ITC
Itc Ltd
Historical option data for ITC
24 Apr 2026 04:10 PM IST
| ITC 28-Apr-2026 (4d) 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0
Theta: -0.05
Gamma: 0.00064
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 301.60 | 0.05 | 0 | 79.25 | 177 | 2 | 3,720 | |||||||||
| 23 Apr | 305.30 | 0.05 | 0 | 70.74 | 64 | -30 | 3,718 | |||||||||
| 22 Apr | 305.50 | 0.05 | 0 | 64.76 | 229 | 0 | 3,748 | |||||||||
| 21 Apr | 309.65 | 0.05 | 0 | 57.66 | 1,226 | -1 | 3,754 | |||||||||
| 20 Apr | 305.00 | 0.05 | 0 | 56.78 | 159 | 33 | 3,705 | |||||||||
| 17 Apr | 306.80 | 0.05 | -0.05 | 47.32 | 167 | 2 | 3,672 | |||||||||
| 16 Apr | 303.40 | 0.05 | 0 | 47.59 | 425 | -20 | 3,670 | |||||||||
| 15 Apr | 302.05 | 0.05 | -0.05 | 46.16 | 20 | 2 | 3,687 | |||||||||
| 13 Apr | 298.65 | 0.1 | 0 | 48.98 | 1,521 | -218 | 3,683 | |||||||||
| 10 Apr | 304.25 | 0.1 | 0 | 41.46 | 64 | 13 | 3,899 | |||||||||
| 9 Apr | 303.00 | 0.1 | -0.05 | 41.24 | 8 | -2 | 3,885 | |||||||||
| 8 Apr | 302.45 | 0.1 | -0.05 | 40.57 | 108 | -31 | 3,933 | |||||||||
| 7 Apr | 298.45 | 0.1 | -0.05 | 41.42 | 246 | -64 | 3,993 | |||||||||
| 6 Apr | 294.85 | 0.1 | -0.1 | 42.4 | 710 | 379 | 4,056 | |||||||||
| 2 Apr | 292.85 | 0.2 | 0.05 | 43.96 | 1,214 | 494 | 3,678 | |||||||||
| 1 Apr | 291.70 | 0.15 | -0.05 | 41.39 | 383 | 115 | 3,196 | |||||||||
| 30 Mar | 287.70 | 0.25 | -0.05 | 44.66 | 236 | 4 | 3,081 | |||||||||
| 27 Mar | 294.70 | 0.25 | 0 | 39.51 | 549 | 446 | 3,076 | |||||||||
| 25 Mar | 295.70 | 0.25 | -0.1 | 37.71 | 337 | 46 | 2,628 | |||||||||
| 24 Mar | 291.25 | 0.35 | 0 | 40.72 | 47 | 3 | 2,582 | |||||||||
| 23 Mar | 290.45 | 0.35 | 0 | 40.75 | 307 | 202 | 2,579 | |||||||||
| 20 Mar | 299.95 | 0.35 | 0 | 35.09 | 128 | -8 | 2,376 | |||||||||
| 19 Mar | 298.00 | 0.35 | -0.05 | 34.92 | 363 | 221 | 2,386 | |||||||||
| 18 Mar | 304.05 | 0.4 | 0.05 | 33.06 | 77 | -3 | 2,165 | |||||||||
| 17 Mar | 304.85 | 0.4 | -0.1 | 32.44 | 547 | 264 | 2,168 | |||||||||
| 16 Mar | 308.25 | 0.5 | 0 | 31.96 | 758 | 549 | 1,912 | |||||||||
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| 13 Mar | 301.45 | 0.5 | 0.2 | 33.17 | 1,613 | 1,187 | 1,363 | |||||||||
| 12 Mar | 304.10 | 0.3 | -0.05 | 29.66 | 193 | 35 | 176 | |||||||||
| 11 Mar | 309.00 | 0.35 | 0 | 27.73 | 67 | 55 | 136 | |||||||||
| 10 Mar | 309.05 | 0.35 | -0.05 | 27.19 | 13 | 9 | 81 | |||||||||
| 9 Mar | 306.00 | 0.4 | 0.05 | 29.1 | 18 | 1 | 72 | |||||||||
| 6 Mar | 309.70 | 0.35 | -0.05 | 25.84 | 69 | -1 | 72 | |||||||||
| 5 Mar | 311.50 | 0.4 | -0.1 | 25.51 | 16 | -5 | 73 | |||||||||
| 4 Mar | 311.95 | 0.5 | 0 | 26.19 | 21 | 17 | 77 | |||||||||
| 2 Mar | 314.90 | 0.5 | 0.05 | 24.59 | 5 | 1 | 59 | |||||||||
| 27 Feb | 313.60 | 0.45 | -0.1 | 23.6 | 24 | -1 | 66 | |||||||||
| 26 Feb | 318.30 | 0.55 | 0 | 22.74 | 5 | 2 | 66 | |||||||||
| 25 Feb | 319.75 | 0.55 | -0.45 | 22.2 | 105 | 57 | 57 | |||||||||
For Itc Ltd - strike price 380 expiring on 28APR2026
Delta for 380 CE is 0.01
Historical price for 380 CE is as follows
On 24 Apr ITC was trading at 301.60. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 79.25, the open interest changed by 2 which increased total open position to 3720
On 23 Apr ITC was trading at 305.30. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 70.74, the open interest changed by -30 which decreased total open position to 3718
On 22 Apr ITC was trading at 305.50. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 64.76, the open interest changed by 0 which decreased total open position to 3748
On 21 Apr ITC was trading at 309.65. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 57.66, the open interest changed by -1 which decreased total open position to 3754
On 20 Apr ITC was trading at 305.00. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 56.78, the open interest changed by 33 which increased total open position to 3705
On 17 Apr ITC was trading at 306.80. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 47.32, the open interest changed by 2 which increased total open position to 3672
On 16 Apr ITC was trading at 303.40. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 47.59, the open interest changed by -20 which decreased total open position to 3670
On 15 Apr ITC was trading at 302.05. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 46.16, the open interest changed by 2 which increased total open position to 3687
On 13 Apr ITC was trading at 298.65. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 48.98, the open interest changed by -218 which decreased total open position to 3683
On 10 Apr ITC was trading at 304.25. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 41.46, the open interest changed by 13 which increased total open position to 3899
On 9 Apr ITC was trading at 303.00. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 41.24, the open interest changed by -2 which decreased total open position to 3885
On 8 Apr ITC was trading at 302.45. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 40.57, the open interest changed by -31 which decreased total open position to 3933
On 7 Apr ITC was trading at 298.45. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 41.42, the open interest changed by -64 which decreased total open position to 3993
On 6 Apr ITC was trading at 294.85. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 42.4, the open interest changed by 379 which increased total open position to 4056
On 2 Apr ITC was trading at 292.85. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 43.96, the open interest changed by 494 which increased total open position to 3678
On 1 Apr ITC was trading at 291.70. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.39, the open interest changed by 115 which increased total open position to 3196
On 30 Mar ITC was trading at 287.70. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 44.66, the open interest changed by 4 which increased total open position to 3081
On 27 Mar ITC was trading at 294.70. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 39.51, the open interest changed by 446 which increased total open position to 3076
On 25 Mar ITC was trading at 295.70. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 37.71, the open interest changed by 46 which increased total open position to 2628
On 24 Mar ITC was trading at 291.25. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 40.72, the open interest changed by 3 which increased total open position to 2582
On 23 Mar ITC was trading at 290.45. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 40.75, the open interest changed by 202 which increased total open position to 2579
On 20 Mar ITC was trading at 299.95. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 35.09, the open interest changed by -8 which decreased total open position to 2376
On 19 Mar ITC was trading at 298.00. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.92, the open interest changed by 221 which increased total open position to 2386
On 18 Mar ITC was trading at 304.05. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 33.06, the open interest changed by -3 which decreased total open position to 2165
On 17 Mar ITC was trading at 304.85. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 32.44, the open interest changed by 264 which increased total open position to 2168
On 16 Mar ITC was trading at 308.25. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 31.96, the open interest changed by 549 which increased total open position to 1912
On 13 Mar ITC was trading at 301.45. The strike last trading price was 0.5, which was 0.2 higher than the previous day. The implied volatity was 33.17, the open interest changed by 1187 which increased total open position to 1363
On 12 Mar ITC was trading at 304.10. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 29.66, the open interest changed by 35 which increased total open position to 176
On 11 Mar ITC was trading at 309.00. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 27.73, the open interest changed by 55 which increased total open position to 136
On 10 Mar ITC was trading at 309.05. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.19, the open interest changed by 9 which increased total open position to 81
On 9 Mar ITC was trading at 306.00. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 29.1, the open interest changed by 1 which increased total open position to 72
On 6 Mar ITC was trading at 309.70. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 25.84, the open interest changed by -1 which decreased total open position to 72
On 5 Mar ITC was trading at 311.50. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 25.51, the open interest changed by -5 which decreased total open position to 73
On 4 Mar ITC was trading at 311.95. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 26.19, the open interest changed by 17 which increased total open position to 77
On 2 Mar ITC was trading at 314.90. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 24.59, the open interest changed by 1 which increased total open position to 59
On 27 Feb ITC was trading at 313.60. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 23.6, the open interest changed by -1 which decreased total open position to 66
On 26 Feb ITC was trading at 318.30. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 22.74, the open interest changed by 2 which increased total open position to 66
On 25 Feb ITC was trading at 319.75. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 22.2, the open interest changed by 57 which increased total open position to 57
| ITC 28-Apr-2026 (4d) 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0
Theta: -0.2
Gamma: 0.00182
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 301.60 | 77.3 | 2.200000000000003 | 104.82 | 30 | -19 | 212 |
| 23 Apr | 305.30 | 75.1 | 1.25 | 89.97 | 14 | -4 | 232 |
| 22 Apr | 305.50 | 73.85 | 0.09999999999999432 | 66.2 | 7 | -4 | 236 |
| 21 Apr | 309.65 | 73.75 | -0.3499999999999943 | 59.63 | 48 | -10 | 241 |
| 20 Apr | 305.00 | 74.1 | 1.8499999999999943 | 77.6 | 2 | 1 | 252 |
| 17 Apr | 306.80 | 72.25 | -4 | 47.32 | 44 | -11 | 251 |
| 16 Apr | 303.40 | 76.25 | 0.3499999999999943 | 47.63 | 3 | 0 | 265 |
| 15 Apr | 302.05 | 76.1 | 76.1 | - | 0 | 0 | 265 |
| 13 Apr | 298.65 | 76.1 | 76.1 | - | 0 | 0 | 265 |
| 10 Apr | 304.25 | 76.1 | 76.1 | - | 0 | 0 | 265 |
| 9 Apr | 303.00 | 76.1 | -6.15 | - | 0 | 0 | 265 |
| 8 Apr | 302.45 | 76.1 | -6.15 | 50.92 | 21 | 2 | 263 |
| 7 Apr | 298.45 | 82.25 | -1.75 | 63.49 | 6 | 1 | 262 |
| 6 Apr | 294.85 | 84 | -2.2 | 61.79 | 15 | -6 | 258 |
| 2 Apr | 292.85 | 86.2 | -3.8 | - | 0 | 0 | 264 |
| 1 Apr | 291.70 | 86.2 | -3.8 | 58.39 | 114 | -4 | 264 |
| 30 Mar | 287.70 | 90 | 7.5 | 52.65 | 72 | 62 | 267 |
| 27 Mar | 294.70 | 82.4 | 1.35 | 39.89 | 49 | 40 | 204 |
| 25 Mar | 295.70 | 81.2 | -3.45 | 41.7 | 68 | 58 | 161 |
| 24 Mar | 291.25 | 84.65 | -3.1 | 44.23 | 45 | 33 | 93 |
| 23 Mar | 290.45 | 87.75 | 9.75 | 57.46 | 37 | 31 | 59 |
| 20 Mar | 299.95 | 78 | 0.6 | 48.55 | 4 | 0 | 24 |
| 19 Mar | 298.00 | 77.4 | 3.4 | 37.62 | 11 | 8 | 23 |
| 18 Mar | 304.05 | 74 | 6 | - | 0 | 0 | 15 |
| 17 Mar | 304.85 | 74 | 6 | - | 14 | 0 | 15 |
| 16 Mar | 308.25 | 74 | 6 | - | 14 | 14 | 0 |
| 13 Mar | 301.45 | 74 | 6 | 34.36 | 14 | 6 | 7 |
| 12 Mar | 304.10 | 68 | 6.3 | - | 0 | 0 | 1 |
| 11 Mar | 309.00 | 68 | 6.3 | 40.31 | 1 | 0 | 0 |
| 10 Mar | 309.05 | 61.7 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 306.00 | 61.7 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 309.70 | 61.7 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 311.50 | 61.7 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 311.95 | 61.7 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 314.90 | 61.7 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 313.60 | 61.7 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 318.30 | 61.7 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 319.75 | 61.7 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 380 expiring on 28APR2026
Delta for 380 PE is -0.97
Historical price for 380 PE is as follows
On 24 Apr ITC was trading at 301.60. The strike last trading price was 77.3, which was 2.200000000000003 higher than the previous day. The implied volatity was 104.82, the open interest changed by -19 which decreased total open position to 212
On 23 Apr ITC was trading at 305.30. The strike last trading price was 75.1, which was 1.25 higher than the previous day. The implied volatity was 89.97, the open interest changed by -4 which decreased total open position to 232
On 22 Apr ITC was trading at 305.50. The strike last trading price was 73.85, which was 0.09999999999999432 higher than the previous day. The implied volatity was 66.2, the open interest changed by -4 which decreased total open position to 236
On 21 Apr ITC was trading at 309.65. The strike last trading price was 73.75, which was -0.3499999999999943 lower than the previous day. The implied volatity was 59.63, the open interest changed by -10 which decreased total open position to 241
On 20 Apr ITC was trading at 305.00. The strike last trading price was 74.1, which was 1.8499999999999943 higher than the previous day. The implied volatity was 77.6, the open interest changed by 1 which increased total open position to 252
On 17 Apr ITC was trading at 306.80. The strike last trading price was 72.25, which was -4 lower than the previous day. The implied volatity was 47.32, the open interest changed by -11 which decreased total open position to 251
On 16 Apr ITC was trading at 303.40. The strike last trading price was 76.25, which was 0.3499999999999943 higher than the previous day. The implied volatity was 47.63, the open interest changed by 0 which decreased total open position to 265
On 15 Apr ITC was trading at 302.05. The strike last trading price was 76.1, which was 76.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 265
On 13 Apr ITC was trading at 298.65. The strike last trading price was 76.1, which was 76.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 265
On 10 Apr ITC was trading at 304.25. The strike last trading price was 76.1, which was 76.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 265
On 9 Apr ITC was trading at 303.00. The strike last trading price was 76.1, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 265
On 8 Apr ITC was trading at 302.45. The strike last trading price was 76.1, which was -6.15 lower than the previous day. The implied volatity was 50.92, the open interest changed by 2 which increased total open position to 263
On 7 Apr ITC was trading at 298.45. The strike last trading price was 82.25, which was -1.75 lower than the previous day. The implied volatity was 63.49, the open interest changed by 1 which increased total open position to 262
On 6 Apr ITC was trading at 294.85. The strike last trading price was 84, which was -2.2 lower than the previous day. The implied volatity was 61.79, the open interest changed by -6 which decreased total open position to 258
On 2 Apr ITC was trading at 292.85. The strike last trading price was 86.2, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 264
On 1 Apr ITC was trading at 291.70. The strike last trading price was 86.2, which was -3.8 lower than the previous day. The implied volatity was 58.39, the open interest changed by -4 which decreased total open position to 264
On 30 Mar ITC was trading at 287.70. The strike last trading price was 90, which was 7.5 higher than the previous day. The implied volatity was 52.65, the open interest changed by 62 which increased total open position to 267
On 27 Mar ITC was trading at 294.70. The strike last trading price was 82.4, which was 1.35 higher than the previous day. The implied volatity was 39.89, the open interest changed by 40 which increased total open position to 204
On 25 Mar ITC was trading at 295.70. The strike last trading price was 81.2, which was -3.45 lower than the previous day. The implied volatity was 41.7, the open interest changed by 58 which increased total open position to 161
On 24 Mar ITC was trading at 291.25. The strike last trading price was 84.65, which was -3.1 lower than the previous day. The implied volatity was 44.23, the open interest changed by 33 which increased total open position to 93
On 23 Mar ITC was trading at 290.45. The strike last trading price was 87.75, which was 9.75 higher than the previous day. The implied volatity was 57.46, the open interest changed by 31 which increased total open position to 59
On 20 Mar ITC was trading at 299.95. The strike last trading price was 78, which was 0.6 higher than the previous day. The implied volatity was 48.55, the open interest changed by 0 which decreased total open position to 24
On 19 Mar ITC was trading at 298.00. The strike last trading price was 77.4, which was 3.4 higher than the previous day. The implied volatity was 37.62, the open interest changed by 8 which increased total open position to 23
On 18 Mar ITC was trading at 304.05. The strike last trading price was 74, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Mar ITC was trading at 304.85. The strike last trading price was 74, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 16 Mar ITC was trading at 308.25. The strike last trading price was 74, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 13 Mar ITC was trading at 301.45. The strike last trading price was 74, which was 6 higher than the previous day. The implied volatity was 34.36, the open interest changed by 6 which increased total open position to 7
On 12 Mar ITC was trading at 304.10. The strike last trading price was 68, which was 6.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar ITC was trading at 309.00. The strike last trading price was 68, which was 6.3 higher than the previous day. The implied volatity was 40.31, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ITC was trading at 309.05. The strike last trading price was 61.7, 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 Mar ITC was trading at 306.00. The strike last trading price was 61.7, 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 Mar ITC was trading at 309.70. The strike last trading price was 61.7, 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 Mar ITC was trading at 311.50. The strike last trading price was 61.7, 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 4 Mar ITC was trading at 311.95. The strike last trading price was 61.7, 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 Mar ITC was trading at 314.90. The strike last trading price was 61.7, 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 27 Feb ITC was trading at 313.60. The strike last trading price was 61.7, 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 Feb ITC was trading at 318.30. The strike last trading price was 61.7, 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 25 Feb ITC was trading at 319.75. The strike last trading price was 61.7, 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
