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ITC ITC Ltd. — Smart-Money Activity, F&O Buildup & Bulk Deals

Sector: Fast Moving Consumer Goods · Nifty 50 Weight: 4.43%
₹ 279.45
-0.45%

Smart Money Verdict synthesis of derivatives, deals, and promoter files

Derivatives signal Long Unwinding
Longs are exiting (OI down -1.0%) as price declines (-0.2%), indicating lack of holding support.

Analysis what the data is telling us about ITC

In the last completed session, ITC Ltd. closed -0.25% with futures open interest moving -1.0%. That combination — price falling while OI shrinks — is classified as Long Unwinding. Existing longs are exiting rather than new shorts being added; the move down lacks the conviction of fresh selling. The stock's option PCR sits at 0.45, indicating heavy call-side writing — option dealers see resistance overhead. Max-pain strike at ₹287 sits 2.7% above the current price, a mild magnet near expiry.

There have been no notable bulk or block deals from FIIs, mutual funds, or insurance companies in ITC Ltd. over the last 30 sessions.

Putting it together, the smart-money picture for ITC Ltd. suggests further downside pressure is likely.

F&O Positioning EOD derivatives setup

Buildup Class
Long Unwinding
bias: bearish
Futures OI
170,845,225
-1698750 (-1.0%)
Option PCR (OI)
0.45
heavy call writing
Max Pain Strike
₹ 287
writer loss minimized strike

Quote Details key metrics & weights

Previous Close
₹ 280.70
yesterday's EOD close
Index Contribution
-0.020 pp
contribution to Nifty
Traded Volume
15,779,677
live shares traded today
Upcoming Earnings
no report scheduled

Technical Snapshot from 400 sessions of price history

RSI (14)
31.3
neutral momentum
52-Week High
₹ 428.55
-34.8% from high
52-Week Low
₹ 275.05
+1.6% above low
200-DMA
₹ 355.49
-21.4% · below trend
50-DMA
₹ 300.56
-7.0% from 50-DMA
1-Year Return
-33.0%
1M -9.1%

Key Fundamentals headline ratios · Consumer Defensive

P/E (TTM)
16.9
price / earnings
P/B
4.8
price / book
ROE
29.3%
return on equity
Market Cap
₹ 350,136 Cr
total market value
Dividend Yield
5.70%
trailing yield
EPS (TTM)
₹ 16.51
earnings per share

Fundamental ratios sourced from public market data, refreshed periodically; verify against company filings before relying on them.

Institutional Deals last 30 sessions (bulk & block)

No institutional bulk or block deals recorded for this stock in the last 30 sessions.

Insider & Promoter Filings last 60 days

No insider disclosures filed for this stock in the last 60 days.

Option Chain Ladder nearest expiry 2026-06-30 · spot 279 · EOD 2026-06-08

Option writers expect range between 292 and 302+8.1% upside, +4.5% downside.
unbalanced
Call OI (writers) Strike Put OI (writers)
416,000 -8k
IV 28% Δ 0.69 θ -0.2 ν 0
272
1,464,000 +102k
IV 19% Δ -0.24 θ -0.1 ν 0
84,800
IV 21% Δ 0.72 θ -0.1 ν 0
272
142,400 +9k
IV 18% Δ -0.25 θ -0.1 ν 0
160,000 -7k
IV 20% Δ 0.68 θ -0.1 ν 0
274
523,200 -23k
IV 18% Δ -0.30 θ -0.1 ν 0
609,600 -69k
IV 20% Δ 0.66 θ -0.1 ν 0
275
1,512,000 +20k
IV 18% Δ -0.32 θ -0.1 ν 0
632,000 -60k
IV 20% Δ 0.61 θ -0.1 ν 0
277
2,947,200 +19k
IV 18% Δ -0.38 θ -0.1 ν 0
470,400 -24k
IV 20% Δ 0.60 θ -0.1 ν 0
278
884,800 -21k
IV 18% Δ -0.39 θ -0.1 ν 0
659,200 +35k
IV 20% Δ 0.54 θ -0.1 ν 0
280
2,694,400 +62k
IV 18% Δ -0.46 θ -0.1 ν 0
4,446,400 -439k
IV 20% Δ 0.53 θ -0.1 ν 0
280
2,921,600 +272k
IV 18% Δ -0.47 θ -0.1 ν 0
2,417,600 +339k
IV 20% Δ 0.47 θ -0.1 ν 0
282
2,014,400 +145k
IV 17% Δ -0.54 θ -0.1 ν 0
3,870,400 -5k
IV 20% Δ 0.45 θ -0.1 ν 0
282
756,800 +168k
IV 17% Δ -0.56 θ -0.1 ν 0
2,299,200 +24k
IV 19% Δ 0.39 θ -0.1 ν 0
284
1,182,400 +80k
IV 17% Δ -0.62 θ -0.1 ν 0
7,419,200 +134k
IV 20% Δ 0.38 θ -0.1 ν 0
285
2,121,600 -328k
IV 17% Δ -0.64 θ -0.1 ν 0
1,846,400 +259k
IV 20% Δ 0.33 θ -0.1 ν 0
287 MP
1,195,200 +64k
IV 17% Δ -0.70 θ -0.1 ν 0

Chain Interpretation

Spot Underlying 279.45
Key Resistance (R) 302
Key Support (S) 292
Max Pain Strike (MP) 287
Concentrations of Option open interest show strong barrier levels. Option writers defend these levels, especially heading into monthly derivatives expiry.

Strategy Builder multi-leg payoff for ITC options · 2026-06-30 expiry

Underlying: ITC · Spot: ₹ 279.45 · Expiry: 2026-06-30 · Lot: 1725

Legs

Side
Type
Strike
Qty
Premium
Net premium
Max profit
Max loss
Breakevens
Position Delta
Position Theta/day
Position Vega/1% IV

Payoff at expiry

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