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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%
₹ 277.00
-2.21%

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

Derivatives signal Short Buildup
Short sellers are loading fresh positions (OI up +0.8%) on price weakness (-2.0%).

Analysis what the data is telling us about ITC

In the last completed session, ITC Ltd. closed -2.00% with futures open interest moving +0.8%. That combination — price falling while OI builds — is classified as Short Buildup. Fresh short positions are being added on weakness, which historically prefaces further downside until shorts are forced to cover. The stock's option PCR sits at 0.49, indicating heavy call-side writing — option dealers see resistance overhead. Max-pain strike at ₹290 sits 4.7% 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. points to a softer setup at the next open.

F&O Positioning EOD derivatives setup

Buildup Class
Short Buildup
bias: bearish
Futures OI
174,592,925
+1348375 (+0.8%)
Option PCR (OI)
0.49
heavy call writing
Max Pain Strike
₹ 290
writer loss minimized strike

Quote Details key metrics & weights

Previous Close
₹ 283.25
yesterday's EOD close
Index Contribution
-0.098 pp
contribution to Nifty
Traded Volume
28,001,438
live shares traded today
Upcoming Earnings
no report scheduled

Key Fundamentals headline ratios · Consumer Defensive

P/E (TTM)
16.8
price / earnings
P/B
4.8
price / book
ROE
29.3%
return on equity
Market Cap
₹ 347,066 Cr
total market value
Dividend Yield
5.65%
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 277 · EOD 2026-06-03

Option writers expect range between 292 and 302+9.0% upside, +5.4% downside.
unbalanced
Call OI (writers) Strike Put OI (writers)
0
270
1,097,600 +11k
IV 18% Δ -0.25 θ -0.1 ν 0
852,800 +384k
IV 22% Δ 0.70 θ -0.1 ν 0
270
2,112,000 +219k
IV 19% Δ -0.27 θ -0.1 ν 0
444,800 +14k
IV 22% Δ 0.66 θ -0.1 ν 0
272
1,324,800 +4k
IV 18% Δ -0.31 θ -0.1 ν 0
72,000 +17k
IV 22% Δ 0.65 θ -0.1 ν 0
272
156,800 +75k
IV 18% Δ -0.33 θ -0.1 ν 0
131,200 +3k
IV 21% Δ 0.61 θ -0.1 ν 0
274
414,400 +33k
IV 18% Δ -0.38 θ -0.1 ν 0
796,800 +643k
IV 22% Δ 0.59 θ -0.1 ν 0
275
1,496,000 +739k
IV 18% Δ -0.39 θ -0.1 ν 0
768,000 +464k
IV 22% Δ 0.54 θ -0.1 ν 0
277
2,852,800 +329k
IV 18% Δ -0.45 θ -0.1 ν 0
590,400 +400k
IV 22% Δ 0.53 θ -0.1 ν 0
278
560,000 +291k
IV 18% Δ -0.47 θ -0.1 ν 0
889,600 +572k
IV 21% Δ 0.48 θ -0.1 ν 0
280
2,043,200 +124k
IV 18% Δ -0.52 θ -0.1 ν 0
4,880,000 +2872k
IV 22% Δ 0.47 θ -0.1 ν 0
280
1,952,000 +468k
IV 18% Δ -0.54 θ -0.1 ν 0
1,622,400 +425k
IV 22% Δ 0.42 θ -0.1 ν 0
282
1,960,000 -7k
IV 17% Δ -0.60 θ -0.1 ν 0
865,600 +243k
IV 21% Δ 0.41 θ -0.1 ν 0
282
361,600 +19k
IV 17% Δ -0.61 θ -0.1 ν 0
1,192,000 +134k
IV 22% Δ 0.37 θ -0.1 ν 0
284
624,000 -29k
IV 17% Δ -0.67 θ -0.1 ν 0

Chain Interpretation

Spot Underlying 277.00
Key Resistance (R) 302
Key Support (S) 292
Max Pain Strike (MP) 290
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: ₹ 277.00 · Expiry: 2026-06-30 · Lot: 1600

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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