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ClearStrike

ITC options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where ITC can go (next trading day)

For the next trading day, options point to about 1.1% either way: ITC between 263.0 and 269.0 (from 266.0).

2026-07-16 O 277.0 H 280.5 L 276.0 C 279.42026-07-17 O 279.4 H 282.0 L 277.8 C 280.72026-07-20 O 280.7 H 283.7 L 279.5 C 282.72026-07-21 O 283.0 H 284.0 L 278.8 C 281.02026-07-22 O 280.5 H 282.2 L 278.5 C 280.82026-07-23 O 280.0 H 284.0 L 279.7 C 281.32026-07-24 O 279.6 H 284.9 L 279.6 C 283.52026-07-27 O 287.8 H 287.9 L 285.5 C 285.92026-07-28 O 284.9 H 288.0 L 282.3 C 284.72026-07-29 O 285.6 H 289.1 L 284.2 C 286.32026-07-30 O 286.1 H 288.4 L 283.8 C 285.12026-07-31 O 285.6 H 285.8 L 280.1 C 281.02026-08-03 O 284.5 H 292.6 L 283.0 C 287.02026-08-04 O 286.1 H 289.0 L 284.7 C 289.02026-08-05 O 288.3 H 288.5 L 285.0 C 287.02026-08-06 O 285.5 H 286.4 L 283.7 C 285.92026-08-07 O 285.0 H 286.1 L 284.4 C 286.12026-08-10 O 286.1 H 286.1 L 281.4 C 282.72026-08-11 O 282.0 H 282.6 L 278.0 C 279.02026-08-12 O 279.0 H 279.6 L 275.4 C 276.22026-08-13 O 276.2 H 278.5 L 276.1 C 278.52026-08-14 O 278.4 H 278.4 L 276.0 C 278.22026-08-17 O 278.2 H 278.2 L 273.0 C 273.12026-08-18 O 273.1 H 273.7 L 269.2 C 270.02026-08-19 O 270.0 H 271.0 L 265.9 C 267.12026-08-20 O 268.2 H 271.7 L 265.0 C 271.72026-08-21 O 271.6 H 271.6 L 269.0 C 269.42026-08-24 O 270.6 H 270.6 L 267.0 C 269.72026-08-25 O 269.7 H 271.4 L 267.7 C 271.42026-08-26 O 271.9 H 274.0 L 270.3 C 270.32026-08-27 O 269.5 H 271.3 L 268.0 C 269.02026-08-28 O 269.0 H 269.0 L 264.8 C 266.02026-08-31 O 266.0 H 266.6 L 255.5 C 255.52026-09-01 O 261.5 H 268.2 L 261.5 C 266.62026-09-02 O 266.0 H 269.0 L 262.8 C 266.32026-09-03 O 266.5 H 267.6 L 262.4 C 263.02026-09-04 O 264.0 H 266.3 L 262.7 C 264.12026-09-07 O 264.1 H 265.0 L 263.0 C 263.52026-09-08 O 263.5 H 265.9 L 262.7 C 263.52026-09-09 O 263.7 H 264.5 L 260.2 C 260.82026-09-10 O 261.0 H 263.9 L 259.1 C 259.32026-09-11 O 258.0 H 261.7 L 257.7 C 259.92026-09-15 O 261.0 H 264.2 L 258.0 C 258.02026-09-16 O 259.4 H 264.9 L 259.3 C 264.22026-09-17 O 264.8 H 268.5 L 264.1 C 266.22026-09-18 O 266.6 H 266.6 L 262.3 C 262.32026-09-21 O 263.6 H 268.0 L 263.6 C 267.02026-09-22 O 267.9 H 268.3 L 264.8 C 265.82026-09-23 O 265.9 H 271.1 L 265.2 C 270.22026-09-24 O 268.7 H 270.3 L 266.7 C 268.02026-09-25 O 268.1 H 269.0 L 266.3 C 269.02026-09-28 O 269.0 H 269.3 L 265.0 C 265.22026-09-29 O 265.5 H 266.8 L 263.3 C 265.12026-09-30 O 265.0 H 266.9 L 261.4 C 262.82026-10-01 O 262.7 H 262.7 L 254.7 C 255.92026-10-05 O 261.0 H 269.8 L 259.0 C 268.92026-10-06 O 269.0 H 269.4 L 264.0 C 266.72026-10-07 O 265.7 H 267.2 L 262.5 C 265.72026-10-08 O 264.0 H 264.7 L 253.2 C 255.02026-10-09 O 255.5 H 268.1 L 255.1 C 266.0Upper end 269.0Lower end 263.0Now 266.016 Jul9 Oct
Lower end 263.0Now 266.0Upper end 269.0

Where ITC can go in the next 3 days

Options imply about 1.9% either way over 3 days (about 1.1% in a day). That puts ITC between 260.9 and 271.1 in 3 days (now 266.0).

2026-07-16 O 277.0 H 280.5 L 276.0 C 279.42026-07-17 O 279.4 H 282.0 L 277.8 C 280.72026-07-20 O 280.7 H 283.7 L 279.5 C 282.72026-07-21 O 283.0 H 284.0 L 278.8 C 281.02026-07-22 O 280.5 H 282.2 L 278.5 C 280.82026-07-23 O 280.0 H 284.0 L 279.7 C 281.32026-07-24 O 279.6 H 284.9 L 279.6 C 283.52026-07-27 O 287.8 H 287.9 L 285.5 C 285.92026-07-28 O 284.9 H 288.0 L 282.3 C 284.72026-07-29 O 285.6 H 289.1 L 284.2 C 286.32026-07-30 O 286.1 H 288.4 L 283.8 C 285.12026-07-31 O 285.6 H 285.8 L 280.1 C 281.02026-08-03 O 284.5 H 292.6 L 283.0 C 287.02026-08-04 O 286.1 H 289.0 L 284.7 C 289.02026-08-05 O 288.3 H 288.5 L 285.0 C 287.02026-08-06 O 285.5 H 286.4 L 283.7 C 285.92026-08-07 O 285.0 H 286.1 L 284.4 C 286.12026-08-10 O 286.1 H 286.1 L 281.4 C 282.72026-08-11 O 282.0 H 282.6 L 278.0 C 279.02026-08-12 O 279.0 H 279.6 L 275.4 C 276.22026-08-13 O 276.2 H 278.5 L 276.1 C 278.52026-08-14 O 278.4 H 278.4 L 276.0 C 278.22026-08-17 O 278.2 H 278.2 L 273.0 C 273.12026-08-18 O 273.1 H 273.7 L 269.2 C 270.02026-08-19 O 270.0 H 271.0 L 265.9 C 267.12026-08-20 O 268.2 H 271.7 L 265.0 C 271.72026-08-21 O 271.6 H 271.6 L 269.0 C 269.42026-08-24 O 270.6 H 270.6 L 267.0 C 269.72026-08-25 O 269.7 H 271.4 L 267.7 C 271.42026-08-26 O 271.9 H 274.0 L 270.3 C 270.32026-08-27 O 269.5 H 271.3 L 268.0 C 269.02026-08-28 O 269.0 H 269.0 L 264.8 C 266.02026-08-31 O 266.0 H 266.6 L 255.5 C 255.52026-09-01 O 261.5 H 268.2 L 261.5 C 266.62026-09-02 O 266.0 H 269.0 L 262.8 C 266.32026-09-03 O 266.5 H 267.6 L 262.4 C 263.02026-09-04 O 264.0 H 266.3 L 262.7 C 264.12026-09-07 O 264.1 H 265.0 L 263.0 C 263.52026-09-08 O 263.5 H 265.9 L 262.7 C 263.52026-09-09 O 263.7 H 264.5 L 260.2 C 260.82026-09-10 O 261.0 H 263.9 L 259.1 C 259.32026-09-11 O 258.0 H 261.7 L 257.7 C 259.92026-09-15 O 261.0 H 264.2 L 258.0 C 258.02026-09-16 O 259.4 H 264.9 L 259.3 C 264.22026-09-17 O 264.8 H 268.5 L 264.1 C 266.22026-09-18 O 266.6 H 266.6 L 262.3 C 262.32026-09-21 O 263.6 H 268.0 L 263.6 C 267.02026-09-22 O 267.9 H 268.3 L 264.8 C 265.82026-09-23 O 265.9 H 271.1 L 265.2 C 270.22026-09-24 O 268.7 H 270.3 L 266.7 C 268.02026-09-25 O 268.1 H 269.0 L 266.3 C 269.02026-09-28 O 269.0 H 269.3 L 265.0 C 265.22026-09-29 O 265.5 H 266.8 L 263.3 C 265.12026-09-30 O 265.0 H 266.9 L 261.4 C 262.82026-10-01 O 262.7 H 262.7 L 254.7 C 255.92026-10-05 O 261.0 H 269.8 L 259.0 C 268.92026-10-06 O 269.0 H 269.4 L 264.0 C 266.72026-10-07 O 265.7 H 267.2 L 262.5 C 265.72026-10-08 O 264.0 H 264.7 L 253.2 C 255.02026-10-09 O 255.5 H 268.1 L 255.1 C 266.0Upper end 271.1Lower end 260.9Now 266.016 Jul9 Oct
Lower end 260.9Now 266.0Upper end 271.1

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

ITC (Fast Moving Consumer Goods): ATM IV is 17.7%, higher than 47% of days over the last year in the same expiry-cycle phase. Options imply about ±1.11% in a day and ±1.93% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
17.7%
IV percentile
47%
Expected move 1d
±1.11%
Expected move 3d
±1.93%
IV / realised
0.70
Gamma flip
-4.3%
from spot
Max pain
-0.4%
from spot
Lot size
1725
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

22.2%11.3%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Fast Moving Consumer Goods

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.