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ITC ITC LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

ITC LTD — on this desk since 2 Jan 2006.

Prices before Mon 6 Jan 2025 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

implied move
2.6%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
-0.06%
the future traded 0.06% below the share
option prices
55
dearer than 55 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
long build-up23.80+1,38,0004,07,10024038,77,800−55,2000.10long unwinding
—22.26010,3502435,60,625−13,8000.05long unwinding
short covering19.00−1,72560,37524514,09,325−20,7000.20long unwinding
—17.4102,24,2502485,89,950−50,0250.25long unwinding
short covering14.30−46,5758,84,92525066,53,325−2,72,5500.40long unwinding
long build-up11.80+8,6255,67,52525322,01,100−1,20,7500.60long unwinding
short covering9.40−2,93,25018,50,92525578,34,950+2,38,0500.85short build-up
short covering7.30−39,67537,93,27525836,08,700−84,5251.25long unwinding
short covering5.45−4,77,8251,91,80,275wall260wall99,20,475+3,69,1501.85short build-up
short covering3.95−2,94,97530,56,70026330,10,125+5,43,3752.90short build-up
short covering2.80−2,12,1751,19,50,800265at the money62,32,425+1,74,2254.15short build-up
short covering1.95−1,77,67563,18,67526815,90,450+1,44,9005.85short build-up
short covering1.35−13,61,0251,71,03,37527052,71,600+44,8507.75short build-up
—0.90+1,01,77522,58,0252736,77,925+36,2259.75short build-up
short covering0.70−4,55,40077,05,57527512,85,125+3,45011.20short build-up
—0.50+2,36,32511,64,37527844,850013.35—
long build-up0.45+75,90091,11,45028013,95,525−1,01,77516.90long unwinding
—0.35−31,0505,12,32528318,975017.95—
—0.25−2,15,62528,16,9252854,83,000−1,72520.35long unwinding
long unwinding0.08−8,6253,08,77528822,425022.78—
long unwinding0.04−3,13,95029,51,47529014,43,825025.24—

The options were priced for a move of about 2.6% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 36 of 96 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.06% below the share.

Not in the F&O ban this session; open interest stood at 31% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 2.6% by 27 Oct; over the sessions the desk holds it ranged 0.8–5.1%.

Option prices were dearer than 55 of the past 252 sessions.

Calls were priced dearer than puts the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 31 Jul 2026: options priced about 4.7%; the share moved 0.7% by 3 Aug.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover2.6%-0.06%
Wed 14 Octshort cover2.8%0.42%
Tue 13 Octshort cover3.0%0.46%
Mon 12 Octlong unwind3.3%0.10%
Fri 9 Octshort cover3.2%0.45%
Thu 8 Octshort build3.7%0.14%
Wed 7 Octshort build3.7%-0.02%
Tue 6 Octshort build3.6%0.13%
Mon 5 Octlong build3.8%0.26%
Thu 1 Octshort build4.4%0.70%
Wed 30 Seplong unwind4.0%0.30%
Tue 29 Sepshort build4.0%0.75%
Mon 28 Seplong unwind4.1%0.77%
Fri 25 Seplong build1.0%0.04%
Thu 24 Sepshort build1.3%-0.15%
Wed 23 Sepshort cover1.4%-0.11%
Tue 22 Sepshort build1.6%-0.09%
Mon 21 Sepshort cover1.8%0.21%
Fri 18 Seplong unwind2.1%0.78%
Thu 17 Sepshort cover2.2%-0.06%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 1,600 to 1,725 on 29 Apr 2026; contracts either side are compared in shares, not lots.