Historical option data for ITC
11 Jun 2026 04:13 PM IST
| ITC 30-Jun-2026 (18d) 287 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0
Theta: -0.12
Gamma: 0.03648
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 282.40 | 2.65 | -0.7 (-20.90%) | 15.99 | 1,791 | -163 | 949 | |||||||||
| 10 Jun | 283.65 | 3.2 | 0.5 (18.52%) | 16.68 | 2,170 | 122 | 1,112 | |||||||||
| 9 Jun | 280.00 | 2.8 | 0 (0.00%) | 19.46 | 1,288 | -164 | 990 | |||||||||
| 8 Jun | 279.45 | 2.85 | -0.45 (-13.64%) | 19.1 | 1,154 | 161 | 1,153 | |||||||||
| 5 Jun | 280.70 | 3.3 | 0.2 (6.45%) | 18.2 | 2,181 | -126 | 996 | |||||||||
| 4 Jun | 280.30 | 3.1 | -0.1 (-3.13%) | 18.17 | 919 | 76 | 1,129 | |||||||||
| 3 Jun | 277.00 | 3 | -1.9 (-38.78%) | 21.43 | 2,217 | 101 | 1,053 | |||||||||
| 2 Jun | 283.25 | 4.85 | 1.3 (36.62%) | 18.86 | 1,865 | 19 | 952 | |||||||||
| 1 Jun | 279.65 | 3.35 | -4.65 (-58.13%) | 18.87 | 2,700 | 563 | 939 | |||||||||
| 29 May | 286.90 | 8.25 | -1.75 (-17.50%) | 21.27 | 538 | 152 | 381 | |||||||||
| 27 May | 291.95 | 10.5 | -1.5 (-12.50%) | 18.66 | 309 | 230 | 230 | |||||||||
| 26 May | 301.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 May | 303.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 May | 301.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 May | 308.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 May | 307.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 May | 310.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 May | 309.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 14 May | 307.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 May | 304.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 May | 300.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 May | 305.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 May | 307.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 May | 307.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 May | 310.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 May | 311.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 May | 311.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 314.90 | - | - | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 287 expiring on 30JUN2026
Delta for 287 CE is 0.38
Historical price for 287 CE is as follows
On 11 Jun ITC was trading at 282.40. The strike last trading price was 2.65, which was -0.7 lower than the previous day. The implied volatity was 15.99, the open interest changed by -163 which decreased total open position to 949
On 10 Jun ITC was trading at 283.65. The strike last trading price was 3.2, which was 0.5 higher than the previous day. The implied volatity was 16.68, the open interest changed by 122 which increased total open position to 1112
On 9 Jun ITC was trading at 280.00. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 19.46, the open interest changed by -164 which decreased total open position to 990
On 8 Jun ITC was trading at 279.45. The strike last trading price was 2.85, which was -0.45 lower than the previous day. The implied volatity was 19.1, the open interest changed by 161 which increased total open position to 1153
On 5 Jun ITC was trading at 280.70. The strike last trading price was 3.3, which was 0.2 higher than the previous day. The implied volatity was 18.2, the open interest changed by -126 which decreased total open position to 996
On 4 Jun ITC was trading at 280.30. The strike last trading price was 3.1, which was -0.1 lower than the previous day. The implied volatity was 18.17, the open interest changed by 76 which increased total open position to 1129
On 3 Jun ITC was trading at 277.00. The strike last trading price was 3, which was -1.9 lower than the previous day. The implied volatity was 21.43, the open interest changed by 101 which increased total open position to 1053
On 2 Jun ITC was trading at 283.25. The strike last trading price was 4.85, which was 1.3 higher than the previous day. The implied volatity was 18.86, the open interest changed by 19 which increased total open position to 952
On 1 Jun ITC was trading at 279.65. The strike last trading price was 3.35, which was -4.65 lower than the previous day. The implied volatity was 18.87, the open interest changed by 563 which increased total open position to 939
On 29 May ITC was trading at 286.90. The strike last trading price was 8.25, which was -1.75 lower than the previous day. The implied volatity was 21.27, the open interest changed by 152 which increased total open position to 381
On 27 May ITC was trading at 291.95. The strike last trading price was 10.5, which was -1.5 lower than the previous day. The implied volatity was 18.66, the open interest changed by 230 which increased total open position to 230
On 26 May ITC was trading at 301.65. 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 25 May ITC was trading at 303.95. 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 22 May ITC was trading at 301.70. 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 21 May ITC was trading at 308.05. 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 20 May ITC was trading at 307.55. 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 18 May ITC was trading at 310.15. 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 15 May ITC was trading at 309.45. 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 14 May ITC was trading at 307.20. 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 13 May ITC was trading at 304.45. 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 12 May ITC was trading at 300.70. 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 11 May ITC was trading at 305.85. 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 8 May ITC was trading at 307.45. 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 7 May ITC was trading at 307.40. 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 6 May ITC was trading at 310.70. 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 5 May ITC was trading at 311.45. 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 4 May ITC was trading at 311.10. 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 30 Apr ITC was trading at 314.90. 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
| ITC 30-Jun-2026 (18d) 287 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0
Theta: -0.09
Gamma: 0.03357
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 282.40 | 7 | 1 (16.67%) | 17.54 | 355 | -5 | 717 |
| 10 Jun | 283.65 | 6 | -2 (-25.00%) | 17.86 | 768 | -21 | 724 |
| 9 Jun | 280.00 | 8 | -1 (-11.11%) | 15.51 | 73 | -2 | 745 |
| 8 Jun | 279.45 | 8 | 0 (0.00%) | 16.95 | 242 | 40 | 747 |
| 5 Jun | 280.70 | 8 | 0 (0.00%) | 17.82 | 334 | 17 | 708 |
| 4 Jun | 280.30 | 8 | -3 (-27.27%) | 16.12 | 226 | -59 | 694 |
| 3 Jun | 277.00 | 10.8 | 4.15 (62.41%) | 15.67 | 136 | -13 | 753 |
| 2 Jun | 283.25 | 6.55 | -2.5 (-27.62%) | 16.68 | 286 | 5 | 765 |
| 1 Jun | 279.65 | 9.3 | 4.45 (91.75%) | 17.2 | 1,129 | -82 | 758 |
| 29 May | 286.90 | 4.65 | 1.2 (34.78%) | 16.81 | 808 | 118 | 844 |
| 27 May | 291.95 | 3.35 | -0.15 (-4.29%) | 17.37 | 1,285 | 737 | 737 |
| 26 May | 301.65 | - | - | - | 0 | 0 | 0 |
| 25 May | 303.95 | - | - | - | 0 | 0 | 0 |
| 22 May | 301.70 | - | - | - | 0 | 0 | 0 |
| 21 May | 308.05 | - | - | - | 0 | 0 | 0 |
| 20 May | 307.55 | - | - | - | 0 | 0 | 0 |
| 18 May | 310.15 | - | - | - | 0 | 0 | 0 |
| 15 May | 309.45 | - | - | - | 0 | 0 | 0 |
| 14 May | 307.20 | - | - | - | 0 | 0 | 0 |
| 13 May | 304.45 | - | - | - | 0 | 0 | 0 |
| 12 May | 300.70 | - | - | - | 0 | 0 | 0 |
| 11 May | 305.85 | - | - | - | 0 | 0 | 0 |
| 8 May | 307.45 | - | - | - | 0 | 0 | 0 |
| 7 May | 307.40 | - | - | - | 0 | 0 | 0 |
| 6 May | 310.70 | - | - | - | 0 | 0 | 0 |
| 5 May | 311.45 | - | - | - | 0 | 0 | 0 |
| 4 May | 311.10 | - | - | - | 0 | 0 | 0 |
| 30 Apr | 314.90 | - | - | - | 0 | 0 | 0 |
For Itc Ltd - strike price 287 expiring on 30JUN2026
Delta for 287 PE is -0.61
Historical price for 287 PE is as follows
On 11 Jun ITC was trading at 282.40. The strike last trading price was 7, which was 1 higher than the previous day. The implied volatity was 17.54, the open interest changed by -5 which decreased total open position to 717
On 10 Jun ITC was trading at 283.65. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 17.86, the open interest changed by -21 which decreased total open position to 724
On 9 Jun ITC was trading at 280.00. The strike last trading price was 8, which was -1 lower than the previous day. The implied volatity was 15.51, the open interest changed by -2 which decreased total open position to 745
On 8 Jun ITC was trading at 279.45. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 16.95, the open interest changed by 40 which increased total open position to 747
On 5 Jun ITC was trading at 280.70. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 17.82, the open interest changed by 17 which increased total open position to 708
On 4 Jun ITC was trading at 280.30. The strike last trading price was 8, which was -3 lower than the previous day. The implied volatity was 16.12, the open interest changed by -59 which decreased total open position to 694
On 3 Jun ITC was trading at 277.00. The strike last trading price was 10.8, which was 4.15 higher than the previous day. The implied volatity was 15.67, the open interest changed by -13 which decreased total open position to 753
On 2 Jun ITC was trading at 283.25. The strike last trading price was 6.55, which was -2.5 lower than the previous day. The implied volatity was 16.68, the open interest changed by 5 which increased total open position to 765
On 1 Jun ITC was trading at 279.65. The strike last trading price was 9.3, which was 4.45 higher than the previous day. The implied volatity was 17.2, the open interest changed by -82 which decreased total open position to 758
On 29 May ITC was trading at 286.90. The strike last trading price was 4.65, which was 1.2 higher than the previous day. The implied volatity was 16.81, the open interest changed by 118 which increased total open position to 844
On 27 May ITC was trading at 291.95. The strike last trading price was 3.35, which was -0.15 lower than the previous day. The implied volatity was 17.37, the open interest changed by 737 which increased total open position to 737
On 26 May ITC was trading at 301.65. 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 25 May ITC was trading at 303.95. 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 22 May ITC was trading at 301.70. 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 21 May ITC was trading at 308.05. 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 20 May ITC was trading at 307.55. 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 18 May ITC was trading at 310.15. 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 15 May ITC was trading at 309.45. 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 14 May ITC was trading at 307.20. 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 13 May ITC was trading at 304.45. 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 12 May ITC was trading at 300.70. 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 11 May ITC was trading at 305.85. 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 8 May ITC was trading at 307.45. 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 7 May ITC was trading at 307.40. 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 6 May ITC was trading at 310.70. 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 5 May ITC was trading at 311.45. 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 4 May ITC was trading at 311.10. 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 30 Apr ITC was trading at 314.90. 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
