LTF
L&t Finance Limited
Historical option data for LTF
21 Nov 2024 04:13 PM IST
| LTF 28NOV2024 120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 137.74 | 17.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 139.71 | 17.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 139.71 | 17.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 138.69 | 17.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 137.51 | 17.9 | 1.35 | - | 2 | -1 | 1 | |||
| 13 Nov | 135.91 | 16.55 | -36.40 | - | 2 | 1 | 1 | |||
| 12 Nov | 138.57 | 52.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 140.16 | 52.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 140.11 | 52.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 144.15 | 52.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 147.56 | 52.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 145.39 | 52.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 142.76 | 52.95 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 120 expiring on 28NOV2024
Delta for 120 CE is 0.00
Historical price for 120 CE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 17.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov LTF was trading at 139.71. The strike last trading price was 17.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LTF was trading at 139.71. The strike last trading price was 17.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LTF was trading at 138.69. The strike last trading price was 17.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LTF was trading at 137.51. The strike last trading price was 17.9, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 13 Nov LTF was trading at 135.91. The strike last trading price was 16.55, which was -36.40 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Nov LTF was trading at 138.57. The strike last trading price was 52.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LTF was trading at 140.16. The strike last trading price was 52.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LTF was trading at 140.11. The strike last trading price was 52.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LTF was trading at 144.15. The strike last trading price was 52.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LTF was trading at 147.56. The strike last trading price was 52.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LTF was trading at 145.39. The strike last trading price was 52.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LTF was trading at 142.76. The strike last trading price was 52.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LTF 28NOV2024 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 137.74 | 0.05 | -0.10 | 47.44 | 76 | -17 | 121 |
| 20 Nov | 139.71 | 0.15 | 0.00 | 52.66 | 159 | -19 | 140 |
| 19 Nov | 139.71 | 0.15 | 0.05 | 52.66 | 159 | -17 | 140 |
| 18 Nov | 138.69 | 0.1 | -0.10 | 45.63 | 34 | -14 | 160 |
| 14 Nov | 137.51 | 0.2 | -0.10 | 43.22 | 104 | -15 | 174 |
| 13 Nov | 135.91 | 0.3 | 0.10 | 43.12 | 297 | 100 | 190 |
| 12 Nov | 138.57 | 0.2 | 0.05 | 41.01 | 4 | 0 | 90 |
| 11 Nov | 140.16 | 0.15 | 0.00 | 40.34 | 38 | 2 | 90 |
| 8 Nov | 140.11 | 0.15 | 0.00 | 37.49 | 46 | 4 | 89 |
| 7 Nov | 144.15 | 0.15 | 0.05 | 42.14 | 10 | -1 | 85 |
| 6 Nov | 147.56 | 0.1 | -0.15 | 42.42 | 27 | -8 | 87 |
| 5 Nov | 145.39 | 0.25 | -0.15 | 44.96 | 133 | 55 | 94 |
| 4 Nov | 142.76 | 0.4 | 45.58 | 51 | 37 | 38 | |
For L&T Finance Limited - strike price 120 expiring on 28NOV2024
Delta for 120 PE is -0.02
Historical price for 120 PE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 47.44, the open interest changed by -17 which decreased total open position to 121
On 20 Nov LTF was trading at 139.71. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 52.66, the open interest changed by -19 which decreased total open position to 140
On 19 Nov LTF was trading at 139.71. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 52.66, the open interest changed by -17 which decreased total open position to 140
On 18 Nov LTF was trading at 138.69. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 45.63, the open interest changed by -14 which decreased total open position to 160
On 14 Nov LTF was trading at 137.51. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 43.22, the open interest changed by -15 which decreased total open position to 174
On 13 Nov LTF was trading at 135.91. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 43.12, the open interest changed by 100 which increased total open position to 190
On 12 Nov LTF was trading at 138.57. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 41.01, the open interest changed by 0 which decreased total open position to 90
On 11 Nov LTF was trading at 140.16. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 40.34, the open interest changed by 2 which increased total open position to 90
On 8 Nov LTF was trading at 140.11. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 37.49, the open interest changed by 4 which increased total open position to 89
On 7 Nov LTF was trading at 144.15. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 42.14, the open interest changed by -1 which decreased total open position to 85
On 6 Nov LTF was trading at 147.56. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 42.42, the open interest changed by -8 which decreased total open position to 87
On 5 Nov LTF was trading at 145.39. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 44.96, the open interest changed by 55 which increased total open position to 94
On 4 Nov LTF was trading at 142.76. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was 45.58, the open interest changed by 37 which increased total open position to 38
