66	17,568 2,81,08,800	2,373 37,96,800	23,790 3,80,64,000
8 Jan	340.90	3.55 ₹ 5,680	0.15 240.00	21.39	20,796 3,32,73,600	-782 -12,51,200	21,418 3,42,68,800
7 Jan	341.25	3.35 ₹ 5,360	-0.6 -960.00	18.61	19,275 3,08,40,000	2,232 35,71,200	22,242 3,55,87,200
6 Jan	342.45	4 ₹ 6,400	-3 -4800.00	18.38	42,186 6,74,97,600	5,759 92,14,400	20,313 3,25,00,800
5 Jan	349.70	7 ₹ 11,200	-2.45 -3920.00	17.89	30,075 4,81,20,000	1,706 27,29,600	14,565 2,33,04,000
2 Jan	350.05	9.25 ₹ 14,800	-11.55 -18480.00	21.81	55,660 8,90,56,000	12,274 1,96,38,400	12,859 2,05,74,400
1 Jan	363.85	20.7 ₹ 33,120	-52.85 -84560.00	27.73	1,967 31,47,200	589 9,42,400	589 9,42,400
31 Dec	403.00	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
30 Dec	400.60	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
29 Dec	402.60	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
26 Dec	404.15	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
24 Dec	406.60	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
22 Dec	402.70	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
19 Dec	401.05	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
18 Dec	400.40	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
17 Dec	399.80	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
16 Dec	401.70	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
12 Dec	400.10	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
11 Dec	402.90	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
10 Dec	403.15	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0
8 Dec	402.30	73.55 ₹ 1,17,680	0 0.00	-	0 0	0 0	0 0

For Itc Ltd - strike price 350 expiring on 27JAN2026

Delta for 350 CE is 0.27

Historical price for 350 CE is as follows

On 9 Jan ITC was trading at 337.15. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 20.66, the open interest changed by 2373 which increased total open position to 23790

On 8 Jan ITC was trading at 340.90. The strike last trading price was 3.55, which was 0.15 higher than the previous day. The implied volatity was 21.39, the open interest changed by -782 which decreased total open position to 21418

On 7 Jan ITC was trading at 341.25. The strike last trading price was 3.35, which was -0.6 lower than the previous day. The implied volatity was 18.61, the open interest changed by 2232 which increased total open position to 22242

On 6 Jan ITC was trading at 342.45. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was 18.38, the open interest changed by 5759 which increased total open position to 20313

On 5 Jan ITC was trading at 349.70. The strike last trading price was 7, which was -2.45 lower than the previous day. The implied volatity was 17.89, the open interest changed by 1706 which increased total open position to 14565

On 2 Jan ITC was trading at 350.05. The strike last trading price was 9.25, which was -11.55 lower than the previous day. The implied volatity was 21.81, the open interest changed by 12274 which increased total open position to 12859

On 1 Jan ITC was trading at 363.85. The strike last trading price was 20.7, which was -52.85 lower than the previous day. The implied volatity was 27.73, the open interest changed by 589 which increased total open position to 589

On 31 Dec ITC was trading at 403.00. The strike last trading price was 73.55, 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 30 Dec ITC was trading at 400.60. The strike last trading price was 73.55, 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 29 Dec ITC was trading at 402.60. The strike last trading price was 73.55, 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 26 Dec ITC was trading at 404.15. The strike last trading price was 73.55, 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 24 Dec ITC was trading at 406.60. The strike last trading price was 73.55, 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 22 Dec ITC was trading at 402.70. The strike last trading price was 73.55, 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 Dec ITC was trading at 401.05. The strike last trading price was 73.55, 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 18 Dec ITC was trading at 400.40. The strike last trading price was 73.55, 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 17 Dec ITC was trading at 399.80. The strike last trading price was 73.55, 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 Dec ITC was trading at 401.70. The strike last trading price was 73.55, 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 Dec ITC was trading at 400.10. The strike last trading price was 73.55, 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 11 Dec ITC was trading at 402.90. The strike last trading price was 73.55, 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 10 Dec ITC was trading at 403.15. The strike last trading price was 73.55, 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 Dec ITC was trading at 402.30. The strike last trading price was 73.55, 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 27JAN2026 350 PE
Delta: -0.71 Vega: 0.26 Theta: -0.10 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	337.15	13.15 ₹ 21,040	2.25 3600.00	23.11	2,523 40,36,800	-505 -8,08,000	9,030 1,44,48,000
8 Jan	340.90	11.1 ₹ 17,760	0.8 1280.00	20.92	2,680 42,88,000	-34 -54,400	9,545 1,52,72,000
7 Jan	341.25	10.2 ₹ 16,320	0.65 1040.00	20.34	3,452 55,23,200	-306 -4,89,600	9,628 1,54,04,800
6 Jan	342.45	9.1 ₹ 14,560	2.8 4480.00	19.71	18,413 2,94,60,800	-2,190 -35,04,000	10,113 1,61,80,800
5 Jan	349.70	6.4 ₹ 10,240	-1.55 -2480.00	21.14	20,854 3,33,66,400	234 3,74,400	12,301 1,96,81,600
2 Jan	350.05	7.85 ₹ 12,560	3.4 5440.00	24.82	59,373 9,49,96,800	4,601 73,61,600	12,126 1,94,01,600
1 Jan	363.85	4.45 ₹ 7,120	4.3 6880.00	28.32	46,337 7,41,39,200	7,510 1,20,16,000	7,542 1,20,67,200
31 Dec	403.00	0.1 ₹ 160	-0.1 -160.00	24.01	16 25,600	8 12,800	31 49,600
30 Dec	400.60	0.2 ₹ 320	0.05 80.00	25.33	9 14,400	8 12,800	22 35,200
29 Dec	402.60	0.15 ₹ 240	-0.15 -240.00	24.66	11 17,600	8 12,800	15 24,000
26 Dec	404.15	0.3 ₹ 480	-0.1 -160.00	-	0 0	0 0	7 11,200
24 Dec	406.60	0.3 ₹ 480	-0.1 -160.00	-	0 0	0 0	7 11,200
22 Dec	402.70	0.3 ₹ 480	-0.1 -160.00	24.83	5 8,000	3 4,800	5 8,000
19 Dec	401.05	0.4 ₹ 640	0 0.00	-	0 0	0 0	2 3,200
18 Dec	400.40	0.4 ₹ 640	0 0.00	24.13	1 1,600	0 0	1 1,600
17 Dec	399.80	0.4 ₹ 640	0 0.00	-	0 0	0 0	1 1,600
16 Dec	401.70	0.4 ₹ 640	0 0.00	-	0 0	0 0	1 1,600
12 Dec	400.10	0.4 ₹ 640	0 0.00	-	0 0	0 0	1 1,600
11 Dec	402.90	0.4 ₹ 640	0 0.00	-	0 0	0 0	1 1,600
10 Dec	403.15	0.4 ₹ 640	0 0.00	-	0 0	0 0	1 1,600
8 Dec	402.30	0.4 ₹ 640	0 0.00	-	0 0	0 0	1 1,600

For Itc Ltd - strike price 350 expiring on 27JAN2026

Delta for 350 PE is -0.71

Historical price for 350 PE is as follows

On 9 Jan ITC was trading at 337.15. The strike last trading price was 13.15, which was 2.25 higher than the previous day. The implied volatity was 23.11, the open interest changed by -505 which decreased total open position to 9030

On 8 Jan ITC was trading at 340.90. The strike last trading price was 11.1, which was 0.8 higher than the previous day. The implied volatity was 20.92, the open interest changed by -34 which decreased total open position to 9545

On 7 Jan ITC was trading at 341.25. The strike last trading price was 10.2, which was 0.65 higher than the previous day. The implied volatity was 20.34, the open interest changed by -306 which decreased total open position to 9628

On 6 Jan ITC was trading at 342.45. The strike last trading price was 9.1, which was 2.8 higher than the previous day. The implied volatity was 19.71, the open interest changed by -2190 which decreased total open position to 10113

On 5 Jan ITC was trading at 349.70. The strike last trading price was 6.4, which was -1.55 lower than the previous day. The implied volatity was 21.14, the open interest changed by 234 which increased total open position to 12301

On 2 Jan ITC was trading at 350.05. The strike last trading price was 7.85, which was 3.4 higher than the previous day. The implied volatity was 24.82, the open interest changed by 4601 which increased total open position to 12126

On 1 Jan ITC was trading at 363.85. The strike last trading price was 4.45, which was 4.3 higher than the previous day. The implied volatity was 28.32, the open interest changed by 7510 which increased total open position to 7542

On 31 Dec ITC was trading at 403.00. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 24.01, the open interest changed by 8 which increased total open position to 31

On 30 Dec ITC was trading at 400.60. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 25.33, the open interest changed by 8 which increased total open position to 22

On 29 Dec ITC was trading at 402.60. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 24.66, the open interest changed by 8 which increased total open position to 15

On 26 Dec ITC was trading at 404.15. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 24 Dec ITC was trading at 406.60. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 22 Dec ITC was trading at 402.70. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 24.83, the open interest changed by 3 which increased total open position to 5

On 19 Dec ITC was trading at 401.05. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 18 Dec ITC was trading at 400.40. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 24.13, the open interest changed by 0 which decreased total open position to 1

On 17 Dec ITC was trading at 399.80. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Dec ITC was trading at 401.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 12 Dec ITC was trading at 400.10. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 11 Dec ITC was trading at 402.90. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 10 Dec ITC was trading at 403.15. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 8 Dec ITC was trading at 402.30. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

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